Traders in Financial Futures - Futures Only Positions as of October 17, 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 174,347
Positions
1,230 109,255 1,477 44,841 13,574 681 76,590 14,346 2,252 5,481 11,616 707 41,088 20,439
Changes from: October 10, 2017 Total Change is: -1,470
46 -763 898 2,690 1,351 -25 -4,762 -2,446 270 1,046 384 303 -1,936 -1,442
Percent of Open Interest Represented by Each Category of Trader
0.7 62.7 0.8 25.7 7.8 0.4 43.9 8.2 1.3 3.1 6.7 0.4 23.6 11.7
Number of Traders in Each Category Total Traders: 96
4 10 4 18 8 6 35 10 12 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 55,168
Positions
14,198 3,641 0 576 4,257 0 31,790 24,632 882 0 1,680 0 7,722 20,076
Changes from: October 10, 2017 Total Change is: 6,129
3,438 58 0 0 1,270 0 3,840 4,665 -137 0 0 0 -1,012 273
Percent of Open Interest Represented by Each Category of Trader
25.7 6.6 0.0 1.0 7.7 0.0 57.6 44.6 1.6 0.0 3.0 0.0 14.0 36.4
Number of Traders in Each Category Total Traders: 42
4 . 0 . 5 0 12 16 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 186,473
Positions
42,566 14,977 528 19,703 78,511 3,089 59,436 38,280 8,212 18,482 11,987 2,454 32,003 28,435
Changes from: October 10, 2017 Total Change is: 4,903
8,664 -1,355 201 -130 284 30 -4,371 3,310 -1,070 1,882 2,947 381 -684 175
Percent of Open Interest Represented by Each Category of Trader
22.8 8.0 0.3 10.6 42.1 1.7 31.9 20.5 4.4 9.9 6.4 1.3 17.2 15.2
Number of Traders in Each Category Total Traders: 120
8 8 4 13 23 9 33 26 20 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 257,087
Positions
123,587 11,812 1,169 19,019 45,896 3,837 55,265 135,023 11,079 19,556 3,095 7,291 16,284 37,885
Changes from: October 10, 2017 Total Change is: 2,963
2,320 754 20 -116 -1,165 -39 383 6,115 -369 2,791 0 162 -2,189 -2,515
Percent of Open Interest Represented by Each Category of Trader
48.1 4.6 0.5 7.4 17.9 1.5 21.5 52.5 4.3 7.6 1.2 2.8 6.3 14.7
Number of Traders in Each Category Total Traders: 123
11 8 7 12 20 8 27 38 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 446,338
Positions
39,581 137,232 2,911 206,703 97,305 15,743 70,431 55,097 17,077 18,291 66,010 2,207 73,394 52,756
Changes from: October 10, 2017 Total Change is: -4,410
3,806 3,605 931 1,626 -1,319 -188 -10,170 -2,697 -1,933 -1,030 -3,084 1,888 660 -1,613
Percent of Open Interest Represented by Each Category of Trader
8.9 30.7 0.7 46.3 21.8 3.5 15.8 12.3 3.8 4.1 14.8 0.5 16.4 11.8
Number of Traders in Each Category Total Traders: 239
16 16 11 63 34 39 37 37 21 18 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 35,583
Positions
2,476 23,875 0 17,357 2,008 1,706 1,146 3,790 577 0 0 0 12,321 3,627
Changes from: October 10, 2017 Total Change is: 422
0 -771 0 -28 431 112 511 1,136 -6 0 0 0 -167 -480
Percent of Open Interest Represented by Each Category of Trader
7.0 67.1 0.0 48.8 5.6 4.8 3.2 10.7 1.6 0.0 0.0 0.0 34.6 10.2
Number of Traders in Each Category Total Traders: 27
. . 0 15 . 8 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 134,145
Positions
3,066 74,481 474 12,065 20,442 1,718 79,248 10,135 2,470 1,050 2,872 152 33,902 21,401
Changes from: October 10, 2017 Total Change is: -6,709
1,432 -7,598 357 1,885 249 0 -12,224 1,032 -71 526 222 -274 1,660 -626
Percent of Open Interest Represented by Each Category of Trader
2.3 55.5 0.4 9.0 15.2 1.3 59.1 7.6 1.8 0.8 2.1 0.1 25.3 16.0
Number of Traders in Each Category Total Traders: 89
5 9 4 9 11 . 37 12 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 50,736
Positions
192 35,871 247 5,540 0 0 41,046 12,893 0 1,309 287 0 2,402 1,438
Changes from: October 10, 2017 Total Change is: 3,276
0 437 0 16 0 0 3,070 2,653 0 -100 57 0 290 129
Percent of Open Interest Represented by Each Category of Trader
0.4 70.7 0.5 10.9 0.0 0.0 80.9 25.4 0.0 2.6 0.6 0.0 4.7 2.8
Number of Traders in Each Category Total Traders: 35
. 6 . . 0 0 14 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 188,907
Positions
12,405 105,158 1,013 63,673 4,113 1,000 100,667 63,327 651 3,151 9,829 0 6,347 3,816
Changes from: October 10, 2017 Total Change is: 832
4,661 -14,714 627 2,968 123 132 -7,134 14,445 -357 783 528 0 -848 48
Percent of Open Interest Represented by Each Category of Trader
6.6 55.7 0.5 33.7 2.2 0.5 53.3 33.5 0.3 1.7 5.2 0.0 3.4 2.0
Number of Traders in Each Category Total Traders: 152
6 7 . 18 6 . 47 42 8 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 33,994
Positions
0 22,226 0 5,541 283 0 24,410 4,587 667 909 5,735 0 2,467 496
Changes from: October 10, 2017 Total Change is: 318
0 0 0 155 -100 0 -263 406 -75 0 120 0 501 -33
Percent of Open Interest Represented by Each Category of Trader
0.0 65.4 0.0 16.3 0.8 0.0 71.8 13.5 2.0 2.7 16.9 0.0 7.3 1.5
Number of Traders in Each Category Total Traders: 38
0 . 0 4 . 0 14 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 33,757
Positions
5,858 4,171 14 1,390 8,176 0 19,998 16,048 871 1,156 586 0 4,470 3,891
Changes from: October 10, 2017 Total Change is: -2,703
-1,634 -325 0 -92 -338 0 -900 -1,833 -126 178 -194 0 -129 113
Percent of Open Interest Represented by Each Category of Trader
17.4 12.4 0.0 4.1 24.2 0.0 59.2 47.5 2.6 3.4 1.7 0.0 13.2 11.5
Number of Traders in Each Category Total Traders: 68
5 . . 6 4 0 28 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 19,234
Positions
5,192 15,200 1,000 1,665 949 0 10,015 1,093 116 0 100 0 1,246 776
Changes from: October 10, 2017 Total Change is: -217
640 0 0 359 -176 0 -1,001 -316 18 0 0 0 -233 257
Percent of Open Interest Represented by Each Category of Trader
27.0 79.0 5.2 8.7 4.9 0.0 52.1 5.7 0.6 0.0 0.5 0.0 6.5 4.0
Number of Traders in Each Category Total Traders: 29
4 . . 4 . 0 11 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 78,925
Positions
7,006 52,801 1,112 13,164 2,288 87 42,120 7,207 2,318 1,642 2,628 0 11,478 10,485
Changes from: October 10, 2017 Total Change is: 1,055
1,052 -814 119 -59 -312 -37 -1,385 628 1,011 0 -377 0 354 838
Percent of Open Interest Represented by Each Category of Trader
8.9 66.9 1.4 16.7 2.9 0.1 53.4 9.1 2.9 2.1 3.3 0.0 14.5 13.3
Number of Traders in Each Category Total Traders: 123
11 27 5 14 . . 38 18 7 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 157,849
Positions
14,011 105,602 2,223 26,328 4,575 173 84,239 14,414 4,636 3,283 5,256 0 22,956 20,970
Changes from: October 10, 2017 Total Change is: 2,109
2,103 -1,628 238 -117 -624 -74 -2,770 1,255 2,021 0 -754 0 708 1,675
Percent of Open Interest Represented by Each Category of Trader
8.9 66.9 1.4 16.7 2.9 0.1 53.4 9.1 2.9 2.1 3.3 0.0 14.5 13.3
Number of Traders in Each Category Total Traders: 123
11 27 5 14 . . 38 18 7 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 669,706
Positions
47,256 137,588 27,687 327,509 164,142 53,354 79,270 117,896 27,957 24,379 51,275 5,325 76,970 84,482
Changes from: October 10, 2017 Total Change is: 4,149
1,427 -117 2,357 -2,102 1,872 414 476 -2,313 -2,951 1,684 712 1,921 921 2,253
Percent of Open Interest Represented by Each Category of Trader
7.1 20.5 4.1 48.9 24.5 8.0 11.8 17.6 4.2 3.6 7.7 0.8 11.5 12.6
Number of Traders in Each Category Total Traders: 629
30 49 21 136 97 96 85 128 70 53 51 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 53,399
Positions
18,022 16,777 400 8,580 11,559 383 3,450 4,985 1,200 2,718 3 0 18,646 18,092
Changes from: October 10, 2017 Total Change is: 1,772
1,505 3,498 0 42 0 10 308 -1,890 0 -155 0 0 62 154
Percent of Open Interest Represented by Each Category of Trader
33.7 31.4 0.7 16.1 21.6 0.7 6.5 9.3 2.2 5.1 0.0 0.0 34.9 33.9
Number of Traders in Each Category Total Traders: 52
6 7 . 5 . . 13 13 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #138748 Open Interest is 21,773
Positions
18,687 7,999 0 0 10,586 238 616 2,021 217 417 0 0 1,598 712
Changes from: October 10, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
85.8 36.7 0.0 0.0 48.6 1.1 2.8 9.3 1.0 1.9 0.0 0.0 7.3 3.3
Number of Traders in Each Category Total Traders: 23
9 5 0 0 4 . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 3,081,534
Positions
210,043 667,928 72,559 1,597,042 765,315 262,457 392,709 578,161 120,177 108,463 256,519 26,466 291,618 331,952
Changes from: October 10, 2017 Total Change is: 11,884
4,270 -13,419 7,127 -10,832 9,246 2,136 -10,525 -13,480 -3,386 8,354 2,721 10,444 4,296 10,495
Percent of Open Interest Represented by Each Category of Trader
6.8 21.7 2.4 51.8 24.8 8.5 12.7 18.8 3.9 3.5 8.3 0.9 9.5 10.8
Number of Traders in Each Category Total Traders: 621
29 49 18 135 96 95 85 125 66 52 50 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 27,673
Positions
1,060 26,294 0 9,131 321 516 13,727 0 0 0 0 0 3,239 542
Changes from: October 10, 2017 Total Change is: -69
-59 67 0 -1 0 0 84 0 0 0 0 0 -93 -136
Percent of Open Interest Represented by Each Category of Trader
3.8 95.0 0.0 33.0 1.2 1.9 49.6 0.0 0.0 0.0 0.0 0.0 11.7 2.0
Number of Traders in Each Category Total Traders: 24
. 8 0 5 . . 8 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 22,523
Positions
16,954 7,850 0 1,962 12,545 288 1,655 524 0 0 280 0 1,664 1,036
Changes from: October 10, 2017 Total Change is: -82
-579 -663 0 229 663 0 1 -62 0 0 0 0 267 -20
Percent of Open Interest Represented by Each Category of Trader
75.3 34.9 0.0 8.7 55.7 1.3 7.3 2.3 0.0 0.0 1.2 0.0 7.4 4.6
Number of Traders in Each Category Total Traders: 25
10 5 0 . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 92,419
Positions
3,647 43,076 429 42,571 37,364 3,831 27,921 3,032 913 0 532 0 13,107 3,242
Changes from: October 10, 2017 Total Change is: -70
-48 1,748 29 -453 -656 57 323 -1,078 -7 0 0 0 29 -163
Percent of Open Interest Represented by Each Category of Trader
3.9 46.6 0.5 46.1 40.4 4.1 30.2 3.3 1.0 0.0 0.6 0.0 14.2 3.5
Number of Traders in Each Category Total Traders: 89
. 12 . 28 18 12 22 4 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 55,697
Positions
12,544 14,309 1,800 13,707 11,495 914 17,525 14,263 1,025 1,442 3,769 74 6,666 8,048
Changes from: October 10, 2017 Total Change is: -730
-546 -794 234 29 386 -185 -183 -1,090 25 -126 340 12 11 343
Percent of Open Interest Represented by Each Category of Trader
22.5 25.7 3.2 24.6 20.6 1.6 31.5 25.6 1.8 2.6 6.8 0.1 12.0 14.5
Number of Traders in Each Category Total Traders: 281
18 25 7 45 28 13 47 67 24 12 38 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 278,487
Positions
62,722 71,545 8,999 68,536 57,475 4,572 87,623 71,317 5,126 7,211 18,843 368 33,330 40,242
Changes from: October 10, 2017 Total Change is: -3,649
-2,732 -3,968 1,169 145 1,930 -925 -915 -5,451 124 -628 1,698 60 53 1,714
Percent of Open Interest Represented by Each Category of Trader
22.5 25.7 3.2 24.6 20.6 1.6 31.5 25.6 1.8 2.6 6.8 0.1 12.0 14.5
Number of Traders in Each Category Total Traders: 281
18 25 7 45 28 13 47 67 24 12 38 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 558,340
Positions
20,049 187,136 2,583 262,214 147,939 36,534 174,875 153,220 9,825 31,658 7,321 0 20,602 13,782
Changes from: October 10, 2017 Total Change is: 11,509
-1,942 16,775 -4 10,268 -898 -717 -1,430 -4,025 236 2,920 -176 0 2,178 318
Percent of Open Interest Represented by Each Category of Trader
3.6 33.5 0.5 47.0 26.5 6.5 31.3 27.4 1.8 5.7 1.3 0.0 3.7 2.5
Number of Traders in Each Category Total Traders: 291
14 29 4 69 42 36 64 48 16 15 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 64,449
Positions
25,606 25,609 1,081 6,335 1,863 172 11,314 22,381 880 8,854 2,357 193 10,014 9,913
Changes from: October 10, 2017 Total Change is: 2,365
-744 4,624 110 -1,142 -332 0 3,835 77 -41 -850 -1,647 0 1,197 -426
Percent of Open Interest Represented by Each Category of Trader
39.7 39.7 1.7 9.8 2.9 0.3 17.6 34.7 1.4 13.7 3.7 0.3 15.5 15.4
Number of Traders in Each Category Total Traders: 83
20 11 . 7 4 . 14 15 4 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 40,402
Positions
2,716 24,709 0 19,590 951 561 4,470 2,242 567 4,238 5,575 380 7,880 5,417
Changes from: October 10, 2017 Total Change is: 1,630
606 1,293 0 -155 293 84 -594 243 395 -270 -1,376 380 1,184 318
Percent of Open Interest Represented by Each Category of Trader
6.7 61.2 0.0 48.5 2.4 1.4 11.1 5.5 1.4 10.5 13.8 0.9 19.5 13.4
Number of Traders in Each Category Total Traders: 51
. 7 0 17 . 5 9 5 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 55,898
Positions
6,117 13,480 3,883 17,284 1,899 742 16,035 13,769 712 2,118 2,355 0 9,007 19,058
Changes from: October 10, 2017 Total Change is: 6,405
2,059 1,021 1,354 2,767 -3,212 -1,240 1,757 3,698 285 379 -10 0 -956 4,509
Percent of Open Interest Represented by Each Category of Trader
10.9 24.1 6.9 30.9 3.4 1.3 28.7 24.6 1.3 3.8 4.2 0.0 16.1 34.1
Number of Traders in Each Category Total Traders: 82
13 12 4 15 . 6 19 13 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 285,813
Positions
7,378 178,108 1,444 193,354 73,949 15,992 52,474 6,242 3,723 2,585 1,356 0 8,863 4,999
Changes from: October 10, 2017 Total Change is: -1,121
6 1,454 231 20,759 -68 -645 -21,374 -2,289 -230 -15 8 0 147 418
Percent of Open Interest Represented by Each Category of Trader
2.6 62.3 0.5 67.7 25.9 5.6 18.4 2.2 1.3 0.9 0.5 0.0 3.1 1.7
Number of Traders in Each Category Total Traders: 152
9 11 . 55 29 23 33 7 8 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 1,064,329
Positions
33,414 774,324 5,638 636,971 139,631 71,170 232,394 27,833 14,676 41,114 18,534 327 28,625 12,196
Changes from: October 10, 2017 Total Change is: 1,318
6,002 10,636 535 -9,823 1,113 -2,211 4,682 -11,656 -399 3,163 229 3 -634 3,068
Percent of Open Interest Represented by Each Category of Trader
3.1 72.8 0.5 59.8 13.1 6.7 21.8 2.6 1.4 3.9 1.7 0.0 2.7 1.1
Number of Traders in Each Category Total Traders: 361
25 23 8 131 46 44 71 20 17 35 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 111,146
Positions
23,651 42,691 67,300 9,654 0 5 9,274 0 1,118 120 30 0 24 2
Changes from: October 10, 2017 Total Change is: -161
1,770 439 -1,120 61 0 0 -1,400 0 520 8 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.3 38.4 60.6 8.7 0.0 0.0 8.3 0.0 1.0 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. 12 8 5 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 739,549
Positions
2,721 55,734 6,589 300,136 202,586 126,325 120,427 123,817 15,277 15,007 45,367 51 153,016 163,803
Changes from: October 10, 2017 Total Change is: -1,574
-6,062 16,634 710 1,558 -13,534 3,705 814 -2,342 -1,924 2,159 -233 -264 -2,270 -4,326
Percent of Open Interest Represented by Each Category of Trader
0.4 7.5 0.9 40.6 27.4 17.1 16.3 16.7 2.1 2.0 6.1 0.0 20.7 22.1
Number of Traders in Each Category Total Traders: 163
6 17 4 38 27 35 36 27 18 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 847,007
Positions
1,558 139,433 149 471,161 47,395 133,556 63,677 394,626 28,469 33,962 8,518 1,172 113,303 93,689
Changes from: October 10, 2017 Total Change is: 19,213
-1,148 17,945 104 11,377 4,745 347 970 953 1,518 2,845 0 -5 3,205 -6,394
Percent of Open Interest Represented by Each Category of Trader
0.2 16.5 0.0 55.6 5.6 15.8 7.5 46.6 3.4 4.0 1.0 0.1 13.4 11.1
Number of Traders in Each Category Total Traders: 113
. 14 . 49 13 35 14 15 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 1,737,821
Positions
79,491 179,151 7,114 447,260 325,701 193,619 668,535 449,826 48,770 168,433 368,659 1,983 122,616 162,998
Changes from: October 10, 2017 Total Change is: 73,141
1,054 -20,166 1,944 -3,692 2,094 -1,695 64,349 86,652 3,722 4,153 -221 -573 3,879 1,384
Percent of Open Interest Represented by Each Category of Trader
4.6 10.3 0.4 25.7 18.7 11.1 38.5 25.9 2.8 9.7 21.2 0.1 7.1 9.4
Number of Traders in Each Category Total Traders: 278
16 24 7 59 39 52 51 51 33 13 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 3,036,524
Positions
155,657 166,247 28,957 1,077,574 868,186 479,936 515,816 660,121 127,841 302,358 146,014 29,941 318,444 529,281
Changes from: October 10, 2017 Total Change is: -100,376
25,528 -16,350 -3,772 11,341 -80,666 -29,862 -89,637 44,168 22,425 -4,873 -8,319 -2,577 -28,949 -25,423
Percent of Open Interest Represented by Each Category of Trader
5.1 5.5 1.0 35.5 28.6 15.8 17.0 21.7 4.2 10.0 4.8 1.0 10.5 17.4
Number of Traders in Each Category Total Traders: 410
27 36 9 61 98 80 59 79 56 23 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 426,285
Positions
13,718 6,781 4,230 145,198 172,578 33,618 119,545 41,155 15,334 12,566 17,479 0 82,076 135,110
Changes from: October 10, 2017 Total Change is: 76
1,681 -11,106 1,672 12,738 -2,053 -1,036 -19,912 5,455 2,886 134 5,770 0 1,913 -1,512
Percent of Open Interest Represented by Each Category of Trader
3.2 1.6 1.0 34.1 40.5 7.9 28.0 9.7 3.6 2.9 4.1 0.0 19.3 31.7
Number of Traders in Each Category Total Traders: 74
. . . 17 26 28 11 7 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 2,960,660
Positions
102,020 193,752 49,024 1,612,207 714,424 384,682 228,414 817,349 121,020 216,724 280,496 8,009 238,560 391,904
Changes from: October 10, 2017 Total Change is: -8,063
-7,272 -2,623 19,242 12,830 -37,280 25,390 -47,237 -25,945 6,801 -3,403 -5,235 -1,152 -13,262 12,739
Percent of Open Interest Represented by Each Category of Trader
3.4 6.5 1.7 54.5 24.1 13.0 7.7 27.6 4.1 7.3 9.5 0.3 8.1 13.2
Number of Traders in Each Category Total Traders: 321
18 29 11 54 61 64 42 73 46 19 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 1,518,716
Positions
486,596 365,911 424,369 12,619 7,682 21,045 97,149 188,136 314,107 57,512 61,066 68,804 36,515 67,596
Changes from: October 10, 2017 Total Change is: -28,681
-25,896 60,050 -94 0 -2,500 -11,902 26,764 -23,228 -31,598 928 -28,281 11,957 1,160 -3,085
Percent of Open Interest Represented by Each Category of Trader
32.0 24.1 27.9 0.8 0.5 1.4 6.4 12.4 20.7 3.8 4.0 4.5 2.4 4.5
Number of Traders in Each Category Total Traders: 154
17 47 50 . 4 . 19 41 41 6 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 is12,977,507
Positions
5,338,355 401,977 2,161,447 5,745 2,578,243 722,718 535,633 2,734,152 2,069,366 838,675 429,725 785,982 519,586 1,093,897
Changes from: October 10, 2017 Total Change is: 26,394
183,840 -50,962 -49,402 -200 139,308 -7,397 -12,250 129,276 29,668 -27,647 -53,483 -37,473 -52,745 -73,141
Percent of Open Interest Represented by Each Category of Trader
41.1 3.1 16.7 0.0 19.9 5.6 4.1 21.1 15.9 6.5 3.3 6.1 4.0 8.4
Number of Traders in Each Category Total Traders: 315
45 33 71 . 41 32 35 105 98 10 28 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 29,391
Positions
5,430 6,861 0 56 8,344 159 12,459 9,143 0 11,224 4,781 5 58 98
Changes from: October 10, 2017 Total Change is: -102
-1,505 942 0 -70 -511 59 1,147 -642 0 265 19 0 2 31
Percent of Open Interest Represented by Each Category of Trader
18.5 23.3 0.0 0.2 28.4 0.5 42.4 31.1 0.0 38.2 16.3 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 45
. 7 0 . 12 . 6 8 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 20,966
Positions
3,170 1,119 0 271 6,650 183 17,223 8,366 0 0 4,500 70 49 78
Changes from: October 10, 2017 Total Change is: 438
-302 50 0 -154 -279 56 832 627 0 0 -49 6 0 27
Percent of Open Interest Represented by Each Category of Trader
15.1 5.3 0.0 1.3 31.7 0.9 82.1 39.9 0.0 0.0 21.5 0.3 0.2 0.4
Number of Traders in Each Category Total Traders: 32
4 . 0 . 6 . 5 8 0 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 46,646
Positions
720 5,912 0 14,026 4,815 903 7,122 26,254 2,471 12,393 4,230 0 9,011 2,061
Changes from: October 10, 2017 Total Change is: 873
-189 -372 0 -151 883 -24 -2,322 230 597 1,680 -59 0 1,282 -382
Percent of Open Interest Represented by Each Category of Trader
1.5 12.7 0.0 30.1 10.3 1.9 15.3 56.3 5.3 26.6 9.1 0.0 19.3 4.4
Number of Traders in Each Category Total Traders: 163
4 . 0 15 6 . 27 43 14 55 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 701,927
Positions
154,733 51,030 44,610 70,140 60,754 116,664 130,359 256,662 103,032 28,361 13,393 18,444 35,584 37,338
Changes from: October 10, 2017 Total Change is: 24,767
-2,810 5,724 8,916 -12,252 -2,233 6,661 21,748 7,980 1,854 2,037 -1,171 -1,857 470 -1,107
Percent of Open Interest Represented by Each Category of Trader
22.0 7.3 6.4 10.0 8.7 16.6 18.6 36.6 14.7 4.0 1.9 2.6 5.1 5.3
Number of Traders in Each Category Total Traders: 282
22 9 20 18 36 25 59 86 63 25 15 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 17, 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 51,324
Positions
630 21,776 0 38,455 491 0 5,604 28,827 85 6,465 132 0 85 13
Changes from: October 10, 2017 Total Change is: -2,146
-64 0 0 936 -524 0 -2,973 -1,586 0 -60 0 0 15 -36
Percent of Open Interest Represented by Each Category of Trader
1.2 42.4 0.0 74.9 1.0 0.0 10.9 56.2 0.2 12.6 0.3 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 38
. . 0 8 . 0 9 8 . 7 . 0
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Updated October 20, 2017