Traders in Financial Futures - Options and Futures Combined Positions as of September 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 259,577
Positions
37,775 127,706 19,106 39,038 7,140 6,390 74,972 30,593 26,611 4,505 14,058 2,878 48,302 25,095
Changes from: September 5, 2017 Total Change is: 16,719
8,412 1,742 9,557 -6,295 2,235 -3,112 163 2,169 3,475 192 3,077 229 4,099 -2,653
Percent of Open Interest Represented by Each Category of Trader
14.6 49.2 7.4 15.0 2.8 2.5 28.9 11.8 10.3 1.7 5.4 1.1 18.6 9.7
Number of Traders in Each Category Total Traders: 113
6 10 10 16 5 8 40 19 23 5 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 45,012
Positions
6,003 8,159 421 3,144 2,957 0 20,285 11,420 3,529 0 2,898 0 11,630 15,627
Changes from: September 5, 2017 Total Change is: 1,598
-258 678 -216 206 -295 0 1,541 556 1,104 0 142 0 -779 -371
Percent of Open Interest Represented by Each Category of Trader
13.3 18.1 0.9 7.0 6.6 0.0 45.1 25.4 7.8 0.0 6.4 0.0 25.8 34.7
Number of Traders in Each Category Total Traders: 40
. 5 . 4 . 0 14 10 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 319,559
Positions
84,741 12,269 39,588 21,169 72,080 5,273 54,583 91,504 48,521 26,206 11,118 5,715 33,763 33,490
Changes from: September 5, 2017 Total Change is: 55,426
304 6,404 22,469 2,240 -1,473 39 12,658 10,718 14,910 319 156 -1,364 3,850 3,567
Percent of Open Interest Represented by Each Category of Trader
26.5 3.8 12.4 6.6 22.6 1.7 17.1 28.6 15.2 8.2 3.5 1.8 10.6 10.5
Number of Traders in Each Category Total Traders: 131
8 7 11 16 19 11 33 34 33 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 239,910
Positions
65,215 18,293 15,439 22,518 45,130 7,401 35,725 82,452 30,124 33,680 1,123 4,157 25,651 35,791
Changes from: September 5, 2017 Total Change is: -17,988
-12,586 -1,132 1,362 -172 -770 -1,683 -4,555 -21,740 6,064 -4,701 -2,702 184 -1,900 2,431
Percent of Open Interest Represented by Each Category of Trader
27.2 7.6 6.4 9.4 18.8 3.1 14.9 34.4 12.6 14.0 0.5 1.7 10.7 14.9
Number of Traders in Each Category Total Traders: 110
9 8 8 16 12 10 27 31 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 566,805
Positions
54,314 157,583 24,572 190,031 96,273 19,797 81,520 56,069 71,584 20,515 63,461 10,379 94,093 67,087
Changes from: September 5, 2017 Total Change is: -5,802
4,924 -6,082 -4,304 -6,704 2,380 -6,615 3,626 8,339 -3,908 -194 3,377 -391 7,762 1,400
Percent of Open Interest Represented by Each Category of Trader
9.6 27.8 4.3 33.5 17.0 3.5 14.4 9.9 12.6 3.6 11.2 1.8 16.6 11.8
Number of Traders in Each Category Total Traders: 261
16 15 17 61 39 43 40 42 38 23 21 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 36,520
Positions
2,150 25,817 50 14,686 1,595 1,305 2,850 898 1,514 412 836 0 13,553 4,505
Changes from: September 5, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.9 70.7 0.1 40.2 4.4 3.6 7.8 2.5 4.1 1.1 2.3 0.0 37.1 12.3
Number of Traders in Each Category Total Traders: 22
. . . 10 . 4 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 23,569
Positions
726 11,785 370 9,155 5,279 1,210 3,857 1,956 600 0 0 0 7,651 2,369
Changes from: September 5, 2017 Total Change is: 1,664
0 393 370 516 -390 82 -335 451 600 0 0 0 431 158
Percent of Open Interest Represented by Each Category of Trader
3.1 50.0 1.6 38.8 22.4 5.1 16.4 8.3 2.5 0.0 0.0 0.0 32.5 10.1
Number of Traders in Each Category Total Traders: 20
. 4 . 5 4 5 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 206,192
Positions
4,055 100,081 14,756 16,092 17,257 3,616 98,183 15,678 24,856 611 5,891 3,005 41,017 21,052
Changes from: September 5, 2017 Total Change is: 14,343
201 3,585 6,299 170 -2,363 -1,319 -1,607 1,338 10,495 57 -1,277 -158 204 -2,257
Percent of Open Interest Represented by Each Category of Trader
2.0 48.5 7.2 7.8 8.4 1.8 47.6 7.6 12.1 0.3 2.9 1.5 19.9 10.2
Number of Traders in Each Category Total Traders: 107
6 10 10 8 13 8 41 16 27 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 48,708
Positions
1,834 28,226 6,773 8,127 0 0 28,366 8,912 153 1,135 2,825 0 2,320 1,819
Changes from: September 5, 2017 Total Change is: 8,636
-770 3,233 1,722 -122 0 0 7,106 3,299 10 103 -165 0 587 537
Percent of Open Interest Represented by Each Category of Trader
3.8 57.9 13.9 16.7 0.0 0.0 58.2 18.3 0.3 2.3 5.8 0.0 4.8 3.7
Number of Traders in Each Category Total Traders: 35
. 5 4 5 0 0 12 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 258,293
Positions
9,424 168,906 1,373 52,936 5,477 279 149,211 35,014 32,692 2,891 11,160 396 9,091 2,996
Changes from: September 5, 2017 Total Change is: 17,376
387 -1,190 739 -4,837 405 0 3,357 -523 17,363 -204 393 396 175 -207
Percent of Open Interest Represented by Each Category of Trader
3.6 65.4 0.5 20.5 2.1 0.1 57.8 13.6 12.7 1.1 4.3 0.2 3.5 1.2
Number of Traders in Each Category Total Traders: 158
. 10 . 19 8 . 63 31 19 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 30,536
Positions
270 16,351 50 5,045 238 0 20,965 11,460 1,159 1,020 900 0 2,027 378
Changes from: September 5, 2017 Total Change is: 2,289
-50 -1,269 50 -151 -210 0 1,722 3,134 687 -116 -40 0 147 -63
Percent of Open Interest Represented by Each Category of Trader
0.9 53.5 0.2 16.5 0.8 0.0 68.7 37.5 3.8 3.3 2.9 0.0 6.6 1.2
Number of Traders in Each Category Total Traders: 36
. . . . . 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 49,256
Positions
5,872 12,109 6,537 1,909 8,214 0 23,775 14,522 3,551 2,017 922 0 5,595 3,401
Changes from: September 5, 2017 Total Change is: 3,162
1,598 -245 3,413 -532 -1,659 0 -2,532 1,227 423 385 -11 0 407 14
Percent of Open Interest Represented by Each Category of Trader
11.9 24.6 13.3 3.9 16.7 0.0 48.3 29.5 7.2 4.1 1.9 0.0 11.4 6.9
Number of Traders in Each Category Total Traders: 75
7 4 5 10 4 0 29 12 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 39,391
Positions
4,927 12,773 11,472 3,026 552 0 17,286 11,940 1,590 0 250 0 1,090 814
Changes from: September 5, 2017 Total Change is: 11,064
0 357 6,024 173 15 0 3,976 3,626 874 0 150 0 17 18
Percent of Open Interest Represented by Each Category of Trader
12.5 32.4 29.1 7.7 1.4 0.0 43.9 30.3 4.0 0.0 0.6 0.0 2.8 2.1
Number of Traders in Each Category Total Traders: 34
. . 4 7 . 0 6 10 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 85,091
Positions
6,858 51,582 8,007 14,792 2,869 365 40,154 6,138 2,852 1,416 1,969 555 10,092 10,754
Changes from: September 5, 2017 Total Change is: 9,444
-344 351 6,409 1,082 -462 59 1,210 1,409 10 6 34 276 738 1,358
Percent of Open Interest Represented by Each Category of Trader
8.1 60.6 9.4 17.4 3.4 0.4 47.2 7.2 3.4 1.7 2.3 0.7 11.9 12.6
Number of Traders in Each Category Total Traders: 120
14 25 13 15 . . 39 11 12 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 170,182
Positions
13,717 103,164 16,014 29,583 5,738 729 80,308 12,276 5,705 2,832 3,938 1,111 20,184 21,508
Changes from: September 5, 2017 Total Change is: 18,888
-689 703 12,818 2,164 -924 117 2,420 2,818 20 11 68 552 1,475 2,717
Percent of Open Interest Represented by Each Category of Trader
8.1 60.6 9.4 17.4 3.4 0.4 47.2 7.2 3.4 1.7 2.3 0.7 11.9 12.6
Number of Traders in Each Category Total Traders: 120
14 25 13 15 . . 39 11 12 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 1,001,505
Positions
50,464 151,679 93,036 340,646 168,470 99,458 94,483 124,385 166,426 21,427 47,962 37,207 98,357 112,882
Changes from: September 5, 2017 Total Change is: 105,622
-2,487 -3,114 30,397 15,689 191 20,405 2,121 8,508 26,417 -3,084 1,723 6,628 9,538 14,467
Percent of Open Interest Represented by Each Category of Trader
5.0 15.1 9.3 34.0 16.8 9.9 9.4 12.4 16.6 2.1 4.8 3.7 9.8 11.3
Number of Traders in Each Category Total Traders: 705
38 45 55 134 99 116 93 138 140 76 82 93
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 129,578
Positions
12,185 25,985 14,212 18,097 13,024 6,026 9,597 9,508 28,903 3,079 178 6,075 31,404 25,667
Changes from: September 5, 2017 Total Change is: 18,145
-151 -874 4,290 1,736 164 2,206 -86 2,013 7,961 -285 -442 1,821 653 1,006
Percent of Open Interest Represented by Each Category of Trader
9.4 20.1 11.0 14.0 10.1 4.7 7.4 7.3 22.3 2.4 0.1 4.7 24.2 19.8
Number of Traders in Each Category Total Traders: 76
8 10 9 8 5 4 12 18 27 7 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #138748 Open Interest is 34,099
Positions
11,100 2,686 18,148 0 8,378 231 657 2,388 200 0 0 0 3,763 2,068
Changes from: September 5, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
32.6 7.9 53.2 0.0 24.6 0.7 1.9 7.0 0.6 0.0 0.0 0.0 11.0 6.1
Number of Traders in Each Category Total Traders: 20
8 . 5 0 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 4,359,634
Positions
249,638 686,710 335,877 1,616,332 780,819 463,576 492,412 642,366 619,630 93,593 240,777 153,808 334,767 436,071
Changes from: September 5, 2017 Total Change is: 437,387
-20,340 -19,862 139,193 69,706 80 91,054 29,789 51,230 73,525 -14,704 10,118 24,741 44,423 67,307
Percent of Open Interest Represented by Each Category of Trader
5.7 15.8 7.7 37.1 17.9 10.6 11.3 14.7 14.2 2.1 5.5 3.5 7.7 10.0
Number of Traders in Each Category Total Traders: 685
37 45 50 131 98 113 92 133 134 72 77 90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874C Open Interest is 33,212
Positions
4,646 26,438 5,378 7,801 191 493 11,463 0 0 0 0 0 3,431 712
Changes from: September 5, 2017 Total Change is: 4,173
287 -1,060 5,378 -705 -187 31 -681 0 0 0 0 0 -137 11
Percent of Open Interest Represented by Each Category of Trader
14.0 79.6 16.2 23.5 0.6 1.5 34.5 0.0 0.0 0.0 0.0 0.0 10.3 2.1
Number of Traders in Each Category Total Traders: 20
. 7 . 4 . . 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 40,129
Positions
17,348 11,324 12,173 2,672 11,451 284 991 0 0 0 280 0 6,661 4,617
Changes from: September 5, 2017 Total Change is: 16,651
728 165 12,173 43 640 4 -768 0 0 0 0 0 4,471 3,669
Percent of Open Interest Represented by Each Category of Trader
43.2 28.2 30.3 6.7 28.5 0.7 2.5 0.0 0.0 0.0 0.7 0.0 16.6 11.5
Number of Traders in Each Category Total Traders: 21
8 4 7 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 90,709
Positions
3,705 33,859 4,405 40,844 38,156 4,494 22,635 2,296 1,545 0 280 0 13,081 5,674
Changes from: September 5, 2017 Total Change is: 5,106
-727 529 4,353 -816 -1,506 90 187 236 273 0 0 0 1,746 1,131
Percent of Open Interest Represented by Each Category of Trader
4.1 37.3 4.9 45.0 42.1 5.0 25.0 2.5 1.7 0.0 0.3 0.0 14.4 6.3
Number of Traders in Each Category Total Traders: 77
4 10 8 24 16 15 14 6 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 74,385
Positions
17,411 14,348 7,402 10,435 10,668 6,800 18,281 17,753 3,297 2,715 3,919 863 7,181 9,335
Changes from: September 5, 2017 Total Change is: 15,076
1,757 1,425 5,941 18 2,195 5,254 610 -1,147 1,148 -137 -314 149 337 425
Percent of Open Interest Represented by Each Category of Trader
23.4 19.3 10.0 14.0 14.3 9.1 24.6 23.9 4.4 3.6 5.3 1.2 9.7 12.5
Number of Traders in Each Category Total Traders: 285
17 28 20 45 31 20 51 60 41 15 37 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 371,923
Positions
87,054 71,739 37,008 52,176 53,340 33,999 91,404 88,765 16,487 13,573 19,597 4,315 35,907 46,674
Changes from: September 5, 2017 Total Change is: 75,378
8,784 7,125 29,705 90 10,973 26,268 3,050 -5,733 5,739 -686 -1,568 745 1,684 2,124
Percent of Open Interest Represented by Each Category of Trader
23.4 19.3 10.0 14.0 14.3 9.1 24.6 23.9 4.4 3.6 5.3 1.2 9.7 12.5
Number of Traders in Each Category Total Traders: 285
17 28 20 45 31 20 51 60 41 15 37 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 812,836
Positions
5,029 137,384 123,472 86,606 20,684 317,276 86,101 25,495 155,077 2,675 2,139 12,007 24,593 19,303
Changes from: September 5, 2017 Total Change is: 772,919
-132 127,314 105,655 81,435 20,684 316,757 81,474 21,643 152,945 2,675 970 11,454 20,657 15,498
Percent of Open Interest Represented by Each Category of Trader
0.6 16.9 15.2 10.7 2.5 39.0 10.6 3.1 19.1 0.3 0.3 1.5 3.0 2.4
Number of Traders in Each Category Total Traders: 217
11 15 24 48 20 77 35 26 56 5 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 490,058
Positions
170,904 51,983 18,918 143,627 200,723 22,652 95,297 159,285 9,044 9,278 7,342 429 19,908 19,682
Changes from: September 5, 2017 Total Change is: -55,469
74,151 -30,623 14,014 -54,964 3,364 -23,986 -58,584 -15,547 -836 -2,020 -1,808 -13 -3,231 -35
Percent of Open Interest Represented by Each Category of Trader
34.9 10.6 3.9 29.3 41.0 4.6 19.4 32.5 1.8 1.9 1.5 0.1 4.1 4.0
Number of Traders in Each Category Total Traders: 256
24 20 15 47 45 26 43 58 26 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 34,932
Positions
725 25,420 0 19,282 444 36 4,463 1,357 95 4,437 4,220 0 5,894 3,360
Changes from: September 5, 2017 Total Change is: -9,286
-1,147 7,052 -7,401 1,956 0 5 567 -155 -1,439 -737 -6,490 0 -1,090 -858
Percent of Open Interest Represented by Each Category of Trader
2.1 72.8 0.0 55.2 1.3 0.1 12.8 3.9 0.3 12.7 12.1 0.0 16.9 9.6
Number of Traders in Each Category Total Traders: 42
. 4 0 20 . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 47,313
Positions
3,860 2,356 2,054 15,839 13,990 1,946 13,062 5,130 71 573 1,275 0 9,908 20,491
Changes from: September 5, 2017 Total Change is: -17,730
-10,727 -4,531 113 -1,754 -1,104 114 2,124 -2,576 -3,069 -1,698 -207 0 -2,833 -6,470
Percent of Open Interest Represented by Each Category of Trader
8.2 5.0 4.3 33.5 29.6 4.1 27.6 10.8 0.2 1.2 2.7 0.0 20.9 43.3
Number of Traders in Each Category Total Traders: 65
10 5 . 11 5 4 19 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 356,770
Positions
48,605 204,206 41,488 185,071 75,499 16,026 45,969 5,321 9,248 2,274 1,510 0 8,089 3,472
Changes from: September 5, 2017 Total Change is: 7,727
-765 -2,390 11,454 -4,805 -1,658 727 1,503 1,789 -362 -294 0 0 269 -1,833
Percent of Open Interest Represented by Each Category of Trader
13.6 57.2 11.6 51.9 21.2 4.5 12.9 1.5 2.6 0.6 0.4 0.0 2.3 1.0
Number of Traders in Each Category Total Traders: 149
12 10 12 55 29 22 31 5 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 1,240,801
Positions
35,489 789,306 98,642 627,214 137,715 86,525 236,806 36,473 38,161 52,840 17,173 1,439 63,686 35,368
Changes from: September 5, 2017 Total Change is: 103,636
5,113 3,541 53,577 -8,592 662 2,286 -359 10,869 10,701 5,751 84 286 34,873 21,630
Percent of Open Interest Represented by Each Category of Trader
2.9 63.6 7.9 50.5 11.1 7.0 19.1 2.9 3.1 4.3 1.4 0.1 5.1 2.9
Number of Traders in Each Category Total Traders: 369
22 22 15 128 52 51 71 21 26 39 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 106,910
Positions
22,303 39,452 67,023 6,277 0 5 10,474 0 398 408 30 0 22 2
Changes from: September 5, 2017 Total Change is: 3,902
-1,220 780 3,120 0 0 0 2,002 0 0 0 0 0 0 2
Percent of Open Interest Represented by Each Category of Trader
20.9 36.9 62.7 5.9 0.0 0.0 9.8 0.0 0.4 0.4 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. 12 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 888,076
Positions
3,603 61,449 19,114 297,537 194,469 139,529 91,699 100,177 134,842 12,630 55,404 18,206 170,916 164,886
Changes from: September 5, 2017 Total Change is: 8,722
-3,142 9,481 -1,329 7,358 619 260 -11,309 403 16,645 526 70 6,544 -6,831 -23,970
Percent of Open Interest Represented by Each Category of Trader
0.4 6.9 2.2 33.5 21.9 15.7 10.3 11.3 15.2 1.4 6.2 2.1 19.2 18.6
Number of Traders in Each Category Total Traders: 175
. 19 14 46 24 39 29 37 52 6 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 842,404
Positions
3,160 145,239 2,362 469,051 23,866 127,262 60,264 412,601 30,991 29,631 7,518 523 119,160 92,042
Changes from: September 5, 2017 Total Change is: -43,541
250 -12,720 1,004 -16,813 -5,044 6,219 -4,009 -8,407 -29,616 -1,535 0 0 958 5,023
Percent of Open Interest Represented by Each Category of Trader
0.4 17.2 0.3 55.7 2.8 15.1 7.2 49.0 3.7 3.5 0.9 0.1 14.1 10.9
Number of Traders in Each Category Total Traders: 113
. 14 6 49 13 34 12 19 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 1,600,081
Positions
54,302 177,240 19,492 399,316 270,760 198,060 479,777 292,779 114,944 183,537 354,799 10,322 140,331 161,685
Changes from: September 5, 2017 Total Change is: 27,406
-1,458 -28,463 -7,682 -29,508 17,150 28,810 30,075 -8,780 7,700 2,138 5,252 -230 -2,439 13,649
Percent of Open Interest Represented by Each Category of Trader
3.4 11.1 1.2 25.0 16.9 12.4 30.0 18.3 7.2 11.5 22.2 0.6 8.8 10.1
Number of Traders in Each Category Total Traders: 282
11 29 13 60 42 50 55 42 45 18 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 4,035,846
Positions
140,503 204,758 191,760 1,089,788 1,019,621 609,630 640,199 630,971 573,978 285,052 150,588 100,511 404,425 554,030
Changes from: September 5, 2017 Total Change is: -153,806
1,652 -61,711 11,539 -49,499 57,821 -67,134 -30,213 -62,137 -37,837 410 179 9,814 7,462 -4,339
Percent of Open Interest Represented by Each Category of Trader
3.5 5.1 4.8 27.0 25.3 15.1 15.9 15.6 14.2 7.1 3.7 2.5 10.0 13.7
Number of Traders in Each Category Total Traders: 418
20 34 43 63 97 94 67 78 98 21 38 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 421,713
Positions
3,623 31,155 1,616 133,494 167,636 32,827 145,941 30,235 11,176 10,415 11,515 0 82,621 135,553
Changes from: September 5, 2017 Total Change is: -5,442
-3,699 -295 -290 2,971 -1,856 2,783 -6,742 -16,262 529 416 694 0 -1,410 9,255
Percent of Open Interest Represented by Each Category of Trader
0.9 7.4 0.4 31.7 39.8 7.8 34.6 7.2 2.7 2.5 2.7 0.0 19.6 32.1
Number of Traders in Each Category Total Traders: 65
. 7 . 16 22 26 11 . 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 3,344,735
Positions
101,046 238,079 78,239 1,629,189 671,823 385,385 394,300 1,121,227 208,598 210,692 248,710 23,441 313,845 369,234
Changes from: September 5, 2017 Total Change is: -54,403
7,811 -36,487 -576 -61,502 -49,680 800 10,084 11,768 -15,144 -7,220 20,303 -722 12,066 15,334
Percent of Open Interest Represented by Each Category of Trader
3.0 7.1 2.3 48.7 20.1 11.5 11.8 33.5 6.2 6.3 7.4 0.7 9.4 11.0
Number of Traders in Each Category Total Traders: 308
13 32 25 57 51 63 47 63 60 21 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 1,737,117
Positions
517,442 288,570 472,370 12,619 27,213 23,247 75,898 240,119 470,884 69,486 88,790 55,816 39,355 70,109
Changes from: September 5, 2017 Total Change is: 43,724
-10,189 31,451 7,034 -1,459 823 1,357 10,726 -55,762 30,821 -6,595 17,201 7,850 4,179 2,949
Percent of Open Interest Represented by Each Category of Trader
29.8 16.6 27.2 0.7 1.6 1.3 4.4 13.8 27.1 4.0 5.1 3.2 2.3 4.0
Number of Traders in Each Category Total Traders: 172
18 48 50 . 7 . 23 51 45 5 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 is23,301,004
Positions
4,664,987 1,187,555 4,201,901 139,570 2,260,552 982,074 849,062 2,064,966 9,126,404 840,608 595,847 1,779,433 716,965 1,102,271
Changes from: September 5, 2017 Total Change is: 527,601
-87,742 -37,124 160,247 -9,161 120,254 863 -7,490 -117,820 455,527 111,276 49,514 -67,524 -28,395 -36,336
Percent of Open Interest Represented by Each Category of Trader
20.0 5.1 18.0 0.6 9.7 4.2 3.6 8.9 39.2 3.6 2.6 7.6 3.1 4.7
Number of Traders in Each Category Total Traders: 377
28 57 78 7 44 41 55 118 128 13 45 44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 37,613
Positions
3,914 8,021 3,480 131 11,659 165 19,720 8,769 670 9,032 4,367 446 55 36
Changes from: September 5, 2017 Total Change is: 4,086
-34 991 3,480 -49 -747 55 -83 -222 670 -83 -220 130 0 -51
Percent of Open Interest Represented by Each Category of Trader
10.4 21.3 9.3 0.3 31.0 0.4 52.4 23.3 1.8 24.0 11.6 1.2 0.1 0.1
Number of Traders in Each Category Total Traders: 49
. 7 . . 12 . 6 10 . 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 22,890
Positions
9,427 741 0 528 9,173 127 10,735 6,921 1,966 57 3,895 4 46 63
Changes from: September 5, 2017 Total Change is: 2,375
-427 35 0 81 585 0 855 -194 1,966 -101 0 0 1 -17
Percent of Open Interest Represented by Each Category of Trader
41.2 3.2 0.0 2.3 40.1 0.6 46.9 30.2 8.6 0.2 17.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 30
4 . 0 . 6 . 8 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 55,993
Positions
607 14,751 2,221 11,942 6,424 1,107 20,294 20,166 3,481 7,871 5,328 44 8,426 2,472
Changes from: September 5, 2017 Total Change is: -61
112 2 2,221 -1,875 275 477 2,804 -257 -3,076 99 551 43 -866 -297
Percent of Open Interest Represented by Each Category of Trader
1.1 26.3 4.0 21.3 11.5 2.0 36.2 36.0 6.2 14.1 9.5 0.1 15.0 4.4
Number of Traders in Each Category Total Traders: 150
4 4 . 13 8 . 31 36 17 39 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 640,340
Positions
129,073 56,170 32,320 70,485 59,137 124,611 106,595 193,653 98,788 20,348 12,664 23,762 34,358 39,235
Changes from: September 5, 2017 Total Change is: 21,615
4,288 10,053 -565 -5,643 -9,236 13,852 -3,350 -8,496 7,731 1,601 2,693 4,965 -1,264 618
Percent of Open Interest Represented by Each Category of Trader
20.2 8.8 5.0 11.0 9.2 19.5 16.6 30.2 15.4 3.2 2.0 3.7 5.4 6.1
Number of Traders in Each Category Total Traders: 261
21 9 21 24 30 28 47 79 63 17 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 65,407
Positions
486 792 0 39,675 1,515 0 19,179 62,261 671 5,296 134 0 100 34
Changes from: September 5, 2017 Total Change is: 17,009
-7 65 0 1,242 -22 0 15,162 16,435 586 0 1 0 26 -56
Percent of Open Interest Represented by Each Category of Trader
0.7 1.2 0.0 60.7 2.3 0.0 29.3 95.2 1.0 8.1 0.2 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 39
. . 0 9 . 0 7 8 . 8 . 0
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Updated September 15, 2017