Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 200,922
Positions
10,493 108,857 6,069 46,669 11,090 5,229 63,194 28,313 18,208 6,076 1,776 634 44,349 20,745
Changes from: January 23, 2018 Total Change is: 11,841
3,368 13,637 876 -171 -74 1,143 3,687 -5,955 1,932 50 -802 192 764 891
Percent of Open Interest Represented by Each Category of Trader
5.2 54.2 3.0 23.2 5.5 2.6 31.5 14.1 9.1 3.0 0.9 0.3 22.1 10.3
Number of Traders in Each Category Total Traders: 104
4 11 9 20 6 5 28 23 21 8 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 73,025
Positions
29,040 14,952 135 3,623 5,963 535 25,402 33,815 1,329 480 1,776 0 12,481 14,520
Changes from: January 23, 2018 Total Change is: 875
-7,165 4,660 -47 2,306 -398 0 3,599 -844 343 0 0 0 1,840 -2,838
Percent of Open Interest Represented by Each Category of Trader
39.8 20.5 0.2 5.0 8.2 0.7 34.8 46.3 1.8 0.7 2.4 0.0 17.1 19.9
Number of Traders in Each Category Total Traders: 50
4 6 . . 6 . 14 16 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 310,647
Positions
43,800 78,026 31,043 32,646 65,153 11,198 88,898 31,615 52,744 1,443 8,746 2,880 45,995 29,242
Changes from: January 23, 2018 Total Change is: 10,161
-499 -112 4,188 -4,536 -1,312 1,155 -5,538 -5,816 11,526 -78 -12 531 3,413 12
Percent of Open Interest Represented by Each Category of Trader
14.1 25.1 10.0 10.5 21.0 3.6 28.6 10.2 17.0 0.5 2.8 0.9 14.8 9.4
Number of Traders in Each Category Total Traders: 129
6 10 10 18 20 10 48 20 28 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 301,457
Positions
120,926 73,889 10,279 30,912 13,411 15,668 60,535 129,222 25,774 1,697 1,603 1,490 34,177 30,122
Changes from: January 23, 2018 Total Change is: 28,974
-417 33,739 2,486 2,720 -4,506 3,757 9,132 -9,894 5,544 -273 336 458 5,567 -2,947
Percent of Open Interest Represented by Each Category of Trader
40.1 24.5 3.4 10.3 4.4 5.2 20.1 42.9 8.5 0.6 0.5 0.5 11.3 10.0
Number of Traders in Each Category Total Traders: 128
7 10 11 20 17 14 35 30 25 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 728,311
Positions
68,982 333,042 39,386 262,440 118,127 31,565 106,706 44,494 88,222 25,671 7,638 8,564 96,775 57,274
Changes from: January 23, 2018 Total Change is: 16,801
4,764 8,702 5,142 -7,667 -281 4,832 -784 -16,748 10,890 659 431 2,701 -3,736 1,133
Percent of Open Interest Represented by Each Category of Trader
9.5 45.7 5.4 36.0 16.2 4.3 14.7 6.1 12.1 3.5 1.0 1.2 13.3 7.9
Number of Traders in Each Category Total Traders: 286
19 14 19 80 31 48 58 36 40 31 17 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 37,989
Positions
626 23,420 10 20,605 2,222 1,557 691 5,321 687 0 771 5 13,808 3,996
Changes from: January 23, 2018 Total Change is: -186
0 -77 0 -600 -30 50 10 226 -25 0 352 -5 384 -677
Percent of Open Interest Represented by Each Category of Trader
1.6 61.6 0.0 54.2 5.8 4.1 1.8 14.0 1.8 0.0 2.0 0.0 36.3 10.5
Number of Traders in Each Category Total Traders: 28
. . . 16 . 6 . 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 29,289
Positions
2,208 8,028 438 12,571 6,668 1,960 3,116 9,045 12 0 0 0 8,984 3,138
Changes from: January 23, 2018 Total Change is: 388
-399 -660 414 212 -250 -109 562 1,667 0 0 0 0 -292 -674
Percent of Open Interest Represented by Each Category of Trader
7.5 27.4 1.5 42.9 22.8 6.7 10.6 30.9 0.0 0.0 0.0 0.0 30.7 10.7
Number of Traders in Each Category Total Traders: 23
. . . 8 5 8 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 170,769
Positions
22,770 53,678 10,165 16,460 21,653 5,288 61,023 34,890 15,695 99 0 1,045 38,224 28,355
Changes from: January 23, 2018 Total Change is: 4,663
-564 -788 5,096 104 -1,647 605 -2,076 -2,485 2,209 -434 0 342 -619 1,331
Percent of Open Interest Represented by Each Category of Trader
13.3 31.4 6.0 9.6 12.7 3.1 35.7 20.4 9.2 0.1 0.0 0.6 22.4 16.6
Number of Traders in Each Category Total Traders: 104
8 10 10 13 13 9 35 23 23 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 58,940
Positions
0 50,374 226 27,786 0 0 28,005 7,209 0 505 117 0 2,418 1,014
Changes from: January 23, 2018 Total Change is: -3,623
0 -338 0 -4,714 0 0 930 -3,118 0 -5 -23 0 166 -144
Percent of Open Interest Represented by Each Category of Trader
0.0 85.5 0.4 47.1 0.0 0.0 47.5 12.2 0.0 0.9 0.2 0.0 4.1 1.7
Number of Traders in Each Category Total Traders: 31
0 6 . 4 0 0 13 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 189,332
Positions
9,756 90,266 434 71,270 14,232 159 94,310 66,328 4,636 1,863 9,798 0 6,905 3,480
Changes from: January 23, 2018 Total Change is: 9,956
-2,241 9,817 -60 -1,368 5,446 -30 14,586 -4,099 -349 -225 -777 0 -357 8
Percent of Open Interest Represented by Each Category of Trader
5.2 47.7 0.2 37.6 7.5 0.1 49.8 35.0 2.4 1.0 5.2 0.0 3.6 1.8
Number of Traders in Each Category Total Traders: 147
4 10 . 17 8 . 63 24 12 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 36,701
Positions
0 12,266 8,572 12,131 0 0 12,972 13,862 19 1,220 1,020 3 1,784 959
Changes from: January 23, 2018 Total Change is: 6,096
0 -200 7,422 -359 -223 0 327 -249 -1,164 -136 110 3 3 397
Percent of Open Interest Represented by Each Category of Trader
0.0 33.4 23.4 33.1 0.0 0.0 35.3 37.8 0.1 3.3 2.8 0.0 4.9 2.6
Number of Traders in Each Category Total Traders: 35
0 4 4 4 0 0 9 10 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 55,783
Positions
20,628 18,248 164 6,168 3,259 0 23,858 30,197 173 130 615 0 4,662 3,127
Changes from: January 23, 2018 Total Change is: 2,409
-3,481 4,476 11 1,631 -1,075 0 5,215 1,071 -1,339 20 226 0 352 -961
Percent of Open Interest Represented by Each Category of Trader
37.0 32.7 0.3 11.1 5.8 0.0 42.8 54.1 0.3 0.2 1.1 0.0 8.4 5.6
Number of Traders in Each Category Total Traders: 87
4 8 . 11 4 0 35 19 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,392
Positions
1,227 7,790 1,273 7,695 142 0 2,629 4,099 204 0 0 0 1,364 884
Changes from: January 23, 2018 Total Change is: 1,100
-1,038 -15 1,038 1,147 -24 0 -15 97 0 0 0 0 -32 4
Percent of Open Interest Represented by Each Category of Trader
8.5 54.1 8.8 53.5 1.0 0.0 18.3 28.5 1.4 0.0 0.0 0.0 9.5 6.1
Number of Traders in Each Category Total Traders: 26
. 4 . 5 . 0 8 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 79,224
Positions
9,939 54,760 1,572 16,038 4,330 830 28,915 6,706 3,318 4,198 856 655 13,758 6,199
Changes from: January 23, 2018 Total Change is: -483
-264 667 5 -542 343 514 -245 -2,204 -447 319 578 37 141 25
Percent of Open Interest Represented by Each Category of Trader
12.5 69.1 2.0 20.2 5.5 1.0 36.5 8.5 4.2 5.3 1.1 0.8 17.4 7.8
Number of Traders in Each Category Total Traders: 120
18 17 4 19 4 4 36 11 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 158,447
Positions
19,878 109,519 3,144 32,076 8,659 1,659 57,830 13,411 6,637 8,397 1,711 1,310 27,517 12,398
Changes from: January 23, 2018 Total Change is: -965
-527 1,334 10 -1,084 685 1,028 -491 -4,407 -894 639 1,156 73 281 50
Percent of Open Interest Represented by Each Category of Trader
12.5 69.1 2.0 20.2 5.5 1.0 36.5 8.5 4.2 5.3 1.1 0.8 17.4 7.8
Number of Traders in Each Category Total Traders: 120
18 17 4 19 4 4 36 11 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 17,184
Positions
933 14,736 0 11,868 800 510 1,579 569 250 500 0 0 1,544 319
Changes from: January 23, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.4 85.8 0.0 69.1 4.7 3.0 9.2 3.3 1.5 2.9 0.0 0.0 9.0 1.9
Number of Traders in Each Category Total Traders: 20
. 8 0 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 1,047,252
Positions
46,021 226,355 74,748 345,914 154,396 81,847 94,194 116,078 208,475 33,762 41,923 42,870 119,421 100,560
Changes from: January 23, 2018 Total Change is: 6,010
-5,146 17,986 9,807 -17,572 -4,505 -878 8,739 -11,499 -5,898 4,540 222 -3,603 16,021 4,377
Percent of Open Interest Represented by Each Category of Trader
4.4 21.6 7.1 33.0 14.7 7.8 9.0 11.1 19.9 3.2 4.0 4.1 11.4 9.6
Number of Traders in Each Category Total Traders: 730
37 43 49 156 92 113 114 105 125 124 58 119
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 160,771
Positions
26,084 32,857 9,539 10,027 20,450 12,135 7,808 12,139 41,778 3,001 200 8,287 42,112 23,386
Changes from: January 23, 2018 Total Change is: 324
2,828 9,448 272 86 -182 -1,073 262 -4,042 -4,418 -174 -16 -119 2,660 454
Percent of Open Interest Represented by Each Category of Trader
16.2 20.4 5.9 6.2 12.7 7.5 4.9 7.6 26.0 1.9 0.1 5.2 26.2 14.5
Number of Traders in Each Category Total Traders: 76
9 10 9 7 7 6 9 18 24 10 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 23,439
Positions
20,824 5,660 0 224 14,468 268 0 2,090 77 0 0 0 2,046 876
Changes from: January 23, 2018 Total Change is: 141
-27 471 0 -15 -311 202 0 2 -2 0 0 0 -17 -221
Percent of Open Interest Represented by Each Category of Trader
88.8 24.1 0.0 1.0 61.7 1.1 0.0 8.9 0.3 0.0 0.0 0.0 8.7 3.7
Number of Traders in Each Category Total Traders: 21
8 4 0 . 6 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 12,658
Positions
635 11,552 0 5,102 0 296 4,258 230 0 0 0 0 2,367 580
Changes from: January 23, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.0 91.3 0.0 40.3 0.0 2.3 33.6 1.8 0.0 0.0 0.0 0.0 18.7 4.6
Number of Traders in Each Category Total Traders: 20
. 8 0 6 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,432,407
Positions
224,820 1,092,622 200,914 1,686,790 677,088 341,201 484,997 572,760 780,423 154,727 209,539 171,995 386,541 385,866
Changes from: January 23, 2018 Total Change is: 28,429
-12,365 70,199 20,173 -90,053 -23,378 2,736 22,541 -57,127 12,441 23,678 1,296 -17,525 66,804 19,615
Percent of Open Interest Represented by Each Category of Trader
5.1 24.7 4.5 38.1 15.3 7.7 10.9 12.9 17.6 3.5 4.7 3.9 8.7 8.7
Number of Traders in Each Category Total Traders: 713
35 44 45 157 89 110 111 102 119 118 57 115
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,001
Positions
5,133 28,887 0 6,572 0 700 12,930 0 0 439 0 0 4,227 414
Changes from: January 23, 2018 Total Change is: -108
0 -153 0 -220 0 0 -282 0 0 -150 0 0 544 45
Percent of Open Interest Represented by Each Category of Trader
17.1 96.3 0.0 21.9 0.0 2.3 43.1 0.0 0.0 1.5 0.0 0.0 14.1 1.4
Number of Traders in Each Category Total Traders: 24
. 8 0 6 0 . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,478
Positions
3,983 9,263 0 6,395 1,194 1,398 0 1,148 94 322 0 0 1,286 381
Changes from: January 23, 2018 Total Change is: -565
0 -168 0 -892 0 64 0 2 -2 0 0 0 265 -461
Percent of Open Interest Represented by Each Category of Trader
29.6 68.7 0.0 47.4 8.9 10.4 0.0 8.5 0.7 2.4 0.0 0.0 9.5 2.8
Number of Traders in Each Category Total Traders: 23
4 8 0 8 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 23,699
Positions
19,051 16,262 0 1,132 4,810 266 2,181 521 0 0 671 0 1,069 1,169
Changes from: January 23, 2018 Total Change is: -68
207 -294 0 82 0 0 -353 0 0 0 0 0 -4 226
Percent of Open Interest Represented by Each Category of Trader
80.4 68.6 0.0 4.8 20.3 1.1 9.2 2.2 0.0 0.0 2.8 0.0 4.5 4.9
Number of Traders in Each Category Total Traders: 22
8 . 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 89,632
Positions
4,081 43,880 684 41,288 32,469 4,299 23,368 2,619 1,577 0 200 0 14,335 3,904
Changes from: January 23, 2018 Total Change is: -153
-40 -1,325 -21 -1,288 660 446 -296 154 -170 0 -40 0 1,216 143
Percent of Open Interest Represented by Each Category of Trader
4.6 49.0 0.8 46.1 36.2 4.8 26.1 2.9 1.8 0.0 0.2 0.0 16.0 4.4
Number of Traders in Each Category Total Traders: 82
4 10 . 32 14 11 17 4 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 57,056
Positions
11,259 13,472 1,805 13,898 11,552 1,313 12,688 13,151 3,915 2,655 3,277 1,383 8,139 7,187
Changes from: January 23, 2018 Total Change is: 1,876
-557 683 464 -933 147 202 717 -1,262 975 140 480 167 703 21
Percent of Open Interest Represented by Each Category of Trader
19.7 23.6 3.2 24.4 20.2 2.3 22.2 23.0 6.9 4.7 5.7 2.4 14.3 12.6
Number of Traders in Each Category Total Traders: 295
21 21 7 47 34 24 49 56 24 35 31 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 285,280
Positions
56,297 67,360 9,025 69,491 57,762 6,567 63,440 65,753 19,576 13,273 16,387 6,917 40,695 35,934
Changes from: January 23, 2018 Total Change is: 9,381
-2,787 3,413 2,320 -4,664 736 1,009 3,584 -6,311 4,876 698 2,400 834 3,513 105
Percent of Open Interest Represented by Each Category of Trader
19.7 23.6 3.2 24.4 20.2 2.3 22.2 23.0 6.9 4.7 5.7 2.4 14.3 12.6
Number of Traders in Each Category Total Traders: 295
21 21 7 47 34 24 49 56 24 35 31 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 550,424
Positions
41,615 167,794 4,338 246,211 188,854 38,651 167,019 121,869 10,617 19,010 2,459 782 22,181 15,061
Changes from: January 23, 2018 Total Change is: 777
-6,217 2,589 1,450 -6,529 1,384 3,112 7,897 -6,007 -391 -222 165 324 1,353 -1,848
Percent of Open Interest Represented by Each Category of Trader
7.6 30.5 0.8 44.7 34.3 7.0 30.3 22.1 1.9 3.5 0.4 0.1 4.0 2.7
Number of Traders in Each Category Total Traders: 307
16 27 5 82 44 35 60 59 24 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 23,450
Positions
13,635 13,846 597 1,474 1,124 0 647 1,443 24 1,425 1,450 230 5,418 4,736
Changes from: January 23, 2018 Total Change is: 315
37 119 -93 235 0 0 408 -205 11 280 130 0 -563 353
Percent of Open Interest Represented by Each Category of Trader
58.1 59.0 2.5 6.3 4.8 0.0 2.8 6.2 0.1 6.1 6.2 1.0 23.1 20.2
Number of Traders in Each Category Total Traders: 38
10 9 . 5 . 0 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 50,728
Positions
950 28,366 0 25,159 921 148 12,160 2,068 82 2,284 16,080 0 9,945 3,063
Changes from: January 23, 2018 Total Change is: 764
-41 3,200 0 -906 0 -85 871 -65 0 773 -529 -300 452 -1,457
Percent of Open Interest Represented by Each Category of Trader
1.9 55.9 0.0 49.6 1.8 0.3 24.0 4.1 0.2 4.5 31.7 0.0 19.6 6.0
Number of Traders in Each Category Total Traders: 48
. 4 0 19 . . 9 5 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 68,208
Positions
14,887 11,566 988 19,918 6,940 3,130 7,080 12,594 952 11,527 1,146 0 9,726 30,892
Changes from: January 23, 2018 Total Change is: 1,825
3,661 2,162 -985 -1,943 4,106 -176 -108 -3,233 204 670 0 0 502 -253
Percent of Open Interest Represented by Each Category of Trader
21.8 17.0 1.4 29.2 10.2 4.6 10.4 18.5 1.4 16.9 1.7 0.0 14.3 45.3
Number of Traders in Each Category Total Traders: 84
15 11 . 16 5 7 13 17 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 285,734
Positions
21,671 180,014 4,087 186,072 62,432 22,026 38,670 9,636 1,959 2,470 1,163 0 8,779 4,417
Changes from: January 23, 2018 Total Change is: -404
1,210 -3,507 57 -602 1,404 1,865 -2,127 1,466 -334 2 -16 0 -475 -1,339
Percent of Open Interest Represented by Each Category of Trader
7.6 63.0 1.4 65.1 21.8 7.7 13.5 3.4 0.7 0.9 0.4 0.0 3.1 1.5
Number of Traders in Each Category Total Traders: 157
6 15 5 65 24 22 31 8 8 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,087,489
Positions
33,355 791,457 4,980 660,906 145,460 65,603 217,674 39,743 18,849 56,314 12,277 740 29,067 8,379
Changes from: January 23, 2018 Total Change is: 22,014
-1,271 25,327 -525 17,657 7,111 -2,887 9,926 -6,749 -1,376 407 191 -197 280 1,119
Percent of Open Interest Represented by Each Category of Trader
3.1 72.8 0.5 60.8 13.4 6.0 20.0 3.7 1.7 5.2 1.1 0.1 2.7 0.8
Number of Traders in Each Category Total Traders: 384
22 20 7 145 44 44 83 24 14 42 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 97,143
Positions
18,556 34,396 60,288 10,546 0 0 2,388 1,631 798 4,520 30 0 47 0
Changes from: January 23, 2018 Total Change is: 2,245
327 4,617 -2,372 21 0 0 266 0 0 4,000 0 0 3 0
Percent of Open Interest Represented by Each Category of Trader
19.1 35.4 62.1 10.9 0.0 0.0 2.5 1.7 0.8 4.7 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 34
5 11 8 8 0 0 4 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 982,758
Positions
28,827 49,263 37,185 281,365 270,363 177,502 135,765 111,034 115,245 18,797 27,001 13,398 174,676 181,769
Changes from: January 23, 2018 Total Change is: -55,177
944 227 -6,369 -5,398 3,435 -17,659 -377 8,163 -31,015 -2,718 882 -4,226 11,642 -8,614
Percent of Open Interest Represented by Each Category of Trader
2.9 5.0 3.8 28.6 27.5 18.1 13.8 11.3 11.7 1.9 2.7 1.4 17.8 18.5
Number of Traders in Each Category Total Traders: 177
10 14 17 42 34 41 36 26 41 7 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 897,404
Positions
6,897 109,517 176 495,188 102,504 155,028 54,510 392,333 21,085 39,312 8,516 1,155 124,053 107,090
Changes from: January 23, 2018 Total Change is: -649
-1,095 -9,499 -1,495 -5,433 -6,271 5,007 1,125 -2,112 -2,328 1,318 42 0 2,253 16,008
Percent of Open Interest Represented by Each Category of Trader
0.8 12.2 0.0 55.2 11.4 17.3 6.1 43.7 2.3 4.4 0.9 0.1 13.8 11.9
Number of Traders in Each Category Total Traders: 114
. 13 . 46 16 36 14 17 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,079,432
Positions
99,106 186,117 23,292 753,993 407,294 217,522 455,411 523,052 187,623 206,840 329,351 9,101 126,544 196,080
Changes from: January 23, 2018 Total Change is: 1,425
-27,866 23,617 4,909 48,137 8,464 -9,205 -11,228 -44,402 -20,167 17,081 26,202 -998 762 13,005
Percent of Open Interest Represented by Each Category of Trader
4.8 9.0 1.1 36.3 19.6 10.5 21.9 25.2 9.0 9.9 15.8 0.4 6.1 9.4
Number of Traders in Each Category Total Traders: 332
15 34 15 75 48 56 50 61 53 22 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,447,669
Positions
168,645 170,636 250,462 1,536,804 1,181,356 531,036 541,496 753,363 640,603 346,963 191,524 85,457 346,203 643,231
Changes from: January 23, 2018 Total Change is: 11,644
3,197 17,907 -31,081 57,266 89,214 -64,127 45,565 34,907 -20,820 26,094 -14,004 -4,538 87 4,185
Percent of Open Interest Represented by Each Category of Trader
3.8 3.8 5.6 34.6 26.6 11.9 12.2 16.9 14.4 7.8 4.3 1.9 7.8 14.5
Number of Traders in Each Category Total Traders: 445
27 35 45 73 107 104 64 86 99 26 27 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 553,868
Positions
19,413 9,575 5,357 133,085 234,674 57,240 217,799 56,112 14,814 18,035 16,895 0 88,125 159,201
Changes from: January 23, 2018 Total Change is: 17,713
-2,045 -2,610 77 6,539 -322 4,769 18,643 3,284 2,706 -278 -102 0 -12,698 9,911
Percent of Open Interest Represented by Each Category of Trader
3.5 1.7 1.0 24.0 42.4 10.3 39.3 10.1 2.7 3.3 3.1 0.0 15.9 28.7
Number of Traders in Each Category Total Traders: 93
5 . . 17 34 32 16 12 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,683,553
Positions
145,814 240,338 89,947 1,660,166 837,381 487,301 312,898 822,140 392,354 254,964 287,408 65,561 274,547 461,122
Changes from: January 23, 2018 Total Change is: 301
41,538 9,683 -26,523 4,405 67,412 -22,458 -7,312 -32,206 -7,814 7,692 12,324 4,480 6,293 -4,598
Percent of Open Interest Represented by Each Category of Trader
4.0 6.5 2.4 45.1 22.7 13.2 8.5 22.3 10.7 6.9 7.8 1.8 7.5 12.5
Number of Traders in Each Category Total Traders: 351
15 30 20 66 68 74 35 80 67 23 34 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,738,063
Positions
427,354 307,258 596,909 92,830 53,737 66,228 63,982 217,621 339,119 69,247 52,848 48,661 33,733 55,681
Changes from: January 23, 2018 Total Change is: 126,291
-9,780 21,412 57,638 -1,001 49,485 5,112 24,167 -53,673 39,379 6,742 5,028 8,087 -4,053 -6,178
Percent of Open Interest Represented by Each Category of Trader
24.6 17.7 34.3 5.3 3.1 3.8 3.7 12.5 19.5 4.0 3.0 2.8 1.9 3.2
Number of Traders in Each Category Total Traders: 164
28 36 50 5 . 5 21 39 47 13 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is28,821,329
Positions
6,995,913 640,760 4,164,687 46,641 3,017,279 2,284,750 462,552 2,440,136 12,501,080 29,102 546,168 1,747,278 589,326 1,479,190
Changes from: January 23, 2018 Total Change is: 2,248,063
137,851 34,191 278,516 3,487 53,573 230,596 2,797 65,554 1,540,282 2,198 5,226 71,221 -18,885 -31,097
Percent of Open Interest Represented by Each Category of Trader
24.3 2.2 14.5 0.2 10.5 7.9 1.6 8.5 43.4 0.1 1.9 6.1 2.0 5.1
Number of Traders in Each Category Total Traders: 320
33 45 74 11 36 39 36 109 111 13 29 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 27,593
Positions
10,981 6,044 0 57 8,458 184 7,381 8,636 0 8,957 4,126 0 33 145
Changes from: January 23, 2018 Total Change is: -588
1,302 -1,129 0 0 -269 37 1,769 789 0 -3,692 -5 0 -4 -11
Percent of Open Interest Represented by Each Category of Trader
39.8 21.9 0.0 0.2 30.7 0.7 26.7 31.3 0.0 32.5 15.0 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 48
. 6 0 . 14 . 7 9 0 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 23,829
Positions
3,162 7,352 0 69 4,057 768 19,737 8,635 0 40 2,909 18 35 90
Changes from: January 23, 2018 Total Change is: 452
61 231 0 -66 -57 130 624 125 0 -288 3 0 -9 20
Percent of Open Interest Represented by Each Category of Trader
13.3 30.9 0.0 0.3 17.0 3.2 82.8 36.2 0.0 0.2 12.2 0.1 0.1 0.4
Number of Traders in Each Category Total Traders: 36
. 4 0 . 9 . 5 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,738
Positions
55 0 0 0 0 0 895 2,974 27 1,753 1,868 58 2,950 811
Changes from: January 23, 2018 Total Change is: 545
0 0 0 0 0 0 -247 2,456 -33 510 -1,800 30 285 -108
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 0.0 0.0 0.0 15.6 51.8 0.5 30.6 32.6 1.0 51.4 14.1
Number of Traders in Each Category Total Traders: 50
. 0 0 0 0 0 7 9 . 20 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,258
Positions
60 4,834 0 9,428 12,165 526 20,091 18,717 2,447 7,264 4,557 23 7,418 3,988
Changes from: January 23, 2018 Total Change is: -2,004
-202 -1,788 0 172 -1,251 15 -2,701 -2,357 365 503 2,867 0 -156 145
Percent of Open Interest Represented by Each Category of Trader
0.1 10.2 0.0 20.0 25.7 1.1 42.5 39.6 5.2 15.4 9.6 0.0 15.7 8.4
Number of Traders in Each Category Total Traders: 135
. . 0 9 9 . 28 36 14 38 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 629,529
Positions
77,921 55,566 32,933 123,981 130,441 93,714 118,311 147,210 100,571 20,939 7,193 21,259 39,900 40,642
Changes from: January 23, 2018 Total Change is: -1,070
-27,077 831 10,181 -6,213 -3,089 -1,886 -12,000 -33,065 20,342 5,433 -2,210 1,307 8,843 6,519
Percent of Open Interest Represented by Each Category of Trader
12.4 8.8 5.2 19.7 20.7 14.9 18.8 23.4 16.0 3.3 1.1 3.4 6.3 6.5
Number of Traders in Each Category Total Traders: 275
15 11 18 31 35 23 64 70 69 20 12 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 78,595
Positions
1,440 0 0 34,992 181 166 35,712 78,041 85 5,923 119 0 277 3
Changes from: January 23, 2018 Total Change is: 10,738
387 0 0 369 -1,201 0 7,375 11,964 0 2,611 -6 0 -4 -19
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 44.5 0.2 0.2 45.4 99.3 0.1 7.5 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 48
5 0 0 8 . . 12 6 . 15 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 2, 2018