Traders in Financial Futures - Futures Only Positions as of September 19, 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 299,169
Positions
38,175 133,561 79,195 46,018 7,558 644 79,864 34,202 4,645 4,511 14,372 614 45,503 24,378
Changes from: September 12, 2017 Total Change is: 71,238
2,006 7,028 68,708 1,693 663 -169 8,936 2,058 -8,242 6 445 -414 -1,286 1,161
Percent of Open Interest Represented by Each Category of Trader
12.8 44.6 26.5 15.4 2.5 0.2 26.7 11.4 1.6 1.5 4.8 0.2 15.2 8.1
Number of Traders in Each Category Total Traders: 105
5 10 6 18 4 6 38 19 12 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 35,451
Positions
0 3,704 20 1,699 3,567 0 21,997 11,435 979 0 2,005 0 10,756 13,741
Changes from: September 12, 2017 Total Change is: -8,625
-6,261 -4,455 -15 -1,445 610 0 1,729 -330 -1,990 0 -893 0 -643 -1,552
Percent of Open Interest Represented by Each Category of Trader
0.0 10.4 0.1 4.8 10.1 0.0 62.0 32.3 2.8 0.0 5.7 0.0 30.3 38.8
Number of Traders in Each Category Total Traders: 34
0 . . . 4 0 13 10 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 202,582
Positions
46,763 12,855 431 19,672 67,256 5,776 63,384 64,550 13,716 20,277 9,751 0 32,563 28,247
Changes from: September 12, 2017 Total Change is: -71,138
-35,234 -608 -25,444 -2,097 -2,822 1,683 9,344 -23,795 -12,563 -3,225 -1,287 -3,255 -347 -3,047
Percent of Open Interest Represented by Each Category of Trader
23.1 6.3 0.2 9.7 33.2 2.9 31.3 31.9 6.8 10.0 4.8 0.0 16.1 13.9
Number of Traders in Each Category Total Traders: 125
7 8 4 15 20 10 38 30 19 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 185,352
Positions
68,911 11,751 684 21,395 49,708 3,425 46,498 76,949 5,718 20,968 3,678 150 17,603 33,289
Changes from: September 12, 2017 Total Change is: -15,092
5,164 -6,638 -1,995 -519 4,006 -1,257 4,819 -7,437 -3,933 -11,554 2,498 88 -5,905 -424
Percent of Open Interest Represented by Each Category of Trader
37.2 6.3 0.4 11.5 26.8 1.8 25.1 41.5 3.1 11.3 2.0 0.1 9.5 18.0
Number of Traders in Each Category Total Traders: 113
11 7 6 14 16 6 26 31 18 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 431,108
Positions
31,203 104,014 1,451 194,409 92,876 17,913 78,292 77,133 10,742 19,787 74,253 535 76,776 52,191
Changes from: September 12, 2017 Total Change is: -56,317
-14,505 -48,048 -7,936 4,462 -1,520 330 -6,350 15,545 -16,153 387 12,475 -4,590 -11,962 -6,420
Percent of Open Interest Represented by Each Category of Trader
7.2 24.1 0.3 45.1 21.5 4.2 18.2 17.9 2.5 4.6 17.2 0.1 17.8 12.1
Number of Traders in Each Category Total Traders: 245
13 18 9 61 36 41 40 39 16 20 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 33,105
Positions
2,541 23,676 0 15,078 1,612 1,639 973 882 579 412 771 5 11,878 3,941
Changes from: September 12, 2017 Total Change is: -3,415
391 -2,141 -50 392 17 334 -1,877 -16 -935 0 -65 5 -1,675 -564
Percent of Open Interest Represented by Each Category of Trader
7.7 71.5 0.0 45.5 4.9 5.0 2.9 2.7 1.7 1.2 2.3 0.0 35.9 11.9
Number of Traders in Each Category Total Traders: 21
. . 0 12 . 5 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 158,733
Positions
1,886 99,389 0 21,121 15,506 1,847 95,571 17,225 2,648 851 1,819 144 34,665 20,155
Changes from: September 12, 2017 Total Change is: -28,622
-2,185 -515 -9,781 4,207 -1,032 -45 -2,593 -219 -12,163 326 -4,189 -960 -5,428 282
Percent of Open Interest Represented by Each Category of Trader
1.2 62.6 0.0 13.3 9.8 1.2 60.2 10.9 1.7 0.5 1.1 0.1 21.8 12.7
Number of Traders in Each Category Total Traders: 94
5 12 0 9 10 6 35 16 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 39,905
Positions
192 31,101 247 5,758 0 0 30,188 7,073 0 1,412 0 0 2,108 1,484
Changes from: September 12, 2017 Total Change is: -8,803
-1,642 2,875 -6,526 -2,369 0 0 1,822 -1,839 -153 277 -2,825 0 -212 -335
Percent of Open Interest Represented by Each Category of Trader
0.5 77.9 0.6 14.4 0.0 0.0 75.6 17.7 0.0 3.5 0.0 0.0 5.3 3.7
Number of Traders in Each Category Total Traders: 31
. 6 . 4 0 0 11 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 218,381
Positions
8,514 118,194 256 56,549 5,222 282 139,443 80,542 1,119 3,215 9,953 0 9,003 2,813
Changes from: September 12, 2017 Total Change is: -39,711
-910 -50,556 -1,117 3,613 -255 3 -9,766 45,349 -31,378 324 -1,207 -396 -84 -154
Percent of Open Interest Represented by Each Category of Trader
3.9 54.1 0.1 25.9 2.4 0.1 63.9 36.9 0.5 1.5 4.6 0.0 4.1 1.3
Number of Traders in Each Category Total Traders: 153
4 8 . 20 7 . 57 34 8 13 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 31,918
Positions
270 16,351 50 5,329 238 0 22,046 12,692 1,164 920 920 0 2,139 503
Changes from: September 12, 2017 Total Change is: 1,382
0 0 0 284 0 0 1,081 1,232 5 -100 20 0 112 125
Percent of Open Interest Represented by Each Category of Trader
0.8 51.2 0.2 16.7 0.7 0.0 69.1 39.8 3.6 2.9 2.9 0.0 6.7 1.6
Number of Traders in Each Category Total Traders: 34
. . . . . 0 11 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 37,073
Positions
6,060 3,883 69 1,949 8,492 0 21,038 18,113 2,612 165 727 0 5,180 3,177
Changes from: September 12, 2017 Total Change is: -12,183
188 -8,226 -6,468 40 278 0 -2,737 3,591 -939 -1,852 -195 0 -415 -224
Percent of Open Interest Represented by Each Category of Trader
16.3 10.5 0.2 5.3 22.9 0.0 56.7 48.9 7.0 0.4 2.0 0.0 14.0 8.6
Number of Traders in Each Category Total Traders: 75
6 . . 11 5 0 31 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 19,843
Positions
1,912 15,200 1,000 2,871 587 0 13,020 1,981 155 0 250 0 885 670
Changes from: September 12, 2017 Total Change is: -19,548
-3,015 2,427 -10,472 -155 35 0 -4,266 -9,959 -1,435 0 0 0 -205 -144
Percent of Open Interest Represented by Each Category of Trader
9.6 76.6 5.0 14.5 3.0 0.0 65.6 10.0 0.8 0.0 1.3 0.0 4.5 3.4
Number of Traders in Each Category Total Traders: 29
. . . 7 . 0 9 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 76,971
Positions
5,203 52,591 963 14,915 2,407 156 42,913 6,728 1,719 1,298 2,508 0 9,806 9,901
Changes from: September 12, 2017 Total Change is: -7,389
-1,651 1,013 -7,021 123 -463 -209 2,711 498 -771 -115 508 -275 -181 -668
Percent of Open Interest Represented by Each Category of Trader
6.8 68.3 1.3 19.4 3.1 0.2 55.8 8.7 2.2 1.7 3.3 0.0 12.7 12.9
Number of Traders in Each Category Total Traders: 117
11 28 . 16 . . 37 12 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 153,942
Positions
10,406 105,182 1,926 29,829 4,813 311 85,825 13,456 3,438 2,595 5,015 0 19,612 19,801
Changes from: September 12, 2017 Total Change is: -14,777
-3,301 2,025 -14,042 246 -925 -418 5,422 995 -1,542 -230 1,016 -550 -362 -1,336
Percent of Open Interest Represented by Each Category of Trader
6.8 68.3 1.3 19.4 3.1 0.2 55.8 8.7 2.2 1.7 3.3 0.0 12.7 12.9
Number of Traders in Each Category Total Traders: 117
11 28 . 16 . . 37 12 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 661,762
Positions
37,175 136,895 14,590 363,842 165,552 61,258 70,295 130,332 19,598 21,768 51,695 2,443 70,793 79,400
Changes from: September 12, 2017 Total Change is: -149,051
-11,104 -16,441 -63,873 22,414 1,111 -30,168 -22,637 7,705 -31,517 631 -1,282 -2,256 -10,540 -12,330
Percent of Open Interest Represented by Each Category of Trader
5.6 20.7 2.2 55.0 25.0 9.3 10.6 19.7 3.0 3.3 7.8 0.4 10.7 12.0
Number of Traders in Each Category Total Traders: 613
31 49 22 139 94 93 81 137 73 38 44 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 43,654
Positions
8,684 8,786 1,100 10,669 14,071 208 1,277 2,434 0 2,664 634 0 19,052 16,421
Changes from: September 12, 2017 Total Change is: -28,535
-2,470 -17,219 -6,771 -7,428 3,985 -292 -7,281 -6,775 -832 -72 -1,296 0 -3,389 665
Percent of Open Interest Represented by Each Category of Trader
19.9 20.1 2.5 24.4 32.2 0.5 2.9 5.6 0.0 6.1 1.5 0.0 43.6 37.6
Number of Traders in Each Category Total Traders: 41
5 4 . 5 4 . 8 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 3,090,538
Positions
170,067 668,155 39,838 1,768,637 760,177 302,475 346,040 640,438 97,041 95,519 255,304 12,214 258,707 314,896
Changes from: September 12, 2017 Total Change is: -602,580
-69,555 -22,494 -259,127 148,399 -15,180 -148,570 -124,070 25,110 -106,136 3,488 46 -11,256 -35,753 -64,973
Percent of Open Interest Represented by Each Category of Trader
5.5 21.6 1.3 57.2 24.6 9.8 11.2 20.7 3.1 3.1 8.3 0.4 8.4 10.2
Number of Traders in Each Category Total Traders: 607
29 50 16 138 93 92 80 136 67 37 44 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 25,916
Positions
840 24,572 0 8,571 97 587 12,668 0 0 280 0 0 2,970 660
Changes from: September 12, 2017 Total Change is: -7,296
-3,806 -1,866 -5,378 770 -94 94 1,205 0 0 280 0 0 -461 -52
Percent of Open Interest Represented by Each Category of Trader
3.2 94.8 0.0 33.1 0.4 2.3 48.9 0.0 0.0 1.1 0.0 0.0 11.5 2.5
Number of Traders in Each Category Total Traders: 21
. 8 0 4 . . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 23,373
Positions
16,436 9,587 0 1,707 11,945 667 2,253 0 0 0 280 0 2,310 894
Changes from: September 12, 2017 Total Change is: -16,756
-912 -1,737 -12,173 -965 494 383 1,262 0 0 0 0 0 -4,351 -3,723
Percent of Open Interest Represented by Each Category of Trader
70.3 41.0 0.0 7.3 51.1 2.9 9.6 0.0 0.0 0.0 1.2 0.0 9.9 3.8
Number of Traders in Each Category Total Traders: 22
8 4 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 85,415
Positions
3,045 35,378 154 40,741 37,805 4,155 24,136 2,753 719 0 280 0 12,465 4,171
Changes from: September 12, 2017 Total Change is: -5,294
-660 1,519 -4,251 -103 -351 -339 1,501 457 -826 0 0 0 -616 -1,503
Percent of Open Interest Represented by Each Category of Trader
3.6 41.4 0.2 47.7 44.3 4.9 28.3 3.2 0.8 0.0 0.3 0.0 14.6 4.9
Number of Traders in Each Category Total Traders: 79
. 9 . 27 17 14 16 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 52,922
Positions
9,479 15,209 1,219 15,004 10,912 1,493 17,115 12,793 882 1,392 3,343 40 6,298 7,032
Changes from: September 12, 2017 Total Change is: -18,630
-7,946 913 -5,940 4,569 245 -5,307 -1,098 -5,156 -1,076 -1,187 -572 -56 -589 -1,682
Percent of Open Interest Represented by Each Category of Trader
17.9 28.7 2.3 28.4 20.6 2.8 32.3 24.2 1.7 2.6 6.3 0.1 11.9 13.3
Number of Traders in Each Category Total Traders: 276
18 26 6 43 33 16 55 59 21 11 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 264,612
Positions
47,396 76,043 6,093 75,022 54,559 7,466 85,575 63,964 4,412 6,958 16,715 202 31,488 35,158
Changes from: September 12, 2017 Total Change is: -93,150
-39,730 4,564 -29,699 22,846 1,225 -26,533 -5,490 -25,778 -5,380 -5,937 -2,858 -282 -2,945 -8,409
Percent of Open Interest Represented by Each Category of Trader
17.9 28.7 2.3 28.4 20.6 2.8 32.3 24.2 1.7 2.6 6.3 0.1 11.9 13.3
Number of Traders in Each Category Total Traders: 276
18 26 6 43 33 16 55 59 21 11 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 525,777
Positions
70,597 114,265 37 213,524 195,373 45,004 160,096 146,016 7,453 11,183 5,894 74 17,809 11,661
Changes from: September 12, 2017 Total Change is: -283,760
66,246 -23,119 -123,286 126,918 174,689 -272,272 74,302 119,839 -145,864 8,508 5,470 -11,593 -6,719 -7,624
Percent of Open Interest Represented by Each Category of Trader
13.4 21.7 0.0 40.6 37.2 8.6 30.4 27.8 1.4 2.1 1.1 0.0 3.4 2.2
Number of Traders in Each Category Total Traders: 260
14 22 . 64 44 32 48 52 17 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 58,120
Positions
29,145 19,612 887 7,291 2,894 190 8,116 21,638 774 2,595 2,924 170 8,952 9,031
Changes from: September 12, 2017 Total Change is: -431,475
-141,759 -32,371 -18,031 -136,336 -197,829 -22,462 -87,229 -137,790 -7,901 -6,755 -4,418 -127 -10,875 -10,546
Percent of Open Interest Represented by Each Category of Trader
50.1 33.7 1.5 12.5 5.0 0.3 14.0 37.2 1.3 4.5 5.0 0.3 15.4 15.5
Number of Traders in Each Category Total Traders: 82
18 8 . 10 6 . 14 15 4 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 36,752
Positions
725 25,420 0 18,389 444 431 4,895 2,502 328 4,310 3,826 0 7,674 3,801
Changes from: September 12, 2017 Total Change is: 1,820
0 0 0 -893 0 395 432 1,145 233 -127 -394 0 1,780 441
Percent of Open Interest Represented by Each Category of Trader
2.0 69.2 0.0 50.0 1.2 1.2 13.3 6.8 0.9 11.7 10.4 0.0 20.9 10.3
Number of Traders in Each Category Total Traders: 39
. 4 0 18 . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 50,756
Positions
3,974 2,697 2,680 14,869 14,549 2,250 17,493 8,333 153 200 1,275 0 9,137 18,819
Changes from: September 12, 2017 Total Change is: 3,443
114 341 626 -970 559 304 4,431 3,203 82 -373 0 0 -771 -1,672
Percent of Open Interest Represented by Each Category of Trader
7.8 5.3 5.3 29.3 28.7 4.4 34.5 16.4 0.3 0.4 2.5 0.0 18.0 37.1
Number of Traders in Each Category Total Traders: 77
12 6 4 10 6 4 23 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 279,983
Positions
9,127 167,514 268 184,990 76,760 16,886 54,717 7,840 4,424 1,773 1,460 0 7,798 4,831
Changes from: September 12, 2017 Total Change is: -76,787
-39,478 -36,692 -41,220 -81 1,261 860 8,748 2,519 -4,824 -501 -50 0 -291 1,359
Percent of Open Interest Represented by Each Category of Trader
3.3 59.8 0.1 66.1 27.4 6.0 19.5 2.8 1.6 0.6 0.5 0.0 2.8 1.7
Number of Traders in Each Category Total Traders: 146
6 11 . 55 30 22 32 6 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,080,074
Positions
27,959 777,095 4,197 644,781 153,853 74,466 239,617 25,585 15,816 46,003 17,040 341 26,894 11,681
Changes from: September 12, 2017 Total Change is: -160,400
-7,530 -12,131 -94,321 17,567 16,138 -12,059 2,811 -10,888 -22,345 -6,757 -133 -974 -36,792 -23,687
Percent of Open Interest Represented by Each Category of Trader
2.6 71.9 0.4 59.7 14.2 6.9 22.2 2.4 1.5 4.3 1.6 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 368
23 23 7 132 51 48 71 20 17 39 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 109,110
Positions
22,031 39,572 69,103 6,527 0 5 10,874 0 398 158 30 0 14 2
Changes from: September 12, 2017 Total Change is: 2,200
-272 120 2,080 250 0 0 400 0 0 -250 0 0 -8 0
Percent of Open Interest Represented by Each Category of Trader
20.2 36.3 63.3 6.0 0.0 0.0 10.0 0.0 0.4 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. 12 8 4 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 723,358
Positions
2,130 50,941 3,232 290,664 210,614 123,735 106,373 104,950 21,105 11,364 47,314 0 164,755 161,467
Changes from: September 12, 2017 Total Change is: -19,504
26 -10,912 936 -6,895 15,209 -148 -2,528 -4,989 -12,439 -638 -16,804 -400 2,582 10,043
Percent of Open Interest Represented by Each Category of Trader
0.3 7.0 0.4 40.2 29.1 17.1 14.7 14.5 2.9 1.6 6.5 0.0 22.8 22.3
Number of Traders in Each Category Total Traders: 163
5 15 . 41 28 30 36 27 22 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 823,924
Positions
3,172 144,341 1,120 473,545 22,955 125,385 53,404 406,217 24,242 30,624 7,518 523 111,909 91,623
Changes from: September 12, 2017 Total Change is: -18,253
12 -898 -1,242 4,510 -911 -1,874 -6,860 -6,401 -6,732 993 0 0 -7,060 -195
Percent of Open Interest Represented by Each Category of Trader
0.4 17.5 0.1 57.5 2.8 15.2 6.5 49.3 2.9 3.7 0.9 0.1 13.6 11.1
Number of Traders in Each Category Total Traders: 113
. 14 . 52 10 33 14 17 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,505,108
Positions
67,581 160,040 5,226 407,022 309,495 191,539 469,135 299,279 44,581 184,684 334,644 4,704 130,636 155,600
Changes from: September 12, 2017 Total Change is: -4,682
12,113 -17,242 -842 8,781 40,290 -5,403 -6,530 9,334 -5,898 1,147 -21,608 696 -8,746 -4,009
Percent of Open Interest Represented by Each Category of Trader
4.5 10.6 0.3 27.0 20.6 12.7 31.2 19.9 3.0 12.3 22.2 0.3 8.7 10.3
Number of Traders in Each Category Total Traders: 272
15 22 7 56 43 52 49 44 32 18 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 3,273,096
Positions
133,684 192,205 50,131 1,013,726 1,045,881 488,682 676,841 641,914 160,621 328,889 147,771 38,241 382,281 507,650
Changes from: September 12, 2017 Total Change is: -31,372
5,288 14,539 -16,915 -55,497 21,839 117 6,009 -13,749 -30,242 52,005 3,139 3,777 4,086 -13,877
Percent of Open Interest Represented by Each Category of Trader
4.1 5.9 1.5 31.0 32.0 14.9 20.7 19.6 4.9 10.0 4.5 1.2 11.7 15.5
Number of Traders in Each Category Total Traders: 419
24 33 13 58 103 84 67 77 51 27 30 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 424,252
Positions
5,951 25,516 2,273 128,249 172,181 32,832 151,051 38,958 12,820 10,415 10,948 0 80,661 128,724
Changes from: September 12, 2017 Total Change is: 2,539
2,328 -5,639 657 -5,245 4,545 5 5,110 8,723 1,644 0 -567 0 -1,960 -6,829
Percent of Open Interest Represented by Each Category of Trader
1.4 6.0 0.5 30.2 40.6 7.7 35.6 9.2 3.0 2.5 2.6 0.0 19.0 30.3
Number of Traders in Each Category Total Traders: 69
. 7 . 15 25 29 10 5 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 2,980,492
Positions
118,036 201,883 25,687 1,565,323 682,672 367,180 301,470 964,472 93,343 206,741 262,334 11,286 291,426 371,635
Changes from: September 12, 2017 Total Change is: -165,924
10,422 -34,974 3,578 -71,681 11,271 103 -92,475 -176,926 4,628 -5,864 11,493 -252 -14,383 15,155
Percent of Open Interest Represented by Each Category of Trader
4.0 6.8 0.9 52.5 22.9 12.3 10.1 32.4 3.1 6.9 8.8 0.4 9.8 12.5
Number of Traders in Each Category Total Traders: 294
16 25 10 55 55 62 36 65 37 17 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 1,652,402
Positions
503,505 292,906 472,487 12,619 19,946 22,776 102,053 239,650 396,655 46,646 83,166 59,174 36,487 65,642
Changes from: September 12, 2017 Total Change is: -84,393
-14,042 4,336 330 0 -7,267 -471 26,260 -470 -74,120 -22,840 -5,624 3,358 -2,868 -4,465
Percent of Open Interest Represented by Each Category of Trader
30.5 17.7 28.6 0.8 1.2 1.4 6.2 14.5 24.0 2.8 5.0 3.6 2.2 4.0
Number of Traders in Each Category Total Traders: 171
14 53 50 . 7 . 25 49 48 4 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 is12,874,962
Positions
4,451,142 537,018 2,373,972 97,548 2,265,172 713,419 666,736 2,101,094 2,180,445 751,516 626,973 978,741 661,443 1,098,128
Changes from: September 12, 2017 Total Change is:-1,434,807
-293,566 -576,240 -224,169 -37,886 97,719 -24,021 -152,430 -149,855 -479,120 -72,155 6,164 -121,360 -30,100 36,075
Percent of Open Interest Represented by Each Category of Trader
34.6 4.2 18.4 0.8 17.6 5.5 5.2 16.3 16.9 5.8 4.9 7.6 5.1 8.5
Number of Traders in Each Category Total Traders: 310
35 37 68 4 39 30 44 95 96 10 33 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 27,378
Positions
6,660 4,273 0 133 9,821 129 10,618 9,079 0 9,780 4,001 3 55 72
Changes from: September 12, 2017 Total Change is: -10,235
2,746 -3,748 -3,480 2 -1,838 -36 -9,102 310 -670 748 -366 -443 0 36
Percent of Open Interest Represented by Each Category of Trader
24.3 15.6 0.0 0.5 35.9 0.5 38.8 33.2 0.0 35.7 14.6 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 46
. 6 0 . 12 . 7 8 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 20,118
Positions
2,931 721 0 495 7,898 127 16,275 7,346 0 154 3,933 49 87 44
Changes from: September 12, 2017 Total Change is: -2,772
-6,496 -20 0 -33 -1,275 0 5,540 425 -1,966 97 38 45 41 -19
Percent of Open Interest Represented by Each Category of Trader
14.6 3.6 0.0 2.5 39.3 0.6 80.9 36.5 0.0 0.8 19.5 0.2 0.4 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 . 6 . 8 5 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,287
Positions
583 3,172 0 12,509 6,110 959 7,264 22,698 1,169 11,922 5,350 0 7,881 2,829
Changes from: September 12, 2017 Total Change is: -13,596
-24 -11,579 -2,221 567 -314 -148 -13,004 2,532 -2,296 4,016 52 0 -486 378
Percent of Open Interest Represented by Each Category of Trader
1.4 7.5 0.0 29.6 14.4 2.3 17.2 53.7 2.8 28.2 12.7 0.0 18.6 6.7
Number of Traders in Each Category Total Traders: 156
4 5 0 13 7 . 28 39 9 50 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 704,831
Positions
141,405 60,841 45,525 79,329 70,902 119,539 136,907 233,508 87,910 26,089 13,209 28,039 40,088 45,358
Changes from: September 12, 2017 Total Change is: 64,491
12,332 4,671 13,205 8,844 11,765 -5,072 30,312 39,855 -10,878 5,741 545 4,277 5,730 6,123
Percent of Open Interest Represented by Each Category of Trader
20.1 8.6 6.5 11.3 10.1 17.0 19.4 33.1 12.5 3.7 1.9 4.0 5.7 6.4
Number of Traders in Each Category Total Traders: 272
21 9 24 22 28 22 57 80 62 21 20 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 19, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 102,318
Positions
493 681 21,776 38,319 1,013 0 32,458 76,094 2,585 6,611 134 0 76 35
Changes from: September 12, 2017 Total Change is: 36,911
7 -111 21,776 -1,356 -502 0 13,279 13,833 1,914 1,315 0 0 -24 1
Percent of Open Interest Represented by Each Category of Trader
0.5 0.7 21.3 37.5 1.0 0.0 31.7 74.4 2.5 6.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 40
. . . 8 . 0 7 9 . 8 . 0
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Updated September 22, 2017