Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 227,931
Positions
36,169 126,533 10,487 44,325 6,895 813 70,928 32,144 12,887 4,505 13,927 1,028 46,789 23,217
Changes from: September 5, 2017 Total Change is: 24,578
13,228 2,253 9,390 -8,427 2,460 -611 -1,293 98 8,162 50 4,613 -98 4,177 -1,689
Percent of Open Interest Represented by Each Category of Trader
15.9 55.5 4.6 19.4 3.0 0.4 31.1 14.1 5.7 2.0 6.1 0.5 20.5 10.2
Number of Traders in Each Category Total Traders: 109
6 10 7 17 4 7 37 21 17 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,076
Positions
6,261 8,159 35 3,144 2,957 0 20,268 11,765 2,969 0 2,898 0 11,399 15,293
Changes from: September 5, 2017 Total Change is: 2,057
-305 678 -8 206 -295 0 1,524 542 1,129 0 142 0 -489 -131
Percent of Open Interest Represented by Each Category of Trader
14.2 18.5 0.1 7.1 6.7 0.0 46.0 26.7 6.7 0.0 6.6 0.0 25.9 34.7
Number of Traders in Each Category Total Traders: 40
. 5 . 4 . 0 13 11 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 273,720
Positions
81,997 13,463 25,875 21,769 70,078 4,093 54,040 88,345 26,279 23,502 11,038 3,255 32,910 31,294
Changes from: September 5, 2017 Total Change is: 54,672
-1,587 7,527 21,861 1,918 -1,997 562 12,689 6,625 16,481 -1,158 641 -542 4,448 3,514
Percent of Open Interest Represented by Each Category of Trader
30.0 4.9 9.5 8.0 25.6 1.5 19.7 32.3 9.6 8.6 4.0 1.2 12.0 11.4
Number of Traders in Each Category Total Traders: 127
7 8 8 15 19 9 33 33 27 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 200,444
Positions
63,747 18,389 2,679 21,914 45,702 4,682 41,679 84,386 9,651 32,522 1,180 62 23,508 33,713
Changes from: September 5, 2017 Total Change is: -12,756
-8,815 -1,351 1,054 -4,456 360 312 -2,326 -17,914 4,974 -1,020 -2,630 -570 -1,909 3,009
Percent of Open Interest Represented by Each Category of Trader
31.8 9.2 1.3 10.9 22.8 2.3 20.8 42.1 4.8 16.2 0.6 0.0 11.7 16.8
Number of Traders in Each Category Total Traders: 108
10 7 6 16 12 9 27 29 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 487,425
Positions
45,708 152,062 9,387 189,947 94,396 17,583 84,642 61,588 26,895 19,400 61,778 5,125 88,738 58,611
Changes from: September 5, 2017 Total Change is: 22,437
7,364 -13,078 5,500 -14,633 523 2,085 2,665 9,668 9,813 -1,052 2,999 968 9,727 3,959
Percent of Open Interest Represented by Each Category of Trader
9.4 31.2 1.9 39.0 19.4 3.6 17.4 12.6 5.5 4.0 12.7 1.1 18.2 12.0
Number of Traders in Each Category Total Traders: 245
16 15 12 61 37 39 38 39 28 18 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,520
Positions
2,150 25,817 50 14,686 1,595 1,305 2,850 898 1,514 412 836 0 13,553 4,505
Changes from: September 5, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.9 70.7 0.1 40.2 4.4 3.6 7.8 2.5 4.1 1.1 2.3 0.0 37.1 12.3
Number of Traders in Each Category Total Traders: 22
. . . 10 . 4 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,569
Positions
726 11,785 370 9,155 5,279 1,210 3,857 1,956 600 0 0 0 7,651 2,369
Changes from: September 5, 2017 Total Change is: 1,664
0 393 370 516 -390 82 -335 451 600 0 0 0 431 158
Percent of Open Interest Represented by Each Category of Trader
3.1 50.0 1.6 38.8 22.4 5.1 16.4 8.3 2.5 0.0 0.0 0.0 32.5 10.1
Number of Traders in Each Category Total Traders: 20
. 4 . 5 4 5 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 187,355
Positions
4,071 99,904 9,781 16,914 16,538 1,892 98,164 17,444 14,811 525 6,008 1,104 40,093 19,873
Changes from: September 5, 2017 Total Change is: 19,184
-109 2,604 8,693 -822 -1,730 -512 -1,513 999 11,880 -54 -2,436 1,022 599 -1,336
Percent of Open Interest Represented by Each Category of Trader
2.2 53.3 5.2 9.0 8.8 1.0 52.4 9.3 7.9 0.3 3.2 0.6 21.4 10.6
Number of Traders in Each Category Total Traders: 104
7 9 6 9 11 7 41 15 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 48,708
Positions
1,834 28,226 6,773 8,127 0 0 28,366 8,912 153 1,135 2,825 0 2,320 1,819
Changes from: September 5, 2017 Total Change is: 8,636
-770 3,233 1,722 -122 0 0 7,106 3,299 10 103 -165 0 587 537
Percent of Open Interest Represented by Each Category of Trader
3.8 57.9 13.9 16.7 0.0 0.0 58.2 18.3 0.3 2.3 5.8 0.0 4.8 3.7
Number of Traders in Each Category Total Traders: 35
. 5 4 5 0 0 12 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 258,092
Positions
9,424 168,750 1,373 52,936 5,477 279 149,209 35,193 32,497 2,891 11,160 396 9,087 2,967
Changes from: September 5, 2017 Total Change is: 17,387
387 -1,206 739 -4,837 405 0 3,348 -525 17,382 -204 393 396 176 -197
Percent of Open Interest Represented by Each Category of Trader
3.7 65.4 0.5 20.5 2.1 0.1 57.8 13.6 12.6 1.1 4.3 0.2 3.5 1.1
Number of Traders in Each Category Total Traders: 158
. 10 . 19 8 . 63 31 16 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,536
Positions
270 16,351 50 5,045 238 0 20,965 11,460 1,159 1,020 900 0 2,027 378
Changes from: September 5, 2017 Total Change is: 2,289
-50 -1,269 50 -151 -210 0 1,722 3,134 687 -116 -40 0 147 -63
Percent of Open Interest Represented by Each Category of Trader
0.9 53.5 0.2 16.5 0.8 0.0 68.7 37.5 3.8 3.3 2.9 0.0 6.6 1.2
Number of Traders in Each Category Total Traders: 36
. . . . . 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 49,256
Positions
5,872 12,109 6,537 1,909 8,214 0 23,775 14,522 3,551 2,017 922 0 5,595 3,401
Changes from: September 5, 2017 Total Change is: 3,162
1,598 -245 3,413 -532 -1,659 0 -2,532 1,227 423 385 -11 0 407 14
Percent of Open Interest Represented by Each Category of Trader
11.9 24.6 13.3 3.9 16.7 0.0 48.3 29.5 7.2 4.1 1.9 0.0 11.4 6.9
Number of Traders in Each Category Total Traders: 75
7 4 5 10 4 0 29 12 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,391
Positions
4,927 12,773 11,472 3,026 552 0 17,286 11,940 1,590 0 250 0 1,090 814
Changes from: September 5, 2017 Total Change is: 11,064
0 357 6,024 173 15 0 3,976 3,626 874 0 150 0 17 18
Percent of Open Interest Represented by Each Category of Trader
12.5 32.4 29.1 7.7 1.4 0.0 43.9 30.3 4.0 0.0 0.6 0.0 2.8 2.1
Number of Traders in Each Category Total Traders: 34
. . 4 7 . 0 6 10 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 84,360
Positions
6,854 51,579 7,984 14,792 2,869 365 40,202 6,231 2,490 1,413 2,000 275 9,987 10,569
Changes from: September 5, 2017 Total Change is: 9,541
-349 345 6,418 1,082 -462 59 1,218 1,272 129 -52 143 275 762 1,364
Percent of Open Interest Represented by Each Category of Trader
8.1 61.1 9.5 17.5 3.4 0.4 47.7 7.4 3.0 1.7 2.4 0.3 11.8 12.5
Number of Traders in Each Category Total Traders: 119
14 25 11 15 . . 39 11 8 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 168,719
Positions
13,707 103,157 15,968 29,583 5,738 729 80,403 12,461 4,980 2,825 3,999 550 19,974 21,137
Changes from: September 5, 2017 Total Change is: 19,082
-697 690 12,835 2,164 -924 117 2,436 2,544 257 -103 286 550 1,523 2,727
Percent of Open Interest Represented by Each Category of Trader
8.1 61.1 9.5 17.5 3.4 0.4 47.7 7.4 3.0 1.7 2.4 0.3 11.8 12.5
Number of Traders in Each Category Total Traders: 119
14 25 11 15 . . 39 11 8 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 810,813
Positions
48,279 153,335 78,463 341,428 164,441 91,426 92,932 122,627 51,115 21,137 52,977 4,699 81,333 91,730
Changes from: September 5, 2017 Total Change is: 75,320
-1,921 -1,888 25,105 16,576 -282 17,420 -21 7,068 9,399 -1,236 4,902 1,331 8,666 12,265
Percent of Open Interest Represented by Each Category of Trader
6.0 18.9 9.7 42.1 20.3 11.3 11.5 15.1 6.3 2.6 6.5 0.6 10.0 11.3
Number of Traders in Each Category Total Traders: 618
35 48 40 133 95 101 88 130 94 34 54 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,189
Positions
11,154 26,005 7,871 18,097 10,086 500 8,558 9,209 832 2,736 1,930 0 22,441 15,756
Changes from: September 5, 2017 Total Change is: 2,181
-997 -1,174 1,271 1,736 -690 170 -663 1,813 832 -79 438 -2 -87 -477
Percent of Open Interest Represented by Each Category of Trader
15.5 36.0 10.9 25.1 14.0 0.7 11.9 12.8 1.2 3.8 2.7 0.0 31.1 21.8
Number of Traders in Each Category Total Traders: 55
7 9 6 8 4 . 10 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #138748 Open Interest is 34,099
Positions
11,100 2,686 18,148 0 8,378 231 657 2,388 200 0 0 0 3,763 2,068
Changes from: September 5, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
32.6 7.9 53.2 0.0 24.6 0.7 1.9 7.0 0.6 0.0 0.0 0.0 11.0 6.1
Number of Traders in Each Category Total Traders: 20
8 . 5 0 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,693,118
Positions
239,622 690,649 298,965 1,620,238 775,357 451,045 470,110 615,328 203,177 92,031 255,258 23,470 294,460 379,869
Changes from: September 5, 2017 Total Change is: 365,695
-17,152 -16,103 131,702 74,143 1,980 86,307 3,396 26,460 42,651 -5,758 22,347 6,640 43,766 63,711
Percent of Open Interest Represented by Each Category of Trader
6.5 18.7 8.1 43.9 21.0 12.2 12.7 16.7 5.5 2.5 6.9 0.6 8.0 10.3
Number of Traders in Each Category Total Traders: 611
33 49 34 130 95 99 90 127 90 34 52 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874C Open Interest is 33,212
Positions
4,646 26,438 5,378 7,801 191 493 11,463 0 0 0 0 0 3,431 712
Changes from: September 5, 2017 Total Change is: 4,173
287 -1,060 5,378 -705 -187 31 -681 0 0 0 0 0 -137 11
Percent of Open Interest Represented by Each Category of Trader
14.0 79.6 16.2 23.5 0.6 1.5 34.5 0.0 0.0 0.0 0.0 0.0 10.3 2.1
Number of Traders in Each Category Total Traders: 20
. 7 . 4 . . 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 40,129
Positions
17,348 11,324 12,173 2,672 11,451 284 991 0 0 0 280 0 6,661 4,617
Changes from: September 5, 2017 Total Change is: 16,651
728 165 12,173 43 640 4 -768 0 0 0 0 0 4,471 3,669
Percent of Open Interest Represented by Each Category of Trader
43.2 28.2 30.3 6.7 28.5 0.7 2.5 0.0 0.0 0.0 0.7 0.0 16.6 11.5
Number of Traders in Each Category Total Traders: 21
8 4 7 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 90,709
Positions
3,705 33,859 4,405 40,844 38,156 4,494 22,635 2,296 1,545 0 280 0 13,081 5,674
Changes from: September 5, 2017 Total Change is: 5,106
-727 529 4,353 -816 -1,506 90 187 236 273 0 0 0 1,746 1,131
Percent of Open Interest Represented by Each Category of Trader
4.1 37.3 4.9 45.0 42.1 5.0 25.0 2.5 1.7 0.0 0.3 0.0 14.4 6.3
Number of Traders in Each Category Total Traders: 77
4 10 8 24 16 15 14 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 71,552
Positions
17,425 14,296 7,158 10,435 10,667 6,800 18,213 17,948 1,958 2,579 3,915 97 6,887 8,713
Changes from: September 5, 2017 Total Change is: 15,262
1,757 1,452 5,882 18 2,205 5,254 527 -904 1,093 205 -156 70 455 365
Percent of Open Interest Represented by Each Category of Trader
24.4 20.0 10.0 14.6 14.9 9.5 25.5 25.1 2.7 3.6 5.5 0.1 9.6 12.2
Number of Traders in Each Category Total Traders: 275
18 26 18 45 31 19 51 59 33 13 31 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 357,762
Positions
87,126 71,479 35,792 52,176 53,334 33,999 91,065 89,742 9,792 12,895 19,573 484 34,433 43,567
Changes from: September 5, 2017 Total Change is: 76,309
8,784 7,258 29,412 90 11,026 26,272 2,637 -4,521 5,464 1,026 -778 349 2,275 1,827
Percent of Open Interest Represented by Each Category of Trader
24.4 20.0 10.0 14.6 14.9 9.5 25.5 25.1 2.7 3.6 5.5 0.1 9.6 12.2
Number of Traders in Each Category Total Traders: 275
18 26 18 45 31 19 51 59 33 13 31 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 809,537
Positions
4,351 137,384 123,323 86,606 20,684 317,276 85,794 26,177 153,317 2,675 424 11,667 24,528 19,285
Changes from: September 5, 2017 Total Change is: 772,040
-501 127,314 105,706 81,435 20,684 316,757 81,167 21,531 152,635 2,675 422 11,460 20,706 15,531
Percent of Open Interest Represented by Each Category of Trader
0.5 17.0 15.2 10.7 2.6 39.2 10.6 3.2 18.9 0.3 0.1 1.4 3.0 2.4
Number of Traders in Each Category Total Traders: 217
11 15 24 48 20 77 34 27 54 5 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 489,595
Positions
170,904 51,983 18,918 143,627 200,723 22,652 95,345 159,428 8,675 9,350 7,342 297 19,827 19,577
Changes from: September 5, 2017 Total Change is: -55,674
74,151 -30,623 14,014 -54,964 3,364 -23,986 -58,501 -15,412 -1,128 -1,964 -1,797 -65 -3,231 -41
Percent of Open Interest Represented by Each Category of Trader
34.9 10.6 3.9 29.3 41.0 4.6 19.5 32.6 1.8 1.9 1.5 0.1 4.0 4.0
Number of Traders in Each Category Total Traders: 256
24 20 15 47 45 26 43 58 24 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,932
Positions
725 25,420 0 19,282 444 36 4,463 1,357 95 4,437 4,220 0 5,894 3,360
Changes from: September 5, 2017 Total Change is: -9,286
-1,147 7,052 -7,401 1,956 0 5 567 -155 -1,439 -737 -6,490 0 -1,090 -858
Percent of Open Interest Represented by Each Category of Trader
2.1 72.8 0.0 55.2 1.3 0.1 12.8 3.9 0.3 12.7 12.1 0.0 16.9 9.6
Number of Traders in Each Category Total Traders: 42
. 4 0 20 . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,313
Positions
3,860 2,356 2,054 15,839 13,990 1,946 13,062 5,130 71 573 1,275 0 9,908 20,491
Changes from: September 5, 2017 Total Change is: -17,730
-10,727 -4,531 113 -1,754 -1,104 114 2,124 -2,576 -3,069 -1,698 -207 0 -2,833 -6,470
Percent of Open Interest Represented by Each Category of Trader
8.2 5.0 4.3 33.5 29.6 4.1 27.6 10.8 0.2 1.2 2.7 0.0 20.9 43.3
Number of Traders in Each Category Total Traders: 65
10 5 . 11 5 4 19 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 356,770
Positions
48,605 204,206 41,488 185,071 75,499 16,026 45,969 5,321 9,248 2,274 1,510 0 8,089 3,472
Changes from: September 5, 2017 Total Change is: 7,727
-765 -2,390 11,454 -4,805 -1,658 727 1,503 1,789 -362 -294 0 0 269 -1,833
Percent of Open Interest Represented by Each Category of Trader
13.6 57.2 11.6 51.9 21.2 4.5 12.9 1.5 2.6 0.6 0.4 0.0 2.3 1.0
Number of Traders in Each Category Total Traders: 149
12 10 12 55 29 22 31 5 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,240,474
Positions
35,489 789,226 98,518 627,214 137,715 86,525 236,806 36,473 38,161 52,760 17,173 1,315 63,686 35,368
Changes from: September 5, 2017 Total Change is: 103,600
5,113 3,545 53,557 -8,592 662 2,286 -359 10,869 10,701 5,755 84 266 34,873 21,630
Percent of Open Interest Represented by Each Category of Trader
2.9 63.6 7.9 50.6 11.1 7.0 19.1 2.9 3.1 4.3 1.4 0.1 5.1 2.9
Number of Traders in Each Category Total Traders: 369
22 22 15 128 52 51 71 21 26 39 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 106,910
Positions
22,303 39,452 67,023 6,277 0 5 10,474 0 398 408 30 0 22 2
Changes from: September 5, 2017 Total Change is: 3,902
-1,220 780 3,120 0 0 0 2,002 0 0 0 0 0 0 2
Percent of Open Interest Represented by Each Category of Trader
20.9 36.9 62.7 5.9 0.0 0.0 9.8 0.0 0.4 0.4 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. 12 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 742,862
Positions
2,104 61,853 2,296 297,559 195,405 123,883 108,901 109,939 33,544 12,002 64,118 400 162,173 151,424
Changes from: September 5, 2017 Total Change is: -10,318
-479 6,596 -411 2,696 2,195 2,074 -28 3,986 -7,001 -566 5,546 -662 -5,941 -22,641
Percent of Open Interest Represented by Each Category of Trader
0.3 8.3 0.3 40.1 26.3 16.7 14.7 14.8 4.5 1.6 8.6 0.1 21.8 20.4
Number of Traders in Each Category Total Traders: 166
. 19 4 42 25 31 36 28 26 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 842,177
Positions
3,160 145,239 2,362 469,035 23,866 127,259 60,264 412,618 30,974 29,631 7,518 523 118,969 91,818
Changes from: September 5, 2017 Total Change is: -43,327
250 -12,720 1,004 -16,818 -5,044 6,220 -4,009 -8,399 -29,624 -1,535 0 0 1,185 5,236
Percent of Open Interest Represented by Each Category of Trader
0.4 17.2 0.3 55.7 2.8 15.1 7.2 49.0 3.7 3.5 0.9 0.1 14.1 10.9
Number of Traders in Each Category Total Traders: 113
. 14 6 49 13 33 12 19 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,509,790
Positions
55,468 177,282 6,068 398,241 269,205 196,942 475,665 289,945 50,479 183,537 356,252 4,008 139,382 159,609
Changes from: September 5, 2017 Total Change is: 19,208
-1,638 -28,965 -8,474 -27,646 15,410 28,909 27,301 -5,817 1,961 2,164 3,863 -750 -2,619 13,071
Percent of Open Interest Represented by Each Category of Trader
3.7 11.7 0.4 26.4 17.8 13.0 31.5 19.2 3.3 12.2 23.6 0.3 9.2 10.6
Number of Traders in Each Category Total Traders: 275
10 28 7 59 41 48 50 44 34 18 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,304,468
Positions
128,396 177,666 67,046 1,069,223 1,024,042 488,565 670,832 655,663 190,863 276,884 144,632 34,464 378,195 521,527
Changes from: September 5, 2017 Total Change is: -99,489
9,566 -55,706 2,285 -71,238 43,594 1,302 -27,650 -56,734 -26,906 979 -3,657 4,272 7,901 -7,939
Percent of Open Interest Represented by Each Category of Trader
3.9 5.4 2.0 32.4 31.0 14.8 20.3 19.8 5.8 8.4 4.4 1.0 11.4 15.8
Number of Traders in Each Category Total Traders: 405
20 34 17 59 97 81 68 74 55 22 31 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 421,713
Positions
3,623 31,155 1,616 133,494 167,636 32,827 145,941 30,235 11,176 10,415 11,515 0 82,621 135,553
Changes from: September 5, 2017 Total Change is: -5,442
-3,699 -295 -290 2,971 -1,856 2,783 -6,742 -16,262 529 416 694 0 -1,410 9,255
Percent of Open Interest Represented by Each Category of Trader
0.9 7.4 0.4 31.7 39.8 7.8 34.6 7.2 2.7 2.5 2.7 0.0 19.6 32.1
Number of Traders in Each Category Total Traders: 65
. 7 . 16 22 26 11 . 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,146,416
Positions
107,614 236,857 22,109 1,637,004 671,401 367,077 393,945 1,141,398 88,715 212,605 250,841 11,538 305,809 356,480
Changes from: September 5, 2017 Total Change is: -79,247
10,408 -38,626 -4,516 -70,004 -49,857 3,071 9,972 10,902 -32,274 -6,423 20,785 -1,228 11,747 12,496
Percent of Open Interest Represented by Each Category of Trader
3.4 7.5 0.7 52.0 21.3 11.7 12.5 36.3 2.8 6.8 8.0 0.4 9.7 11.3
Number of Traders in Each Category Total Traders: 304
11 34 15 58 50 60 43 65 36 19 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,736,795
Positions
517,547 288,570 472,157 12,619 27,213 23,247 75,793 240,120 470,775 69,486 88,790 55,816 39,355 70,107
Changes from: September 5, 2017 Total Change is: 43,732
-10,193 31,451 7,040 -1,459 823 1,357 10,730 -55,762 30,823 -6,595 17,201 7,850 4,179 2,949
Percent of Open Interest Represented by Each Category of Trader
29.8 16.6 27.2 0.7 1.6 1.3 4.4 13.8 27.1 4.0 5.1 3.2 2.3 4.0
Number of Traders in Each Category Total Traders: 172
18 48 50 . 7 . 23 51 45 5 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is14,309,769
Positions
4,744,708 1,113,258 2,598,141 135,434 2,167,453 737,440 819,166 2,250,949 2,659,565 823,671 620,809 1,100,101 691,543 1,062,053
Changes from: September 5, 2017 Total Change is: 180,119
-103,552 -36,593 104,363 -1,107 141,812 4,453 12,551 -92,813 127,038 119,069 23,565 -58,465 -24,231 -33,241
Percent of Open Interest Represented by Each Category of Trader
33.2 7.8 18.2 0.9 15.1 5.2 5.7 15.7 18.6 5.8 4.3 7.7 4.8 7.4
Number of Traders in Each Category Total Traders: 342
33 50 77 4 41 32 51 103 105 9 37 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,613
Positions
3,914 8,021 3,480 131 11,659 165 19,720 8,769 670 9,032 4,367 446 55 36
Changes from: September 5, 2017 Total Change is: 4,086
-34 991 3,480 -49 -747 55 -83 -222 670 -83 -220 130 0 -51
Percent of Open Interest Represented by Each Category of Trader
10.4 21.3 9.3 0.3 31.0 0.4 52.4 23.3 1.8 24.0 11.6 1.2 0.1 0.1
Number of Traders in Each Category Total Traders: 49
. 7 . . 12 . 6 10 . 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,890
Positions
9,427 741 0 528 9,173 127 10,735 6,921 1,966 57 3,895 4 46 63
Changes from: September 5, 2017 Total Change is: 2,375
-427 35 0 81 585 0 855 -194 1,966 -101 0 0 1 -17
Percent of Open Interest Represented by Each Category of Trader
41.2 3.2 0.0 2.3 40.1 0.6 46.9 30.2 8.6 0.2 17.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 30
4 . 0 . 6 . 8 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,883
Positions
607 14,751 2,221 11,942 6,424 1,107 20,268 20,166 3,465 7,906 5,298 0 8,367 2,451
Changes from: September 5, 2017 Total Change is: 55
112 2 2,221 -1,875 275 477 2,890 -257 -3,073 134 560 0 -831 -150
Percent of Open Interest Represented by Each Category of Trader
1.1 26.4 4.0 21.4 11.5 2.0 36.3 36.1 6.2 14.1 9.5 0.0 15.0 4.4
Number of Traders in Each Category Total Traders: 149
4 4 . 13 8 . 31 36 15 40 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 640,340
Positions
129,073 56,170 32,320 70,485 59,137 124,611 106,595 193,653 98,788 20,348 12,664 23,762 34,358 39,235
Changes from: September 5, 2017 Total Change is: 21,615
4,288 10,053 -565 -5,643 -9,236 13,852 -3,350 -8,496 7,731 1,601 2,693 4,965 -1,264 618
Percent of Open Interest Represented by Each Category of Trader
20.2 8.8 5.0 11.0 9.2 19.5 16.6 30.2 15.4 3.2 2.0 3.7 5.4 6.1
Number of Traders in Each Category Total Traders: 261
21 9 21 24 30 28 47 79 63 17 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 65,407
Positions
486 792 0 39,675 1,515 0 19,179 62,261 671 5,296 134 0 100 34
Changes from: September 5, 2017 Total Change is: 17,009
-7 65 0 1,242 -22 0 15,162 16,435 586 0 1 0 26 -56
Percent of Open Interest Represented by Each Category of Trader
0.7 1.2 0.0 60.7 2.3 0.0 29.3 95.2 1.0 8.1 0.2 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 39
. . 0 9 . 0 7 8 . 8 . 0
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Updated September 15, 2017