Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 155,022
Positions
16,163 81,913 8,326 32,161 9,776 1,703 50,457 20,939 7,109 6,470 2,293 394 32,239 22,569
Changes from: December 12, 2017 Total Change is: 5,747
-656 1,126 6,001 -1,900 -228 -12 7,161 3,624 -1,390 534 -1,240 -494 -3,497 -1,640
Percent of Open Interest Represented by Each Category of Trader
10.4 52.8 5.4 20.7 6.3 1.1 32.5 13.5 4.6 4.2 1.5 0.3 20.8 14.6
Number of Traders in Each Category Total Traders: 90
4 8 7 14 7 5 27 19 17 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 78,872
Positions
33,310 3,541 42 621 9,547 675 37,724 40,972 257 0 1,680 0 6,243 22,158
Changes from: December 12, 2017 Total Change is: -16,243
-16,796 -2,473 -8,218 -421 693 0 12,894 -321 -4,072 0 0 0 370 -1,852
Percent of Open Interest Represented by Each Category of Trader
42.2 4.5 0.1 0.8 12.1 0.9 47.8 51.9 0.3 0.0 2.1 0.0 7.9 28.1
Number of Traders in Each Category Total Traders: 48
5 4 . . 8 . 13 16 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 183,783
Positions
46,304 34,148 323 30,015 71,172 5,374 60,942 32,328 7,959 1,875 7,932 18 30,973 24,529
Changes from: December 12, 2017 Total Change is: -24,319
4,867 7,464 -17,103 2,653 1,596 -155 -6,178 -7,704 -2,936 -319 -443 -500 -4,648 -4,538
Percent of Open Interest Represented by Each Category of Trader
25.2 18.6 0.2 16.3 38.7 2.9 33.2 17.6 4.3 1.0 4.3 0.0 16.9 13.3
Number of Traders in Each Category Total Traders: 120
8 8 4 19 20 7 34 26 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 223,424
Positions
121,339 10,598 926 21,130 31,192 10,992 47,380 125,387 4,378 686 1,128 32 16,561 38,791
Changes from: December 12, 2017 Total Change is: -27,157
-17,565 -2,533 -6,987 671 -1,813 -81 11,145 841 -13,500 -328 30 0 -512 -3,114
Percent of Open Interest Represented by Each Category of Trader
54.3 4.7 0.4 9.5 14.0 4.9 21.2 56.1 2.0 0.3 0.5 0.0 7.4 17.4
Number of Traders in Each Category Total Traders: 113
10 6 5 15 21 9 22 36 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 485,622
Positions
43,189 215,765 6,319 233,393 104,685 23,626 67,452 69,797 12,790 19,306 6,630 713 78,834 45,297
Changes from: December 12, 2017 Total Change is: -20,122
1,730 -2,122 -555 -147 -1,310 1,002 -3,468 13,994 -16,975 683 132 -864 -1,528 -13,424
Percent of Open Interest Represented by Each Category of Trader
8.9 44.4 1.3 48.1 21.6 4.9 13.9 14.4 2.6 4.0 1.4 0.1 16.2 9.3
Number of Traders in Each Category Total Traders: 252
20 16 11 73 29 38 45 34 21 23 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 37,775
Positions
626 23,689 10 21,494 4,071 1,517 448 3,527 664 538 922 10 12,468 3,365
Changes from: December 12, 2017 Total Change is: -8,043
-1,026 -1,414 -5,316 80 -90 44 -169 137 -420 0 0 -347 -889 -637
Percent of Open Interest Represented by Each Category of Trader
1.7 62.7 0.0 56.9 10.8 4.0 1.2 9.3 1.8 1.4 2.4 0.0 33.0 8.9
Number of Traders in Each Category Total Traders: 31
. . . 17 . 9 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 105,270
Positions
34,734 5,939 132 5,915 38,844 2,493 40,574 29,341 1,281 558 0 6 19,577 27,234
Changes from: December 12, 2017 Total Change is: -51,759
-3,125 -31,800 -4,710 -318 -2,563 -438 -37,542 -2,733 -4,147 -488 0 -499 -492 -4,869
Percent of Open Interest Represented by Each Category of Trader
33.0 5.6 0.1 5.6 36.9 2.4 38.5 27.9 1.2 0.5 0.0 0.0 18.6 25.9
Number of Traders in Each Category Total Traders: 86
8 7 . 7 16 4 24 22 9 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 54,240
Positions
151 45,050 227 27,824 0 0 23,940 7,696 44 400 100 0 1,654 1,123
Changes from: December 12, 2017 Total Change is: -10,565
0 6,083 -13,705 1,653 0 -8 1,631 -2,813 44 16 -50 0 -196 -116
Percent of Open Interest Represented by Each Category of Trader
0.3 83.1 0.4 51.3 0.0 0.0 44.1 14.2 0.1 0.7 0.2 0.0 3.0 2.1
Number of Traders in Each Category Total Traders: 31
. 6 . 4 0 0 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 181,925
Positions
19,970 76,433 561 70,470 9,090 145 81,110 79,819 3,287 1,488 8,809 0 4,894 3,781
Changes from: December 12, 2017 Total Change is: -29,553
-789 -16,669 383 3,690 -2,409 -331 -5,781 14,675 -24,903 540 -365 -284 -2,078 350
Percent of Open Interest Represented by Each Category of Trader
11.0 42.0 0.3 38.7 5.0 0.1 44.6 43.9 1.8 0.8 4.8 0.0 2.7 2.1
Number of Traders in Each Category Total Traders: 125
4 6 . 12 9 . 33 45 9 6 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,142
Positions
252 1,749 2,814 5,497 3,892 0 7,503 8,511 1,167 1,261 1,071 79 1,569 859
Changes from: December 12, 2017 Total Change is: 1,377
252 -314 616 -35 2,046 0 717 -848 -128 15 -81 0 -60 86
Percent of Open Interest Represented by Each Category of Trader
1.3 8.7 14.0 27.3 19.3 0.0 37.3 42.3 5.8 6.3 5.3 0.4 7.8 4.3
Number of Traders in Each Category Total Traders: 39
. . . . . 0 13 8 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 48,385
Positions
31,978 156 0 1,709 6,745 8 11,573 35,738 447 110 611 0 2,560 4,680
Changes from: December 12, 2017 Total Change is: -25,807
-2,722 -8,694 -8,538 -248 -1,139 -1 -8,211 -374 -3,335 110 20 -79 -2,783 -3,667
Percent of Open Interest Represented by Each Category of Trader
66.1 0.3 0.0 3.5 13.9 0.0 23.9 73.9 0.9 0.2 1.3 0.0 5.3 9.7
Number of Traders in Each Category Total Traders: 79
8 . 0 7 11 . 20 28 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,093
Positions
3,299 5,981 0 7,086 213 0 1,394 5,820 294 0 0 0 1,020 785
Changes from: December 12, 2017 Total Change is: -11,279
-4,047 -9,132 -5,280 839 -28 0 -1,602 4,525 -1,088 0 -155 0 -101 -121
Percent of Open Interest Represented by Each Category of Trader
25.2 45.7 0.0 54.1 1.6 0.0 10.6 44.5 2.2 0.0 0.0 0.0 7.8 6.0
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 5 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 72,370
Positions
6,680 51,830 1,421 15,255 3,421 156 30,336 4,876 3,757 2,630 396 0 12,136 6,514
Changes from: December 12, 2017 Total Change is: -14,262
-3,572 -3,101 -7,270 71 1,125 44 -2,627 -770 -758 621 -697 -937 166 -1,898
Percent of Open Interest Represented by Each Category of Trader
9.2 71.6 2.0 21.1 4.7 0.2 41.9 6.7 5.2 3.6 0.5 0.0 16.8 9.0
Number of Traders in Each Category Total Traders: 112
12 22 4 19 4 4 34 14 10 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 144,739
Positions
13,360 103,660 2,841 30,509 6,841 312 60,672 9,751 7,514 5,259 792 0 24,272 13,028
Changes from: December 12, 2017 Total Change is: -28,524
-7,144 -6,202 -14,540 141 2,249 88 -5,253 -1,540 -1,515 1,242 -1,394 -1,874 331 -3,796
Percent of Open Interest Represented by Each Category of Trader
9.2 71.6 2.0 21.1 4.7 0.2 41.9 6.7 5.2 3.6 0.5 0.0 16.8 9.0
Number of Traders in Each Category Total Traders: 112
12 22 4 19 4 4 34 14 10 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 641,391
Positions
38,525 152,171 23,141 316,447 161,453 59,442 81,213 114,159 16,575 24,110 37,796 5,423 76,515 71,231
Changes from: December 12, 2017 Total Change is: -221,730
-39,220 -14,113 -90,159 15,617 649 -35,928 -7,936 -10,143 -34,372 -326 -4,973 -8,081 -21,325 -24,611
Percent of Open Interest Represented by Each Category of Trader
6.0 23.7 3.6 49.3 25.2 9.3 12.7 17.8 2.6 3.8 5.9 0.8 11.9 11.1
Number of Traders in Each Category Total Traders: 601
28 48 23 146 98 100 89 110 70 47 35 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 43,745
Positions
9,772 9,252 1,600 8,581 14,365 379 1,686 3,823 0 2,730 258 0 18,997 14,068
Changes from: December 12, 2017 Total Change is: -53,332
-32,694 -22,119 -341 -3,091 -3,880 -385 -8,115 -9,173 -871 -4,575 258 -25 -3,235 -16,796
Percent of Open Interest Represented by Each Category of Trader
22.3 21.1 3.7 19.6 32.8 0.9 3.9 8.7 0.0 6.2 0.6 0.0 43.4 32.2
Number of Traders in Each Category Total Traders: 41
. 5 . 5 7 . 8 7 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 10,429
Positions
635 9,650 2 4,167 0 238 4,104 0 0 0 0 0 1,283 539
Changes from: December 12, 2017 Total Change is: -4,754
-3,256 -2,191 -2,487 1,201 0 32 20 0 0 0 0 0 -264 -108
Percent of Open Interest Represented by Each Category of Trader
6.1 92.5 0.0 40.0 0.0 2.3 39.4 0.0 0.0 0.0 0.0 0.0 12.3 5.2
Number of Traders in Each Category Total Traders: 20
. 9 . 6 0 . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,988,232
Positions
187,624 758,456 63,845 1,541,503 737,614 293,141 402,466 556,510 78,047 108,189 188,978 25,826 287,591 285,815
Changes from: December 12, 2017 Total Change is: -841,992
-99,860 -27,199 -381,862 83,853 12,960 -168,031 -82,065 -87,808 -84,545 -383 -47,783 -18,649 -90,450 -39,075
Percent of Open Interest Represented by Each Category of Trader
6.3 25.4 2.1 51.6 24.7 9.8 13.5 18.6 2.6 3.6 6.3 0.9 9.6 9.6
Number of Traders in Each Category Total Traders: 595
28 48 22 146 96 99 87 111 64 44 35 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,348
Positions
2,733 33,141 0 11,417 279 344 15,769 0 0 589 0 0 3,496 584
Changes from: December 12, 2017 Total Change is: -10,850
1,205 1,521 -12,128 -213 -270 -192 181 0 0 0 0 0 297 219
Percent of Open Interest Represented by Each Category of Trader
8.0 96.5 0.0 33.2 0.8 1.0 45.9 0.0 0.0 1.7 0.0 0.0 10.2 1.7
Number of Traders in Each Category Total Traders: 27
. 9 0 7 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 23,734
Positions
17,469 9,597 0 2,546 12,257 309 1,886 460 0 0 280 0 1,524 831
Changes from: December 12, 2017 Total Change is: -14,552
2,241 2,603 -16,710 4 -140 0 232 0 0 0 0 0 -319 -305
Percent of Open Interest Represented by Each Category of Trader
73.6 40.4 0.0 10.7 51.6 1.3 7.9 1.9 0.0 0.0 1.2 0.0 6.4 3.5
Number of Traders in Each Category Total Traders: 21
6 . 0 4 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 92,665
Positions
4,105 46,421 441 42,133 34,048 4,249 27,980 3,616 377 0 260 0 13,380 3,253
Changes from: December 12, 2017 Total Change is: -12,737
12 1,351 -11,149 -2,243 -1,994 895 647 -251 -75 0 0 0 -824 -1,514
Percent of Open Interest Represented by Each Category of Trader
4.4 50.1 0.5 45.5 36.7 4.6 30.2 3.9 0.4 0.0 0.3 0.0 14.4 3.5
Number of Traders in Each Category Total Traders: 91
4 10 . 31 18 14 20 7 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 55,177
Positions
7,902 10,430 519 20,573 12,013 660 15,885 20,427 1,286 1,452 3,621 44 6,856 6,177
Changes from: December 12, 2017 Total Change is: -17,233
-5,867 -2,923 -3,829 7,039 -623 -6,942 -335 4,950 -5,483 -270 -415 -265 -1,281 -1,703
Percent of Open Interest Represented by Each Category of Trader
14.3 18.9 0.9 37.3 21.8 1.2 28.8 37.0 2.3 2.6 6.6 0.1 12.4 11.2
Number of Traders in Each Category Total Traders: 273
15 19 4 44 32 20 53 58 19 15 36 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 275,883
Positions
39,508 52,148 2,595 102,865 60,065 3,302 79,423 102,134 6,432 7,259 18,105 219 34,280 30,883
Changes from: December 12, 2017 Total Change is: -86,166
-29,336 -14,615 -19,146 35,195 -3,116 -34,711 -1,675 24,751 -27,413 -1,352 -2,077 -1,324 -6,404 -8,515
Percent of Open Interest Represented by Each Category of Trader
14.3 18.9 0.9 37.3 21.8 1.2 28.8 37.0 2.3 2.6 6.6 0.1 12.4 11.2
Number of Traders in Each Category Total Traders: 273
15 19 4 44 32 20 53 58 19 15 36 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 586,154
Positions
34,857 177,154 1,230 255,088 217,285 43,907 201,240 124,404 6,683 19,685 2,607 17 23,447 12,867
Changes from: December 12, 2017 Total Change is: -93,935
-5,575 -18,928 -49,131 -1,364 -4,232 -1,604 -6,287 11,771 -16,033 80 1,447 -1,280 -12,741 -15,945
Percent of Open Interest Represented by Each Category of Trader
5.9 30.2 0.2 43.5 37.1 7.5 34.3 21.2 1.1 3.4 0.4 0.0 4.0 2.2
Number of Traders in Each Category Total Traders: 311
18 25 4 83 43 39 75 47 22 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 23,389
Positions
12,153 11,529 455 1,232 973 0 798 3,680 69 1,195 997 180 7,307 5,506
Changes from: December 12, 2017 Total Change is: -50,328
-25,424 -21,817 -8,808 -4,685 -10,133 -236 -7,847 -6,869 -513 -459 -327 -2 -2,354 -1,623
Percent of Open Interest Represented by Each Category of Trader
52.0 49.3 1.9 5.3 4.2 0.0 3.4 15.7 0.3 5.1 4.3 0.8 31.2 23.5
Number of Traders in Each Category Total Traders: 37
9 7 . 4 . 0 . 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 38,668
Positions
960 22,273 6 20,551 1,324 398 6,843 3,610 82 1,646 7,419 0 8,182 3,556
Changes from: December 12, 2017 Total Change is: 487
120 550 -2 728 0 8 -728 366 0 -145 -9 0 506 -426
Percent of Open Interest Represented by Each Category of Trader
2.5 57.6 0.0 53.1 3.4 1.0 17.7 9.3 0.2 4.3 19.2 0.0 21.2 9.2
Number of Traders in Each Category Total Traders: 42
. 4 . 15 . 5 8 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 52,751
Positions
1,768 12,620 1,263 25,335 2,086 1,584 9,988 10,650 46 2,553 1,146 0 10,214 23,356
Changes from: December 12, 2017 Total Change is: 3,178
-70 -2,175 575 243 -248 284 1,371 1,263 -91 -21 85 0 887 3,485
Percent of Open Interest Represented by Each Category of Trader
3.4 23.9 2.4 48.0 4.0 3.0 18.9 20.2 0.1 4.8 2.2 0.0 19.4 44.3
Number of Traders in Each Category Total Traders: 69
6 11 5 15 5 6 15 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 287,035
Positions
21,836 182,262 6,014 170,998 65,022 16,952 36,495 8,404 2,015 23,108 1,284 0 9,617 5,082
Changes from: December 12, 2017 Total Change is: -94,349
3,219 -3,152 -79,367 39 -1,697 -2,546 -761 3,924 -5,037 10 -10 0 -9,906 -6,464
Percent of Open Interest Represented by Each Category of Trader
7.6 63.5 2.1 59.6 22.7 5.9 12.7 2.9 0.7 8.1 0.4 0.0 3.4 1.8
Number of Traders in Each Category Total Traders: 151
5 14 7 58 26 20 31 9 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 979,564
Positions
45,542 673,258 5,726 585,848 150,895 63,923 184,148 39,711 20,584 45,371 14,642 816 27,606 10,009
Changes from: December 12, 2017 Total Change is: -218,282
-36,628 -6,888 -179,279 25,018 3,250 -1,545 -4,871 3,327 3,641 -190 152 192 -24,620 -41,132
Percent of Open Interest Represented by Each Category of Trader
4.6 68.7 0.6 59.8 15.4 6.5 18.8 4.1 2.1 4.6 1.5 0.1 2.8 1.0
Number of Traders in Each Category Total Traders: 376
25 20 8 141 48 46 72 26 18 37 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 95,928
Positions
14,473 30,066 65,209 9,637 0 5 5,822 0 618 120 30 0 44 0
Changes from: December 12, 2017 Total Change is: -7,081
-476 -2,686 -4,393 -2,000 0 0 -162 0 0 -50 0 0 0 -2
Percent of Open Interest Represented by Each Category of Trader
15.1 31.3 68.0 10.0 0.0 0.0 6.1 0.0 0.6 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
4 12 8 5 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 769,882
Positions
11,491 72,127 6,734 295,698 256,310 113,500 144,459 104,801 34,246 17,376 21,887 0 146,378 160,277
Changes from: December 12, 2017 Total Change is: -6,966
2,699 2,821 4,980 1,175 4,691 -3,172 -167 3,172 -7,676 739 -15,901 -45 -5,499 4,164
Percent of Open Interest Represented by Each Category of Trader
1.5 9.4 0.9 38.4 33.3 14.7 18.8 13.6 4.4 2.3 2.8 0.0 19.0 20.8
Number of Traders in Each Category Total Traders: 179
9 18 4 42 31 35 27 36 21 6 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 888,848
Positions
5,136 130,827 359 477,540 90,229 147,528 68,086 391,662 24,264 39,384 8,919 1,156 125,395 93,904
Changes from: December 12, 2017 Total Change is: -10,420
16 -4,529 -4,185 684 36 4,668 4,703 -3,208 -5,929 2,199 752 0 -12,576 1,975
Percent of Open Interest Represented by Each Category of Trader
0.6 14.7 0.0 53.7 10.2 16.6 7.7 44.1 2.7 4.4 1.0 0.1 14.1 10.6
Number of Traders in Each Category Total Traders: 117
. 12 . 46 17 36 19 15 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,765,141
Positions
71,433 177,626 9,511 545,312 367,417 211,657 499,076 478,863 80,648 230,082 269,028 2,277 115,145 168,114
Changes from: December 12, 2017 Total Change is: 9,176
-5,212 -4,853 3,640 9,601 -11,564 17,177 -3,332 -3,596 -4,486 -10,954 17,872 163 2,579 -5,177
Percent of Open Interest Represented by Each Category of Trader
4.0 10.1 0.5 30.9 20.8 12.0 28.3 27.1 4.6 13.0 15.2 0.1 6.5 9.5
Number of Traders in Each Category Total Traders: 301
13 28 11 68 41 54 53 55 32 22 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,277,972
Positions
162,248 167,502 29,303 1,258,102 880,304 492,047 508,415 889,741 140,883 341,691 135,094 23,060 322,223 520,038
Changes from: December 12, 2017 Total Change is: -27,635
28,494 179 -1,560 38,830 3,552 -14,329 49 19,893 -15,125 -65,131 -13,525 660 477 -7,380
Percent of Open Interest Represented by Each Category of Trader
4.9 5.1 0.9 38.4 26.9 15.0 15.5 27.1 4.3 10.4 4.1 0.7 9.8 15.9
Number of Traders in Each Category Total Traders: 397
23 34 12 66 102 82 49 79 46 25 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 512,438
Positions
29,485 13,439 3,967 122,256 189,934 50,496 185,485 76,031 14,123 18,916 16,735 0 87,710 147,713
Changes from: December 12, 2017 Total Change is: 5,190
1,582 -5,895 -1,730 2,238 18,894 4,563 2,644 -2,860 -2,948 68 -271 0 -1,227 -4,563
Percent of Open Interest Represented by Each Category of Trader
5.8 2.6 0.8 23.9 37.1 9.9 36.2 14.8 2.8 3.7 3.3 0.0 17.1 28.8
Number of Traders in Each Category Total Traders: 86
6 4 . 16 32 30 11 11 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,046,985
Positions
128,074 239,537 50,541 1,511,737 607,020 410,445 367,797 918,012 125,939 202,171 248,191 8,895 241,386 438,405
Changes from: December 12, 2017 Total Change is: 33,785
7,701 -24,540 -7 28,120 -38,872 -3,584 7,190 111,923 -13,767 3,813 -5,099 326 3,993 7,405
Percent of Open Interest Represented by Each Category of Trader
4.2 7.9 1.7 49.6 19.9 13.5 12.1 30.1 4.1 6.6 8.1 0.3 7.9 14.4
Number of Traders in Each Category Total Traders: 310
14 29 10 61 61 69 44 60 38 19 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,458,422
Positions
407,744 185,469 524,774 55,857 2,517 63,086 33,807 294,444 227,167 46,633 35,497 71,292 28,062 54,176
Changes from: December 12, 2017 Total Change is: -22,239
-39,169 -29,338 43,578 17,703 -298 -7,037 -10,410 -9,457 -22,431 2,367 7,724 -1,337 -5,503 -3,643
Percent of Open Interest Represented by Each Category of Trader
28.0 12.7 36.0 3.8 0.2 4.3 2.3 20.2 15.6 3.2 2.4 4.9 1.9 3.7
Number of Traders in Each Category Total Traders: 151
27 28 48 . . 7 17 40 49 9 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,593,460
Positions
5,936,123 493,850 2,108,919 6,640 2,456,469 830,069 548,075 2,515,386 1,843,317 212,206 469,200 586,172 521,939 1,290,078
Changes from: December 12, 2017 Total Change is:-1,831,943
-483,382 -74,162 -463,681 -56,756 -24,824 -144,779 -57,092 -683,183 -311,941 -29,727 185,752 -311,128 26,543 -3,997
Percent of Open Interest Represented by Each Category of Trader
47.1 3.9 16.7 0.1 19.5 6.6 4.4 20.0 14.6 1.7 3.7 4.7 4.1 10.2
Number of Traders in Each Category Total Traders: 285
34 35 66 . 36 32 34 93 95 11 20 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 24,457
Positions
4,673 3,976 0 57 8,181 123 6,970 7,725 0 12,622 4,350 0 12 102
Changes from: December 12, 2017 Total Change is: -2,084
-981 -2,310 -372 -46 107 0 -580 558 -12 -60 -12 -30 -3 -13
Percent of Open Interest Represented by Each Category of Trader
19.1 16.3 0.0 0.2 33.5 0.5 28.5 31.6 0.0 51.6 17.8 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 50
. 6 0 . 13 . 7 10 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 20,248
Positions
1,795 4,489 0 69 5,049 397 17,587 7,169 0 383 3,066 1 16 77
Changes from: December 12, 2017 Total Change is: -2,551
1,087 -1,577 -913 0 278 20 -2,694 -244 0 130 49 -135 -46 -29
Percent of Open Interest Represented by Each Category of Trader
8.9 22.2 0.0 0.3 24.9 2.0 86.9 35.4 0.0 1.9 15.1 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 36
. 4 0 . 8 . 4 11 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 2,821
Positions
106 0 62 0 0 0 255 353 26 467 1,846 48 1,857 486
Changes from: December 12, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 2.2 0.0 0.0 0.0 9.0 12.5 0.9 16.6 65.4 1.7 65.8 17.2
Number of Traders in Each Category Total Traders: 27
. 0 . 0 0 0 4 . . 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 40,944
Positions
542 13,350 0 11,434 6,083 1,313 4,449 15,705 1,426 14,241 753 4 7,535 2,310
Changes from: December 12, 2017 Total Change is: -2,941
-26 10,315 -3,611 -547 216 154 230 -10,625 42 1,357 234 4 -544 330
Percent of Open Interest Represented by Each Category of Trader
1.3 32.6 0.0 27.9 14.9 3.2 10.9 38.4 3.5 34.8 1.8 0.0 18.4 5.6
Number of Traders in Each Category Total Traders: 131
. . 0 12 8 . 22 31 8 48 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 646,026
Positions
130,701 54,515 34,444 70,911 88,419 116,340 136,742 197,048 89,278 16,166 13,001 17,187 34,257 35,794
Changes from: December 12, 2017 Total Change is: -5,154
1,979 715 8,917 -20,577 1,305 -5,297 36,652 19,908 -20,687 1,075 763 -8,191 975 -2,587
Percent of Open Interest Represented by Each Category of Trader
20.2 8.4 5.3 11.0 13.7 18.0 21.2 30.5 13.8 2.5 2.0 2.7 5.3 5.5
Number of Traders in Each Category Total Traders: 271
23 8 22 22 34 23 53 81 60 21 16 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 72,726
Positions
835 21,776 0 39,237 171 166 9,785 28,651 21,813 781 128 0 109 21
Changes from: December 12, 2017 Total Change is: 16,722
-111 0 0 305 -6 0 -587 -2,671 19,419 -2,321 0 0 17 -20
Percent of Open Interest Represented by Each Category of Trader
1.1 29.9 0.0 54.0 0.2 0.2 13.5 39.4 30.0 1.1 0.2 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 38
. . 0 8 . . 9 7 4 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 22, 2017