Traders in Financial Futures - Futures Only Positions as of September 26, 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 181,913
Positions
1,668 109,834 345 46,938 9,922 748 81,703 26,020 2,078 4,710 11,468 421 43,302 21,077
Changes from: September 19, 2017 Total Change is: -117,256
-36,507 -23,727 -78,850 920 2,364 104 1,839 -8,182 -2,567 199 -2,904 -193 -2,201 -3,301
Percent of Open Interest Represented by Each Category of Trader
0.9 60.4 0.2 25.8 5.5 0.4 44.9 14.3 1.1 2.6 6.3 0.2 23.8 11.6
Number of Traders in Each Category Total Traders: 107
. 11 . 20 6 6 37 21 12 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 39,765
Positions
3,133 3,261 19 1,276 3,585 0 24,271 13,449 1,272 0 2,583 0 9,794 15,596
Changes from: September 19, 2017 Total Change is: 4,314
3,133 -443 -1 -423 18 0 2,274 2,014 293 0 578 0 -962 1,855
Percent of Open Interest Represented by Each Category of Trader
7.9 8.2 0.0 3.2 9.0 0.0 61.0 33.8 3.2 0.0 6.5 0.0 24.6 39.2
Number of Traders in Each Category Total Traders: 36
. . . . 4 0 10 12 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 195,509
Positions
33,399 16,737 397 20,229 70,891 5,914 67,932 50,612 14,789 17,060 10,135 478 35,311 25,556
Changes from: September 19, 2017 Total Change is: -7,073
-13,364 3,882 -34 557 3,635 138 4,548 -13,938 1,073 -3,217 384 478 2,748 -2,691
Percent of Open Interest Represented by Each Category of Trader
17.1 8.6 0.2 10.3 36.3 3.0 34.7 25.9 7.6 8.7 5.2 0.2 18.1 13.1
Number of Traders in Each Category Total Traders: 128
5 10 5 15 19 8 40 30 20 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 207,097
Positions
94,302 10,111 472 21,643 51,624 3,677 44,129 92,474 7,112 16,802 3,579 1,902 17,058 36,146
Changes from: September 19, 2017 Total Change is: 21,745
25,391 -1,640 -212 248 1,916 252 -2,369 15,525 1,394 -4,166 -99 1,752 -545 2,857
Percent of Open Interest Represented by Each Category of Trader
45.5 4.9 0.2 10.5 24.9 1.8 21.3 44.7 3.4 8.1 1.7 0.9 8.2 17.5
Number of Traders in Each Category Total Traders: 115
11 6 5 15 18 7 24 35 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 429,111
Positions
34,253 122,254 1,838 196,538 96,156 16,715 70,012 50,279 13,261 20,311 72,874 565 75,618 55,169
Changes from: September 19, 2017 Total Change is: -1,997
3,050 18,240 387 2,129 3,280 -1,198 -8,280 -26,854 2,519 524 -1,379 30 -1,158 2,978
Percent of Open Interest Represented by Each Category of Trader
8.0 28.5 0.4 45.8 22.4 3.9 16.3 11.7 3.1 4.7 17.0 0.1 17.6 12.9
Number of Traders in Each Category Total Traders: 239
15 16 9 60 34 38 38 39 22 22 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 34,235
Positions
2,541 23,672 0 14,600 1,585 1,702 486 2,078 578 412 771 5 13,911 3,844
Changes from: September 19, 2017 Total Change is: 1,130
0 -4 0 -478 -27 63 -487 1,196 -1 0 0 0 2,033 -97
Percent of Open Interest Represented by Each Category of Trader
7.4 69.1 0.0 42.6 4.6 5.0 1.4 6.1 1.7 1.2 2.3 0.0 40.6 11.2
Number of Traders in Each Category Total Traders: 21
. . 0 11 . 5 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 154,112
Positions
1,959 97,273 45 19,096 17,619 1,741 94,306 10,974 2,664 872 2,438 0 33,429 21,358
Changes from: September 19, 2017 Total Change is: -4,621
73 -2,116 45 -2,025 2,113 -106 -1,265 -6,251 16 21 619 -144 -1,236 1,203
Percent of Open Interest Represented by Each Category of Trader
1.3 63.1 0.0 12.4 11.4 1.1 61.2 7.1 1.7 0.6 1.6 0.0 21.7 13.9
Number of Traders in Each Category Total Traders: 93
5 11 . 10 11 5 40 11 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 41,496
Positions
192 32,839 247 5,562 0 0 31,841 6,913 0 1,411 140 0 2,243 1,357
Changes from: September 19, 2017 Total Change is: 1,591
0 1,738 0 -196 0 0 1,653 -160 0 -1 140 0 135 -127
Percent of Open Interest Represented by Each Category of Trader
0.5 79.1 0.6 13.4 0.0 0.0 76.7 16.7 0.0 3.4 0.3 0.0 5.4 3.3
Number of Traders in Each Category Total Traders: 32
. 6 . . 0 0 12 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 219,926
Positions
8,088 128,814 269 59,217 5,002 284 138,918 73,145 1,440 3,286 7,926 0 8,424 3,046
Changes from: September 19, 2017 Total Change is: 1,545
-426 10,620 13 2,668 -220 2 -525 -7,397 321 71 -2,027 0 -579 233
Percent of Open Interest Represented by Each Category of Trader
3.7 58.6 0.1 26.9 2.3 0.1 63.2 33.3 0.7 1.5 3.6 0.0 3.8 1.4
Number of Traders in Each Category Total Traders: 152
4 8 . 21 6 . 58 35 9 9 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 43,304
Positions
270 17,006 10,152 5,291 238 0 23,521 13,441 850 1,003 935 0 2,217 682
Changes from: September 19, 2017 Total Change is: 11,386
0 655 10,102 -38 0 0 1,475 749 -314 83 15 0 78 179
Percent of Open Interest Represented by Each Category of Trader
0.6 39.3 23.4 12.2 0.5 0.0 54.3 31.0 2.0 2.3 2.2 0.0 5.1 1.6
Number of Traders in Each Category Total Traders: 33
. . . . . 0 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 35,914
Positions
5,639 5,360 68 2,115 8,527 0 20,299 15,276 1,868 165 790 0 5,760 4,025
Changes from: September 19, 2017 Total Change is: -1,159
-421 1,477 -1 166 35 0 -739 -2,837 -744 0 63 0 580 848
Percent of Open Interest Represented by Each Category of Trader
15.7 14.9 0.2 5.9 23.7 0.0 56.5 42.5 5.2 0.5 2.2 0.0 16.0 11.2
Number of Traders in Each Category Total Traders: 72
4 6 . 10 5 0 27 15 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 19,661
Positions
2,234 15,200 1,000 3,053 677 0 12,475 1,890 98 0 250 0 801 546
Changes from: September 19, 2017 Total Change is: -182
322 0 0 182 90 0 -545 -91 -57 0 0 0 -84 -124
Percent of Open Interest Represented by Each Category of Trader
11.4 77.3 5.1 15.5 3.4 0.0 63.5 9.6 0.5 0.0 1.3 0.0 4.1 2.8
Number of Traders in Each Category Total Traders: 30
. . . 6 . 0 11 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 78,934
Positions
4,868 56,429 1,168 14,466 2,766 241 46,007 5,144 1,164 1,342 1,970 0 9,682 10,055
Changes from: September 19, 2017 Total Change is: 1,963
-336 3,838 205 -449 359 85 3,094 -1,585 -556 44 -538 0 -125 155
Percent of Open Interest Represented by Each Category of Trader
6.2 71.5 1.5 18.3 3.5 0.3 58.3 6.5 1.5 1.7 2.5 0.0 12.3 12.7
Number of Traders in Each Category Total Traders: 121
10 26 4 16 . . 45 11 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 157,868
Positions
9,735 112,857 2,335 28,931 5,531 481 92,013 10,287 2,327 2,683 3,940 0 19,363 20,110
Changes from: September 19, 2017 Total Change is: 3,926
-671 7,675 409 -898 718 170 6,188 -3,169 -1,111 88 -1,075 0 -249 309
Percent of Open Interest Represented by Each Category of Trader
6.2 71.5 1.5 18.3 3.5 0.3 58.3 6.5 1.5 1.7 2.5 0.0 12.3 12.7
Number of Traders in Each Category Total Traders: 121
10 26 4 16 . . 45 11 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 657,752
Positions
38,816 128,310 18,172 350,922 164,887 62,092 71,178 130,992 18,368 21,726 51,689 2,907 73,570 80,334
Changes from: September 19, 2017 Total Change is: -4,010
1,641 -8,584 3,582 -12,920 -664 834 883 660 -1,230 -42 -6 464 2,776 934
Percent of Open Interest Represented by Each Category of Trader
5.9 19.5 2.8 53.4 25.1 9.4 10.8 19.9 2.8 3.3 7.9 0.4 11.2 12.2
Number of Traders in Each Category Total Traders: 616
30 47 25 138 88 90 83 140 76 43 47 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 45,705
Positions
11,013 9,972 1,300 10,596 13,176 208 1,436 4,424 0 2,668 426 0 18,484 16,199
Changes from: September 19, 2017 Total Change is: 2,051
2,329 1,186 200 -73 -895 0 159 1,990 0 4 -208 0 -568 -222
Percent of Open Interest Represented by Each Category of Trader
24.1 21.8 2.8 23.2 28.8 0.5 3.1 9.7 0.0 5.8 0.9 0.0 40.4 35.4
Number of Traders in Each Category Total Traders: 46
7 4 . 5 . . 10 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 3,060,234
Positions
183,203 635,877 40,176 1,704,353 761,279 306,696 349,817 633,947 90,734 95,291 256,314 14,536 275,428 320,675
Changes from: September 19, 2017 Total Change is: -30,304
13,136 -32,278 338 -64,284 1,102 4,221 3,777 -6,491 -6,307 -228 1,010 2,322 16,721 5,779
Percent of Open Interest Represented by Each Category of Trader
6.0 20.8 1.3 55.7 24.9 10.0 11.4 20.7 3.0 3.1 8.4 0.5 9.0 10.5
Number of Traders in Each Category Total Traders: 609
28 48 17 137 87 89 83 138 70 42 46 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 27,179
Positions
840 25,839 0 9,126 174 510 13,633 0 0 280 0 0 2,790 656
Changes from: September 19, 2017 Total Change is: 1,263
0 1,267 0 555 77 -77 965 0 0 0 0 0 -180 -4
Percent of Open Interest Represented by Each Category of Trader
3.1 95.1 0.0 33.6 0.6 1.9 50.2 0.0 0.0 1.0 0.0 0.0 10.3 2.4
Number of Traders in Each Category Total Traders: 24
. 8 0 5 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 23,595
Positions
17,641 8,257 0 2,001 12,810 284 1,934 733 0 0 280 0 1,735 1,231
Changes from: September 19, 2017 Total Change is: 222
1,205 -1,330 0 294 865 -383 -319 733 0 0 0 0 -575 337
Percent of Open Interest Represented by Each Category of Trader
74.8 35.0 0.0 8.5 54.3 1.2 8.2 3.1 0.0 0.0 1.2 0.0 7.4 5.2
Number of Traders in Each Category Total Traders: 25
9 4 0 4 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 88,200
Positions
3,605 37,941 184 40,688 38,373 3,842 25,742 2,926 907 0 555 0 13,232 3,472
Changes from: September 19, 2017 Total Change is: 2,785
560 2,563 30 -53 568 -313 1,606 173 188 0 275 0 767 -699
Percent of Open Interest Represented by Each Category of Trader
4.1 43.0 0.2 46.1 43.5 4.4 29.2 3.3 1.0 0.0 0.6 0.0 15.0 3.9
Number of Traders in Each Category Total Traders: 85
. 10 . 28 17 12 17 8 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 53,532
Positions
11,665 13,735 1,086 13,975 11,371 1,242 16,158 14,724 1,185 1,587 2,861 18 6,617 7,310
Changes from: September 19, 2017 Total Change is: 610
2,185 -1,473 -133 -1,029 459 -251 -957 1,931 302 195 -482 -23 319 279
Percent of Open Interest Represented by Each Category of Trader
21.8 25.7 2.0 26.1 21.2 2.3 30.2 27.5 2.2 3.0 5.3 0.0 12.4 13.7
Number of Traders in Each Category Total Traders: 280
22 26 6 46 29 16 47 69 19 11 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 267,660
Positions
58,323 68,677 5,429 69,877 56,854 6,211 80,790 73,618 5,923 7,935 14,307 89 33,083 36,552
Changes from: September 19, 2017 Total Change is: 3,048
10,927 -7,366 -664 -5,145 2,295 -1,255 -4,785 9,654 1,511 977 -2,408 -113 1,595 1,394
Percent of Open Interest Represented by Each Category of Trader
21.8 25.7 2.0 26.1 21.2 2.3 30.2 27.5 2.2 3.0 5.3 0.0 12.4 13.7
Number of Traders in Each Category Total Traders: 280
22 26 6 46 29 16 47 69 19 11 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 548,404
Positions
60,472 127,370 37 226,997 187,995 46,545 166,703 160,760 7,739 19,502 6,087 12 20,397 11,859
Changes from: September 19, 2017 Total Change is: 22,627
-10,125 13,105 0 13,473 -7,378 1,541 6,607 14,744 286 8,319 193 -62 2,588 198
Percent of Open Interest Represented by Each Category of Trader
11.0 23.2 0.0 41.4 34.3 8.5 30.4 29.3 1.4 3.6 1.1 0.0 3.7 2.2
Number of Traders in Each Category Total Traders: 268
15 23 . 63 45 32 51 51 17 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 53,963
Positions
20,933 16,229 802 6,984 2,105 175 5,722 20,475 756 10,041 3,012 170 8,380 10,239
Changes from: September 19, 2017 Total Change is: -4,157
-8,212 -3,383 -85 -307 -789 -15 -2,394 -1,163 -18 7,446 88 0 -572 1,208
Percent of Open Interest Represented by Each Category of Trader
38.8 30.1 1.5 12.9 3.9 0.3 10.6 37.9 1.4 18.6 5.6 0.3 15.5 19.0
Number of Traders in Each Category Total Traders: 83
21 9 . 10 5 . 10 17 4 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 36,802
Positions
1,494 24,233 0 18,985 444 434 4,540 4,207 256 4,340 3,528 0 6,753 3,700
Changes from: September 19, 2017 Total Change is: 50
769 -1,187 0 596 0 3 -355 1,705 -72 30 -298 0 -921 -101
Percent of Open Interest Represented by Each Category of Trader
4.1 65.8 0.0 51.6 1.2 1.2 12.3 11.4 0.7 11.8 9.6 0.0 18.3 10.1
Number of Traders in Each Category Total Traders: 42
4 4 0 18 . . 7 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 53,628
Positions
6,460 5,439 2,718 16,652 14,522 1,903 15,037 9,768 373 586 1,615 0 9,899 17,290
Changes from: September 19, 2017 Total Change is: 2,872
2,486 2,742 38 1,783 -27 -347 -2,456 1,435 220 386 340 0 762 -1,529
Percent of Open Interest Represented by Each Category of Trader
12.0 10.1 5.1 31.1 27.1 3.5 28.0 18.2 0.7 1.1 3.0 0.0 18.5 32.2
Number of Traders in Each Category Total Traders: 86
15 8 4 11 7 6 21 19 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 282,939
Positions
7,670 170,489 306 184,078 77,144 16,833 59,889 7,468 3,238 2,282 1,460 0 8,643 6,001
Changes from: September 19, 2017 Total Change is: 2,956
-1,457 2,975 38 -912 384 -53 5,172 -372 -1,186 509 0 0 845 1,170
Percent of Open Interest Represented by Each Category of Trader
2.7 60.3 0.1 65.1 27.3 5.9 21.2 2.6 1.1 0.8 0.5 0.0 3.1 2.1
Number of Traders in Each Category Total Traders: 145
6 11 . 53 30 22 33 5 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 1,065,255
Positions
23,545 748,910 4,140 632,346 160,308 76,875 243,063 30,219 14,025 45,219 17,662 341 25,701 12,775
Changes from: September 19, 2017 Total Change is: -14,819
-4,414 -28,185 -57 -12,435 6,455 2,409 3,446 4,634 -1,791 -784 622 0 -1,193 1,094
Percent of Open Interest Represented by Each Category of Trader
2.2 70.3 0.4 59.4 15.0 7.2 22.8 2.8 1.3 4.2 1.7 0.0 2.4 1.2
Number of Traders in Each Category Total Traders: 364
21 23 8 130 49 50 72 20 17 39 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 110,327
Positions
22,381 40,122 69,770 6,527 0 5 11,074 0 398 158 30 0 14 2
Changes from: September 19, 2017 Total Change is: 1,217
350 550 667 0 0 0 200 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.3 36.4 63.2 5.9 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 26, 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 719,328
Positions
1,636 45,505 4,501 290,839 211,999 123,348 112,471 115,750 14,959 15,289 47,219 68 156,217 155,979
Changes from: September 19, 2017 Total Change is: -4,030
-494 -5,436 1,269 175 1,385 -387 6,098 10,800 -6,146 3,925 -95 68 -8,538 -5,488
Percent of Open Interest Represented by Each Category of Trader
0.2 6.3 0.6 40.4 29.5 17.1 15.6 16.1 2.1 2.1 6.6 0.0 21.7 21.7
Number of Traders in Each Category Total Traders: 163
6 16 . 38 27 31 33 31 17 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 825,974
Positions
2,629 137,597 718 468,637 26,458 128,886 54,619 409,155 21,558 31,344 8,518 540 117,043 92,544
Changes from: September 19, 2017 Total Change is: 2,050
-543 -6,744 -402 -4,908 3,503 3,501 1,215 2,938 -2,684 720 1,000 17 5,134 921
Percent of Open Interest Represented by Each Category of Trader
0.3 16.7 0.1 56.7 3.2 15.6 6.6 49.5 2.6 3.8 1.0 0.1 14.2 11.2
Number of Traders in Each Category Total Traders: 110
. 13 . 50 11 34 14 16 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 1,589,230
Positions
76,393 185,727 11,396 421,133 324,002 187,246 536,162 333,284 44,432 185,413 344,584 2,611 124,444 155,948
Changes from: September 19, 2017 Total Change is: 84,122
8,812 25,687 6,170 14,111 14,507 -4,293 67,027 34,005 -149 729 9,940 -2,093 -6,192 348
Percent of Open Interest Represented by Each Category of Trader
4.8 11.7 0.7 26.5 20.4 11.8 33.7 21.0 2.8 11.7 21.7 0.2 7.8 9.8
Number of Traders in Each Category Total Traders: 274
11 26 7 60 40 51 50 46 34 15 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 3,212,109
Positions
137,674 174,143 43,206 1,027,658 1,042,543 486,359 655,456 630,547 159,315 295,678 133,640 40,514 366,249 501,842
Changes from: September 19, 2017 Total Change is: -60,987
3,990 -18,062 -6,925 13,932 -3,338 -2,323 -21,385 -11,367 -1,306 -33,211 -14,131 2,273 -16,032 -5,808
Percent of Open Interest Represented by Each Category of Trader
4.3 5.4 1.3 32.0 32.5 15.1 20.4 19.6 5.0 9.2 4.2 1.3 11.4 15.6
Number of Traders in Each Category Total Traders: 399
25 26 11 60 97 84 66 72 51 24 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 422,597
Positions
5,781 18,511 2,682 128,299 174,345 31,664 147,110 41,718 12,896 10,403 11,074 0 83,762 129,707
Changes from: September 19, 2017 Total Change is: -1,655
-170 -7,005 409 50 2,164 -1,168 -3,941 2,760 76 -12 126 0 3,101 983
Percent of Open Interest Represented by Each Category of Trader
1.4 4.4 0.6 30.4 41.3 7.5 34.8 9.9 3.1 2.5 2.6 0.0 19.8 30.7
Number of Traders in Each Category Total Traders: 70
. 5 . 15 26 28 10 7 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 2,975,757
Positions
108,814 207,432 33,561 1,563,668 690,035 370,246 296,473 917,491 106,250 211,490 261,227 11,477 273,778 378,038
Changes from: September 19, 2017 Total Change is: -4,735
-9,222 5,549 7,874 -1,655 7,363 3,066 -4,997 -46,981 12,907 4,749 -1,107 191 -17,648 6,403
Percent of Open Interest Represented by Each Category of Trader
3.7 7.0 1.1 52.5 23.2 12.4 10.0 30.8 3.6 7.1 8.8 0.4 9.2 12.7
Number of Traders in Each Category Total Traders: 298
13 24 9 53 57 61 35 75 35 19 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 1,603,168
Positions
535,124 315,738 454,442 12,619 14,154 27,625 87,779 212,887 355,376 37,018 92,210 57,338 35,847 73,398
Changes from: September 19, 2017 Total Change is: -49,234
31,619 22,832 -18,045 0 -5,792 4,849 -14,274 -26,763 -41,279 -9,628 9,044 -1,836 -640 7,756
Percent of Open Interest Represented by Each Category of Trader
33.4 19.7 28.3 0.8 0.9 1.7 5.5 13.3 22.2 2.3 5.8 3.6 2.2 4.6
Number of Traders in Each Category Total Traders: 163
15 48 50 . 6 . 25 44 47 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 is12,671,577
Positions
4,562,876 479,741 2,264,300 40,366 2,271,594 714,733 603,823 2,267,626 2,067,209 791,339 521,074 979,280 647,651 1,106,020
Changes from: September 19, 2017 Total Change is: -203,385
111,734 -57,277 -109,672 -57,182 6,422 1,314 -62,913 166,532 -113,236 39,823 -105,899 539 -13,792 7,892
Percent of Open Interest Represented by Each Category of Trader
36.0 3.8 17.9 0.3 17.9 5.6 4.8 17.9 16.3 6.2 4.1 7.7 5.1 8.7
Number of Traders in Each Category Total Traders: 311
37 36 69 . 38 29 35 105 99 9 32 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 28,547
Positions
6,903 4,862 0 145 9,771 115 10,917 9,251 0 10,413 4,471 5 49 72
Changes from: September 19, 2017 Total Change is: 1,169
243 589 0 12 -50 -14 299 172 0 633 470 2 -6 0
Percent of Open Interest Represented by Each Category of Trader
24.2 17.0 0.0 0.5 34.2 0.4 38.2 32.4 0.0 36.5 15.7 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 49
. 6 0 . 13 . 7 10 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 21,160
Positions
4,790 1,271 0 495 7,905 127 15,484 7,827 0 103 3,915 63 98 52
Changes from: September 19, 2017 Total Change is: 1,042
1,859 550 0 0 7 0 -791 481 0 -51 -18 14 11 8
Percent of Open Interest Represented by Each Category of Trader
22.6 6.0 0.0 2.3 37.4 0.6 73.2 37.0 0.0 0.5 18.5 0.3 0.5 0.2
Number of Traders in Each Category Total Traders: 31
4 . 0 . 6 . 6 5 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 45,590
Positions
584 2,961 0 13,934 5,672 953 7,946 27,304 1,454 12,208 5,003 0 8,511 2,243
Changes from: September 19, 2017 Total Change is: 3,303
1 -211 0 1,425 -438 -6 682 4,606 285 286 -347 0 630 -586
Percent of Open Interest Represented by Each Category of Trader
1.3 6.5 0.0 30.6 12.4 2.1 17.4 59.9 3.2 26.8 11.0 0.0 18.7 4.9
Number of Traders in Each Category Total Traders: 166
4 4 0 17 7 . 32 43 13 50 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 640,509
Positions
137,665 36,499 36,643 66,471 70,901 115,460 115,824 228,023 78,573 30,749 14,393 25,765 33,359 34,252
Changes from: September 19, 2017 Total Change is: -64,322
-3,740 -24,342 -8,882 -12,858 -1 -4,079 -21,083 -5,485 -9,337 4,660 1,184 -2,274 -6,729 -11,106
Percent of Open Interest Represented by Each Category of Trader
21.5 5.7 5.7 10.4 11.1 18.0 18.1 35.6 12.3 4.8 2.2 4.0 5.2 5.3
Number of Traders in Each Category Total Traders: 275
22 5 18 19 33 22 54 78 58 27 19 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 26, 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 71,881
Positions
445 21,776 0 40,054 1,013 0 25,207 48,840 85 6,010 134 0 80 33
Changes from: September 19, 2017 Total Change is: -30,437
-48 21,095 -21,776 1,735 0 0 -7,251 -27,254 -2,500 -601 0 0 4 -2
Percent of Open Interest Represented by Each Category of Trader
0.6 30.3 0.0 55.7 1.4 0.0 35.1 67.9 0.1 8.4 0.2 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 33
. . 0 8 . 0 7 7 . 5 . 0
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Updated September 29, 2017