Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 175,056
Positions
6,963 95,669 6,805 37,060 10,265 4,047 58,779 18,391 18,094 4,597 1,092 382 38,328 20,311
Changes from: February 6, 2018 Total Change is: -18,522
-1,401 -19,039 -831 -9,532 -67 -397 -652 4,192 -2,401 -22 0 -6 -3,279 28
Percent of Open Interest Represented by Each Category of Trader
4.0 54.7 3.9 21.2 5.9 2.3 33.6 10.5 10.3 2.6 0.6 0.2 21.9 11.6
Number of Traders in Each Category Total Traders: 92
. 11 9 19 5 5 27 21 22 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 75,101
Positions
28,273 18,999 131 4,505 5,233 404 25,748 34,248 1,334 480 1,776 0 14,226 12,976
Changes from: February 6, 2018 Total Change is: 645
33 239 -19 -55 -865 0 760 775 397 0 0 0 -470 119
Percent of Open Interest Represented by Each Category of Trader
37.6 25.3 0.2 6.0 7.0 0.5 34.3 45.6 1.8 0.6 2.4 0.0 18.9 17.3
Number of Traders in Each Category Total Traders: 42
. 6 . . 5 . 12 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 244,822
Positions
41,568 62,541 25,140 27,445 64,263 5,938 69,771 19,595 32,570 1,400 9,114 2,311 38,679 23,351
Changes from: February 6, 2018 Total Change is: -45,188
-1,123 -15,512 -4,431 -3,921 -540 -4,038 -8,808 -844 -18,696 -384 268 -367 -3,419 -1,028
Percent of Open Interest Represented by Each Category of Trader
17.0 25.5 10.3 11.2 26.2 2.4 28.5 8.0 13.3 0.6 3.7 0.9 15.8 9.5
Number of Traders in Each Category Total Traders: 121
7 9 10 19 19 10 42 16 27 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 299,036
Positions
121,092 85,999 10,089 30,297 12,248 12,452 61,521 122,907 23,667 1,820 1,636 1,637 36,461 28,401
Changes from: February 6, 2018 Total Change is: 7,500
1,418 11,329 -1,426 -993 2,416 -4,064 8,212 3,077 -2,146 355 429 192 5,951 -2,308
Percent of Open Interest Represented by Each Category of Trader
40.5 28.8 3.4 10.1 4.1 4.2 20.6 41.1 7.9 0.6 0.5 0.5 12.2 9.5
Number of Traders in Each Category Total Traders: 125
9 11 12 18 18 14 29 32 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 652,721
Positions
75,959 312,053 35,741 252,260 116,054 25,318 84,788 45,788 59,731 21,993 7,812 7,152 89,778 43,071
Changes from: February 6, 2018 Total Change is: -69,417
3,600 -12,766 -5,734 -10,652 -3,012 -4,088 -16,023 768 -28,624 -2,558 760 -2,217 -3,121 -14,504
Percent of Open Interest Represented by Each Category of Trader
11.6 47.8 5.5 38.6 17.8 3.9 13.0 7.0 9.2 3.4 1.2 1.1 13.8 6.6
Number of Traders in Each Category Total Traders: 274
22 10 19 85 29 45 48 39 39 27 14 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 35,429
Positions
0 21,703 0 18,272 953 1,298 0 5,837 673 0 771 5 15,181 4,189
Changes from: February 6, 2018 Total Change is: -780
0 -941 0 -944 -1,269 -359 0 1,659 -23 0 0 0 546 153
Percent of Open Interest Represented by Each Category of Trader
0.0 61.3 0.0 51.6 2.7 3.7 0.0 16.5 1.9 0.0 2.2 0.0 42.8 11.8
Number of Traders in Each Category Total Traders: 27
0 . 0 16 . 6 0 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 26,328
Positions
2,255 8,156 438 12,523 5,766 2,124 1,203 5,735 11 0 0 0 7,774 4,098
Changes from: February 6, 2018 Total Change is: -793
155 -80 0 -149 432 152 1,203 -1,856 -1 0 0 0 -2,153 560
Percent of Open Interest Represented by Each Category of Trader
8.6 31.0 1.7 47.6 21.9 8.1 4.6 21.8 0.0 0.0 0.0 0.0 29.5 15.6
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 February 13, 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 140,692
Positions
14,938 45,895 10,958 14,476 19,111 3,103 50,475 20,922 14,002 685 1,705 1,096 30,959 23,899
Changes from: February 6, 2018 Total Change is: -31,859
-1,740 -11,578 -1,360 -4,565 -1,435 -1,567 -15,006 -12,651 -2,412 544 155 45 -5,798 -1,057
Percent of Open Interest Represented by Each Category of Trader
10.6 32.6 7.8 10.3 13.6 2.2 35.9 14.9 10.0 0.5 1.2 0.8 22.0 17.0
Number of Traders in Each Category Total Traders: 94
7 9 11 15 9 7 28 20 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 49,422
Positions
585 46,474 230 15,308 0 0 31,153 1,707 0 500 110 0 1,646 901
Changes from: February 6, 2018 Total Change is: -3,024
585 -2,243 4 -5,472 0 0 2,714 -868 0 -293 -8 0 -562 91
Percent of Open Interest Represented by Each Category of Trader
1.2 94.0 0.5 31.0 0.0 0.0 63.0 3.5 0.0 1.0 0.2 0.0 3.3 1.8
Number of Traders in Each Category Total Traders: 30
. 5 . 4 0 0 14 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 197,043
Positions
7,643 101,201 192 73,602 18,368 0 104,293 60,472 2,794 2,044 9,798 0 6,475 4,218
Changes from: February 6, 2018 Total Change is: -4,843
-1,916 132 -65 2,569 4,888 -9 -3,402 -7,782 -1,801 -116 -326 0 -103 120
Percent of Open Interest Represented by Each Category of Trader
3.9 51.4 0.1 37.4 9.3 0.0 52.9 30.7 1.4 1.0 5.0 0.0 3.3 2.1
Number of Traders in Each Category Total Traders: 133
. 7 . 19 8 0 53 21 7 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 27,571
Positions
209 19,131 3 5,607 4,754 0 19,413 1,920 184 738 780 3 1,414 796
Changes from: February 6, 2018 Total Change is: 2,276
65 -612 0 -782 4,754 0 3,164 -2,116 184 -17 20 0 -338 46
Percent of Open Interest Represented by Each Category of Trader
0.8 69.4 0.0 20.3 17.2 0.0 70.4 7.0 0.7 2.7 2.8 0.0 5.1 2.9
Number of Traders in Each Category Total Traders: 32
. . . . . 0 14 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 53,739
Positions
19,103 18,438 184 6,222 3,043 0 23,022 27,135 413 113 330 0 4,682 4,196
Changes from: February 6, 2018 Total Change is: -1,824
-849 979 13 -901 -506 0 268 -2,446 -34 -35 16 0 -286 154
Percent of Open Interest Represented by Each Category of Trader
35.5 34.3 0.3 11.6 5.7 0.0 42.8 50.5 0.8 0.2 0.6 0.0 8.7 7.8
Number of Traders in Each Category Total Traders: 78
4 7 . 10 . 0 30 20 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 14,352
Positions
459 7,678 2,041 7,755 0 0 2,374 3,276 204 0 219 0 1,519 934
Changes from: February 6, 2018 Total Change is: -621
-332 -1 332 -273 -126 0 -442 -958 0 0 219 0 94 -87
Percent of Open Interest Represented by Each Category of Trader
3.2 53.5 14.2 54.0 0.0 0.0 16.5 22.8 1.4 0.0 1.5 0.0 10.6 6.5
Number of Traders in Each Category Total Traders: 22
. . . 5 0 0 7 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 64,811
Positions
20,417 36,875 1,604 11,817 75 274 17,552 10,764 1,580 1,571 5,772 859 9,135 7,008
Changes from: February 6, 2018 Total Change is: -3,044
6,504 -8,798 -69 -1,060 -224 -40 -5,739 3,288 -385 -1,033 2,087 53 -1,275 1,043
Percent of Open Interest Represented by Each Category of Trader
31.5 56.9 2.5 18.2 0.1 0.4 27.1 16.6 2.4 2.4 8.9 1.3 14.1 10.8
Number of Traders in Each Category Total Traders: 101
17 14 6 12 . . 34 12 11 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 129,621
Positions
40,835 73,751 3,208 23,634 149 548 35,105 21,528 3,160 3,142 11,544 1,718 18,271 14,015
Changes from: February 6, 2018 Total Change is: -6,087
13,007 -17,595 -138 -2,120 -448 -80 -11,478 6,577 -771 -2,066 4,175 107 -2,549 2,086
Percent of Open Interest Represented by Each Category of Trader
31.5 56.9 2.5 18.2 0.1 0.4 27.1 16.6 2.4 2.4 8.9 1.3 14.1 10.8
Number of Traders in Each Category Total Traders: 101
17 14 6 12 . . 34 12 11 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 24,631
Positions
1,333 22,259 0 18,963 210 64 1,579 1,413 250 500 0 0 1,942 435
Changes from: February 6, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.4 90.4 0.0 77.0 0.9 0.3 6.4 5.7 1.0 2.0 0.0 0.0 7.9 1.8
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 February 13, 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 1,083,573
Positions
60,755 192,924 92,977 303,347 152,899 74,591 75,344 96,398 276,310 35,665 43,687 52,850 111,734 100,938
Changes from: February 6, 2018 Total Change is: -75,915
6,100 -26,624 8,069 -25,928 -1,705 3,418 -10,298 -13,819 -25,712 -4,633 -1,302 -8,820 -18,112 -9,420
Percent of Open Interest Represented by Each Category of Trader
5.6 17.8 8.6 28.0 14.1 6.9 7.0 8.9 25.5 3.3 4.0 4.9 10.3 9.3
Number of Traders in Each Category Total Traders: 670
38 43 50 152 98 112 87 126 133 67 57 71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 151,051
Positions
37,928 16,345 7,474 9,202 11,488 2,652 8,686 18,844 45,822 3,786 2,105 9,605 25,895 36,716
Changes from: February 6, 2018 Total Change is: -31,652
11,104 -6,073 -4,404 -1,488 -1,438 -1,820 2,538 -15,773 -11,966 491 1,236 -1,923 -24,183 10,510
Percent of Open Interest Represented by Each Category of Trader
25.1 10.8 4.9 6.1 7.6 1.8 5.8 12.5 30.3 2.5 1.4 6.4 17.1 24.3
Number of Traders in Each Category Total Traders: 74
11 9 8 6 6 5 13 15 23 6 7 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 24,457
Positions
21,947 6,641 0 561 13,277 268 0 2,039 77 0 1,620 0 1,604 535
Changes from: February 6, 2018 Total Change is: 3,404
3,488 -486 0 2 2,406 0 0 0 0 0 1,620 0 -86 -136
Percent of Open Interest Represented by Each Category of Trader
89.7 27.2 0.0 2.3 54.3 1.1 0.0 8.3 0.3 0.0 6.6 0.0 6.6 2.2
Number of Traders in Each Category Total Traders: 24
6 5 0 . 7 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 14,134
Positions
960 13,251 0 5,801 0 291 4,010 0 0 738 0 0 2,334 592
Changes from: February 6, 2018 Total Change is: 189
325 612 0 -173 0 -66 14 -283 0 738 0 0 -649 -74
Percent of Open Interest Represented by Each Category of Trader
6.8 93.8 0.0 41.0 0.0 2.1 28.4 0.0 0.0 5.2 0.0 0.0 16.5 4.2
Number of Traders in Each Category Total Traders: 22
. 8 0 7 0 . 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 4,662,612
Positions
287,484 1,056,242 254,170 1,473,963 710,293 356,456 431,477 485,964 1,054,246 168,749 217,264 206,872 429,195 321,106
Changes from: February 6, 2018 Total Change is: -221,315
10,654 -67,084 26,695 -121,499 -634 25,492 -97,373 -23,422 -35,534 -20,603 -7,676 -39,501 30,355 -99,651
Percent of Open Interest Represented by Each Category of Trader
6.2 22.7 5.5 31.6 15.2 7.6 9.3 10.4 22.6 3.6 4.7 4.4 9.2 6.9
Number of Traders in Each Category Total Traders: 656
34 44 47 152 95 110 86 125 129 62 58 69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 29,447
Positions
7,582 27,614 0 4,395 0 1,451 12,037 0 0 582 0 0 3,400 382
Changes from: February 6, 2018 Total Change is: -230
2,239 -885 0 -1,832 -25 482 -949 0 0 143 0 0 -313 198
Percent of Open Interest Represented by Each Category of Trader
25.7 93.8 0.0 14.9 0.0 4.9 40.9 0.0 0.0 2.0 0.0 0.0 11.5 1.3
Number of Traders in Each Category Total Traders: 26
4 9 0 5 0 . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 26,571
Positions
19,756 17,973 0 1,497 4,922 266 2,191 821 0 0 1,742 0 2,861 847
Changes from: February 6, 2018 Total Change is: 2,388
882 1,248 0 114 0 0 -177 300 -23 0 1,071 0 1,592 -208
Percent of Open Interest Represented by Each Category of Trader
74.4 67.6 0.0 5.6 18.5 1.0 8.2 3.1 0.0 0.0 6.6 0.0 10.8 3.2
Number of Traders in Each Category Total Traders: 23
7 4 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 76,435
Positions
6,919 26,165 809 34,482 36,602 4,907 16,524 1,982 1,000 0 1,111 0 11,794 3,859
Changes from: February 6, 2018 Total Change is: -8,679
1,466 -7,825 -179 -2,415 1,517 -664 -5,137 -1,042 -610 0 0 0 -1,140 124
Percent of Open Interest Represented by Each Category of Trader
9.1 34.2 1.1 45.1 47.9 6.4 21.6 2.6 1.3 0.0 1.5 0.0 15.4 5.0
Number of Traders in Each Category Total Traders: 76
7 7 . 27 15 13 12 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 50,806
Positions
14,870 4,851 2,564 8,366 13,429 911 10,077 15,786 3,700 2,959 2,380 964 6,396 6,222
Changes from: February 6, 2018 Total Change is: -5,010
4,625 -8,720 678 -2,773 3,186 -151 -4,255 2,821 -1,433 417 -223 -732 -1,385 -434
Percent of Open Interest Represented by Each Category of Trader
29.3 9.5 5.0 16.5 26.4 1.8 19.8 31.1 7.3 5.8 4.7 1.9 12.6 12.2
Number of Traders in Each Category Total Traders: 264
32 13 8 45 32 27 38 58 27 19 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 254,032
Positions
74,351 24,254 12,819 41,828 67,143 4,553 50,386 78,928 18,501 14,795 11,901 4,820 31,978 31,112
Changes from: February 6, 2018 Total Change is: -25,049
23,123 -43,600 3,388 -13,864 15,928 -757 -21,273 14,105 -7,166 2,086 -1,117 -3,659 -6,927 -2,171
Percent of Open Interest Represented by Each Category of Trader
29.3 9.5 5.0 16.5 26.4 1.8 19.8 31.1 7.3 5.8 4.7 1.9 12.6 12.2
Number of Traders in Each Category Total Traders: 264
32 13 8 45 32 27 38 58 27 19 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 553,683
Positions
89,102 138,638 4,571 219,854 213,870 35,801 153,154 126,243 15,096 16,759 2,368 2,362 16,984 14,734
Changes from: February 6, 2018 Total Change is: -9,666
21,858 -9,468 726 -1,881 6,148 -540 -25,320 -3,257 -930 -1,767 -567 368 -2,181 -2,146
Percent of Open Interest Represented by Each Category of Trader
16.1 25.0 0.8 39.7 38.6 6.5 27.7 22.8 2.7 3.0 0.4 0.4 3.1 2.7
Number of Traders in Each Category Total Traders: 282
18 23 7 74 50 36 47 53 27 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 22,990
Positions
13,113 13,474 727 682 889 0 1,958 1,596 13 1,145 1,690 230 5,122 4,371
Changes from: February 6, 2018 Total Change is: -55
-217 1,451 24 -265 -1,349 0 869 85 13 0 0 0 -479 -279
Percent of Open Interest Represented by Each Category of Trader
57.0 58.6 3.2 3.0 3.9 0.0 8.5 6.9 0.1 5.0 7.4 1.0 22.3 19.0
Number of Traders in Each Category Total Traders: 40
14 10 . . . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 54,737
Positions
1,253 32,273 0 27,429 1,574 110 14,349 2,221 296 3,254 14,955 61 7,985 3,247
Changes from: February 6, 2018 Total Change is: 1,146
295 1,317 0 -388 490 -32 1,124 511 214 27 -1,355 18 -112 -17
Percent of Open Interest Represented by Each Category of Trader
2.3 59.0 0.0 50.1 2.9 0.2 26.2 4.1 0.5 5.9 27.3 0.1 14.6 5.9
Number of Traders in Each Category Total Traders: 52
. 4 0 21 . 5 9 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 82,146
Positions
24,068 12,958 839 21,746 11,038 3,055 10,135 13,825 1,373 10,351 1,146 61 10,518 37,851
Changes from: February 6, 2018 Total Change is: 9,535
5,782 233 -496 1,262 602 -246 3,260 1,722 634 -1,640 0 18 961 7,068
Percent of Open Interest Represented by Each Category of Trader
29.3 15.8 1.0 26.5 13.4 3.7 12.3 16.8 1.7 12.6 1.4 0.1 12.8 46.1
Number of Traders in Each Category Total Traders: 90
17 11 . 19 5 7 15 17 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 274,985
Positions
22,807 166,237 4,420 175,044 70,545 22,647 36,792 3,418 1,763 2,089 1,141 0 9,423 4,814
Changes from: February 6, 2018 Total Change is: -9,856
-1,445 -13,114 443 2,121 2,859 -655 -9,872 846 -479 -427 80 0 458 164
Percent of Open Interest Represented by Each Category of Trader
8.3 60.5 1.6 63.7 25.7 8.2 13.4 1.2 0.6 0.8 0.4 0.0 3.4 1.8
Number of Traders in Each Category Total Traders: 152
9 13 5 56 29 19 33 6 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 1,042,356
Positions
52,061 705,265 6,010 597,514 169,105 83,179 197,515 34,301 15,981 57,055 13,361 2,378 30,662 12,775
Changes from: February 6, 2018 Total Change is: -42,470
4,050 -49,129 -554 -39,172 2,511 2,735 -10,148 53 -2,298 1,877 1,115 372 669 2,726
Percent of Open Interest Represented by Each Category of Trader
5.0 67.7 0.6 57.3 16.2 8.0 18.9 3.3 1.5 5.5 1.3 0.2 2.9 1.2
Number of Traders in Each Category Total Traders: 390
24 21 9 149 48 60 74 24 14 41 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 102,504
Positions
23,574 40,186 60,768 10,073 0 0 2,121 111 1,208 4,520 30 0 240 201
Changes from: February 6, 2018 Total Change is: 1,222
1,211 554 587 -546 0 0 -124 0 0 0 0 0 94 81
Percent of Open Interest Represented by Each Category of Trader
23.0 39.2 59.3 9.8 0.0 0.0 2.1 0.1 1.2 4.4 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 32
4 12 8 7 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 1,101,701
Positions
17,322 59,686 61,805 354,574 233,544 201,541 106,572 120,320 170,303 21,344 21,597 24,001 144,239 208,903
Changes from: February 6, 2018 Total Change is: 79,664
-16,083 15,143 17,043 74,860 -504 1,413 -19,330 1,792 22,741 384 -225 5,650 -7,014 16,611
Percent of Open Interest Represented by Each Category of Trader
1.6 5.4 5.6 32.2 21.2 18.3 9.7 10.9 15.5 1.9 2.0 2.2 13.1 19.0
Number of Traders in Each Category Total Traders: 195
6 20 20 48 34 46 30 36 47 8 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 939,369
Positions
7,346 125,025 10,478 498,260 91,616 146,859 43,406 391,192 53,603 60,840 7,236 1,155 117,422 112,205
Changes from: February 6, 2018 Total Change is: 25,220
-3,850 11,383 4,144 14,619 -15,274 -5,913 -11,119 3,564 26,897 3,734 -1,508 -492 -2,799 2,419
Percent of Open Interest Represented by Each Category of Trader
0.8 13.3 1.1 53.0 9.8 15.6 4.6 41.6 5.7 6.5 0.8 0.1 12.5 11.9
Number of Traders in Each Category Total Traders: 124
. 16 8 45 16 37 13 21 25 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 2,161,195
Positions
117,382 189,345 31,359 709,825 391,632 230,291 432,850 474,540 299,908 197,410 342,942 12,434 129,737 188,745
Changes from: February 6, 2018 Total Change is: 66,482
23,786 -27,202 8,830 -33,863 -3,816 9,631 -29,070 -34,639 81,535 -1,897 10,908 -389 7,918 21,622
Percent of Open Interest Represented by Each Category of Trader
5.4 8.8 1.5 32.8 18.1 10.7 20.0 22.0 13.9 9.1 15.9 0.6 6.0 8.7
Number of Traders in Each Category Total Traders: 334
19 30 13 75 51 56 51 62 54 20 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 4,930,278
Positions
190,546 180,787 341,571 1,526,704 1,097,898 600,344 460,047 806,291 941,443 384,355 217,498 111,811 373,458 632,635
Changes from: February 6, 2018 Total Change is: 202,809
18,366 -19,870 23,561 786 -50,643 -20,282 -20,906 86,543 183,058 2,435 2,377 14,012 1,779 -15,946
Percent of Open Interest Represented by Each Category of Trader
3.9 3.7 6.9 31.0 22.3 12.2 9.3 16.4 19.1 7.8 4.4 2.3 7.6 12.8
Number of Traders in Each Category Total Traders: 460
29 35 50 78 104 104 60 99 103 25 30 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 562,786
Positions
18,783 18,453 6,646 123,307 214,526 61,606 215,328 59,725 20,597 27,880 19,627 0 88,639 161,606
Changes from: February 6, 2018 Total Change is: -9,786
-13,475 -4,605 2,278 -2,302 -23,237 -334 -2,598 10,829 6,991 1,619 -45 -157 -1,808 -1,506
Percent of Open Interest Represented by Each Category of Trader
3.3 3.3 1.2 21.9 38.1 10.9 38.3 10.6 3.7 5.0 3.5 0.0 15.8 28.7
Number of Traders in Each Category Total Traders: 94
6 4 4 15 36 33 18 8 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 3,880,734
Positions
98,223 309,170 132,643 1,634,394 860,353 594,339 285,969 694,023 543,421 258,546 274,450 46,760 286,439 425,575
Changes from: February 6, 2018 Total Change is: 3,489
-40,281 3,824 21,258 -22,880 -33,590 35,991 -43,482 -68,101 84,695 -4,354 -5,089 -2,217 -25,241 -33,282
Percent of Open Interest Represented by Each Category of Trader
2.5 8.0 3.4 42.1 22.2 15.3 7.4 17.9 14.0 6.7 7.1 1.2 7.4 11.0
Number of Traders in Each Category Total Traders: 344
17 35 31 61 70 74 40 68 70 23 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 1,877,641
Positions
522,624 320,907 580,528 2,396 39,329 65,056 238,358 349,288 302,699 55,555 80,557 77,327 33,099 61,951
Changes from: February 6, 2018 Total Change is: 246,304
36,258 67,636 71,948 -8,475 21,087 -16,532 128,840 80,452 5,933 5,548 4,617 18,805 3,979 -7,642
Percent of Open Interest Represented by Each Category of Trader
27.8 17.1 30.9 0.1 2.1 3.5 12.7 18.6 16.1 3.0 4.3 4.1 1.8 3.3
Number of Traders in Each Category Total Traders: 165
29 36 50 . 5 6 22 44 44 12 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 is30,715,109
Positions
7,308,194 993,674 4,510,604 67,459 3,033,786 2,567,546 380,574 2,404,826 13,305,235 27,921 512,070 1,928,125 619,450 1,459,240
Changes from: February 6, 2018 Total Change is: 763,259
161,649 245,577 80,117 25,979 78,444 49,039 -31,940 -117,466 364,804 -11,531 20,345 86,477 38,664 -44,079
Percent of Open Interest Represented by Each Category of Trader
23.8 3.2 14.7 0.2 9.9 8.4 1.2 7.8 43.3 0.1 1.7 6.3 2.0 4.8
Number of Traders in Each Category Total Traders: 320
33 47 76 8 37 40 49 89 111 14 31 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 30,391
Positions
15,145 9,409 0 53 8,186 184 8,066 8,067 0 6,797 4,340 98 48 107
Changes from: February 6, 2018 Total Change is: 979
1,677 1,482 0 -4 -110 0 -287 -487 0 -529 40 98 24 -44
Percent of Open Interest Represented by Each Category of Trader
49.8 31.0 0.0 0.2 26.9 0.6 26.5 26.5 0.0 22.4 14.3 0.3 0.2 0.4
Number of Traders in Each Category Total Traders: 47
. 7 0 . 14 . 4 10 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 25,647
Positions
1,729 10,251 0 421 3,104 649 22,752 8,769 0 40 2,831 6 50 37
Changes from: February 6, 2018 Total Change is: 1,653
-863 1,447 0 343 -116 -114 2,293 411 0 0 110 -7 1 -78
Percent of Open Interest Represented by Each Category of Trader
6.7 40.0 0.0 1.6 12.1 2.5 88.7 34.2 0.0 0.2 11.0 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 33
. 6 0 . 7 . 4 8 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 5,704
Positions
55 0 0 0 119 0 619 2,861 138 2,091 1,660 32 2,769 894
Changes from: February 6, 2018 Total Change is: -1,228
0 0 0 0 119 0 -195 -711 23 -675 -443 -6 -375 -210
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 0.0 2.1 0.0 10.9 50.2 2.4 36.7 29.1 0.6 48.5 15.7
Number of Traders in Each Category Total Traders: 47
. 0 0 0 . 0 . 9 6 21 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 40,580
Positions
66 4,608 66 7,829 10,002 543 13,645 16,042 3,788 7,687 1,622 19 6,936 3,890
Changes from: February 6, 2018 Total Change is: -3,400
3 -175 -28 -436 -1,472 16 -3,601 -2,913 802 140 87 -103 -193 387
Percent of Open Interest Represented by Each Category of Trader
0.2 11.4 0.2 19.3 24.6 1.3 33.6 39.5 9.3 18.9 4.0 0.0 17.1 9.6
Number of Traders in Each Category Total Traders: 138
. 4 . 9 9 . 24 39 13 38 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 509,458
Positions
62,260 81,758 56,056 72,796 40,320 43,039 110,419 125,548 105,692 9,258 6,503 19,061 30,877 31,481
Changes from: February 6, 2018 Total Change is: -104,977
11,913 1,183 -720 -48,147 -17,271 -2,804 -35,158 -24,380 -2,724 -10,235 1,235 1,894 -18,996 -61,390
Percent of Open Interest Represented by Each Category of Trader
12.2 16.0 11.0 14.3 7.9 8.4 21.7 24.6 20.7 1.8 1.3 3.7 6.1 6.2
Number of Traders in Each Category Total Traders: 251
17 14 26 28 27 26 67 48 74 16 17 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 13, 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 47,042
Positions
1,359 0 0 32,594 219 166 6,833 46,424 85 5,770 128 0 235 20
Changes from: February 6, 2018 Total Change is: -18,263
-80 0 0 -1,262 -8 0 -16,757 -18,257 0 -121 5 0 -43 -3
Percent of Open Interest Represented by Each Category of Trader
2.9 0.0 0.0 69.3 0.5 0.4 14.5 98.7 0.2 12.3 0.3 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 46
4 0 0 9 . . 9 8 . 14 . 0
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Updated February 16, 2018