Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 198,583
Positions
1,126 111,761 6,587 42,502 10,839 3,126 80,606 15,707 14,395 4,435 11,821 1,234 44,572 23,112
Changes from: October 3, 2017 Total Change is: -8,972
269 -2,063 -908 -309 24 -950 -2,409 -11 -4,891 -541 -2,071 -39 806 1,938
Percent of Open Interest Represented by Each Category of Trader
0.6 56.3 3.3 21.4 5.5 1.6 40.6 7.9 7.2 2.2 6.0 0.6 22.4 11.6
Number of Traders in Each Category Total Traders: 99
. 12 6 18 5 7 37 13 19 5 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 50,146
Positions
10,478 3,583 419 576 2,987 0 27,985 19,733 1,792 0 1,680 0 8,896 19,952
Changes from: October 3, 2017 Total Change is: 4,214
3,407 553 -27 0 -581 0 896 2,511 -441 0 -936 0 379 3,135
Percent of Open Interest Represented by Each Category of Trader
20.9 7.1 0.8 1.1 6.0 0.0 55.8 39.4 3.6 0.0 3.4 0.0 17.7 39.8
Number of Traders in Each Category Total Traders: 35
4 . . . . 0 13 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 233,117
Positions
32,997 15,251 18,879 20,116 77,130 6,383 57,785 31,459 39,971 17,303 8,891 4,904 34,779 30,249
Changes from: October 3, 2017 Total Change is: 36
12,427 -20 -530 -236 6,471 -1,441 -4,213 -3,495 -3,185 1,997 -406 88 -4,870 2,554
Percent of Open Interest Represented by Each Category of Trader
14.2 6.5 8.1 8.6 33.1 2.7 24.8 13.5 17.1 7.4 3.8 2.1 14.9 13.0
Number of Traders in Each Category Total Traders: 119
7 9 10 13 22 11 31 28 28 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 293,364
Positions
126,639 10,836 12,365 19,303 45,417 6,718 48,153 128,709 30,722 16,350 3,169 12,763 20,351 42,665
Changes from: October 3, 2017 Total Change is: -11,381
8,611 -413 -5,497 52 -1,478 -7,300 -392 11,316 -10,903 2,075 -498 1,509 463 1,883
Percent of Open Interest Represented by Each Category of Trader
43.2 3.7 4.2 6.6 15.5 2.3 16.4 43.9 10.5 5.6 1.1 4.4 6.9 14.5
Number of Traders in Each Category Total Traders: 116
12 7 11 12 20 9 27 32 24 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 524,781
Positions
39,266 129,865 25,790 202,741 98,096 21,028 73,994 55,408 58,683 20,755 70,151 5,183 77,341 60,576
Changes from: October 3, 2017 Total Change is: -6,803
-9 2,621 -655 2,613 -1,077 -2,539 6,967 3,662 -7,008 -1,818 1,151 -1,244 -3,110 -1,714
Percent of Open Interest Represented by Each Category of Trader
7.5 24.7 4.9 38.6 18.7 4.0 14.1 10.6 11.2 4.0 13.4 1.0 14.7 11.5
Number of Traders in Each Category Total Traders: 258
16 15 15 65 34 44 45 41 41 18 23 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 35,161
Positions
2,476 24,646 0 17,385 1,577 1,594 635 2,654 583 0 0 0 12,488 4,107
Changes from: October 3, 2017 Total Change is: 1,260
-65 964 0 1,828 0 -307 146 728 5 0 -771 -5 -342 646
Percent of Open Interest Represented by Each Category of Trader
7.0 70.1 0.0 49.4 4.5 4.5 1.8 7.5 1.7 0.0 0.0 0.0 35.5 11.7
Number of Traders in Each Category Total Traders: 24
. . 0 15 . 7 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 161,027
Positions
1,462 81,294 5,941 10,584 17,986 4,907 88,916 11,036 12,167 475 2,357 2,024 34,551 23,315
Changes from: October 3, 2017 Total Change is: -8,748
-279 -7,970 168 -1,591 -146 -172 -6,452 -259 -979 -409 64 451 515 95
Percent of Open Interest Represented by Each Category of Trader
0.9 50.5 3.7 6.6 11.2 3.0 55.2 6.9 7.6 0.3 1.5 1.3 21.5 14.5
Number of Traders in Each Category Total Traders: 88
. 12 8 11 8 5 38 11 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 47,460
Positions
192 35,434 247 5,524 0 0 37,976 10,240 0 1,409 230 0 2,112 1,309
Changes from: October 3, 2017 Total Change is: 1,381
0 808 0 18 0 0 1,564 643 0 -226 230 0 25 -300
Percent of Open Interest Represented by Each Category of Trader
0.4 74.7 0.5 11.6 0.0 0.0 80.0 21.6 0.0 3.0 0.5 0.0 4.5 2.8
Number of Traders in Each Category Total Traders: 34
. 6 . . 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 188,945
Positions
7,744 119,909 386 60,705 3,990 868 108,213 49,303 1,401 2,368 9,301 0 7,260 3,787
Changes from: October 3, 2017 Total Change is: -15,581
30 -10,010 48 2,401 -784 459 -15,138 -6,017 -1,263 -995 820 0 -1,123 1,165
Percent of Open Interest Represented by Each Category of Trader
4.1 63.5 0.2 32.1 2.1 0.5 57.3 26.1 0.7 1.3 4.9 0.0 3.8 2.0
Number of Traders in Each Category Total Traders: 144
. 9 . 18 5 . 57 33 9 8 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 33,676
Positions
0 22,226 0 5,386 383 0 24,673 4,181 742 909 5,615 0 1,966 529
Changes from: October 3, 2017 Total Change is: -3,380
-3,400 -271 0 -304 95 0 345 -3,086 -7 -82 -20 0 68 -91
Percent of Open Interest Represented by Each Category of Trader
0.0 66.0 0.0 16.0 1.1 0.0 73.3 12.4 2.2 2.7 16.7 0.0 5.8 1.6
Number of Traders in Each Category Total Traders: 36
0 . 0 . . 0 13 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 36,460
Positions
7,492 4,496 14 1,482 8,514 0 20,898 17,881 997 978 780 0 4,599 3,778
Changes from: October 3, 2017 Total Change is: 2,285
1,749 -853 -7 -433 150 0 1,834 3,319 -479 422 224 0 -801 -69
Percent of Open Interest Represented by Each Category of Trader
20.5 12.3 0.0 4.1 23.4 0.0 57.3 49.0 2.7 2.7 2.1 0.0 12.6 10.4
Number of Traders in Each Category Total Traders: 74
5 5 . 6 5 0 27 19 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 19,451
Positions
4,552 15,200 1,000 1,306 1,125 0 11,016 1,409 98 0 100 0 1,479 519
Changes from: October 3, 2017 Total Change is: -78
634 0 0 -48 -5 0 -1,095 -8 0 0 0 0 431 -65
Percent of Open Interest Represented by Each Category of Trader
23.4 78.1 5.1 6.7 5.8 0.0 56.6 7.2 0.5 0.0 0.5 0.0 7.6 2.7
Number of Traders in Each Category Total Traders: 29
4 . . . . 0 12 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 78,493
Positions
5,916 53,604 1,046 13,223 2,600 124 43,378 6,441 1,661 1,644 2,903 298 11,204 9,818
Changes from: October 3, 2017 Total Change is: 776
720 248 15 -707 82 -48 522 421 40 -44 715 67 210 -765
Percent of Open Interest Represented by Each Category of Trader
7.5 68.3 1.3 16.8 3.3 0.2 55.3 8.2 2.1 2.1 3.7 0.4 14.3 12.5
Number of Traders in Each Category Total Traders: 124
12 27 5 14 . . 40 14 11 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 156,986
Positions
11,832 107,207 2,092 26,445 5,199 247 86,756 12,882 3,322 3,287 5,805 596 22,408 19,635
Changes from: October 3, 2017 Total Change is: 1,551
1,439 496 31 -1,414 164 -95 1,045 843 80 -88 1,429 134 419 -1,531
Percent of Open Interest Represented by Each Category of Trader
7.5 68.3 1.3 16.8 3.3 0.2 55.3 8.2 2.1 2.1 3.7 0.4 14.3 12.5
Number of Traders in Each Category Total Traders: 124
12 27 5 14 . . 40 14 11 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 885,409
Positions
48,341 134,271 43,577 328,560 163,243 66,364 76,510 120,896 164,001 24,791 50,011 37,583 95,681 105,462
Changes from: October 3, 2017 Total Change is: 48,806
2,887 11,286 9,759 -780 -5,542 -1,821 2,392 1,130 29,951 2,453 1,262 5,356 -1,390 -2,573
Percent of Open Interest Represented by Each Category of Trader
5.5 15.2 4.9 37.1 18.4 7.5 8.6 13.7 18.5 2.8 5.6 4.2 10.8 11.9
Number of Traders in Each Category Total Traders: 712
36 43 41 138 97 108 96 144 135 85 72 99
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 131,346
Positions
19,422 12,640 8,861 8,538 13,347 10,037 3,202 10,500 40,846 5,213 491 6,791 28,436 27,833
Changes from: October 3, 2017 Total Change is: 18,520
2,986 2,315 2,816 -40 -2,505 -159 -279 2,913 10,988 381 230 1,277 549 644
Percent of Open Interest Represented by Each Category of Trader
14.8 9.6 6.7 6.5 10.2 7.6 2.4 8.0 31.1 4.0 0.4 5.2 21.6 21.2
Number of Traders in Each Category Total Traders: 72
7 6 7 5 4 . 11 23 31 8 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 3,770,313
Positions
212,398 675,961 105,777 1,602,621 751,994 279,125 402,557 587,993 579,763 100,381 250,088 151,470 336,222 388,142
Changes from: October 3, 2017 Total Change is: 151,431
16,871 62,223 17,342 -3,753 -15,243 -8,257 19,390 -2,881 88,776 8,578 3,379 22,177 -9,693 -16,085
Percent of Open Interest Represented by Each Category of Trader
5.6 17.9 2.8 42.5 19.9 7.4 10.7 15.6 15.4 2.7 6.6 4.0 8.9 10.3
Number of Traders in Each Category Total Traders: 692
33 45 40 137 95 106 97 136 127 79 70 93
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 27,742
Positions
1,119 26,227 0 9,132 321 516 13,643 0 0 0 0 0 3,332 678
Changes from: October 3, 2017 Total Change is: -227
279 -437 0 6 -1 154 9 0 0 -615 0 0 -60 57
Percent of Open Interest Represented by Each Category of Trader
4.0 94.5 0.0 32.9 1.2 1.9 49.2 0.0 0.0 0.0 0.0 0.0 12.0 2.4
Number of Traders in Each Category Total Traders: 24
. 8 0 5 . . 8 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 22,605
Positions
17,533 8,513 0 1,733 11,882 288 1,654 586 0 0 280 0 1,397 1,056
Changes from: October 3, 2017 Total Change is: -911
-556 0 0 -198 -928 4 25 0 0 0 0 0 -186 13
Percent of Open Interest Represented by Each Category of Trader
77.6 37.7 0.0 7.7 52.6 1.3 7.3 2.6 0.0 0.0 1.2 0.0 6.2 4.7
Number of Traders in Each Category Total Traders: 25
10 5 0 . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 92,489
Positions
3,695 41,328 400 43,024 38,020 3,774 27,598 4,110 920 0 532 0 13,078 3,405
Changes from: October 3, 2017 Total Change is: 2,510
-169 2,385 165 1,624 359 -182 636 168 18 0 0 0 418 -403
Percent of Open Interest Represented by Each Category of Trader
4.0 44.7 0.4 46.5 41.1 4.1 29.8 4.4 1.0 0.0 0.6 0.0 14.1 3.7
Number of Traders in Each Category Total Traders: 88
4 10 . 27 18 12 20 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 59,426
Positions
13,081 15,118 1,779 13,671 11,186 1,122 17,749 15,408 2,091 1,766 3,240 1,082 7,085 8,399
Changes from: October 3, 2017 Total Change is: 3,145
212 1,075 632 78 475 -77 1,630 55 20 167 184 244 237 535
Percent of Open Interest Represented by Each Category of Trader
22.0 25.4 3.0 23.0 18.8 1.9 29.9 25.9 3.5 3.0 5.5 1.8 11.9 14.1
Number of Traders in Each Category Total Traders: 290
15 27 9 43 28 16 50 69 33 18 39 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 297,129
Positions
65,407 75,592 8,896 68,356 55,930 5,609 88,743 77,041 10,453 8,828 16,201 5,411 35,426 41,996
Changes from: October 3, 2017 Total Change is: 15,723
1,059 5,377 3,160 392 2,374 -383 8,149 274 102 835 922 1,222 1,187 2,675
Percent of Open Interest Represented by Each Category of Trader
22.0 25.4 3.0 23.0 18.8 1.9 29.9 25.9 3.5 3.0 5.5 1.8 11.9 14.1
Number of Traders in Each Category Total Traders: 290
15 27 9 43 28 16 50 69 33 18 39 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 552,048
Positions
21,991 169,949 3,193 251,946 148,837 37,251 176,724 157,994 12,129 28,738 7,538 1,459 18,616 13,697
Changes from: October 3, 2017 Total Change is: 8,924
-8,802 13,417 1,203 11,839 -3,001 -3,587 4,589 13 -998 2,592 596 342 1,746 940
Percent of Open Interest Represented by Each Category of Trader
4.0 30.8 0.6 45.6 27.0 6.7 32.0 28.6 2.2 5.2 1.4 0.3 3.4 2.5
Number of Traders in Each Category Total Traders: 290
15 27 4 66 45 37 58 56 20 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 62,429
Positions
26,350 20,985 971 7,477 2,195 172 7,479 22,243 1,023 9,704 4,025 302 8,951 10,513
Changes from: October 3, 2017 Total Change is: 359
1,062 929 273 805 131 0 -1,006 -414 -36 -350 -82 122 -511 -565
Percent of Open Interest Represented by Each Category of Trader
42.2 33.6 1.6 12.0 3.5 0.3 12.0 35.6 1.6 15.5 6.4 0.5 14.3 16.8
Number of Traders in Each Category Total Traders: 93
23 9 . 10 5 . 14 15 6 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 38,772
Positions
2,110 23,416 0 19,745 658 477 5,064 1,999 172 4,508 6,951 0 6,696 5,099
Changes from: October 3, 2017 Total Change is: 792
104 11 0 -324 0 35 1,843 -3,443 -178 25 3,116 0 -713 1,251
Percent of Open Interest Represented by Each Category of Trader
5.4 60.4 0.0 50.9 1.7 1.2 13.1 5.2 0.4 11.6 17.9 0.0 17.3 13.2
Number of Traders in Each Category Total Traders: 47
. 4 0 19 . 5 6 5 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 49,493
Positions
4,058 12,459 2,529 14,517 5,111 1,982 14,278 10,071 427 1,739 2,365 0 9,963 14,549
Changes from: October 3, 2017 Total Change is: -1,642
-149 2,645 -82 143 -4,359 -13 -2,553 1,387 -75 466 -139 0 621 -1,006
Percent of Open Interest Represented by Each Category of Trader
8.2 25.2 5.1 29.3 10.3 4.0 28.8 20.3 0.9 3.5 4.8 0.0 20.1 29.4
Number of Traders in Each Category Total Traders: 79
10 12 . 13 5 6 19 13 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 286,934
Positions
7,372 176,654 1,213 172,595 74,017 16,637 73,848 8,531 3,953 2,600 1,348 0 8,716 4,581
Changes from: October 3, 2017 Total Change is: 1,220
-446 262 379 3,730 -1,377 184 -2,906 2,993 -19 179 -62 0 119 -1,140
Percent of Open Interest Represented by Each Category of Trader
2.6 61.6 0.4 60.2 25.8 5.8 25.7 3.0 1.4 0.9 0.5 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 154
9 11 . 53 30 24 36 7 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 1,063,364
Positions
27,412 763,769 5,239 646,794 138,518 73,381 227,712 39,489 15,075 38,032 18,305 460 29,259 9,128
Changes from: October 3, 2017 Total Change is: 1,821
-4,526 4,978 102 25,274 -8,252 -6,305 -13,422 13,521 485 -116 755 2 326 -3,466
Percent of Open Interest Represented by Each Category of Trader
2.6 71.8 0.5 60.8 13.0 6.9 21.4 3.7 1.4 3.6 1.7 0.0 2.8 0.9
Number of Traders in Each Category Total Traders: 365
24 23 8 130 47 48 68 26 19 37 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 111,307
Positions
21,881 42,252 68,420 9,593 0 5 10,674 0 598 112 30 0 24 2
Changes from: October 3, 2017 Total Change is: 200
-120 1,500 -1,300 93 0 0 1,500 0 0 47 0 0 -20 0
Percent of Open Interest Represented by Each Category of Trader
19.7 38.0 61.5 8.6 0.0 0.0 9.6 0.0 0.5 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. 12 8 5 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 889,922
Positions
9,552 39,007 21,036 302,372 210,766 141,620 103,792 118,075 120,029 12,807 46,348 11,335 167,379 181,707
Changes from: October 3, 2017 Total Change is: 14,690
1,804 749 3,641 -6,862 3,224 -2,058 9,097 -2,145 4,618 -828 -344 902 4,377 6,103
Percent of Open Interest Represented by Each Category of Trader
1.1 4.4 2.4 34.0 23.7 15.9 11.7 13.3 13.5 1.4 5.2 1.3 18.8 20.4
Number of Traders in Each Category Total Traders: 177
9 13 16 40 29 39 35 32 46 8 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 828,176
Positions
2,706 121,488 45 459,791 42,650 133,219 62,768 393,673 26,951 31,117 8,518 1,177 110,402 100,455
Changes from: October 3, 2017 Total Change is: 8,788
-846 2,234 -41 1,523 -4,280 1,740 2,117 293 4,207 -2,338 0 0 2,426 4,635
Percent of Open Interest Represented by Each Category of Trader
0.3 14.7 0.0 55.5 5.1 16.1 7.6 47.5 3.3 3.8 1.0 0.1 13.3 12.1
Number of Traders in Each Category Total Traders: 108
. 11 . 49 13 35 15 14 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 1,821,149
Positions
78,518 195,868 33,521 451,445 323,717 198,048 597,656 360,340 166,279 164,417 368,706 10,106 121,159 164,564
Changes from: October 3, 2017 Total Change is: 92,597
627 29,055 2,215 19,650 2,955 3,314 83,531 55,369 519 -6,630 9,188 -4,781 -5,847 -5,237
Percent of Open Interest Represented by Each Category of Trader
4.3 10.8 1.8 24.8 17.8 10.9 32.8 19.8 9.1 9.0 20.2 0.6 6.7 9.0
Number of Traders in Each Category Total Traders: 281
13 30 12 62 40 54 51 46 41 13 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,895,918
Positions
142,753 181,072 181,507 1,100,625 978,269 594,567 582,877 595,658 492,022 300,903 152,959 125,235 375,428 594,629
Changes from: October 3, 2017 Total Change is: 77,085
17,655 19,033 12,690 51,151 46,892 -1,536 2,652 -10,792 15,134 -19,196 -27,449 1,381 -2,845 21,733
Percent of Open Interest Represented by Each Category of Trader
3.7 4.6 4.7 28.3 25.1 15.3 15.0 15.3 12.6 7.7 3.9 3.2 9.6 15.3
Number of Traders in Each Category Total Traders: 415
23 40 46 64 94 91 54 84 96 19 37 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 426,431
Positions
12,037 17,887 2,558 132,460 174,631 34,654 139,631 35,700 12,448 12,432 11,709 0 80,211 136,844
Changes from: October 3, 2017 Total Change is: -5,602
1,851 -353 42 811 -406 2,845 -8,902 -13,644 -756 -72 454 0 -1,421 6,216
Percent of Open Interest Represented by Each Category of Trader
2.8 4.2 0.6 31.1 41.0 8.1 32.7 8.4 2.9 2.9 2.7 0.0 18.8 32.1
Number of Traders in Each Category Total Traders: 70
. 4 . 16 25 29 12 6 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 3,242,050
Positions
110,797 197,178 105,163 1,617,273 753,873 382,613 265,063 840,381 260,579 212,030 284,558 28,525 260,007 389,181
Changes from: October 3, 2017 Total Change is: 26,076
-2,786 3,639 9,462 29,556 12,094 -12,902 -28,565 -22,315 35,806 9,894 -6,531 -1,216 -13,172 8,039
Percent of Open Interest Represented by Each Category of Trader
3.4 6.1 3.2 49.9 23.3 11.8 8.2 25.9 8.0 6.5 8.8 0.9 8.0 12.0
Number of Traders in Each Category Total Traders: 314
18 25 22 55 60 67 46 65 68 20 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 1,547,851
Positions
512,376 305,861 424,681 12,619 10,182 32,947 70,550 211,363 345,850 56,584 89,347 56,847 35,398 70,774
Changes from: October 3, 2017 Total Change is: 45,726
-5,169 6,242 14,277 0 -590 -397 25,942 12,787 1,270 3,612 5,728 2,186 4,006 4,224
Percent of Open Interest Represented by Each Category of Trader
33.1 19.8 27.4 0.8 0.7 2.1 4.6 13.7 22.3 3.7 5.8 3.7 2.3 4.6
Number of Traders in Each Category Total Traders: 160
19 44 50 . 5 . 17 48 44 6 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 is22,923,219
Positions
5,361,637 547,578 3,682,468 33,781 2,525,695 959,768 571,981 2,504,001 9,246,766 751,915 528,661 1,704,836 610,066 1,223,446
Changes from: October 3, 2017 Total Change is: 910,328
204,124 -13,329 137,903 -3,928 -2,885 19,575 -4,740 174,903 522,085 13,998 7,176 30,899 -9,589 34,000
Percent of Open Interest Represented by Each Category of Trader
23.4 2.4 16.1 0.1 11.0 4.2 2.5 10.9 40.3 3.3 2.3 7.4 2.7 5.3
Number of Traders in Each Category Total Traders: 340
37 38 67 4 46 39 48 112 127 15 34 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 29,493
Positions
6,935 5,919 0 126 8,855 100 11,312 9,785 0 10,959 4,762 5 56 67
Changes from: October 3, 2017 Total Change is: 1,153
162 -235 0 -19 -1 -15 587 1,328 0 462 70 0 -24 6
Percent of Open Interest Represented by Each Category of Trader
23.5 20.1 0.0 0.4 30.0 0.3 38.4 33.2 0.0 37.2 16.1 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 49
. 6 0 . 12 . 7 10 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 20,528
Positions
3,472 1,069 0 425 6,929 127 16,391 7,739 0 0 4,549 64 49 51
Changes from: October 3, 2017 Total Change is: 143
-538 -192 0 -70 -95 0 809 -207 0 -45 635 0 -13 2
Percent of Open Interest Represented by Each Category of Trader
16.9 5.2 0.0 2.1 33.8 0.6 79.8 37.7 0.0 0.0 22.2 0.3 0.2 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 . 6 . 6 7 0 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 45,877
Positions
909 6,284 0 14,177 3,932 927 9,444 26,025 1,895 10,666 4,299 53 7,806 2,462
Changes from: October 3, 2017 Total Change is: -2,154
290 572 0 263 0 -3 964 -2,984 -143 -2,843 -24 1 -684 427
Percent of Open Interest Represented by Each Category of Trader
2.0 13.7 0.0 30.9 8.6 2.0 20.6 56.7 4.1 23.2 9.4 0.1 17.0 5.4
Number of Traders in Each Category Total Traders: 151
5 . 0 15 6 . 27 39 15 44 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 677,160
Positions
157,543 45,306 35,694 82,392 62,987 110,003 108,611 248,682 101,178 26,324 14,564 20,301 35,114 38,445
Changes from: October 3, 2017 Total Change is: 7,928
9,280 2,890 173 -600 -3,912 6,362 -1,770 897 2,452 -6,095 1,437 -3,351 1,477 980
Percent of Open Interest Represented by Each Category of Trader
23.3 6.7 5.3 12.2 9.3 16.2 16.0 36.7 14.9 3.9 2.2 3.0 5.2 5.7
Number of Traders in Each Category Total Traders: 280
25 8 21 19 38 25 56 80 61 23 17 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 10, 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 53,470
Positions
694 21,776 0 37,519 1,015 0 8,577 30,413 85 6,525 132 0 70 49
Changes from: October 3, 2017 Total Change is: 636
249 0 0 -570 -2 0 1,025 638 0 -87 0 0 19 0
Percent of Open Interest Represented by Each Category of Trader
1.3 40.7 0.0 70.2 1.9 0.0 16.0 56.9 0.2 12.2 0.2 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 35
. . 0 7 . 0 8 8 . 6 . 0
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Updated October 13, 2017