Traders in Financial Futures - Futures Only Positions as of October 31, 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 157,542
Positions
1,408 85,625 1,353 39,410 14,838 597 66,274 20,012 3,662 6,470 7,026 1,556 36,812 22,873
Changes from: October 24, 2017 Total Change is: -15,131
234 -17,528 -162 -2,951 236 -50 -12,832 3,154 1,366 1,279 -3,549 606 -2,621 796
Percent of Open Interest Represented by Each Category of Trader
0.9 54.4 0.9 25.0 9.4 0.4 42.1 12.7 2.3 4.1 4.5 1.0 23.4 14.5
Number of Traders in Each Category Total Traders: 98
4 8 . 16 7 5 33 17 14 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 74,717
Positions
35,458 3,307 0 576 6,712 0 29,929 37,115 1,257 0 1,680 0 7,497 24,646
Changes from: October 24, 2017 Total Change is: 10,825
13,307 -302 0 0 1,597 0 -1,952 6,571 -53 0 0 0 -477 3,012
Percent of Open Interest Represented by Each Category of Trader
47.5 4.4 0.0 0.8 9.0 0.0 40.1 49.7 1.7 0.0 2.2 0.0 10.0 33.0
Number of Traders in Each Category Total Traders: 48
6 . 0 . 6 0 9 22 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 185,123
Positions
42,975 13,729 888 18,388 77,212 3,061 58,526 39,098 10,554 15,309 9,690 4,266 31,156 26,625
Changes from: October 24, 2017 Total Change is: -2,941
-3,021 -1,587 -15 -1,334 -657 -250 -1,709 -598 493 2,366 -792 674 -145 -209
Percent of Open Interest Represented by Each Category of Trader
23.2 7.4 0.5 9.9 41.7 1.7 31.6 21.1 5.7 8.3 5.2 2.3 16.8 14.4
Number of Traders in Each Category Total Traders: 118
8 7 5 13 22 9 35 25 25 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 277,706
Positions
145,724 12,012 682 18,590 40,519 4,745 49,133 143,190 9,998 23,172 11,150 9,400 16,262 46,010
Changes from: October 24, 2017 Total Change is: -4,524
173 1,021 0 -80 -313 162 -7,133 -6,683 -462 1,733 1,055 1,978 -895 -1,282
Percent of Open Interest Represented by Each Category of Trader
52.5 4.3 0.2 6.7 14.6 1.7 17.7 51.6 3.6 8.3 4.0 3.4 5.9 16.6
Number of Traders in Each Category Total Traders: 125
13 6 6 11 22 8 25 37 17 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 440,384
Positions
40,382 124,061 3,194 214,381 102,148 16,147 59,118 59,175 17,651 16,552 56,084 2,539 70,420 59,385
Changes from: October 24, 2017 Total Change is: -4,634
1,754 -10,752 21 6,211 3,218 492 -9,999 217 -784 813 -4,963 338 -3,480 7,579
Percent of Open Interest Represented by Each Category of Trader
9.2 28.2 0.7 48.7 23.2 3.7 13.4 13.4 4.0 3.8 12.7 0.6 16.0 13.5
Number of Traders in Each Category Total Traders: 238
17 14 11 63 33 37 36 43 18 20 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 34,969
Positions
2,683 23,026 0 16,448 1,985 1,708 1,429 3,765 609 0 771 5 12,087 3,100
Changes from: October 24, 2017 Total Change is: -855
481 -956 0 -949 0 42 212 -207 19 0 771 5 -665 -529
Percent of Open Interest Represented by Each Category of Trader
7.7 65.8 0.0 47.0 5.7 4.9 4.1 10.8 1.7 0.0 2.2 0.0 34.6 8.9
Number of Traders in Each Category Total Traders: 27
. . 0 14 . 8 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 131,999
Positions
4,658 54,047 712 9,472 26,097 1,505 81,134 18,606 2,756 2,651 0 3,496 25,615 24,780
Changes from: October 24, 2017 Total Change is: -2,559
2,033 -15,264 274 -2,528 2,511 -117 620 6,024 1,090 2,126 -1,673 1,763 -7,820 2,833
Percent of Open Interest Represented by Each Category of Trader
3.5 40.9 0.5 7.2 19.8 1.1 61.5 14.1 2.1 2.0 0.0 2.6 19.4 18.8
Number of Traders in Each Category Total Traders: 91
4 9 4 9 13 . 33 18 11 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 53,190
Positions
110 37,026 246 5,837 0 0 43,504 14,253 44 1,287 214 0 2,162 1,407
Changes from: October 24, 2017 Total Change is: 1,773
-41 844 -1 285 0 0 1,693 931 44 -27 -57 0 -180 12
Percent of Open Interest Represented by Each Category of Trader
0.2 69.6 0.5 11.0 0.0 0.0 81.8 26.8 0.1 2.4 0.4 0.0 4.1 2.6
Number of Traders in Each Category Total Traders: 35
. 6 . 4 0 0 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 177,306
Positions
14,347 88,596 750 63,114 5,104 661 87,035 65,544 1,696 3,087 10,367 0 6,616 4,588
Changes from: October 24, 2017 Total Change is: -3,221
1,434 -3,736 -141 -3,494 683 -17 -1,838 -1,779 687 64 589 0 84 493
Percent of Open Interest Represented by Each Category of Trader
8.1 50.0 0.4 35.6 2.9 0.4 49.1 37.0 1.0 1.7 5.8 0.0 3.7 2.6
Number of Traders in Each Category Total Traders: 130
6 5 . 14 9 . 40 34 7 8 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 34,776
Positions
0 18,726 4,482 5,151 283 43 19,946 3,361 1,589 1,502 5,860 0 2,063 432
Changes from: October 24, 2017 Total Change is: 4,741
0 -500 4,482 -58 0 43 -615 81 729 28 200 0 132 -294
Percent of Open Interest Represented by Each Category of Trader
0.0 53.8 12.9 14.8 0.8 0.1 57.4 9.7 4.6 4.3 16.9 0.0 5.9 1.2
Number of Traders in Each Category Total Traders: 35
0 . . . . . 13 7 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 49,610
Positions
21,424 5,501 28 1,846 5,744 7 19,847 30,798 779 1,842 1,163 0 3,837 5,590
Changes from: October 24, 2017 Total Change is: 8,425
8,025 2,198 16 180 -2,752 7 349 7,810 179 581 216 0 -912 751
Percent of Open Interest Represented by Each Category of Trader
43.2 11.1 0.1 3.7 11.6 0.0 40.0 62.1 1.6 3.7 2.3 0.0 7.7 11.3
Number of Traders in Each Category Total Traders: 88
9 . . 8 8 . 21 31 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 21,229
Positions
6,480 15,200 2,500 1,403 1,090 0 9,324 1,163 203 368 0 0 951 1,073
Changes from: October 24, 2017 Total Change is: -4
994 0 0 943 -380 0 -1,958 -10 86 162 0 0 -231 300
Percent of Open Interest Represented by Each Category of Trader
30.5 71.6 11.8 6.6 5.1 0.0 43.9 5.5 1.0 1.7 0.0 0.0 4.5 5.1
Number of Traders in Each Category Total Traders: 28
4 . . . . 0 9 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 79,979
Positions
7,681 55,687 1,064 14,225 3,037 164 40,658 6,306 2,516 1,942 1,912 3 11,730 9,293
Changes from: October 24, 2017 Total Change is: -1,065
-733 1,481 86 714 248 64 -1,466 -328 -316 38 -630 -1 549 -1,670
Percent of Open Interest Represented by Each Category of Trader
9.6 69.6 1.3 17.8 3.8 0.2 50.8 7.9 3.1 2.4 2.4 0.0 14.7 11.6
Number of Traders in Each Category Total Traders: 128
11 26 4 15 4 . 39 20 8 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 159,958
Positions
15,361 111,374 2,127 28,449 6,073 328 81,315 12,611 5,031 3,883 3,824 5 23,459 18,585
Changes from: October 24, 2017 Total Change is: -2,129
-1,465 2,962 172 1,428 496 128 -2,932 -656 -632 76 -1,259 -1 1,097 -3,339
Percent of Open Interest Represented by Each Category of Trader
9.6 69.6 1.3 17.8 3.8 0.2 50.8 7.9 3.1 2.4 2.4 0.0 14.7 11.6
Number of Traders in Each Category Total Traders: 128
11 26 4 15 4 . 39 20 8 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 701,203
Positions
53,776 149,343 45,610 319,199 166,047 56,508 83,202 113,829 33,954 24,884 51,251 7,591 76,479 77,071
Changes from: October 24, 2017 Total Change is: 8,459
-706 430 12,423 -5,835 2,722 184 1,623 -4,716 1,593 90 1,096 140 -1,052 -5,414
Percent of Open Interest Represented by Each Category of Trader
7.7 21.3 6.5 45.5 23.7 8.1 11.9 16.2 4.8 3.5 7.3 1.1 10.9 11.0
Number of Traders in Each Category Total Traders: 628
34 44 25 140 94 98 90 121 86 51 54 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 63,664
Positions
26,200 18,659 500 8,797 17,140 625 3,331 9,874 25 5,065 33 0 19,121 16,808
Changes from: October 24, 2017 Total Change is: 3,328
5,672 665 0 114 4,425 247 -1,832 512 -1,075 89 33 0 113 -1,479
Percent of Open Interest Represented by Each Category of Trader
41.2 29.3 0.8 13.8 26.9 1.0 5.2 15.5 0.0 8.0 0.1 0.0 30.0 26.4
Number of Traders in Each Category Total Traders: 48
6 7 . 5 4 . 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 18,989
Positions
17,074 7,613 0 0 8,154 66 0 2,198 76 207 0 0 1,566 882
Changes from: October 24, 2017 Total Change is: -90
481 -82 0 0 0 0 0 165 -129 -210 0 0 -232 -44
Percent of Open Interest Represented by Each Category of Trader
89.9 40.1 0.0 0.0 42.9 0.3 0.0 11.6 0.4 1.1 0.0 0.0 8.2 4.6
Number of Traders in Each Category Total Traders: 20
8 4 0 0 4 . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 3,187,695
Positions
253,738 769,281 109,690 1,554,545 747,066 276,881 440,191 560,608 128,810 111,023 268,019 26,027 286,790 301,313
Changes from: October 24, 2017 Total Change is: 25,654
8,580 39,297 21,645 -29,734 -8,502 -327 22,490 -20,921 8,121 576 5,887 127 -5,824 -19,673
Percent of Open Interest Represented by Each Category of Trader
8.0 24.1 3.4 48.8 23.4 8.7 13.8 17.6 4.0 3.5 8.4 0.8 9.0 9.5
Number of Traders in Each Category Total Traders: 621
33 44 22 139 93 96 89 120 77 49 54 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 30,073
Positions
1,101 28,691 0 10,561 219 541 14,207 0 0 275 0 0 3,388 622
Changes from: October 24, 2017 Total Change is: 51
36 210 0 26 -57 25 3 0 0 0 0 0 -39 -127
Percent of Open Interest Represented by Each Category of Trader
3.7 95.4 0.0 35.1 0.7 1.8 47.2 0.0 0.0 0.9 0.0 0.0 11.3 2.1
Number of Traders in Each Category Total Traders: 26
. 9 0 5 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 22,489
Positions
16,533 7,069 1 1,765 12,655 494 2,176 1,040 0 0 280 0 1,520 950
Changes from: October 24, 2017 Total Change is: 193
-56 95 0 96 110 0 295 225 0 0 0 0 -142 -237
Percent of Open Interest Represented by Each Category of Trader
73.5 31.4 0.0 7.8 56.3 2.2 9.7 4.6 0.0 0.0 1.2 0.0 6.8 4.2
Number of Traders in Each Category Total Traders: 26
10 4 . . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 91,962
Positions
3,632 42,098 467 43,228 36,967 3,543 27,332 4,448 1,103 0 532 0 12,657 2,804
Changes from: October 24, 2017 Total Change is: -81
-46 -315 12 662 315 -192 -338 1,033 -162 0 0 0 -17 -772
Percent of Open Interest Represented by Each Category of Trader
3.9 45.8 0.5 47.0 40.2 3.9 29.7 4.8 1.2 0.0 0.6 0.0 13.8 3.0
Number of Traders in Each Category Total Traders: 93
4 10 . 28 19 12 21 9 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 54,393
Positions
9,518 15,059 3,024 12,949 10,086 1,228 17,844 12,645 1,199 1,464 3,506 88 7,078 7,557
Changes from: October 24, 2017 Total Change is: -1,497
-1,929 181 553 341 -356 12 -547 -1,911 264 -7 -138 13 -196 -114
Percent of Open Interest Represented by Each Category of Trader
17.5 27.7 5.6 23.8 18.5 2.3 32.8 23.2 2.2 2.7 6.4 0.2 13.0 13.9
Number of Traders in Each Category Total Traders: 280
16 27 8 46 24 14 58 62 21 11 36 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 271,964
Positions
47,588 75,294 15,122 64,747 50,431 6,139 89,222 63,226 5,996 7,320 17,530 441 35,389 37,785
Changes from: October 24, 2017 Total Change is: -7,484
-9,647 905 2,764 1,704 -1,781 62 -2,735 -9,555 1,318 -35 -691 63 -978 -569
Percent of Open Interest Represented by Each Category of Trader
17.5 27.7 5.6 23.8 18.5 2.3 32.8 23.2 2.2 2.7 6.4 0.2 13.0 13.9
Number of Traders in Each Category Total Traders: 280
16 27 8 46 24 14 58 62 21 11 36 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 543,833
Positions
25,025 179,501 3,096 250,197 149,444 35,946 172,245 143,760 10,149 27,583 6,983 0 19,592 14,954
Changes from: October 24, 2017 Total Change is: 318
4,899 -1,927 124 -3,190 1,741 -599 1,754 -489 -832 -1,640 -374 0 -198 2,674
Percent of Open Interest Represented by Each Category of Trader
4.6 33.0 0.6 46.0 27.5 6.6 31.7 26.4 1.9 5.1 1.3 0.0 3.6 2.7
Number of Traders in Each Category Total Traders: 292
16 28 5 70 40 34 63 50 18 15 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 65,310
Positions
29,436 30,375 1,670 6,600 628 161 9,435 22,399 260 8,696 1,175 193 8,859 8,449
Changes from: October 24, 2017 Total Change is: 711
1,692 1,200 451 145 170 -11 -1,518 340 -419 0 -576 0 371 -444
Percent of Open Interest Represented by Each Category of Trader
45.1 46.5 2.6 10.1 1.0 0.2 14.4 34.3 0.4 13.3 1.8 0.3 13.6 12.9
Number of Traders in Each Category Total Traders: 78
19 13 . 7 . . 10 17 4 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 43,522
Positions
2,699 26,912 0 21,366 1,615 676 7,025 2,381 179 3,153 7,238 380 8,044 4,141
Changes from: October 24, 2017 Total Change is: 914
-14 152 0 -102 290 104 1,413 99 -106 -1,023 627 0 642 -252
Percent of Open Interest Represented by Each Category of Trader
6.2 61.8 0.0 49.1 3.7 1.6 16.1 5.5 0.4 7.2 16.6 0.9 18.5 9.5
Number of Traders in Each Category Total Traders: 54
. 9 0 19 . 6 10 4 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 76,209
Positions
6,064 16,310 4,888 27,740 6,243 670 24,235 20,007 1,731 2,044 2,951 0 8,837 23,409
Changes from: October 24, 2017 Total Change is: 16,159
835 -1,492 2,069 4,158 3,885 -89 10,283 4,661 559 -258 56 0 -1,398 6,510
Percent of Open Interest Represented by Each Category of Trader
8.0 21.4 6.4 36.4 8.2 0.9 31.8 26.3 2.3 2.7 3.9 0.0 11.6 30.7
Number of Traders in Each Category Total Traders: 97
12 12 5 16 6 5 20 21 6 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 287,536
Positions
10,936 181,532 4,215 188,174 70,862 15,834 52,556 4,479 3,933 2,458 1,254 0 9,430 5,427
Changes from: October 24, 2017 Total Change is: -3,848
409 -2,350 602 -4,951 147 -628 759 -2,274 215 37 0 0 -291 440
Percent of Open Interest Represented by Each Category of Trader
3.8 63.1 1.5 65.4 24.6 5.5 18.3 1.6 1.4 0.9 0.4 0.0 3.3 1.9
Number of Traders in Each Category Total Traders: 145
8 13 7 52 27 21 33 5 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 1,068,844
Positions
36,372 769,846 4,872 643,649 153,607 63,379 222,776 31,538 13,579 51,759 17,781 282 32,176 13,960
Changes from: October 24, 2017 Total Change is: -17,609
-6,332 -9,174 -1 -954 -1,632 -7,046 -12,754 1,731 -4,149 9,581 -740 -45 4,091 3,447
Percent of Open Interest Represented by Each Category of Trader
3.4 72.0 0.5 60.2 14.4 5.9 20.8 3.0 1.3 4.8 1.7 0.0 3.0 1.3
Number of Traders in Each Category Total Traders: 366
23 23 7 136 44 45 71 23 16 38 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 108,166
Positions
21,111 41,401 66,010 10,654 0 5 9,474 0 718 170 30 0 24 2
Changes from: October 24, 2017 Total Change is: -1,760
-820 -170 -1,190 0 0 0 600 0 -400 50 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.5 38.3 61.0 9.8 0.0 0.0 8.8 0.0 0.7 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 27
. 12 8 5 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 736,955
Positions
7,164 35,931 8,210 293,910 206,695 123,333 111,736 124,137 26,625 16,436 45,315 45 149,496 166,664
Changes from: October 24, 2017 Total Change is: -3,186
700 -9,156 586 8,609 884 -4,095 -21,045 159 8,292 -794 3,419 35 4,526 -3,310
Percent of Open Interest Represented by Each Category of Trader
1.0 4.9 1.1 39.9 28.0 16.7 15.2 16.8 3.6 2.2 6.1 0.0 20.3 22.6
Number of Traders in Each Category Total Traders: 161
7 14 4 38 32 35 30 27 27 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 884,302
Positions
6,248 134,474 7,206 466,976 47,488 130,835 73,735 396,489 53,516 32,960 6,645 1,172 111,654 106,477
Changes from: October 24, 2017 Total Change is: 35,140
516 -6,052 5,906 13,263 1,147 -4,913 4,340 13,174 18,857 -1,151 0 0 -1,678 7,021
Percent of Open Interest Represented by Each Category of Trader
0.7 15.2 0.8 52.8 5.4 14.8 8.3 44.8 6.1 3.7 0.8 0.1 12.6 12.0
Number of Traders in Each Category Total Traders: 116
. 15 6 48 11 33 16 17 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 1,652,194
Positions
73,745 164,086 9,260 427,285 316,573 216,170 574,025 438,382 68,114 162,712 273,561 6,007 114,876 160,041
Changes from: October 24, 2017 Total Change is: -51,548
2,303 -42,228 4,749 1,405 -10,875 24,167 -95,803 10,460 11,754 4,883 -46,095 -457 -4,549 -3,023
Percent of Open Interest Represented by Each Category of Trader
4.5 9.9 0.6 25.9 19.2 13.1 34.7 26.5 4.1 9.8 16.6 0.4 7.0 9.7
Number of Traders in Each Category Total Traders: 287
15 28 7 60 40 51 53 50 37 19 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 3,236,084
Positions
151,619 168,731 33,298 1,184,373 960,862 474,495 588,844 686,129 168,617 308,318 159,635 29,718 296,802 554,599
Changes from: October 24, 2017 Total Change is: 64,811
6,042 -16,607 -26 88,858 62,716 -6,095 -43,123 -21,015 59,011 -22,060 -14,279 -5,660 -12,136 6,766
Percent of Open Interest Represented by Each Category of Trader
4.7 5.2 1.0 36.6 29.7 14.7 18.2 21.2 5.2 9.5 4.9 0.9 9.2 17.1
Number of Traders in Each Category Total Traders: 407
24 35 14 61 99 85 54 82 60 20 32 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 435,065
Positions
17,761 11,616 2,067 140,373 168,262 36,165 133,345 42,104 11,762 13,669 17,718 0 79,923 145,371
Changes from: October 24, 2017 Total Change is: 5,192
-803 6,570 -88 -1,268 -11,768 1,510 12,070 511 34 971 2,209 0 -7,234 6,214
Percent of Open Interest Represented by Each Category of Trader
4.1 2.7 0.5 32.3 38.7 8.3 30.6 9.7 2.7 3.1 4.1 0.0 18.4 33.4
Number of Traders in Each Category Total Traders: 72
4 . . 16 25 26 12 5 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,064,616
Positions
73,733 179,293 35,984 1,713,399 692,555 384,628 219,327 884,747 163,753 221,466 290,829 8,640 243,686 424,187
Changes from: October 24, 2017 Total Change is: 36,843
4,324 -32,608 -6,813 114,820 -44,886 -11,806 -76,303 62,636 18,801 3,615 17,189 258 -10,053 34,072
Percent of Open Interest Represented by Each Category of Trader
2.4 5.9 1.2 55.9 22.6 12.6 7.2 28.9 5.3 7.2 9.5 0.3 8.0 13.8
Number of Traders in Each Category Total Traders: 306
11 25 11 59 55 64 41 72 50 20 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 1,585,099
Positions
499,637 410,751 444,789 15,451 10,314 23,519 127,712 184,851 316,848 45,943 44,514 73,181 38,019 76,332
Changes from: October 24, 2017 Total Change is: 21,697
3,894 14,964 12,920 3,733 2,982 2,675 10,878 -1,126 -3,780 -11,890 -10,561 3,761 -494 -138
Percent of Open Interest Represented by Each Category of Trader
31.5 25.9 28.1 1.0 0.7 1.5 8.1 11.7 20.0 2.9 2.8 4.6 2.4 4.8
Number of Traders in Each Category Total Traders: 154
16 44 48 . 6 7 21 40 40 8 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 is12,634,024
Positions
5,302,233 400,930 2,120,110 7,714 2,473,531 718,207 464,845 2,722,407 1,866,165 887,917 387,620 787,576 479,257 1,157,478
Changes from: October 24, 2017 Total Change is: -213,259
-101,693 -8,070 -55,550 1,969 -56,699 3,112 -10,789 21,289 -53,979 71,344 -20,236 -47,096 -20,577 3,970
Percent of Open Interest Represented by Each Category of Trader
42.0 3.2 16.8 0.1 19.6 5.7 3.7 21.5 14.8 7.0 3.1 6.2 3.8 9.2
Number of Traders in Each Category Total Traders: 306
41 34 69 . 38 32 33 104 104 11 27 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 28,950
Positions
5,430 6,918 0 58 7,811 159 11,504 8,825 0 11,763 5,083 5 31 149
Changes from: October 24, 2017 Total Change is: -206
0 -697 0 2 -236 0 -438 471 0 223 219 0 7 37
Percent of Open Interest Represented by Each Category of Trader
18.8 23.9 0.0 0.2 27.0 0.5 39.7 30.5 0.0 40.6 17.6 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 44
. 6 0 . 12 . 8 6 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 22,894
Positions
1,665 4,063 0 272 6,523 364 19,857 7,776 0 345 3,676 360 31 132
Changes from: October 24, 2017 Total Change is: 2,467
68 2,872 0 202 -278 0 2,067 121 0 96 -308 18 16 42
Percent of Open Interest Represented by Each Category of Trader
7.3 17.7 0.0 1.2 28.5 1.6 86.7 34.0 0.0 1.5 16.1 1.6 0.1 0.6
Number of Traders in Each Category Total Traders: 32
. 5 0 . 6 . 4 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 49,228
Positions
946 8,715 0 13,223 3,430 1,760 8,923 27,558 2,366 12,748 3,473 0 9,262 1,926
Changes from: October 24, 2017 Total Change is: -1,904
-121 2,502 0 -644 -1,496 687 -2,134 -2,424 -216 16 -877 0 508 -80
Percent of Open Interest Represented by Each Category of Trader
1.9 17.7 0.0 26.9 7.0 3.6 18.1 56.0 4.8 25.9 7.1 0.0 18.8 3.9
Number of Traders in Each Category Total Traders: 151
4 . 0 16 5 . 34 33 15 50 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 628,156
Positions
139,388 57,469 22,358 87,941 64,556 114,880 90,572 211,855 88,507 25,924 10,796 21,928 36,658 35,807
Changes from: October 24, 2017 Total Change is: 10,978
1,546 4,899 -1,652 5,145 2,236 3,358 -9,119 -8,645 6,891 -1,182 1,091 4,466 1,525 -1,666
Percent of Open Interest Represented by Each Category of Trader
22.2 9.1 3.6 14.0 10.3 18.3 14.4 33.7 14.1 4.1 1.7 3.5 5.8 5.7
Number of Traders in Each Category Total Traders: 256
20 8 17 21 36 24 49 75 52 19 17 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 31, 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 74,392
Positions
751 21,776 0 38,342 546 0 28,638 51,837 85 6,478 130 0 98 18
Changes from: October 24, 2017 Total Change is: 17,941
116 0 0 -109 53 0 17,928 17,893 0 0 -5 0 6 0
Percent of Open Interest Represented by Each Category of Trader
1.0 29.3 0.0 51.5 0.7 0.0 38.5 69.7 0.1 8.7 0.2 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 38
. . 0 8 . 0 9 8 . 7 . 0
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Updated November 3, 2017