Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 200,538
Positions
1,485 106,554 6,588 43,011 11,567 5,389 77,578 15,236 17,618 5,214 12,315 1,828 41,828 23,444
Changes from: October 17, 2017 Total Change is: 1,169
321 -5,243 -431 -2,271 -665 1,639 1,742 2,504 1,570 -382 67 43 -1,062 1,685
Percent of Open Interest Represented by Each Category of Trader
0.7 53.1 3.3 21.4 5.8 2.7 38.7 7.6 8.8 2.6 6.1 0.9 20.9 11.7
Number of Traders in Each Category Total Traders: 104
4 10 7 18 8 7 37 12 21 7 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 67,902
Positions
22,793 3,609 247 576 5,115 0 32,960 32,210 3,264 0 1,680 0 8,061 21,777
Changes from: October 17, 2017 Total Change is: 10,316
8,427 -32 -67 0 858 0 257 6,495 1,485 0 0 0 215 1,577
Percent of Open Interest Represented by Each Category of Trader
33.6 5.3 0.4 0.8 7.5 0.0 48.5 47.4 4.8 0.0 2.5 0.0 11.9 32.1
Number of Traders in Each Category Total Traders: 45
6 . . . 6 0 12 16 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 239,609
Positions
43,210 15,877 19,121 20,153 75,391 7,962 53,803 35,167 41,069 13,956 9,594 6,918 33,417 28,509
Changes from: October 17, 2017 Total Change is: -288
2,241 1,584 -998 204 -1,945 975 893 1,077 1,394 -4,666 -812 357 -690 -1,920
Percent of Open Interest Represented by Each Category of Trader
18.0 6.6 8.0 8.4 31.5 3.3 22.5 14.7 17.1 5.8 4.0 2.9 13.9 11.9
Number of Traders in Each Category Total Traders: 122
8 8 10 13 21 11 32 32 30 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 324,160
Positions
150,610 11,767 11,129 18,991 36,224 9,659 47,833 148,128 33,705 18,911 10,296 13,801 19,520 49,449
Changes from: October 17, 2017 Total Change is: 29,345
21,957 278 -319 -204 -8,172 3,038 -649 13,217 3,387 -725 7,119 1,371 1,490 9,425
Percent of Open Interest Represented by Each Category of Trader
46.5 3.6 3.4 5.9 11.2 3.0 14.8 45.7 10.4 5.8 3.2 4.3 6.0 15.3
Number of Traders in Each Category Total Traders: 127
10 8 10 12 20 10 20 49 25 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 524,248
Positions
40,488 130,864 28,126 207,086 98,221 20,320 64,625 59,014 60,020 17,113 62,186 7,420 79,051 58,077
Changes from: October 17, 2017 Total Change is: 1,500
-31 -2,416 -810 1,068 1,621 305 -118 3,988 3,678 -2,617 -4,691 -52 78 -122
Percent of Open Interest Represented by Each Category of Trader
7.7 25.0 5.4 39.5 18.7 3.9 12.3 11.3 11.4 3.3 11.9 1.4 15.1 11.1
Number of Traders in Each Category Total Traders: 256
17 13 16 66 33 43 39 48 41 20 19 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 35,824
Positions
2,202 23,982 0 17,397 1,985 1,666 1,217 3,972 590 0 0 0 12,752 3,629
Changes from: October 17, 2017 Total Change is: 241
-274 107 0 40 -23 -40 71 182 13 0 0 0 431 2
Percent of Open Interest Represented by Each Category of Trader
6.1 66.9 0.0 48.6 5.5 4.7 3.4 11.1 1.6 0.0 0.0 0.0 35.6 10.1
Number of Traders in Each Category Total Traders: 26
. . 0 14 . 8 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 156,733
Positions
2,299 68,183 6,557 13,628 22,107 4,094 76,862 13,987 13,153 517 1,554 3,405 36,217 23,693
Changes from: October 17, 2017 Total Change is: 2,082
-447 -5,651 316 781 3,336 -554 468 3,437 -218 -531 -1,225 1,845 422 795
Percent of Open Interest Represented by Each Category of Trader
1.5 43.5 4.2 8.7 14.1 2.6 49.0 8.9 8.4 0.3 1.0 2.2 23.1 15.1
Number of Traders in Each Category Total Traders: 89
. 10 9 11 12 5 36 12 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 51,417
Positions
151 36,182 247 5,552 0 0 41,811 13,322 0 1,314 271 0 2,342 1,395
Changes from: October 17, 2017 Total Change is: 681
-41 311 0 12 0 0 765 429 0 5 -16 0 -60 -43
Percent of Open Interest Represented by Each Category of Trader
0.3 70.4 0.5 10.8 0.0 0.0 81.3 25.9 0.0 2.6 0.5 0.0 4.6 2.7
Number of Traders in Each Category Total Traders: 35
. 6 . . 0 0 14 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 183,219
Positions
12,891 92,332 1,091 66,608 4,464 678 89,397 67,829 2,855 3,023 9,778 0 6,675 4,192
Changes from: October 17, 2017 Total Change is: -7,006
486 -12,822 41 2,935 314 -322 -12,167 3,579 1,912 -128 -51 0 236 342
Percent of Open Interest Represented by Each Category of Trader
7.0 50.4 0.6 36.4 2.4 0.4 48.8 37.0 1.6 1.6 5.3 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 142
6 6 5 16 8 . 46 39 9 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 30,035
Positions
0 19,226 0 5,209 283 0 20,561 3,280 860 1,474 5,660 0 1,931 726
Changes from: October 17, 2017 Total Change is: -3,959
0 -3,000 0 -332 0 0 -3,849 -1,307 193 565 -75 0 -536 230
Percent of Open Interest Represented by Each Category of Trader
0.0 64.0 0.0 17.3 0.9 0.0 68.5 10.9 2.9 4.9 18.8 0.0 6.4 2.4
Number of Traders in Each Category Total Traders: 36
0 . 0 . . 0 16 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 41,185
Positions
13,399 3,303 12 1,666 8,496 0 19,498 22,988 600 1,261 947 0 4,749 4,839
Changes from: October 17, 2017 Total Change is: 7,428
7,541 -868 -2 276 320 0 -500 6,940 -271 105 361 0 279 948
Percent of Open Interest Represented by Each Category of Trader
32.5 8.0 0.0 4.0 20.6 0.0 47.3 55.8 1.5 3.1 2.3 0.0 11.5 11.7
Number of Traders in Each Category Total Traders: 81
9 . . 7 6 0 22 28 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 21,233
Positions
5,486 15,200 2,500 460 1,470 0 11,282 1,173 117 206 0 0 1,182 773
Changes from: October 17, 2017 Total Change is: 1,999
294 0 1,500 -1,205 521 0 1,267 80 1 206 -100 0 -64 -3
Percent of Open Interest Represented by Each Category of Trader
25.8 71.6 11.8 2.2 6.9 0.0 53.1 5.5 0.6 1.0 0.0 0.0 5.6 3.6
Number of Traders in Each Category Total Traders: 30
4 . . . 4 0 12 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 82,070
Positions
8,320 54,176 1,106 13,511 2,789 100 41,775 6,303 3,587 1,894 2,371 484 11,294 11,155
Changes from: October 17, 2017 Total Change is: 2,357
1,379 1,388 -88 347 501 14 -125 -664 721 251 -139 126 -268 498
Percent of Open Interest Represented by Each Category of Trader
10.1 66.0 1.3 16.5 3.4 0.1 50.9 7.7 4.4 2.3 2.9 0.6 13.8 13.6
Number of Traders in Each Category Total Traders: 133
12 26 6 14 5 . 40 20 13 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 164,140
Positions
16,640 108,353 2,212 27,021 5,577 200 83,551 12,606 7,174 3,789 4,742 967 22,587 22,309
Changes from: October 17, 2017 Total Change is: 4,713
2,758 2,775 -176 693 1,002 27 -250 -1,329 1,443 503 -277 252 -536 996
Percent of Open Interest Represented by Each Category of Trader
10.1 66.0 1.3 16.5 3.4 0.1 50.9 7.7 4.4 2.3 2.9 0.6 13.8 13.6
Number of Traders in Each Category Total Traders: 133
12 26 6 14 5 . 40 20 13 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 932,525
Positions
58,498 147,551 51,972 324,875 164,251 80,211 79,873 121,685 168,762 27,808 50,371 43,738 96,786 103,983
Changes from: October 17, 2017 Total Change is: 20,051
7,422 13,437 4,513 -1,574 -741 6,483 4,658 2,691 -2,977 678 -465 1,250 -401 -4,139
Percent of Open Interest Represented by Each Category of Trader
6.3 15.8 5.6 34.8 17.6 8.6 8.6 13.0 18.1 3.0 5.4 4.7 10.4 11.2
Number of Traders in Each Category Total Traders: 710
39 42 44 135 100 107 91 141 132 107 55 97
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 157,706
Positions
23,699 17,750 11,090 8,683 14,573 21,360 5,532 12,002 44,517 6,543 305 7,330 28,952 28,779
Changes from: October 17, 2017 Total Change is: 7,557
2,574 1,672 280 103 1,370 4,417 2,022 2,006 -1,723 1,087 -139 -912 -291 585
Percent of Open Interest Represented by Each Category of Trader
15.0 11.3 7.0 5.5 9.2 13.5 3.5 7.6 28.2 4.1 0.2 4.6 18.4 18.2
Number of Traders in Each Category Total Traders: 67
7 6 7 5 5 . 10 22 28 7 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 19,079
Positions
16,593 7,695 0 0 8,154 66 0 2,033 205 417 0 0 1,798 926
Changes from: October 17, 2017 Total Change is: -2,694
-2,094 -304 0 0 -2,432 -172 -616 12 -12 0 0 0 200 214
Percent of Open Interest Represented by Each Category of Trader
87.0 40.3 0.0 0.0 42.7 0.3 0.0 10.7 1.1 2.2 0.0 0.0 9.4 4.9
Number of Traders in Each Category Total Traders: 20
8 4 0 0 4 . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 3,874,093
Positions
253,774 728,784 124,632 1,583,491 750,919 291,725 427,717 604,427 565,211 112,494 256,500 175,877 339,171 376,019
Changes from: October 17, 2017 Total Change is: 62,471
31,729 66,313 13,674 -8,254 -10,427 10,198 36,697 26,940 -29,792 2,130 2,541 6,641 -553 -23,617
Percent of Open Interest Represented by Each Category of Trader
6.6 18.8 3.2 40.9 19.4 7.5 11.0 15.6 14.6 2.9 6.6 4.5 8.8 9.7
Number of Traders in Each Category Total Traders: 694
36 44 43 133 99 105 90 136 124 103 53 93
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,022
Positions
1,065 28,481 0 10,535 276 516 14,204 0 0 275 0 0 3,427 749
Changes from: October 17, 2017 Total Change is: 2,349
5 2,187 0 1,404 -45 0 477 0 0 275 0 0 188 207
Percent of Open Interest Represented by Each Category of Trader
3.5 94.9 0.0 35.1 0.9 1.7 47.3 0.0 0.0 0.9 0.0 0.0 11.4 2.5
Number of Traders in Each Category Total Traders: 26
. 9 0 5 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 22,296
Positions
16,589 6,974 1 1,669 12,545 494 1,881 815 0 0 280 0 1,662 1,187
Changes from: October 17, 2017 Total Change is: -227
-365 -876 1 -293 0 206 226 291 0 0 0 0 -2 151
Percent of Open Interest Represented by Each Category of Trader
74.4 31.3 0.0 7.5 56.3 2.2 8.4 3.7 0.0 0.0 1.3 0.0 7.5 5.3
Number of Traders in Each Category Total Traders: 25
10 4 . . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 92,043
Positions
3,678 42,413 455 42,566 36,652 3,735 27,670 3,415 1,265 0 532 0 12,674 3,576
Changes from: October 17, 2017 Total Change is: -376
31 -663 26 -5 -712 -96 -251 383 352 0 0 0 -433 334
Percent of Open Interest Represented by Each Category of Trader
4.0 46.1 0.5 46.2 39.8 4.1 30.1 3.7 1.4 0.0 0.6 0.0 13.8 3.9
Number of Traders in Each Category Total Traders: 87
. 10 . 27 18 12 22 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 58,841
Positions
11,438 14,915 2,605 12,603 10,523 1,234 18,435 14,758 2,046 1,701 3,387 1,110 7,669 8,263
Changes from: October 17, 2017 Total Change is: -55
-1,097 589 598 -1,099 -1,055 302 867 590 -215 154 -84 -167 602 -613
Percent of Open Interest Represented by Each Category of Trader
19.4 25.3 4.4 21.4 17.9 2.1 31.3 25.1 3.5 2.9 5.8 1.9 13.0 14.0
Number of Traders in Each Category Total Traders: 291
19 25 10 44 24 15 55 67 31 19 38 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 294,206
Positions
57,188 74,573 13,025 63,013 52,617 6,171 92,176 73,788 10,231 8,507 16,934 5,550 38,344 41,317
Changes from: October 17, 2017 Total Change is: -277
-5,487 2,946 2,990 -5,495 -5,276 1,510 4,336 2,950 -1,077 772 -420 -834 3,008 -3,066
Percent of Open Interest Represented by Each Category of Trader
19.4 25.3 4.4 21.4 17.9 2.1 31.3 25.1 3.5 2.9 5.8 1.9 13.0 14.0
Number of Traders in Each Category Total Traders: 291
19 25 10 44 24 15 55 67 31 19 38 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 548,305
Positions
20,170 181,329 3,550 253,387 147,703 36,545 170,572 144,884 13,159 29,650 7,361 1,316 19,956 12,457
Changes from: October 17, 2017 Total Change is: -15,776
121 -5,513 338 -8,827 -236 11 -4,464 -8,915 550 -2,121 22 -475 -909 -1,558
Percent of Open Interest Represented by Each Category of Trader
3.7 33.1 0.6 46.2 26.9 6.7 31.1 26.4 2.4 5.4 1.3 0.2 3.6 2.3
Number of Traders in Each Category Total Traders: 290
15 28 5 71 40 33 63 46 20 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 64,959
Positions
27,744 29,175 1,219 6,455 458 172 11,029 22,045 762 8,696 1,793 292 8,590 9,043
Changes from: October 17, 2017 Total Change is: 196
2,138 3,566 138 120 -1,405 0 -334 -336 -118 -158 -581 0 -1,590 -1,068
Percent of Open Interest Represented by Each Category of Trader
42.7 44.9 1.9 9.9 0.7 0.3 17.0 33.9 1.2 13.4 2.8 0.4 13.2 13.9
Number of Traders in Each Category Total Traders: 89
20 14 . 7 . . 14 20 5 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 42,608
Positions
2,713 26,760 0 21,468 1,325 572 5,612 2,282 285 4,176 6,611 380 7,402 4,393
Changes from: October 17, 2017 Total Change is: 2,206
-3 2,051 0 1,878 374 11 1,142 40 -282 -62 1,036 0 -478 -1,024
Percent of Open Interest Represented by Each Category of Trader
6.4 62.8 0.0 50.4 3.1 1.3 13.2 5.4 0.7 9.8 15.5 0.9 17.4 10.3
Number of Traders in Each Category Total Traders: 53
. 9 0 18 . 5 8 5 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 60,050
Positions
5,229 17,802 2,819 23,582 2,358 759 13,952 15,346 1,172 2,302 2,895 0 10,235 16,899
Changes from: October 17, 2017 Total Change is: 4,152
-888 4,322 -1,064 6,298 459 17 -2,083 1,577 460 184 540 0 1,228 -2,159
Percent of Open Interest Represented by Each Category of Trader
8.7 29.6 4.7 39.3 3.9 1.3 23.2 25.6 2.0 3.8 4.8 0.0 17.0 28.1
Number of Traders in Each Category Total Traders: 85
11 10 . 16 4 5 17 18 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 291,384
Positions
10,527 183,882 3,613 193,125 70,715 16,462 51,797 6,753 3,718 2,421 1,254 0 9,721 4,987
Changes from: October 17, 2017 Total Change is: 5,571
3,149 5,774 2,169 -229 -3,234 470 -677 511 -5 -164 -102 0 858 -12
Percent of Open Interest Represented by Each Category of Trader
3.6 63.1 1.2 66.3 24.3 5.6 17.8 2.3 1.3 0.8 0.4 0.0 3.3 1.7
Number of Traders in Each Category Total Traders: 148
8 13 6 52 27 21 32 9 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 1,086,799
Positions
42,704 779,106 5,003 644,603 155,239 70,425 235,530 29,807 17,728 42,264 18,521 457 28,085 10,513
Changes from: October 17, 2017 Total Change is: 22,103
9,290 4,704 -780 7,632 15,608 -745 3,136 1,974 3,052 1,072 -13 -15 -539 -1,682
Percent of Open Interest Represented by Each Category of Trader
3.9 71.7 0.5 59.3 14.3 6.5 21.7 2.7 1.6 3.9 1.7 0.0 2.6 1.0
Number of Traders in Each Category Total Traders: 367
24 23 8 132 46 46 74 21 18 36 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 109,926
Positions
21,931 41,571 67,200 10,654 0 5 8,874 0 1,118 120 30 0 24 2
Changes from: October 17, 2017 Total Change is: -1,220
-1,720 -1,120 -100 1,000 0 0 -400 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.0 37.8 61.1 9.7 0.0 0.0 8.1 0.0 1.0 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 24, 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 902,150
Positions
7,412 47,166 24,428 292,266 198,694 146,139 119,389 126,232 124,492 18,895 42,533 9,308 159,822 183,160
Changes from: October 17, 2017 Total Change is: 21,352
1,954 -8,879 1,942 -13,137 -3,837 2,131 14,886 15,464 10,732 3,463 -3,841 2,123 -2,743 5,515
Percent of Open Interest Represented by Each Category of Trader
0.8 5.2 2.7 32.4 22.0 16.2 13.2 14.0 13.8 2.1 4.7 1.0 17.7 20.3
Number of Traders in Each Category Total Traders: 180
6 18 18 39 29 39 37 29 47 13 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 849,768
Positions
5,732 140,526 1,300 453,726 46,341 135,762 69,395 383,315 34,659 34,111 6,645 1,172 113,911 100,048
Changes from: October 17, 2017 Total Change is: 2,457
4,174 1,093 1,151 -17,434 -1,054 2,197 5,718 -11,311 6,190 149 -1,873 0 312 6,064
Percent of Open Interest Represented by Each Category of Trader
0.7 16.5 0.2 53.4 5.5 16.0 8.2 45.1 4.1 4.0 0.8 0.1 13.4 11.8
Number of Traders in Each Category Total Traders: 114
. 13 . 48 13 36 15 15 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 1,882,972
Positions
71,498 203,605 35,937 430,383 328,375 195,265 661,833 426,769 194,416 158,241 319,431 14,890 120,509 164,284
Changes from: October 17, 2017 Total Change is: -35,619
-8,710 27,449 -3,370 -17,355 1,705 -1,500 122 -20,259 4,182 -10,290 -48,720 4,706 -3,404 188
Percent of Open Interest Represented by Each Category of Trader
3.8 10.8 1.9 22.9 17.4 10.4 35.1 22.7 10.3 8.4 17.0 0.8 6.4 8.7
Number of Traders in Each Category Total Traders: 286
15 28 13 62 39 53 52 51 45 15 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 4,170,009
Positions
172,490 175,104 221,970 1,138,552 938,744 576,543 601,803 691,682 637,520 331,579 185,295 147,056 342,497 596,095
Changes from: October 17, 2017 Total Change is: 418,689
6,535 11,977 40,152 36,788 58,646 22,962 119,814 51,603 133,626 42,741 47,822 20,043 -3,972 31,859
Percent of Open Interest Represented by Each Category of Trader
4.1 4.2 5.3 27.3 22.5 13.8 14.4 16.6 15.3 8.0 4.4 3.5 8.2 14.3
Number of Traders in Each Category Total Traders: 427
26 37 46 64 96 95 57 89 101 20 38 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 430,156
Positions
18,564 5,046 2,155 141,641 180,030 34,655 121,497 41,593 11,728 12,698 15,509 0 87,218 139,440
Changes from: October 17, 2017 Total Change is: 3,725
4,846 -1,735 -2,075 -3,557 7,452 1,037 1,838 438 -3,606 132 -1,970 0 5,110 4,184
Percent of Open Interest Represented by Each Category of Trader
4.3 1.2 0.5 32.9 41.9 8.1 28.2 9.7 2.7 3.0 3.6 0.0 20.3 32.4
Number of Traders in Each Category Total Traders: 71
4 . . 16 26 27 10 7 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 3,376,871
Positions
74,065 204,512 133,433 1,631,858 742,622 418,882 273,022 830,901 341,171 205,687 271,829 35,946 262,807 397,575
Changes from: October 17, 2017 Total Change is: 141,829
-32,530 12,420 8,626 -1,465 24,874 15,603 51,382 5,629 79,727 -774 -7,169 6,119 15,141 -4,000
Percent of Open Interest Represented by Each Category of Trader
2.2 6.1 4.0 48.3 22.0 12.4 8.1 24.6 10.1 6.1 8.0 1.1 7.8 11.8
Number of Traders in Each Category Total Traders: 325
14 31 27 53 61 68 43 81 78 20 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 1,563,865
Positions
495,743 395,907 431,972 11,718 7,332 20,844 117,006 185,977 320,773 57,833 55,075 69,420 38,556 76,564
Changes from: October 17, 2017 Total Change is: 44,697
9,147 29,880 7,502 -901 -350 -201 19,693 -2,158 6,522 321 -5,991 616 1,999 8,877
Percent of Open Interest Represented by Each Category of Trader
31.7 25.3 27.6 0.7 0.5 1.3 7.5 11.9 20.5 3.7 3.5 4.4 2.5 4.9
Number of Traders in Each Category Total Traders: 154
17 44 50 . 4 . 22 40 42 7 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,517,205
Positions
5,573,648 511,343 3,759,412 44,425 2,589,787 980,253 515,623 2,583,087 9,628,105 728,084 501,932 1,745,551 542,103 1,217,737
Changes from: October 17, 2017 Total Change is: 166,582
86,421 23,658 92,738 1,023 -56,120 -884 -49,860 -35,281 -413 -37,237 -8,510 89,995 -15,201 61,399
Percent of Open Interest Represented by Each Category of Trader
23.7 2.2 16.0 0.2 11.0 4.2 2.2 11.0 40.9 3.1 2.1 7.4 2.3 5.2
Number of Traders in Each Category Total Traders: 343
42 35 69 5 45 41 41 116 124 13 36 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 29,156
Positions
5,430 7,615 0 56 8,047 159 11,942 8,354 0 11,540 4,864 5 24 112
Changes from: October 17, 2017 Total Change is: -235
0 754 0 0 -297 0 -517 -789 0 316 83 0 -34 14
Percent of Open Interest Represented by Each Category of Trader
18.6 26.1 0.0 0.2 27.6 0.5 41.0 28.7 0.0 39.6 16.7 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 45
. 5 0 . 12 . 9 8 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 20,427
Positions
1,597 1,191 0 70 6,801 364 17,790 7,655 0 249 3,984 342 15 90
Changes from: October 17, 2017 Total Change is: -539
-1,573 72 0 -201 151 181 567 -711 0 249 -516 272 -34 12
Percent of Open Interest Represented by Each Category of Trader
7.8 5.8 0.0 0.3 33.3 1.8 87.1 37.5 0.0 1.2 19.5 1.7 0.1 0.4
Number of Traders in Each Category Total Traders: 33
4 4 0 . 7 . 5 7 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 51,235
Positions
1,067 6,213 0 13,867 4,926 1,073 11,057 29,989 2,599 12,681 4,357 55 8,836 2,024
Changes from: October 17, 2017 Total Change is: 4,488
347 301 0 -159 111 170 3,935 3,730 110 337 118 1 -254 -54
Percent of Open Interest Represented by Each Category of Trader
2.1 12.1 0.0 27.1 9.6 2.1 21.6 58.5 5.1 24.8 8.5 0.1 17.2 3.9
Number of Traders in Each Category Total Traders: 156
4 . 0 15 6 . 32 36 19 46 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 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 617,178
Positions
137,842 52,570 24,010 82,796 62,320 111,522 99,691 220,500 81,616 27,106 9,705 17,462 35,133 37,473
Changes from: October 17, 2017 Total Change is: -84,749
-16,891 1,540 -20,600 12,656 1,566 -5,142 -30,668 -36,162 -21,416 -1,255 -3,688 -982 -451 135
Percent of Open Interest Represented by Each Category of Trader
22.3 8.5 3.9 13.4 10.1 18.1 16.2 35.7 13.2 4.4 1.6 2.8 5.7 6.1
Number of Traders in Each Category Total Traders: 267
21 8 14 17 37 23 50 86 56 21 19 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 24, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 56,451
Positions
635 21,776 0 38,451 493 0 10,710 33,944 85 6,478 135 0 92 18
Changes from: October 17, 2017 Total Change is: 5,127
5 0 0 -4 2 0 5,106 5,117 0 13 3 0 7 5
Percent of Open Interest Represented by Each Category of Trader
1.1 38.6 0.0 68.1 0.9 0.0 19.0 60.1 0.2 11.5 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 38
. . 0 8 . 0 9 8 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 27, 2017