Traders in Financial Futures - Options and Futures Combined Positions as of September 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 329,843
Positions
38,337 135,765 86,899 41,372 7,558 6,568 82,904 30,356 19,701 4,511 14,752 2,214 47,337 26,029
Changes from: September 12, 2017 Total Change is: 70,266
562 8,059 67,794 2,333 418 178 7,931 -237 -6,909 6 693 -664 -965 934
Percent of Open Interest Represented by Each Category of Trader
11.6 41.2 26.3 12.5 2.3 2.0 25.1 9.2 6.0 1.4 4.5 0.7 14.4 7.9
Number of Traders in Each Category Total Traders: 109
4 11 11 18 4 7 45 13 20 5 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 36,458
Positions
0 3,704 20 1,699 3,567 0 22,104 11,202 1,535 0 2,005 0 11,100 14,425
Changes from: September 12, 2017 Total Change is: -8,554
-6,003 -4,455 -401 -1,445 610 0 1,819 -219 -1,994 0 -893 0 -530 -1,202
Percent of Open Interest Represented by Each Category of Trader
0.0 10.2 0.1 4.7 9.8 0.0 60.6 30.7 4.2 0.0 5.5 0.0 30.4 39.6
Number of Traders in Each Category Total Traders: 34
0 . . . 4 0 14 9 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 268,560
Positions
49,044 10,834 21,170 18,540 70,324 7,701 59,093 63,497 50,584 24,376 9,314 3,840 34,211 31,296
Changes from: September 12, 2017 Total Change is: -50,999
-35,697 -1,435 -18,418 -2,629 -1,757 2,428 4,510 -28,007 2,063 -1,830 -1,804 -1,875 448 -2,194
Percent of Open Interest Represented by Each Category of Trader
18.3 4.0 7.9 6.9 26.2 2.9 22.0 23.6 18.8 9.1 3.5 1.4 12.7 11.7
Number of Traders in Each Category Total Traders: 132
7 8 8 15 20 12 36 36 28 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 232,574
Positions
70,802 12,369 14,512 21,586 46,567 9,352 41,295 75,002 28,554 19,352 3,680 7,154 19,967 35,384
Changes from: September 12, 2017 Total Change is: -7,336
5,588 -5,924 -927 -932 1,437 1,951 5,569 -7,451 -1,570 -14,328 2,558 2,997 -5,684 -407
Percent of Open Interest Represented by Each Category of Trader
30.4 5.3 6.2 9.3 20.0 4.0 17.8 32.2 12.3 8.3 1.6 3.1 8.6 15.2
Number of Traders in Each Category Total Traders: 114
8 10 8 15 15 10 26 32 26 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 514,771
Positions
39,259 105,190 21,059 194,388 96,345 21,026 75,114 73,508 55,901 20,655 75,421 5,612 81,758 60,709
Changes from: September 12, 2017 Total Change is: -52,034
-15,054 -52,393 -3,513 4,357 72 1,229 -6,406 17,439 -15,683 139 11,960 -4,767 -12,335 -6,378
Percent of Open Interest Represented by Each Category of Trader
7.6 20.4 4.1 37.8 18.7 4.1 14.6 14.3 10.9 4.0 14.7 1.1 15.9 11.8
Number of Traders in Each Category Total Traders: 259
16 15 14 61 37 46 42 42 34 23 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 33,105
Positions
2,541 23,676 0 15,078 1,612 1,639 973 882 579 412 771 5 11,878 3,941
Changes from: September 12, 2017 Total Change is: -3,415
391 -2,141 -50 392 17 334 -1,877 -16 -935 0 -65 5 -1,675 -564
Percent of Open Interest Represented by Each Category of Trader
7.7 71.5 0.0 45.5 4.9 5.0 2.9 2.7 1.7 1.2 2.3 0.0 35.9 11.9
Number of Traders in Each Category Total Traders: 21
. . 0 12 . 5 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 178,354
Positions
1,850 99,323 4,873 20,462 16,425 3,706 95,948 16,296 12,669 928 1,484 2,110 35,809 21,468
Changes from: September 12, 2017 Total Change is: -27,838
-2,205 -758 -9,884 4,370 -833 90 -2,236 619 -12,187 317 -4,407 -895 -5,208 416
Percent of Open Interest Represented by Each Category of Trader
1.0 55.7 2.7 11.5 9.2 2.1 53.8 9.1 7.1 0.5 0.8 1.2 20.1 12.0
Number of Traders in Each Category Total Traders: 97
4 13 5 8 12 7 36 16 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 39,905
Positions
192 31,101 247 5,758 0 0 30,188 7,073 0 1,412 0 0 2,108 1,484
Changes from: September 12, 2017 Total Change is: -8,803
-1,642 2,875 -6,526 -2,369 0 0 1,822 -1,839 -153 277 -2,825 0 -212 -335
Percent of Open Interest Represented by Each Category of Trader
0.5 77.9 0.6 14.4 0.0 0.0 75.6 17.7 0.0 3.5 0.0 0.0 5.3 3.7
Number of Traders in Each Category Total Traders: 31
. 6 . 4 0 0 11 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 218,588
Positions
8,514 118,353 256 56,549 5,222 282 139,490 80,403 1,274 3,215 9,953 0 9,008 2,845
Changes from: September 12, 2017 Total Change is: -39,705
-910 -50,553 -1,117 3,613 -255 3 -9,722 45,389 -31,418 324 -1,207 -396 -83 -151
Percent of Open Interest Represented by Each Category of Trader
3.9 54.1 0.1 25.9 2.4 0.1 63.8 36.8 0.6 1.5 4.6 0.0 4.1 1.3
Number of Traders in Each Category Total Traders: 154
4 9 . 20 7 . 58 33 11 13 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 31,918
Positions
270 16,351 50 5,329 238 0 22,046 12,692 1,164 920 920 0 2,139 503
Changes from: September 12, 2017 Total Change is: 1,382
0 0 0 284 0 0 1,081 1,232 5 -100 20 0 112 125
Percent of Open Interest Represented by Each Category of Trader
0.8 51.2 0.2 16.7 0.7 0.0 69.1 39.8 3.6 2.9 2.9 0.0 6.7 1.6
Number of Traders in Each Category Total Traders: 34
. . . . . 0 11 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 37,073
Positions
6,060 3,883 69 1,949 8,492 0 21,038 18,113 2,612 165 727 0 5,180 3,177
Changes from: September 12, 2017 Total Change is: -12,183
188 -8,226 -6,468 40 278 0 -2,737 3,591 -939 -1,852 -195 0 -415 -224
Percent of Open Interest Represented by Each Category of Trader
16.3 10.5 0.2 5.3 22.9 0.0 56.7 48.9 7.0 0.4 2.0 0.0 14.0 8.6
Number of Traders in Each Category Total Traders: 75
6 . . 11 5 0 31 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 19,843
Positions
1,912 15,200 1,000 2,871 587 0 13,020 1,981 155 0 250 0 885 670
Changes from: September 12, 2017 Total Change is: -19,548
-3,015 2,427 -10,472 -155 35 0 -4,266 -9,959 -1,435 0 0 0 -205 -144
Percent of Open Interest Represented by Each Category of Trader
9.6 76.6 5.0 14.5 3.0 0.0 65.6 10.0 0.8 0.0 1.3 0.0 4.5 3.4
Number of Traders in Each Category Total Traders: 29
. . . 7 . 0 9 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 77,402
Positions
5,188 52,589 984 14,915 2,407 156 42,841 6,600 1,977 1,300 2,489 174 9,867 10,027
Changes from: September 12, 2017 Total Change is: -7,689
-1,670 1,007 -7,023 123 -463 -209 2,687 462 -875 -116 521 -382 -225 -727
Percent of Open Interest Represented by Each Category of Trader
6.7 67.9 1.3 19.3 3.1 0.2 55.3 8.5 2.6 1.7 3.2 0.2 12.7 13.0
Number of Traders in Each Category Total Traders: 118
11 28 4 16 . . 37 12 10 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 154,804
Positions
10,376 105,178 1,969 29,829 4,813 311 85,683 13,200 3,955 2,601 4,979 347 19,734 20,053
Changes from: September 12, 2017 Total Change is: -15,378
-3,341 2,014 -14,045 246 -925 -418 5,375 924 -1,750 -231 1,041 -764 -449 -1,455
Percent of Open Interest Represented by Each Category of Trader
6.7 67.9 1.3 19.3 3.1 0.2 55.3 8.5 2.6 1.7 3.2 0.2 12.7 13.0
Number of Traders in Each Category Total Traders: 118
11 28 4 16 . . 37 12 10 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 822,197
Positions
37,852 132,872 27,872 362,883 170,132 70,095 67,526 127,374 118,458 22,052 48,005 29,036 86,422 98,353
Changes from: September 12, 2017 Total Change is: -179,308
-12,612 -18,806 -65,164 22,237 1,662 -29,363 -26,957 2,989 -47,968 624 42 -8,171 -11,935 -14,529
Percent of Open Interest Represented by Each Category of Trader
4.6 16.2 3.4 44.1 20.7 8.5 8.2 15.5 14.4 2.7 5.8 3.5 10.5 12.0
Number of Traders in Each Category Total Traders: 692
34 46 41 137 100 105 78 155 131 70 72 82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 93,715
Positions
11,434 8,769 4,762 10,669 17,264 7,123 2,572 4,462 22,041 3,270 74 4,219 27,625 25,000
Changes from: September 12, 2017 Total Change is: -35,863
-751 -17,217 -9,450 -7,428 4,240 1,098 -7,026 -5,046 -6,862 191 -103 -1,855 -3,779 -667
Percent of Open Interest Represented by Each Category of Trader
12.2 9.4 5.1 11.4 18.4 7.6 2.7 4.8 23.5 3.5 0.1 4.5 29.5 26.7
Number of Traders in Each Category Total Traders: 64
7 5 6 5 5 . 10 21 27 8 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 3,642,408
Positions
172,689 661,114 74,954 1,763,845 767,114 312,087 333,888 623,673 472,969 96,848 242,591 121,141 293,987 366,765
Changes from: September 12, 2017 Total Change is: -717,226
-76,949 -25,596 -260,924 147,513 -13,705 -151,489 -158,524 -18,694 -146,661 3,255 1,814 -32,667 -40,780 -69,305
Percent of Open Interest Represented by Each Category of Trader
4.7 18.2 2.1 48.4 21.1 8.6 9.2 17.1 13.0 2.7 6.7 3.3 8.1 10.1
Number of Traders in Each Category Total Traders: 673
31 48 39 136 98 103 78 146 123 65 71 79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874C Open Interest is 25,916
Positions
840 24,572 0 8,571 97 587 12,668 0 0 280 0 0 2,970 660
Changes from: September 12, 2017 Total Change is: -7,296
-3,806 -1,866 -5,378 770 -94 94 1,205 0 0 280 0 0 -461 -52
Percent of Open Interest Represented by Each Category of Trader
3.2 94.8 0.0 33.1 0.4 2.3 48.9 0.0 0.0 1.1 0.0 0.0 11.5 2.5
Number of Traders in Each Category Total Traders: 21
. 8 0 4 . . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 23,373
Positions
16,436 9,587 0 1,707 11,945 667 2,253 0 0 0 280 0 2,310 894
Changes from: September 12, 2017 Total Change is: -16,756
-912 -1,737 -12,173 -965 494 383 1,262 0 0 0 0 0 -4,351 -3,723
Percent of Open Interest Represented by Each Category of Trader
70.3 41.0 0.0 7.3 51.1 2.9 9.6 0.0 0.0 0.0 1.2 0.0 9.9 3.8
Number of Traders in Each Category Total Traders: 22
8 4 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 85,415
Positions
3,045 35,378 154 40,741 37,805 4,155 24,136 2,753 719 0 280 0 12,465 4,171
Changes from: September 12, 2017 Total Change is: -5,294
-660 1,519 -4,251 -103 -351 -339 1,501 457 -826 0 0 0 -616 -1,503
Percent of Open Interest Represented by Each Category of Trader
3.6 41.4 0.2 47.7 44.3 4.9 28.3 3.2 0.8 0.0 0.3 0.0 14.6 4.9
Number of Traders in Each Category Total Traders: 79
. 9 . 27 17 14 16 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 54,703
Positions
9,465 15,320 1,328 15,004 10,919 1,496 17,192 12,754 1,456 1,681 3,388 563 6,518 7,478
Changes from: September 12, 2017 Total Change is: -19,682
-7,946 972 -6,074 4,569 251 -5,304 -1,088 -4,999 -1,841 -1,034 -531 -300 -664 -1,857
Percent of Open Interest Represented by Each Category of Trader
17.3 28.0 2.4 27.4 20.0 2.7 31.4 23.3 2.7 3.1 6.2 1.0 11.9 13.7
Number of Traders in Each Category Total Traders: 283
17 28 8 43 33 18 58 56 30 14 34 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 273,513
Positions
47,324 76,601 6,638 75,022 54,597 7,479 85,962 63,771 7,280 8,405 16,942 2,815 32,588 37,390
Changes from: September 12, 2017 Total Change is: -98,410
-39,730 4,862 -30,369 22,846 1,257 -26,520 -5,442 -24,994 -9,207 -5,169 -2,654 -1,500 -3,319 -9,283
Percent of Open Interest Represented by Each Category of Trader
17.3 28.0 2.4 27.4 20.0 2.7 31.4 23.3 2.7 3.1 6.2 1.0 11.9 13.7
Number of Traders in Each Category Total Traders: 283
17 28 8 43 33 18 58 56 30 14 34 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 528,167
Positions
70,673 113,887 515 213,524 195,373 45,004 160,517 146,287 8,418 10,529 5,894 1,114 17,874 11,676
Changes from: September 12, 2017 Total Change is: -284,669
65,644 -23,497 -122,957 126,918 174,689 -272,272 74,416 120,793 -146,659 7,854 3,755 -10,894 -6,719 -7,627
Percent of Open Interest Represented by Each Category of Trader
13.4 21.6 0.1 40.4 37.0 8.5 30.4 27.7 1.6 2.0 1.1 0.2 3.4 2.2
Number of Traders in Each Category Total Traders: 260
15 21 . 64 44 32 48 52 21 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 58,232
Positions
29,145 19,612 887 7,291 2,894 190 8,116 21,638 774 2,595 2,924 170 9,064 9,143
Changes from: September 12, 2017 Total Change is: -431,826
-141,759 -32,371 -18,031 -136,336 -197,829 -22,462 -87,181 -137,647 -8,270 -6,683 -4,418 -259 -10,844 -10,539
Percent of Open Interest Represented by Each Category of Trader
50.0 33.7 1.5 12.5 5.0 0.3 13.9 37.2 1.3 4.5 5.0 0.3 15.6 15.7
Number of Traders in Each Category Total Traders: 82
18 8 . 10 6 . 14 15 4 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 36,752
Positions
725 25,420 0 18,389 444 431 4,895 2,502 328 4,310 3,826 0 7,674 3,801
Changes from: September 12, 2017 Total Change is: 1,820
0 0 0 -893 0 395 432 1,145 233 -127 -394 0 1,780 441
Percent of Open Interest Represented by Each Category of Trader
2.0 69.2 0.0 50.0 1.2 1.2 13.3 6.8 0.9 11.7 10.4 0.0 20.9 10.3
Number of Traders in Each Category Total Traders: 39
. 4 0 18 . . 7 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 50,756
Positions
3,974 2,697 2,680 14,869 14,549 2,250 17,493 8,333 153 200 1,275 0 9,137 18,819
Changes from: September 12, 2017 Total Change is: 3,443
114 341 626 -970 559 304 4,431 3,203 82 -373 0 0 -771 -1,672
Percent of Open Interest Represented by Each Category of Trader
7.8 5.3 5.3 29.3 28.7 4.4 34.5 16.4 0.3 0.4 2.5 0.0 18.0 37.1
Number of Traders in Each Category Total Traders: 77
12 6 4 10 6 4 23 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 279,983
Positions
9,127 167,514 268 184,990 76,760 16,886 54,717 7,840 4,424 1,773 1,460 0 7,798 4,831
Changes from: September 12, 2017 Total Change is: -76,787
-39,478 -36,692 -41,220 -81 1,261 860 8,748 2,519 -4,824 -501 -50 0 -291 1,359
Percent of Open Interest Represented by Each Category of Trader
3.3 59.8 0.1 66.1 27.4 6.0 19.5 2.8 1.6 0.6 0.5 0.0 2.8 1.7
Number of Traders in Each Category Total Traders: 146
6 11 . 55 30 22 32 6 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 1,080,418
Positions
27,959 777,173 4,330 644,781 153,853 74,466 239,617 25,585 15,816 46,081 17,040 474 26,894 11,681
Changes from: September 12, 2017 Total Change is: -160,383
-7,530 -12,133 -94,311 17,567 16,138 -12,059 2,811 -10,888 -22,345 -6,759 -133 -964 -36,792 -23,687
Percent of Open Interest Represented by Each Category of Trader
2.6 71.9 0.4 59.7 14.2 6.9 22.2 2.4 1.5 4.3 1.6 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 368
23 23 8 132 51 48 71 20 17 39 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 109,110
Positions
22,031 39,572 69,103 6,527 0 5 10,874 0 398 158 30 0 14 2
Changes from: September 12, 2017 Total Change is: 2,200
-272 120 2,080 250 0 0 400 0 0 -250 0 0 -8 0
Percent of Open Interest Represented by Each Category of Trader
20.2 36.3 63.3 6.0 0.0 0.0 10.0 0.0 0.4 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. 12 8 4 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 867,226
Positions
3,232 52,332 19,205 296,114 208,477 136,794 94,929 102,626 118,138 13,460 47,932 7,881 177,474 173,840
Changes from: September 12, 2017 Total Change is: -20,850
-371 -9,116 91 -1,423 14,008 -2,734 3,230 2,449 -16,704 830 -7,472 -10,325 6,558 8,955
Percent of Open Interest Represented by Each Category of Trader
0.4 6.0 2.2 34.1 24.0 15.8 10.9 11.8 13.6 1.6 5.5 0.9 20.5 20.0
Number of Traders in Each Category Total Traders: 178
4 16 14 43 29 38 37 31 50 9 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 824,321
Positions
3,172 144,341 1,120 473,568 22,955 125,395 53,404 406,210 24,264 30,624 7,518 523 112,250 91,994
Changes from: September 12, 2017 Total Change is: -18,083
12 -898 -1,242 4,517 -911 -1,867 -6,860 -6,391 -6,727 993 0 0 -6,910 -47
Percent of Open Interest Represented by Each Category of Trader
0.4 17.5 0.1 57.4 2.8 15.2 6.5 49.3 2.9 3.7 0.9 0.1 13.6 11.2
Number of Traders in Each Category Total Traders: 113
. 14 . 52 10 34 14 17 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 1,638,814
Positions
65,812 161,530 26,068 408,059 312,008 193,263 469,505 294,459 147,576 184,684 334,030 12,136 131,711 157,746
Changes from: September 12, 2017 Total Change is: 38,733
11,509 -15,711 6,576 8,744 41,248 -4,797 -10,272 1,680 32,632 1,147 -20,770 1,813 -8,620 -3,939
Percent of Open Interest Represented by Each Category of Trader
4.0 9.9 1.6 24.9 19.0 11.8 28.6 18.0 9.0 11.3 20.4 0.7 8.0 9.6
Number of Traders in Each Category Total Traders: 278
15 24 13 57 45 54 48 46 42 18 25 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 4,006,215
Positions
140,542 204,298 186,101 1,053,514 1,051,619 589,782 650,607 632,896 530,665 337,884 157,626 108,519 408,603 544,710
Changes from: September 12, 2017 Total Change is: -29,631
39 -460 -5,659 -36,274 31,999 -19,848 10,407 1,925 -43,314 52,832 7,038 8,008 4,178 -9,319
Percent of Open Interest Represented by Each Category of Trader
3.5 5.1 4.6 26.3 26.2 14.7 16.2 15.8 13.2 8.4 3.9 2.7 10.2 13.6
Number of Traders in Each Category Total Traders: 434
21 36 41 63 102 97 70 79 95 26 37 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 424,252
Positions
5,951 25,516 2,273 128,249 172,181 32,832 151,051 38,958 12,820 10,415 10,948 0 80,661 128,724
Changes from: September 12, 2017 Total Change is: 2,539
2,328 -5,639 657 -5,245 4,545 5 5,110 8,723 1,644 0 -567 0 -1,960 -6,829
Percent of Open Interest Represented by Each Category of Trader
1.4 6.0 0.5 30.2 40.6 7.7 35.6 9.2 3.0 2.5 2.6 0.0 19.0 30.3
Number of Traders in Each Category Total Traders: 69
. 7 . 15 25 29 10 5 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 3,222,911
Positions
114,401 200,608 87,246 1,569,784 685,258 390,704 302,637 960,535 230,483 203,094 261,958 25,495 299,067 380,623
Changes from: September 12, 2017 Total Change is: -121,824
13,355 -37,472 9,007 -59,405 13,436 5,319 -91,663 -160,692 21,885 -7,598 13,248 2,054 -14,778 11,390
Percent of Open Interest Represented by Each Category of Trader
3.5 6.2 2.7 48.7 21.3 12.1 9.4 29.8 7.2 6.3 8.1 0.8 9.3 11.8
Number of Traders in Each Category Total Traders: 300
18 24 22 53 57 66 41 63 61 19 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 1,652,661
Positions
503,386 292,906 472,675 12,619 19,946 22,776 102,173 239,650 396,725 46,646 83,167 59,174 36,487 65,642
Changes from: September 12, 2017 Total Change is: -84,456
-14,055 4,336 306 0 -7,267 -471 26,275 -469 -74,159 -22,840 -5,623 3,358 -2,869 -4,467
Percent of Open Interest Represented by Each Category of Trader
30.5 17.7 28.6 0.8 1.2 1.4 6.2 14.5 24.0 2.8 5.0 3.6 2.2 4.0
Number of Traders in Each Category Total Traders: 171
14 53 50 . 7 . 25 49 48 4 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 is20,892,878
Positions
4,605,348 599,312 3,620,139 104,718 2,367,192 933,986 681,307 2,070,456 7,981,065 743,784 642,729 1,536,412 686,118 1,141,587
Changes from: September 12, 2017 Total Change is:-2,408,126
-59,639 -588,243 -581,762 -34,852 106,639 -48,088 -167,755 5,491 -1,145,340 -96,824 46,882 -243,021 -30,846 39,315
Percent of Open Interest Represented by Each Category of Trader
22.0 2.9 17.3 0.5 11.3 4.5 3.3 9.9 38.2 3.6 3.1 7.4 3.3 5.5
Number of Traders in Each Category Total Traders: 346
33 41 69 5 45 40 53 111 122 14 36 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 27,378
Positions
6,660 4,273 0 133 9,821 129 10,618 9,079 0 9,780 4,001 3 55 72
Changes from: September 12, 2017 Total Change is: -10,235
2,746 -3,748 -3,480 2 -1,838 -36 -9,102 310 -670 748 -366 -443 0 36
Percent of Open Interest Represented by Each Category of Trader
24.3 15.6 0.0 0.5 35.9 0.5 38.8 33.2 0.0 35.7 14.6 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 46
. 6 0 . 12 . 7 8 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 20,118
Positions
2,931 721 0 495 7,898 127 16,275 7,346 0 154 3,933 49 87 44
Changes from: September 12, 2017 Total Change is: -2,772
-6,496 -20 0 -33 -1,275 0 5,540 425 -1,966 97 38 45 41 -19
Percent of Open Interest Represented by Each Category of Trader
14.6 3.6 0.0 2.5 39.3 0.6 80.9 36.5 0.0 0.8 19.5 0.2 0.4 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 . 6 . 8 5 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 42,397
Positions
583 3,172 0 12,509 6,110 959 7,286 22,695 1,187 11,886 5,379 45 7,942 2,851
Changes from: September 12, 2017 Total Change is: -13,596
-24 -11,579 -2,221 567 -314 -148 -13,008 2,529 -2,294 4,015 51 1 -484 379
Percent of Open Interest Represented by Each Category of Trader
1.4 7.5 0.0 29.5 14.4 2.3 17.2 53.5 2.8 28.0 12.7 0.1 18.7 6.7
Number of Traders in Each Category Total Traders: 157
4 5 0 13 7 . 28 39 12 50 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 704,831
Positions
141,405 60,841 45,525 79,329 70,902 119,539 136,907 233,508 87,910 26,089 13,209 28,039 40,088 45,358
Changes from: September 12, 2017 Total Change is: 64,491
12,332 4,671 13,205 8,844 11,765 -5,072 30,312 39,855 -10,878 5,741 545 4,277 5,730 6,123
Percent of Open Interest Represented by Each Category of Trader
20.1 8.6 6.5 11.3 10.1 17.0 19.4 33.1 12.5 3.7 1.9 4.0 5.7 6.4
Number of Traders in Each Category Total Traders: 272
21 9 24 22 28 22 57 80 62 21 20 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 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 102,318
Positions
493 681 21,776 38,319 1,013 0 32,458 76,094 2,585 6,611 134 0 76 35
Changes from: September 12, 2017 Total Change is: 36,911
7 -111 21,776 -1,356 -502 0 13,279 13,833 1,914 1,315 0 0 -24 1
Percent of Open Interest Represented by Each Category of Trader
0.5 0.7 21.3 37.5 1.0 0.0 31.7 74.4 2.5 6.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 40
. . . 8 . 0 7 9 . 8 . 0
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Updated September 22, 2017