Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 149,275
Positions
16,819 80,787 2,325 34,061 10,004 1,715 43,296 17,315 8,499 5,936 3,533 888 35,736 24,209
Changes from: December 5, 2017 Total Change is: 2,176
1,480 -573 940 -2,053 -38 1,295 -219 -5,063 3,548 -1,676 1,094 -191 -948 1,164
Percent of Open Interest Represented by Each Category of Trader
11.3 54.1 1.6 22.8 6.7 1.1 29.0 11.6 5.7 4.0 2.4 0.6 23.9 16.2
Number of Traders in Each Category Total Traders: 86
4 8 . 16 7 5 26 15 17 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 95,115
Positions
50,106 6,014 8,260 1,042 8,854 675 24,830 41,293 4,329 0 1,680 0 5,873 24,010
Changes from: December 5, 2017 Total Change is: 14,337
5,875 742 8,092 0 1,347 675 -2,661 -820 2,779 0 0 0 -423 1,522
Percent of Open Interest Represented by Each Category of Trader
52.7 6.3 8.7 1.1 9.3 0.7 26.1 43.4 4.6 0.0 1.8 0.0 6.2 25.2
Number of Traders in Each Category Total Traders: 52
6 6 4 . 7 . 14 15 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 208,102
Positions
41,437 26,684 17,426 27,362 69,576 5,529 67,120 40,032 10,895 2,194 8,375 518 35,621 29,067
Changes from: December 5, 2017 Total Change is: 5,409
4,076 4,841 13,556 1,776 -1,955 860 -11,113 -12,535 -3,149 189 443 -347 -439 3,695
Percent of Open Interest Represented by Each Category of Trader
19.9 12.8 8.4 13.1 33.4 2.7 32.3 19.2 5.2 1.1 4.0 0.2 17.1 14.0
Number of Traders in Each Category Total Traders: 125
9 8 10 16 21 7 34 30 23 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 250,581
Positions
138,904 13,131 7,913 20,459 33,005 11,073 36,235 124,546 17,878 1,014 1,098 32 17,073 41,905
Changes from: December 5, 2017 Total Change is: 12,504
3,555 -1,106 714 371 1,697 3,290 -976 -3,913 6,646 799 0 -759 -1,136 5,935
Percent of Open Interest Represented by Each Category of Trader
55.4 5.2 3.2 8.2 13.2 4.4 14.5 49.7 7.1 0.4 0.4 0.0 6.8 16.7
Number of Traders in Each Category Total Traders: 121
12 7 4 14 21 9 21 41 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 505,744
Positions
41,459 217,887 6,874 233,540 105,995 22,624 70,920 55,803 29,765 18,623 6,498 1,577 80,362 58,721
Changes from: December 5, 2017 Total Change is: 6,620
3,094 -4,145 -4,495 -1,675 6,045 2,353 -8,634 -16,200 12,213 2,596 -106 626 542 10,329
Percent of Open Interest Represented by Each Category of Trader
8.2 43.1 1.4 46.2 21.0 4.5 14.0 11.0 5.9 3.7 1.3 0.3 15.9 11.6
Number of Traders in Each Category Total Traders: 246
16 20 13 70 32 38 40 33 31 22 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 45,818
Positions
1,652 25,103 5,326 21,414 4,161 1,473 617 3,390 1,084 538 922 357 13,357 4,002
Changes from: December 5, 2017 Total Change is: 5,579
-276 0 5,326 -342 580 -102 617 -562 177 0 -352 352 -173 160
Percent of Open Interest Represented by Each Category of Trader
3.6 54.8 11.6 46.7 9.1 3.2 1.3 7.4 2.4 1.2 2.0 0.8 29.2 8.7
Number of Traders in Each Category Total Traders: 31
. . . 17 . 9 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 157,029
Positions
37,859 37,739 4,842 6,233 41,407 2,931 78,116 32,074 5,428 1,046 0 505 20,069 32,103
Changes from: December 5, 2017 Total Change is: 17,602
7,716 -7 2,869 616 1,851 1,181 4,350 6,869 1,247 810 0 497 -1,684 3,095
Percent of Open Interest Represented by Each Category of Trader
24.1 24.0 3.1 4.0 26.4 1.9 49.7 20.4 3.5 0.7 0.0 0.3 12.8 20.4
Number of Traders in Each Category Total Traders: 98
9 9 9 8 15 5 30 22 18 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 64,805
Positions
151 38,967 13,932 26,171 0 8 22,309 10,509 0 384 150 0 1,850 1,239
Changes from: December 5, 2017 Total Change is: 13,425
0 46 12,933 308 0 8 -194 452 -123 14 24 0 479 85
Percent of Open Interest Represented by Each Category of Trader
0.2 60.1 21.5 40.4 0.0 0.0 34.4 16.2 0.0 0.6 0.2 0.0 2.9 1.9
Number of Traders in Each Category Total Traders: 28
. 6 6 . 0 . 10 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 211,478
Positions
20,759 93,102 178 66,780 11,499 476 86,891 65,144 28,190 948 9,174 284 6,972 3,431
Changes from: December 5, 2017 Total Change is: 32,182
3,838 1,334 11 14,079 1,854 279 -10,507 3,606 25,174 -378 -321 284 -598 -39
Percent of Open Interest Represented by Each Category of Trader
9.8 44.0 0.1 31.6 5.4 0.2 41.1 30.8 13.3 0.4 4.3 0.1 3.3 1.6
Number of Traders in Each Category Total Traders: 132
7 6 . 13 9 . 43 36 19 4 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 18,765
Positions
0 2,063 2,198 5,532 1,846 0 6,786 9,359 1,295 1,246 1,152 79 1,629 773
Changes from: December 5, 2017 Total Change is: 1,485
0 -483 0 -173 770 0 1,153 1,080 135 146 -79 0 224 62
Percent of Open Interest Represented by Each Category of Trader
0.0 11.0 11.7 29.5 9.8 0.0 36.2 49.9 6.9 6.6 6.1 0.4 8.7 4.1
Number of Traders in Each Category Total Traders: 36
0 . . . . 0 11 9 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 74,192
Positions
34,700 8,850 8,538 1,957 7,884 9 19,784 36,112 3,782 0 591 79 5,343 8,347
Changes from: December 5, 2017 Total Change is: 12,806
1,167 -313 8,342 141 2,551 -83 -387 -2,484 1,985 -461 -206 79 2,023 2,935
Percent of Open Interest Represented by Each Category of Trader
46.8 11.9 11.5 2.6 10.6 0.0 26.7 48.7 5.1 0.0 0.8 0.1 7.2 11.3
Number of Traders in Each Category Total Traders: 88
9 . 6 7 13 . 20 27 16 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 24,372
Positions
7,346 15,113 5,280 6,247 241 0 2,996 1,295 1,382 0 155 0 1,121 906
Changes from: December 5, 2017 Total Change is: 1,748
4 -87 1,078 216 -101 0 -82 378 520 -100 0 0 112 -40
Percent of Open Interest Represented by Each Category of Trader
30.1 62.0 21.7 25.6 1.0 0.0 12.3 5.3 5.7 0.0 0.6 0.0 4.6 3.7
Number of Traders in Each Category Total Traders: 24
4 . . . . 0 7 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 86,632
Positions
10,252 54,931 8,691 15,184 2,296 112 32,963 5,646 4,515 2,009 1,093 937 11,971 8,412
Changes from: December 5, 2017 Total Change is: 8,176
382 491 7,250 981 72 -139 -1,595 -694 187 -198 626 905 403 -522
Percent of Open Interest Represented by Each Category of Trader
11.8 63.4 10.0 17.5 2.7 0.1 38.0 6.5 5.2 2.3 1.3 1.1 13.8 9.7
Number of Traders in Each Category Total Traders: 124
14 22 17 17 . . 40 17 15 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 173,263
Positions
20,504 109,862 17,381 30,368 4,592 224 65,925 11,291 9,029 4,017 2,186 1,874 23,941 16,824
Changes from: December 5, 2017 Total Change is: 16,351
763 981 14,500 1,961 143 -277 -3,189 -1,388 374 -396 1,252 1,809 806 -1,043
Percent of Open Interest Represented by Each Category of Trader
11.8 63.4 10.0 17.5 2.7 0.1 38.0 6.5 5.2 2.3 1.3 1.1 13.8 9.7
Number of Traders in Each Category Total Traders: 124
14 22 17 17 . . 40 17 15 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 863,122
Positions
77,745 166,284 113,300 300,830 160,804 95,370 89,150 124,302 50,947 24,435 42,768 13,504 97,840 95,842
Changes from: December 5, 2017 Total Change is: 82,907
-16 11,887 48,399 5,480 926 25,197 -17,086 -4,238 8,704 -93 -24,501 4,067 8,256 12,465
Percent of Open Interest Represented by Each Category of Trader
9.0 19.3 13.1 34.9 18.6 11.0 10.3 14.4 5.9 2.8 5.0 1.6 11.3 11.1
Number of Traders in Each Category Total Traders: 617
34 49 43 136 92 109 90 118 102 55 42 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 97,077
Positions
42,466 31,371 1,941 11,672 18,245 764 9,801 12,996 871 7,305 0 25 22,232 30,864
Changes from: December 5, 2017 Total Change is: 19,551
10,555 11,809 1,441 2,018 -198 135 4,522 -859 671 860 0 25 -676 6,527
Percent of Open Interest Represented by Each Category of Trader
43.7 32.3 2.0 12.0 18.8 0.8 10.1 13.4 0.9 7.5 0.0 0.0 22.9 31.8
Number of Traders in Each Category Total Traders: 59
5 13 . 7 6 6 11 10 6 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 32,081
Positions
20,570 8,239 9,502 0 11,180 66 0 2,256 78 0 0 0 1,865 760
Changes from: December 5, 2017 Total Change is: 9,646
71 -9 9,496 0 50 0 0 0 0 0 0 0 79 109
Percent of Open Interest Represented by Each Category of Trader
64.1 25.7 29.6 0.0 34.8 0.2 0.0 7.0 0.2 0.0 0.0 0.0 5.8 2.4
Number of Traders in Each Category Total Traders: 22
10 5 4 0 4 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 15,183
Positions
3,891 11,841 2,489 2,966 0 206 4,084 0 0 0 0 0 1,547 647
Changes from: December 5, 2017 Total Change is: 2,468
481 -184 2,486 -599 0 -32 40 0 0 0 0 0 92 198
Percent of Open Interest Represented by Each Category of Trader
25.6 78.0 16.4 19.5 0.0 1.4 26.9 0.0 0.0 0.0 0.0 0.0 10.2 4.3
Number of Traders in Each Category Total Traders: 23
7 8 5 4 0 . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,830,224
Positions
287,484 785,655 445,707 1,457,650 724,654 461,172 484,531 644,318 162,592 108,572 236,761 44,475 378,041 324,890
Changes from: December 5, 2017 Total Change is: 316,780
-8,520 44,729 190,453 21,375 9,688 121,242 -90,956 188 23,083 -400 -118,138 15,843 44,660 29,692
Percent of Open Interest Represented by Each Category of Trader
7.5 20.5 11.6 38.1 18.9 12.0 12.7 16.8 4.2 2.8 6.2 1.2 9.9 8.5
Number of Traders in Each Category Total Traders: 610
34 49 42 135 91 106 91 116 93 52 42 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 45,198
Positions
1,528 31,620 12,128 11,630 549 536 15,588 0 0 589 0 0 3,199 365
Changes from: December 5, 2017 Total Change is: 12,820
184 727 12,128 675 32 0 0 0 0 267 0 0 -434 -67
Percent of Open Interest Represented by Each Category of Trader
3.4 70.0 26.8 25.7 1.2 1.2 34.5 0.0 0.0 1.3 0.0 0.0 7.1 0.8
Number of Traders in Each Category Total Traders: 30
. 10 4 7 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 14,514
Positions
2,891 6,856 4,024 4,780 1,236 1,675 0 0 0 0 311 0 1,144 412
Changes from: December 5, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.9 47.2 27.7 32.9 8.5 11.5 0.0 0.0 0.0 0.0 2.1 0.0 7.9 2.8
Number of Traders in Each Category Total Traders: 20
5 8 5 5 . . 0 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 38,286
Positions
15,228 6,994 16,710 2,542 12,397 309 1,654 460 0 0 280 0 1,843 1,136
Changes from: December 5, 2017 Total Change is: 16,809
305 0 16,709 -175 -100 0 0 0 0 0 0 0 -30 200
Percent of Open Interest Represented by Each Category of Trader
39.8 18.3 43.6 6.6 32.4 0.8 4.3 1.2 0.0 0.0 0.7 0.0 4.8 3.0
Number of Traders in Each Category Total Traders: 23
8 . 4 4 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 105,402
Positions
4,093 45,070 11,590 44,376 36,042 3,354 27,333 3,867 452 0 260 0 14,204 4,767
Changes from: December 5, 2017 Total Change is: 12,361
48 488 11,151 2,339 -1,024 494 -1,720 -480 -123 0 0 0 172 1,855
Percent of Open Interest Represented by Each Category of Trader
3.9 42.8 11.0 42.1 34.2 3.2 25.9 3.7 0.4 0.0 0.2 0.0 13.5 4.5
Number of Traders in Each Category Total Traders: 90
4 12 10 28 19 13 19 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 72,410
Positions
13,769 13,353 4,348 13,534 12,636 7,603 16,220 15,477 6,769 1,722 4,036 309 8,137 7,880
Changes from: December 5, 2017 Total Change is: 11,554
1,624 -419 1,553 -1,358 161 6,799 -2,354 -2,005 4,932 15 -230 157 185 606
Percent of Open Interest Represented by Each Category of Trader
19.0 18.4 6.0 18.7 17.5 10.5 22.4 21.4 9.3 2.4 5.6 0.4 11.2 10.9
Number of Traders in Each Category Total Traders: 278
19 21 14 45 31 22 50 63 32 17 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 362,049
Positions
68,844 66,763 21,741 67,670 63,181 38,013 81,098 77,383 33,845 8,611 20,182 1,543 40,684 39,398
Changes from: December 5, 2017 Total Change is: 57,768
8,122 -2,096 7,766 -6,788 804 33,995 -11,770 -10,025 24,662 74 -1,151 783 924 3,030
Percent of Open Interest Represented by Each Category of Trader
19.0 18.4 6.0 18.7 17.5 10.5 22.4 21.4 9.3 2.4 5.6 0.4 11.2 10.9
Number of Traders in Each Category Total Traders: 278
19 21 14 45 31 22 50 63 32 17 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 680,089
Positions
40,432 196,082 50,361 256,452 221,517 45,511 207,527 112,633 22,716 19,605 1,160 1,297 36,188 28,812
Changes from: December 5, 2017 Total Change is: 87,494
3,352 -23,057 45,550 -3,382 30,255 8,620 5,804 -581 12,026 1,308 -1,712 1,087 13,129 15,306
Percent of Open Interest Represented by Each Category of Trader
5.9 28.8 7.4 37.7 32.6 6.7 30.5 16.6 3.3 2.9 0.2 0.2 5.3 4.2
Number of Traders in Each Category Total Traders: 306
19 27 15 76 46 47 72 46 33 14 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 73,717
Positions
37,577 33,346 9,263 5,917 11,106 236 8,645 10,549 582 1,654 1,324 182 9,661 7,129
Changes from: December 5, 2017 Total Change is: 5,182
1,497 -1,162 5,922 -3,516 240 79 -437 152 573 -492 -231 0 1,556 -391
Percent of Open Interest Represented by Each Category of Trader
51.0 45.2 12.6 8.0 15.1 0.3 11.7 14.3 0.8 2.2 1.8 0.2 13.1 9.7
Number of Traders in Each Category Total Traders: 74
18 15 12 10 . . 9 12 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 38,181
Positions
840 21,723 8 19,823 1,324 390 7,571 3,244 82 1,791 7,428 0 7,676 3,982
Changes from: December 5, 2017 Total Change is: -18,452
-968 -6,130 -3,254 -14 -180 80 55 -692 -4,074 -511 3,076 -3,117 -6,649 -4,161
Percent of Open Interest Represented by Each Category of Trader
2.2 56.9 0.0 51.9 3.5 1.0 19.8 8.5 0.2 4.7 19.5 0.0 20.1 10.4
Number of Traders in Each Category Total Traders: 40
. . . 14 . 4 10 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 49,573
Positions
1,838 14,795 688 25,092 2,334 1,300 8,617 9,387 137 2,574 1,061 0 9,327 19,871
Changes from: December 5, 2017 Total Change is: -32,586
-6,542 -7,987 -3,147 412 -905 476 -2,993 -10,471 -3,166 798 108 -15 -18,409 -7,479
Percent of Open Interest Represented by Each Category of Trader
3.7 29.8 1.4 50.6 4.7 2.6 17.4 18.9 0.3 5.2 2.1 0.0 18.8 40.1
Number of Traders in Each Category Total Traders: 68
6 12 4 15 4 5 11 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 381,384
Positions
18,617 185,414 85,381 170,959 66,719 19,498 37,256 4,480 7,052 23,098 1,294 0 19,523 11,546
Changes from: December 5, 2017 Total Change is: 88,049
635 2,436 74,517 15,193 -2,336 4,413 -19,170 645 1,940 -431 14 0 10,952 6,420
Percent of Open Interest Represented by Each Category of Trader
4.9 48.6 22.4 44.8 17.5 5.1 9.8 1.2 1.8 6.1 0.3 0.0 5.1 3.0
Number of Traders in Each Category Total Traders: 150
12 9 17 56 26 22 32 6 12 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,197,846
Positions
82,170 680,146 185,005 560,830 147,645 65,468 189,019 36,384 16,943 45,561 14,490 624 52,226 51,141
Changes from: December 5, 2017 Total Change is: 171,807
9,170 -15,618 153,515 17,545 -3,910 3,947 -26,444 2,970 -8,689 1,068 -354 -75 21,770 40,021
Percent of Open Interest Represented by Each Category of Trader
6.9 56.8 15.4 46.8 12.3 5.5 15.8 3.0 1.4 3.8 1.2 0.1 4.4 4.3
Number of Traders in Each Category Total Traders: 380
27 20 21 134 50 54 80 26 25 35 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 103,009
Positions
14,949 32,752 69,602 11,637 0 5 5,984 0 618 170 30 0 44 2
Changes from: December 5, 2017 Total Change is: 3,225
-3,252 -2,764 5,969 1,068 0 0 420 0 20 0 0 0 -1,000 0
Percent of Open Interest Represented by Each Category of Trader
14.5 31.8 67.6 11.3 0.0 0.0 5.8 0.0 0.6 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
. 12 9 5 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 776,848
Positions
8,792 69,306 1,754 294,523 251,619 116,672 144,626 101,629 41,922 16,637 37,788 45 151,877 156,113
Changes from: December 5, 2017 Total Change is: -7,798
746 10,619 -7,010 -815 8,061 -3,538 14,636 -1,694 -6,196 1,742 -6,668 37 -7,400 -1,409
Percent of Open Interest Represented by Each Category of Trader
1.1 8.9 0.2 37.9 32.4 15.0 18.6 13.1 5.4 2.1 4.9 0.0 19.6 20.1
Number of Traders in Each Category Total Traders: 174
7 19 6 41 31 33 30 31 20 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 899,268
Positions
5,120 135,356 4,544 476,856 90,193 142,860 63,383 394,870 30,193 37,185 8,167 1,156 137,971 91,929
Changes from: December 5, 2017 Total Change is: 672
146 7,046 1,919 715 -1,430 3,129 -3,217 2,751 -13,539 245 0 4 11,270 792
Percent of Open Interest Represented by Each Category of Trader
0.6 15.1 0.5 53.0 10.0 15.9 7.0 43.9 3.4 4.1 0.9 0.1 15.3 10.2
Number of Traders in Each Category Total Traders: 120
. 13 5 45 18 34 20 15 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,755,965
Positions
76,645 182,479 5,871 535,711 378,981 194,480 502,408 482,459 85,134 241,036 251,156 2,114 112,566 173,291
Changes from: December 5, 2017 Total Change is: -10,587
-2,966 -1,310 -4,018 36,629 -17,368 -9,126 -10,073 5,404 1,102 -19,167 4,963 -274 -2,694 10,040
Percent of Open Interest Represented by Each Category of Trader
4.4 10.4 0.3 30.5 21.6 11.1 28.6 27.5 4.8 13.7 14.3 0.1 6.4 9.9
Number of Traders in Each Category Total Traders: 298
17 22 8 71 40 54 51 58 36 21 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,305,607
Positions
133,754 167,323 30,863 1,219,272 876,752 506,376 508,366 869,848 156,008 406,822 148,619 22,400 321,746 527,418
Changes from: December 5, 2017 Total Change is: 31,900
-1,040 -9,325 -2,074 -53,400 -4,413 -2,334 75,882 54,000 -21,119 29,505 17,333 366 6,114 -534
Percent of Open Interest Represented by Each Category of Trader
4.0 5.1 0.9 36.9 26.5 15.3 15.4 26.3 4.7 12.3 4.5 0.7 9.7 16.0
Number of Traders in Each Category Total Traders: 395
21 35 16 64 97 78 45 86 45 25 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 507,248
Positions
27,903 19,334 5,697 120,018 171,040 45,933 182,841 78,891 17,071 18,848 17,006 0 88,937 152,276
Changes from: December 5, 2017 Total Change is: -22,827
-1,302 -13,566 571 29 688 1,282 -18,273 -6,040 -5,823 255 -80 0 434 141
Percent of Open Interest Represented by Each Category of Trader
5.5 3.8 1.1 23.7 33.7 9.1 36.0 15.6 3.4 3.7 3.4 0.0 17.5 30.0
Number of Traders in Each Category Total Traders: 84
4 6 . 16 29 28 12 11 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,013,200
Positions
120,373 264,077 50,548 1,483,617 645,892 414,029 360,607 806,089 139,706 198,358 253,290 8,569 237,393 431,000
Changes from: December 5, 2017 Total Change is: -58,828
-965 60,521 -5,113 -25,157 -38,652 -10,956 21,624 -39,984 -20,441 512 375 254 -18,586 -4,832
Percent of Open Interest Represented by Each Category of Trader
4.0 8.8 1.7 49.2 21.4 13.7 12.0 26.8 4.6 6.6 8.4 0.3 7.9 14.3
Number of Traders in Each Category Total Traders: 309
12 31 8 59 60 66 43 59 40 22 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,480,661
Positions
446,913 214,807 481,196 38,154 2,815 70,123 44,217 303,901 249,598 44,266 27,773 72,629 33,565 57,819
Changes from: December 5, 2017 Total Change is: 58,498
-513 1,088 25,689 27,807 -3,252 1,921 -808 25,130 3,334 -12,985 -5,130 11,730 2,323 -2,012
Percent of Open Interest Represented by Each Category of Trader
30.2 14.5 32.5 2.6 0.2 4.7 3.0 20.5 16.9 3.0 1.9 4.9 2.3 3.9
Number of Traders in Each Category Total Traders: 150
25 33 47 . . 7 22 36 46 5 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is14,425,403
Positions
6,419,505 568,012 2,572,600 63,396 2,481,293 974,848 605,167 3,198,569 2,155,258 241,933 283,448 897,300 495,396 1,294,075
Changes from: December 5, 2017 Total Change is: 237,218
78,352 67,919 21,172 30,541 357 -15,032 86,115 140,737 47,212 2,797 -19,593 -10,320 -3,619 4,766
Percent of Open Interest Represented by Each Category of Trader
44.5 3.9 17.8 0.4 17.2 6.8 4.2 22.2 14.9 1.7 2.0 6.2 3.4 9.0
Number of Traders in Each Category Total Traders: 314
39 38 74 4 38 36 46 93 111 13 21 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 26,541
Positions
5,654 6,286 372 103 8,074 123 7,550 7,167 12 12,682 4,362 30 15 115
Changes from: December 5, 2017 Total Change is: -1,448
224 -1,630 292 -39 -285 -26 -1,956 261 -3 35 -40 25 0 -42
Percent of Open Interest Represented by Each Category of Trader
21.3 23.7 1.4 0.4 30.4 0.5 28.4 27.0 0.0 47.8 16.4 0.1 0.1 0.4
Number of Traders in Each Category Total Traders: 48
. 5 . . 12 . 6 11 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 22,799
Positions
708 6,066 913 69 4,771 377 20,281 7,413 0 253 3,017 136 62 106
Changes from: December 5, 2017 Total Change is: 83
-642 276 877 0 -44 -6 409 -576 -176 -186 -48 -195 2 -25
Percent of Open Interest Represented by Each Category of Trader
3.1 26.6 4.0 0.3 20.9 1.7 89.0 32.5 0.0 1.1 13.2 0.6 0.3 0.5
Number of Traders in Each Category Total Traders: 35
. 5 . . 7 . 4 11 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 43,885
Positions
568 3,035 3,611 11,981 5,867 1,159 4,219 26,330 1,384 12,884 519 0 8,079 1,980
Changes from: December 5, 2017 Total Change is: -1,404
16 1,270 2,994 -305 -1,821 343 297 1,185 -4,369 -47 -744 -4 -329 -258
Percent of Open Interest Represented by Each Category of Trader
1.3 6.9 8.2 27.3 13.4 2.6 9.6 60.0 3.2 29.4 1.2 0.0 18.4 4.5
Number of Traders in Each Category Total Traders: 131
. 4 . 13 7 . 22 31 15 47 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 651,180
Positions
128,722 53,800 25,527 91,488 87,114 121,637 100,090 177,140 109,965 15,091 12,238 25,378 33,282 38,381
Changes from: December 5, 2017 Total Change is: 28,408
13,538 -1,435 5,051 -20,320 7,464 3,945 14,568 1,457 9,578 3,891 3,692 -2,530 687 1,186
Percent of Open Interest Represented by Each Category of Trader
19.8 8.3 3.9 14.0 13.4 18.7 15.4 27.2 16.9 2.3 1.9 3.9 5.1 5.9
Number of Traders in Each Category Total Traders: 272
20 8 18 23 35 26 52 79 65 22 20 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 12, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 56,004
Positions
946 21,776 0 38,932 177 166 10,372 31,322 2,394 3,102 128 0 92 41
Changes from: December 5, 2017 Total Change is: -11,216
5 0 0 1,000 4 0 -12,654 -13,550 2,309 -1,849 0 0 -27 21
Percent of Open Interest Represented by Each Category of Trader
1.7 38.9 0.0 69.5 0.3 0.3 18.5 55.9 4.3 5.5 0.2 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 42
. . 0 8 . . 10 8 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 15, 2017