Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 126,829
Positions
3,592 56,761 235 42,615 9,406 1,956 32,395 32,533 4,144 5,713 1,758 405 35,774 19,631
Changes from: December 26, 2017 Total Change is: 10,270
105 3,599 59 7,311 -8 39 1,632 8,419 -613 -577 -529 0 2,314 -696
Percent of Open Interest Represented by Each Category of Trader
2.8 44.8 0.2 33.6 7.4 1.5 25.5 25.7 3.3 4.5 1.4 0.3 28.2 15.5
Number of Traders in Each Category Total Traders: 91
. 9 5 19 6 4 27 20 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,662
Positions
33,541 3,936 0 664 7,146 609 31,882 39,868 551 480 1,722 0 7,935 21,830
Changes from: December 26, 2017 Total Change is: -5,993
-363 159 0 43 -1,094 -46 -7,419 -4,178 401 0 -454 0 1,391 -781
Percent of Open Interest Represented by Each Category of Trader
44.3 5.2 0.0 0.9 9.4 0.8 42.1 52.7 0.7 0.6 2.3 0.0 10.5 28.9
Number of Traders in Each Category Total Traders: 49
6 4 0 . 8 . 13 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 211,627
Positions
39,508 44,160 1,341 31,413 65,880 5,448 87,107 57,408 5,476 2,420 7,532 18 38,896 24,364
Changes from: December 26, 2017 Total Change is: 21,234
-6,971 8,521 20 104 -4,125 154 22,237 17,410 -1,036 695 -400 0 6,031 690
Percent of Open Interest Represented by Each Category of Trader
18.7 20.9 0.6 14.8 31.1 2.6 41.2 27.1 2.6 1.1 3.6 0.0 18.4 11.5
Number of Traders in Each Category Total Traders: 126
6 10 5 19 19 6 40 26 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 230,564
Positions
119,477 9,631 733 21,344 31,285 10,665 51,931 138,255 4,884 691 1,166 515 20,324 33,430
Changes from: December 26, 2017 Total Change is: -1,864
-323 548 60 857 -2,925 -454 -4,283 1,833 328 -91 0 483 1,559 -1,737
Percent of Open Interest Represented by Each Category of Trader
51.8 4.2 0.3 9.3 13.6 4.6 22.5 60.0 2.1 0.3 0.5 0.2 8.8 14.5
Number of Traders in Each Category Total Traders: 119
11 5 6 15 22 11 32 30 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 542,622
Positions
39,984 263,080 6,661 241,444 106,773 25,117 103,746 69,216 13,398 23,390 7,559 620 88,262 50,198
Changes from: December 26, 2017 Total Change is: 44,878
-2,093 43,283 336 12,014 1,481 1,244 26,648 -7,319 600 2,074 -2 399 3,656 4,856
Percent of Open Interest Represented by Each Category of Trader
7.4 48.5 1.2 44.5 19.7 4.6 19.1 12.8 2.5 4.3 1.4 0.1 16.3 9.3
Number of Traders in Each Category Total Traders: 260
19 15 13 79 27 39 48 34 20 28 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,916
Positions
626 23,692 10 21,248 3,690 1,560 1,129 5,473 676 538 419 10 13,119 3,386
Changes from: December 26, 2017 Total Change is: 1,063
0 2 0 -24 -884 5 681 1,705 0 0 0 0 401 235
Percent of Open Interest Represented by Each Category of Trader
1.6 60.9 0.0 54.6 9.5 4.0 2.9 14.1 1.7 1.4 1.1 0.0 33.7 8.7
Number of Traders in Each Category Total Traders: 32
. . . 17 . 8 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 123,176
Positions
34,499 11,133 54 10,832 29,470 2,293 44,295 54,001 2,920 485 0 6 27,792 23,299
Changes from: December 26, 2017 Total Change is: 12,651
-679 4,137 -209 4,722 -4,529 -323 3,760 14,111 630 56 0 -6 4,700 -1,160
Percent of Open Interest Represented by Each Category of Trader
28.0 9.0 0.0 8.8 23.9 1.9 36.0 43.8 2.4 0.4 0.0 0.0 22.6 18.9
Number of Traders in Each Category Total Traders: 90
8 10 . 12 14 7 24 20 13 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,474
Positions
0 48,777 227 31,911 0 0 25,039 9,276 0 490 151 0 1,807 1,043
Changes from: December 26, 2017 Total Change is: 2,458
-151 2,172 0 2,338 0 0 217 263 0 33 28 0 21 -5
Percent of Open Interest Represented by Each Category of Trader
0.0 82.0 0.4 53.7 0.0 0.0 42.1 15.6 0.0 0.8 0.3 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 32
0 6 . 4 0 0 13 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 193,802
Positions
25,657 76,105 0 78,473 8,218 145 78,475 88,962 4,551 1,783 10,536 0 4,718 5,285
Changes from: December 26, 2017 Total Change is: 9,259
4,955 0 -1 384 701 0 3,789 6,876 368 238 393 0 -474 922
Percent of Open Interest Represented by Each Category of Trader
13.2 39.3 0.0 40.5 4.2 0.1 40.5 45.9 2.3 0.9 5.4 0.0 2.4 2.7
Number of Traders in Each Category Total Traders: 133
7 4 0 14 10 . 28 48 9 7 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,510
Positions
0 3,545 2,625 7,486 539 0 5,590 9,829 1,147 1,295 900 0 1,367 925
Changes from: December 26, 2017 Total Change is: -1,796
-211 1,607 -1,098 1,980 -222 -42 -792 -706 -844 33 -24 0 -822 -467
Percent of Open Interest Represented by Each Category of Trader
0.0 18.2 13.5 38.4 2.8 0.0 28.7 50.4 5.9 6.6 4.6 0.0 7.0 4.7
Number of Traders in Each Category Total Traders: 37
0 4 . 4 . 0 10 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,141
Positions
30,980 561 0 1,814 2,110 8 8,596 36,534 702 0 523 0 3,041 4,703
Changes from: December 26, 2017 Total Change is: -2,078
-422 405 0 -12 -4,599 0 -2,231 1,807 386 -100 -5 0 301 -72
Percent of Open Interest Represented by Each Category of Trader
68.6 1.2 0.0 4.0 4.7 0.0 19.0 80.9 1.6 0.0 1.2 0.0 6.7 10.4
Number of Traders in Each Category Total Traders: 72
8 . 0 8 8 . 16 27 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,328
Positions
3,253 7,797 0 6,334 176 0 2,112 4,051 282 0 0 0 1,347 1,022
Changes from: December 26, 2017 Total Change is: 729
-46 2 0 -415 -43 0 1,013 637 0 0 0 0 177 133
Percent of Open Interest Represented by Each Category of Trader
24.4 58.5 0.0 47.5 1.3 0.0 15.8 30.4 2.1 0.0 0.0 0.0 10.1 7.7
Number of Traders in Each Category Total Traders: 25
. 4 0 . . 0 9 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 74,369
Positions
6,592 53,255 1,573 16,277 3,773 531 30,843 5,239 3,274 2,909 559 2 12,371 6,165
Changes from: December 26, 2017 Total Change is: 2,074
8 2,146 71 -178 43 289 1,245 57 -269 181 275 2 725 -539
Percent of Open Interest Represented by Each Category of Trader
8.9 71.6 2.1 21.9 5.1 0.7 41.5 7.0 4.4 3.9 0.8 0.0 16.6 8.3
Number of Traders in Each Category Total Traders: 119
14 20 4 19 5 5 37 16 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 148,737
Positions
13,183 106,509 3,145 32,553 7,546 1,061 61,685 10,477 6,547 5,817 1,118 4 24,742 12,330
Changes from: December 26, 2017 Total Change is: 4,148
16 4,292 141 -355 86 578 2,490 113 -537 361 549 4 1,450 -1,078
Percent of Open Interest Represented by Each Category of Trader
8.9 71.6 2.1 21.9 5.1 0.7 41.5 7.0 4.4 3.9 0.8 0.0 16.6 8.3
Number of Traders in Each Category Total Traders: 119
14 20 4 19 5 5 37 16 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 662,131
Positions
47,343 173,860 28,019 325,756 163,384 59,722 69,393 103,396 20,315 26,468 36,288 5,307 79,809 71,841
Changes from: December 26, 2017 Total Change is: -1,806
-1,094 8,822 436 9,779 120 -918 -16,032 -13,154 4,206 686 250 -625 1,756 -943
Percent of Open Interest Represented by Each Category of Trader
7.2 26.3 4.2 49.2 24.7 9.0 10.5 15.6 3.1 4.0 5.5 0.8 12.1 10.8
Number of Traders in Each Category Total Traders: 587
29 48 28 143 90 100 79 113 65 47 38 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,912
Positions
17,870 9,889 1,515 8,583 16,920 379 2,291 5,688 0 2,798 251 0 18,476 17,270
Changes from: December 26, 2017 Total Change is: 237
2,548 -1,276 -2,085 2 2,532 0 -714 1,485 -6 8 -598 0 484 185
Percent of Open Interest Represented by Each Category of Trader
34.4 19.0 2.9 16.5 32.6 0.7 4.4 11.0 0.0 5.4 0.5 0.0 35.6 33.3
Number of Traders in Each Category Total Traders: 42
6 4 . 5 6 . 10 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,051,095
Positions
208,927 881,416 70,956 1,587,828 734,283 294,751 348,963 501,994 88,123 119,379 181,215 25,503 306,665 272,854
Changes from: December 26, 2017 Total Change is: -10,215
-12,260 56,441 6,651 48,549 -12,399 -4,251 -71,788 -68,393 16,260 173 1,023 91 6,360 -5,638
Percent of Open Interest Represented by Each Category of Trader
6.8 28.9 2.3 52.0 24.1 9.7 11.4 16.5 2.9 3.9 5.9 0.8 10.1 8.9
Number of Traders in Each Category Total Traders: 583
28 49 26 142 90 99 79 112 60 46 37 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,126
Positions
4,023 32,860 0 11,356 293 538 13,994 0 0 589 0 0 3,626 435
Changes from: December 26, 2017 Total Change is: -1,356
0 48 0 2 0 0 -1,608 0 0 0 0 0 250 -1,404
Percent of Open Interest Represented by Each Category of Trader
11.8 96.3 0.0 33.3 0.9 1.6 41.0 0.0 0.0 1.7 0.0 0.0 10.6 1.3
Number of Traders in Each Category Total Traders: 27
. 9 0 7 . . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,067
Positions
18,070 10,991 0 2,273 11,987 309 2,000 517 0 0 671 0 2,415 592
Changes from: December 26, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
72.1 43.8 0.0 9.1 47.8 1.2 8.0 2.1 0.0 0.0 2.7 0.0 9.6 2.4
Number of Traders in Each Category Total Traders: 21
6 . 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 92,476
Positions
4,101 45,397 537 41,771 34,627 3,864 26,582 3,220 624 0 260 0 14,997 3,947
Changes from: December 26, 2017 Total Change is: 783
-2 -438 84 -810 233 -105 -140 -184 101 0 0 0 1,655 1,092
Percent of Open Interest Represented by Each Category of Trader
4.4 49.1 0.6 45.2 37.4 4.2 28.7 3.5 0.7 0.0 0.3 0.0 16.2 4.3
Number of Traders in Each Category Total Traders: 83
4 9 . 28 17 13 19 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 55,389
Positions
9,868 10,165 764 15,647 11,080 1,420 17,680 21,248 1,048 2,032 3,000 34 6,896 6,629
Changes from: December 26, 2017 Total Change is: -2,150
-906 214 117 -2,503 -1,032 588 1,126 -2,160 -164 178 -228 -47 -540 561
Percent of Open Interest Represented by Each Category of Trader
17.8 18.4 1.4 28.2 20.0 2.6 31.9 38.4 1.9 3.7 5.4 0.1 12.4 12.0
Number of Traders in Each Category Total Traders: 274
19 21 6 45 35 24 53 53 19 17 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 276,944
Positions
49,341 50,827 3,818 78,236 55,400 7,102 88,400 106,241 5,240 10,158 14,999 171 34,478 33,146
Changes from: December 26, 2017 Total Change is: -10,751
-4,529 1,070 587 -12,515 -5,161 2,939 5,629 -10,798 -818 892 -1,140 -237 -2,699 2,807
Percent of Open Interest Represented by Each Category of Trader
17.8 18.4 1.4 28.2 20.0 2.6 31.9 38.4 1.9 3.7 5.4 0.1 12.4 12.0
Number of Traders in Each Category Total Traders: 274
19 21 6 45 35 24 53 53 19 17 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 590,448
Positions
38,842 168,530 2,328 256,997 219,599 41,035 201,798 135,894 6,899 18,588 2,316 0 23,961 13,847
Changes from: December 26, 2017 Total Change is: 607
1,450 -7,930 170 1,698 451 477 -3,205 6,674 -258 -976 623 -25 1,276 425
Percent of Open Interest Represented by Each Category of Trader
6.6 28.5 0.4 43.5 37.2 6.9 34.2 23.0 1.2 3.1 0.4 0.0 4.1 2.3
Number of Traders in Each Category Total Traders: 301
17 25 4 78 44 39 70 48 23 13 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 23,198
Positions
12,917 12,318 484 1,235 1,046 0 474 2,674 66 1,195 931 180 6,647 5,499
Changes from: December 26, 2017 Total Change is: -652
164 -322 40 -269 73 0 -324 -352 6 0 -72 0 -269 -25
Percent of Open Interest Represented by Each Category of Trader
55.7 53.1 2.1 5.3 4.5 0.0 2.0 11.5 0.3 5.2 4.0 0.8 28.7 23.7
Number of Traders in Each Category Total Traders: 36
10 6 . 4 . 0 . 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,475
Positions
834 22,273 0 21,954 1,312 349 7,142 3,556 82 1,411 9,051 268 8,435 3,584
Changes from: December 26, 2017 Total Change is: 1,360
-124 0 -6 1,285 -12 -56 -421 678 0 35 899 0 647 -143
Percent of Open Interest Represented by Each Category of Trader
2.1 55.0 0.0 54.2 3.2 0.9 17.6 8.8 0.2 3.5 22.4 0.7 20.8 8.9
Number of Traders in Each Category Total Traders: 46
. 4 0 16 . 5 8 6 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 52,788
Positions
2,286 11,598 1,284 24,276 1,801 1,374 11,169 10,350 128 2,992 1,146 0 9,279 25,107
Changes from: December 26, 2017 Total Change is: 821
627 -1,639 641 -1,110 -385 78 2,037 -16 76 432 0 0 -1,960 2,066
Percent of Open Interest Represented by Each Category of Trader
4.3 22.0 2.4 46.0 3.4 2.6 21.2 19.6 0.2 5.7 2.2 0.0 17.6 47.6
Number of Traders in Each Category Total Traders: 75
9 10 5 17 . 5 18 12 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 289,845
Positions
21,816 182,271 5,275 176,362 62,920 18,672 38,428 12,283 1,896 18,553 1,281 0 8,843 5,247
Changes from: December 26, 2017 Total Change is: -4,097
542 -4,363 312 -6,302 -1,180 974 389 447 -109 723 0 0 -626 -178
Percent of Open Interest Represented by Each Category of Trader
7.5 62.9 1.8 60.8 21.7 6.4 13.3 4.2 0.7 6.4 0.4 0.0 3.1 1.8
Number of Traders in Each Category Total Traders: 153
8 12 8 58 26 20 33 8 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 995,568
Positions
31,877 683,462 5,807 608,345 149,560 63,891 188,891 48,628 20,388 49,115 14,377 675 26,579 8,780
Changes from: December 26, 2017 Total Change is: 22,850
-6,254 25,174 -49 17,022 -1,217 1,786 7,253 -2,469 178 2,550 -414 -119 483 -20
Percent of Open Interest Represented by Each Category of Trader
3.2 68.7 0.6 61.1 15.0 6.4 19.0 4.9 2.0 4.9 1.4 0.1 2.7 0.9
Number of Traders in Each Category Total Traders: 387
23 22 8 144 48 47 78 28 17 38 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 92,956
Positions
13,953 30,426 61,877 9,637 0 5 6,702 0 618 120 30 0 44 0
Changes from: December 26, 2017 Total Change is: -2,972
-520 360 -3,332 0 0 0 880 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
15.0 32.7 66.6 10.4 0.0 0.0 7.2 0.0 0.7 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
4 12 8 5 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 759,768
Positions
10,809 51,750 3,590 301,203 270,913 119,274 133,540 108,123 23,347 15,834 31,034 0 152,171 151,737
Changes from: December 26, 2017 Total Change is: -7,874
-3,146 -18,111 -3,492 -5,055 8,739 4,233 2,126 6,549 -8,290 -2,763 7,635 -292 8,805 -4,845
Percent of Open Interest Represented by Each Category of Trader
1.4 6.8 0.5 39.6 35.7 15.7 17.6 14.2 3.1 2.1 4.1 0.0 20.0 20.0
Number of Traders in Each Category Total Traders: 167
6 18 4 41 33 35 21 36 18 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 878,305
Positions
7,595 128,129 128 489,338 85,591 145,462 60,651 402,566 16,882 41,612 7,719 1,155 115,482 90,673
Changes from: December 26, 2017 Total Change is: -4,311
-130 -3,978 20 12,817 711 -2,416 -209 12,242 -10,547 4,936 0 -8 -8,774 -335
Percent of Open Interest Represented by Each Category of Trader
0.9 14.6 0.0 55.7 9.7 16.6 6.9 45.8 1.9 4.7 0.9 0.1 13.1 10.3
Number of Traders in Each Category Total Traders: 118
. 14 . 46 16 36 16 17 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,800,461
Positions
96,293 165,672 11,659 571,973 361,043 221,092 508,552 525,196 64,067 200,153 285,499 2,634 124,038 163,599
Changes from: December 26, 2017 Total Change is: 14,540
20,343 -20,209 1,151 -3 -5,609 7,096 -1,862 32,314 -21,598 3,022 20,273 355 6,036 767
Percent of Open Interest Represented by Each Category of Trader
5.3 9.2 0.6 31.8 20.1 12.3 28.2 29.2 3.6 11.1 15.9 0.1 6.9 9.1
Number of Traders in Each Category Total Traders: 309
20 24 11 70 40 55 54 58 30 22 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,255,430
Positions
135,172 124,250 39,649 1,319,458 950,445 463,343 490,538 840,816 135,431 323,675 136,962 23,136 325,028 541,398
Changes from: December 26, 2017 Total Change is: -34,289
-24,129 6,947 -7,259 36,561 28,710 -12,071 27,390 -35,907 -33,491 -16,229 -1,267 -2,811 -2,250 22,860
Percent of Open Interest Represented by Each Category of Trader
4.2 3.8 1.2 40.5 29.2 14.2 15.1 25.8 4.2 9.9 4.2 0.7 10.0 16.6
Number of Traders in Each Category Total Traders: 385
21 32 12 59 95 80 41 94 48 25 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 519,475
Positions
24,024 24,202 4,090 121,715 209,443 50,854 191,928 71,198 12,713 19,082 9,859 0 95,069 137,116
Changes from: December 26, 2017 Total Change is: 11,201
1,582 6,775 308 1,044 14,144 3,573 11,281 673 -3,034 330 -2,660 0 -3,883 -8,578
Percent of Open Interest Represented by Each Category of Trader
4.6 4.7 0.8 23.4 40.3 9.8 36.9 13.7 2.4 3.7 1.9 0.0 18.3 26.4
Number of Traders in Each Category Total Traders: 88
5 6 . 15 34 30 12 12 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,105,956
Positions
88,195 241,606 44,167 1,558,272 619,557 430,612 364,124 952,743 134,159 225,190 246,285 8,745 252,492 428,082
Changes from: December 26, 2017 Total Change is: 11,304
-33,043 -2,491 -1,101 20,816 10,517 2,575 30,106 26,039 -25,404 15,614 3,756 175 1,566 -2,762
Percent of Open Interest Represented by Each Category of Trader
2.8 7.8 1.4 50.2 19.9 13.9 11.7 30.7 4.3 7.3 7.9 0.3 8.1 13.8
Number of Traders in Each Category Total Traders: 314
12 29 7 63 60 72 43 63 35 21 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,395,717
Positions
420,396 190,398 483,651 65,194 2,709 59,274 25,746 277,204 228,937 38,085 54,246 44,963 29,471 54,335
Changes from: December 26, 2017 Total Change is: -88,828
-1,054 -18,313 -39,020 2,020 42 -2,535 -11,844 -13,630 -2,052 -10,177 9,439 -22,967 -1,199 208
Percent of Open Interest Represented by Each Category of Trader
30.1 13.6 34.7 4.7 0.2 4.2 1.8 19.9 16.4 2.7 3.9 3.2 2.1 3.9
Number of Traders in Each Category Total Traders: 149
26 30 49 . . 7 16 45 46 9 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,745,082
Positions
6,202,118 481,063 2,106,703 15,136 2,512,751 832,320 576,812 2,618,616 1,847,623 103,373 500,519 576,830 484,167 1,268,657
Changes from: December 26, 2017 Total Change is: 140,702
76,714 -106,618 71,803 8,906 15,472 3,989 29,476 117,791 28,601 -83,273 25,465 10,331 -5,845 -26,132
Percent of Open Interest Represented by Each Category of Trader
48.7 3.8 16.5 0.1 19.7 6.5 4.5 20.5 14.5 0.8 3.9 4.5 3.8 10.0
Number of Traders in Each Category Total Traders: 298
36 37 71 4 36 33 40 89 95 13 22 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,514
Positions
5,523 4,913 0 57 8,380 123 7,115 7,708 0 12,679 4,230 0 17 160
Changes from: December 26, 2017 Total Change is: 602
69 414 0 0 83 0 554 173 0 -14 -120 0 -7 52
Percent of Open Interest Represented by Each Category of Trader
21.6 19.3 0.0 0.2 32.8 0.5 27.9 30.2 0.0 49.7 16.6 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 47
. 7 0 . 13 . 5 9 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 21,440
Positions
3,395 5,001 0 69 5,016 458 17,026 7,950 0 464 2,879 23 5 113
Changes from: December 26, 2017 Total Change is: 278
553 75 0 0 -10 0 -228 382 0 -23 -165 0 -24 -4
Percent of Open Interest Represented by Each Category of Trader
15.8 23.3 0.0 0.3 23.4 2.1 79.4 37.1 0.0 2.2 13.4 0.1 0.0 0.5
Number of Traders in Each Category Total Traders: 33
. 4 0 . 8 . . 10 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,065
Positions
39 0 15 0 0 0 274 380 259 1,043 2,664 97 2,338 650
Changes from: December 26, 2017 Total Change is: 328
0 0 0 0 0 0 15 -758 186 109 769 68 -50 63
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.4 0.0 0.0 0.0 6.7 9.3 6.4 25.7 65.5 2.4 57.5 16.0
Number of Traders in Each Category Total Traders: 39
. 0 . 0 0 0 5 7 5 15 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 52,638
Positions
158 13,678 0 9,589 11,040 573 20,687 20,573 1,954 11,958 1,246 106 7,613 3,468
Changes from: December 26, 2017 Total Change is: 8,496
-142 400 0 -2,046 3,652 -343 12,543 2,509 753 -2,915 314 80 566 1,131
Percent of Open Interest Represented by Each Category of Trader
0.3 26.0 0.0 18.2 21.0 1.1 39.3 39.1 3.7 22.7 2.4 0.2 14.5 6.6
Number of Traders in Each Category Total Traders: 143
. . 0 12 9 . 28 40 12 44 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 562,302
Positions
103,362 50,529 19,922 80,167 94,832 103,606 116,366 163,800 75,500 17,445 6,477 16,683 29,251 30,953
Changes from: December 26, 2017 Total Change is: 10,907
-2,870 -1,883 4,200 336 5,427 3,056 -3,187 -1,692 6,540 2,752 -135 -2,081 2,161 -2,525
Percent of Open Interest Represented by Each Category of Trader
18.4 9.0 3.5 14.3 16.9 18.4 20.7 29.1 13.4 3.1 1.2 3.0 5.2 5.5
Number of Traders in Each Category Total Traders: 257
19 7 17 26 36 24 60 64 54 21 10 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 2, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 71,818
Positions
1,125 0 0 39,975 1,370 166 29,530 70,042 85 798 127 0 139 28
Changes from: December 26, 2017 Total Change is: 20,286
52 -100 0 411 1,202 0 19,765 19,216 -23 45 -3 0 36 -6
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 55.7 1.9 0.2 41.1 97.5 0.1 1.1 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 40
4 0 0 8 . . 10 6 . 9 . 0
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Updated January 5, 2018