Traders in Financial Futures - Futures Only Positions as of February 20, 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 144,832
Positions
6,597 85,731 909 35,910 11,064 3,192 47,338 16,525 6,757 5,087 1,454 576 38,466 18,624
Changes from: February 13, 2018 Total Change is: -10,430
427 -7,844 -527 -983 283 149 -13,121 -3,831 1,111 520 362 197 1,797 -330
Percent of Open Interest Represented by Each Category of Trader
4.6 59.2 0.6 24.8 7.6 2.2 32.7 11.4 4.7 3.5 1.0 0.4 26.6 12.9
Number of Traders in Each Category Total Traders: 89
. 11 6 17 6 4 24 21 16 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 69,137
Positions
23,746 18,285 57 5,165 5,235 404 24,663 29,187 1,453 480 1,568 0 13,169 12,948
Changes from: February 13, 2018 Total Change is: -5,514
-4,527 -606 0 660 2 0 -1,085 -5,061 119 0 -208 0 -681 240
Percent of Open Interest Represented by Each Category of Trader
34.3 26.4 0.1 7.5 7.6 0.6 35.7 42.2 2.1 0.7 2.3 0.0 19.0 18.7
Number of Traders in Each Category Total Traders: 44
. 5 . 4 5 . 11 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 188,118
Positions
42,036 55,158 4,498 27,219 62,587 3,616 64,567 22,703 7,900 1,426 9,139 0 36,856 22,517
Changes from: February 13, 2018 Total Change is: -5,208
-2,581 -5,070 134 -680 -2,367 0 -2,511 713 371 104 -80 0 -45 1,091
Percent of Open Interest Represented by Each Category of Trader
22.3 29.3 2.4 14.5 33.3 1.9 34.3 12.1 4.2 0.8 4.9 0.0 19.6 12.0
Number of Traders in Each Category Total Traders: 117
8 8 . 19 19 6 33 20 22 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 271,271
Positions
114,961 103,524 1,018 35,823 10,885 9,312 65,560 114,562 4,795 2,390 778 254 37,158 26,143
Changes from: February 13, 2018 Total Change is: 11,101
-984 19,546 169 3,614 388 -163 3,848 -9,287 1,148 570 -932 6 2,893 226
Percent of Open Interest Represented by Each Category of Trader
42.4 38.2 0.4 13.2 4.0 3.4 24.2 42.2 1.8 0.9 0.3 0.1 13.7 9.6
Number of Traders in Each Category Total Traders: 124
9 10 7 24 13 11 34 26 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 567,534
Positions
80,317 309,421 6,844 253,038 111,311 20,517 82,318 53,036 12,986 22,087 6,434 1,469 87,958 45,516
Changes from: February 13, 2018 Total Change is: 3,301
4,606 -2,411 -1,339 -611 -3,923 643 -4,369 1,135 -111 630 -797 163 3,689 9,941
Percent of Open Interest Represented by Each Category of Trader
14.2 54.5 1.2 44.6 19.6 3.6 14.5 9.3 2.3 3.9 1.1 0.3 15.5 8.0
Number of Traders in Each Category Total Traders: 261
20 12 13 84 29 39 47 35 27 25 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 35,425
Positions
0 21,999 0 18,581 1,043 1,302 435 5,803 321 0 771 5 14,781 4,181
Changes from: February 13, 2018 Total Change is: -4
0 296 0 309 90 4 435 -34 -352 0 0 0 -400 -8
Percent of Open Interest Represented by Each Category of Trader
0.0 62.1 0.0 52.5 2.9 3.7 1.2 16.4 0.9 0.0 2.2 0.0 41.7 11.8
Number of Traders in Each Category Total Traders: 27
0 . 0 16 . 6 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,953
Positions
1,679 8,506 417 11,239 5,515 2,441 2,601 4,624 11 0 0 0 7,565 4,439
Changes from: February 13, 2018 Total Change is: -103
-328 326 3 -1,284 21 317 1,398 -1,111 0 0 0 0 -209 341
Percent of Open Interest Represented by Each Category of Trader
6.5 32.8 1.6 43.3 21.2 9.4 10.0 17.8 0.0 0.0 0.0 0.0 29.1 17.1
Number of Traders in Each Category Total Traders: 21
. . . 8 . 8 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 111,159
Positions
14,978 45,698 1,385 12,530 17,979 1,976 48,671 18,005 2,168 564 618 145 28,742 23,185
Changes from: February 13, 2018 Total Change is: -2,808
-578 281 154 -1,090 276 7 -802 -3,369 -407 38 -980 27 -157 1,203
Percent of Open Interest Represented by Each Category of Trader
13.5 41.1 1.2 11.3 16.2 1.8 43.8 16.2 2.0 0.5 0.6 0.1 25.9 20.9
Number of Traders in Each Category Total Traders: 81
9 8 7 12 10 5 25 14 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 49,016
Positions
976 46,423 226 13,476 0 0 32,230 1,433 11 502 0 0 1,595 923
Changes from: February 13, 2018 Total Change is: -406
391 -51 -4 -1,832 0 0 1,077 -274 11 2 -110 0 -51 22
Percent of Open Interest Represented by Each Category of Trader
2.0 94.7 0.5 27.5 0.0 0.0 65.8 2.9 0.0 1.0 0.0 0.0 3.3 1.9
Number of Traders in Each Category Total Traders: 29
. 5 . 4 0 0 14 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 196,447
Positions
5,794 97,240 20 80,964 15,778 0 98,547 68,158 2,032 2,158 9,188 0 6,932 4,031
Changes from: February 13, 2018 Total Change is: -70
-1,827 -3,886 -3 7,362 -2,590 0 -5,632 7,669 -594 114 -602 0 510 -64
Percent of Open Interest Represented by Each Category of Trader
2.9 49.5 0.0 41.2 8.0 0.0 50.2 34.7 1.0 1.1 4.7 0.0 3.5 2.1
Number of Traders in Each Category Total Traders: 135
. 9 . 18 7 0 44 33 4 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 35,697
Positions
411 19,131 3 5,668 12,891 0 26,768 1,892 248 815 785 3 1,781 744
Changes from: February 13, 2018 Total Change is: 8,126
202 0 0 61 8,137 0 7,355 -28 64 77 5 0 367 -52
Percent of Open Interest Represented by Each Category of Trader
1.2 53.6 0.0 15.9 36.1 0.0 75.0 5.3 0.7 2.3 2.2 0.0 5.0 2.1
Number of Traders in Each Category Total Traders: 30
. . . . . 0 13 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 54,483
Positions
18,680 17,947 191 6,347 3,202 0 23,622 27,586 570 232 547 0 4,841 4,440
Changes from: February 13, 2018 Total Change is: 744
-423 -491 7 125 159 0 600 451 157 119 217 0 159 244
Percent of Open Interest Represented by Each Category of Trader
34.3 32.9 0.4 11.6 5.9 0.0 43.4 50.6 1.0 0.4 1.0 0.0 8.9 8.1
Number of Traders in Each Category Total Traders: 79
4 6 . 12 . 0 28 19 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 14,661
Positions
0 7,957 2,500 8,050 510 0 2,175 2,267 411 0 219 0 1,525 797
Changes from: February 13, 2018 Total Change is: 309
-459 279 459 295 510 0 -199 -1,009 207 0 0 0 6 -137
Percent of Open Interest Represented by Each Category of Trader
0.0 54.3 17.1 54.9 3.5 0.0 14.8 15.5 2.8 0.0 1.5 0.0 10.4 5.4
Number of Traders in Each Category Total Traders: 25
0 5 . 4 . 0 9 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 58,963
Positions
18,157 33,786 1,536 11,045 1,072 303 16,456 11,961 997 1,297 1,783 0 9,173 7,527
Changes from: February 13, 2018 Total Change is: -4,121
-2,214 -3,100 92 -773 997 29 -924 1,150 -121 -566 -3,856 0 354 688
Percent of Open Interest Represented by Each Category of Trader
30.8 57.3 2.6 18.7 1.8 0.5 27.9 20.3 1.7 2.2 3.0 0.0 15.6 12.8
Number of Traders in Each Category Total Traders: 103
16 16 4 12 4 . 34 13 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 117,925
Positions
36,314 67,572 3,072 22,089 2,143 606 32,912 23,921 1,993 2,594 3,565 0 18,345 15,053
Changes from: February 13, 2018 Total Change is: -8,242
-4,427 -6,200 184 -1,545 1,994 58 -1,847 2,299 -241 -1,132 -7,711 0 708 1,375
Percent of Open Interest Represented by Each Category of Trader
30.8 57.3 2.6 18.7 1.8 0.5 27.9 20.3 1.7 2.2 3.0 0.0 15.6 12.8
Number of Traders in Each Category Total Traders: 103
16 16 4 12 4 . 34 13 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 743,270
Positions
67,771 199,084 66,460 322,053 151,132 55,932 75,499 108,621 35,434 32,164 45,979 5,732 82,225 74,896
Changes from: February 13, 2018 Total Change is: -2,713
8,233 4,478 5,938 13,992 -3,975 -8,302 -9,792 9,554 -8,208 600 308 956 -6,131 -3,461
Percent of Open Interest Represented by Each Category of Trader
9.1 26.8 8.9 43.3 20.3 7.5 10.2 14.6 4.8 4.3 6.2 0.8 11.1 10.1
Number of Traders in Each Category Total Traders: 606
33 44 31 157 90 105 79 118 81 42 40 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 77,811
Positions
38,424 23,039 400 9,086 12,321 1,210 7,821 17,530 0 3,011 1,885 0 17,859 21,426
Changes from: February 13, 2018 Total Change is: 170
825 6,604 -251 128 1,013 -128 -456 -707 0 -352 134 0 404 -6,495
Percent of Open Interest Represented by Each Category of Trader
49.4 29.6 0.5 11.7 15.8 1.6 10.1 22.5 0.0 3.9 2.4 0.0 23.0 27.5
Number of Traders in Each Category Total Traders: 60
11 9 . 6 6 4 8 13 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 22,637
Positions
20,335 6,630 0 335 11,431 268 0 2,339 77 0 1,223 0 1,622 669
Changes from: February 13, 2018 Total Change is: -1,820
-1,612 -11 0 -226 -1,846 0 0 300 0 0 -397 0 18 134
Percent of Open Interest Represented by Each Category of Trader
89.8 29.3 0.0 1.5 50.5 1.2 0.0 10.3 0.3 0.0 5.4 0.0 7.2 3.0
Number of Traders in Each Category Total Traders: 21
6 5 0 . 5 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 14,388
Positions
1,212 13,495 0 5,806 0 291 4,016 0 0 738 0 0 2,325 602
Changes from: February 13, 2018 Total Change is: 254
252 244 0 5 0 0 6 0 0 0 0 0 -9 10
Percent of Open Interest Represented by Each Category of Trader
8.4 93.8 0.0 40.4 0.0 2.0 27.9 0.0 0.0 5.1 0.0 0.0 16.2 4.2
Number of Traders in Each Category Total Traders: 23
. 8 0 7 0 . 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 3,327,297
Positions
319,887 1,053,378 157,146 1,567,355 696,574 271,092 418,900 535,965 96,660 146,263 220,968 28,162 321,832 267,352
Changes from: February 13, 2018 Total Change is: -14,416
40,066 -7,608 27,919 68,603 -25,661 -40,150 -51,138 46,846 -36,582 2,867 -1,022 6,673 -32,674 15,169
Percent of Open Interest Represented by Each Category of Trader
9.6 31.7 4.7 47.1 20.9 8.1 12.6 16.1 2.9 4.4 6.6 0.8 9.7 8.0
Number of Traders in Each Category Total Traders: 600
31 46 28 157 88 103 76 121 73 42 39 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 29,745
Positions
6,960 27,831 3 5,630 0 1,451 11,742 0 0 825 0 0 3,134 460
Changes from: February 13, 2018 Total Change is: 298
-622 217 3 1,235 0 0 -295 0 0 243 0 0 -266 78
Percent of Open Interest Represented by Each Category of Trader
23.4 93.6 0.0 18.9 0.0 4.9 39.5 0.0 0.0 2.8 0.0 0.0 10.5 1.5
Number of Traders in Each Category Total Traders: 28
. 10 . 8 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 14,032
Positions
7,071 8,137 0 3,742 2,638 1,375 0 1,148 94 321 0 0 1,429 640
Changes from: February 13, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
50.4 58.0 0.0 26.7 18.8 9.8 0.0 8.2 0.7 2.3 0.0 0.0 10.2 4.6
Number of Traders in Each Category Total Traders: 22
5 8 0 5 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 24,420
Positions
17,855 17,902 0 1,452 2,895 266 4,063 521 0 0 1,742 0 784 1,094
Changes from: February 13, 2018 Total Change is: -2,151
-1,901 -71 0 -45 -2,027 0 1,872 -300 0 0 0 0 -2,077 247
Percent of Open Interest Represented by Each Category of Trader
73.1 73.3 0.0 5.9 11.9 1.1 16.6 2.1 0.0 0.0 7.1 0.0 3.2 4.5
Number of Traders in Each Category Total Traders: 21
7 4 0 . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 75,510
Positions
6,525 26,407 656 36,247 34,300 5,025 14,797 2,574 1,188 0 1,101 0 11,072 4,259
Changes from: February 13, 2018 Total Change is: -925
-394 242 -153 1,765 -2,302 118 -1,727 592 188 0 -10 0 -722 400
Percent of Open Interest Represented by Each Category of Trader
8.6 35.0 0.9 48.0 45.4 6.7 19.6 3.4 1.6 0.0 1.5 0.0 14.7 5.6
Number of Traders in Each Category Total Traders: 78
7 7 . 29 14 12 14 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 46,459
Positions
16,837 5,278 3,195 8,641 12,144 815 8,272 15,396 499 2,138 2,018 78 5,984 7,036
Changes from: February 13, 2018 Total Change is: 453
1,913 428 878 273 -1,277 -90 -2,005 -355 -246 -407 -300 14 124 1,402
Percent of Open Interest Represented by Each Category of Trader
36.2 11.4 6.9 18.6 26.1 1.8 17.8 33.1 1.1 4.6 4.3 0.2 12.9 15.1
Number of Traders in Each Category Total Traders: 248
27 13 7 41 30 24 38 60 15 16 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 232,293
Positions
84,183 26,390 15,975 43,205 60,721 4,074 41,359 76,980 2,493 10,690 10,088 392 29,922 35,180
Changes from: February 13, 2018 Total Change is: 2,265
9,565 2,139 4,390 1,365 -6,383 -452 -10,025 -1,777 -1,230 -2,037 -1,499 69 620 7,008
Percent of Open Interest Represented by Each Category of Trader
36.2 11.4 6.9 18.6 26.1 1.8 17.8 33.1 1.1 4.6 4.3 0.2 12.9 15.1
Number of Traders in Each Category Total Traders: 248
27 13 7 41 30 24 38 60 15 16 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 528,216
Positions
87,898 141,683 3,636 218,093 207,536 36,060 140,693 113,821 7,348 18,094 3,379 16 16,378 14,737
Changes from: February 13, 2018 Total Change is: -15,172
-1,668 3,045 -147 -1,761 -6,334 259 -12,919 -13,461 131 1,118 1,011 2 -187 322
Percent of Open Interest Represented by Each Category of Trader
16.6 26.8 0.7 41.3 39.3 6.8 26.6 21.5 1.4 3.4 0.6 0.0 3.1 2.8
Number of Traders in Each Category Total Traders: 286
17 26 5 72 51 33 46 56 22 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 13,303
Positions
3,017 11,420 0 7,178 890 0 1,546 206 0 269 0 0 1,293 787
Changes from: February 13, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.7 85.8 0.0 54.0 6.7 0.0 11.6 1.5 0.0 2.0 0.0 0.0 9.7 5.9
Number of Traders in Each Category Total Traders: 20
. 6 0 8 . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 23,512
Positions
12,530 13,673 737 682 889 0 3,430 2,441 1 1,145 1,880 230 4,757 3,661
Changes from: February 13, 2018 Total Change is: 522
-583 199 10 0 0 0 1,472 845 -12 0 190 0 -365 -710
Percent of Open Interest Represented by Each Category of Trader
53.3 58.2 3.1 2.9 3.8 0.0 14.6 10.4 0.0 4.9 8.0 1.0 20.2 15.6
Number of Traders in Each Category Total Traders: 47
14 10 . . . 0 8 6 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 56,484
Positions
1,242 34,036 0 26,463 1,551 124 16,848 2,146 296 3,451 15,084 0 8,060 3,247
Changes from: February 13, 2018 Total Change is: 1,747
-11 1,763 0 -966 -23 14 2,499 -75 0 197 129 -61 75 0
Percent of Open Interest Represented by Each Category of Trader
2.2 60.3 0.0 46.9 2.7 0.2 29.8 3.8 0.5 6.1 26.7 0.0 14.3 5.7
Number of Traders in Each Category Total Traders: 50
. 4 0 19 . 4 11 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 85,171
Positions
22,040 13,784 687 22,145 11,768 2,853 16,466 15,139 1,062 10,217 1,108 0 9,701 38,770
Changes from: February 13, 2018 Total Change is: 3,025
-2,028 826 -152 399 730 -202 6,331 1,314 -311 -134 -38 -61 -817 919
Percent of Open Interest Represented by Each Category of Trader
25.9 16.2 0.8 26.0 13.8 3.3 19.3 17.8 1.2 12.0 1.3 0.0 11.4 45.5
Number of Traders in Each Category Total Traders: 91
16 12 . 20 5 6 17 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 268,676
Positions
23,532 156,749 4,428 176,963 67,809 21,573 28,812 10,375 1,640 2,089 1,108 0 9,639 4,994
Changes from: February 13, 2018 Total Change is: -6,309
725 -9,488 8 1,919 -2,736 -1,074 -7,980 6,957 -123 0 -33 0 216 180
Percent of Open Interest Represented by Each Category of Trader
8.8 58.3 1.6 65.9 25.2 8.0 10.7 3.9 0.6 0.8 0.4 0.0 3.6 1.9
Number of Traders in Each Category Total Traders: 149
6 13 5 58 28 19 30 8 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 1,040,289
Positions
52,492 722,950 4,159 613,356 153,788 82,781 186,307 35,864 15,028 56,143 13,037 1,445 28,578 11,237
Changes from: February 13, 2018 Total Change is: -1,564
431 17,763 -1,639 15,842 -15,317 -398 -11,208 1,563 -953 -878 -368 -677 -2,084 -1,538
Percent of Open Interest Represented by Each Category of Trader
5.0 69.5 0.4 59.0 14.8 8.0 17.9 3.4 1.4 5.4 1.3 0.1 2.7 1.1
Number of Traders in Each Category Total Traders: 388
26 19 6 150 47 61 71 26 12 42 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 105,341
Positions
24,101 40,788 63,033 10,073 0 0 2,201 111 1,158 4,520 30 0 255 221
Changes from: February 13, 2018 Total Change is: 2,837
527 602 2,265 0 0 0 80 0 -50 0 0 0 15 20
Percent of Open Interest Represented by Each Category of Trader
22.9 38.7 59.8 9.6 0.0 0.0 2.1 0.1 1.1 4.3 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 33
4 12 8 7 0 0 4 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 855,355
Positions
30,589 60,297 23,855 336,390 236,249 157,502 114,210 126,793 31,565 26,008 23,047 1,100 134,136 194,947
Changes from: February 13, 2018 Total Change is: 25,514
4,927 2,248 11,197 -17,173 -2,262 3,256 12,597 1,698 2,162 1,904 813 763 5,881 5,639
Percent of Open Interest Represented by Each Category of Trader
3.6 7.0 2.8 39.3 27.6 18.4 13.4 14.8 3.7 3.0 2.7 0.1 15.7 22.8
Number of Traders in Each Category Total Traders: 190
9 21 11 44 35 39 25 39 31 7 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 1,008,146
Positions
6,973 126,936 11,403 498,421 85,733 141,715 50,946 395,995 110,796 57,866 8,837 2,883 127,143 123,848
Changes from: February 13, 2018 Total Change is: 70,150
-373 1,911 925 159 -5,883 -5,134 7,207 5,142 57,671 -2,974 1,601 1,728 10,941 12,189
Percent of Open Interest Represented by Each Category of Trader
0.7 12.6 1.1 49.4 8.5 14.1 5.1 39.3 11.0 5.7 0.9 0.3 12.6 12.3
Number of Traders in Each Category Total Traders: 129
. 12 5 45 17 35 18 22 27 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 2,049,116
Positions
80,363 187,244 17,631 710,791 376,115 234,676 433,106 505,177 218,666 213,155 327,162 3,601 137,127 178,844
Changes from: February 13, 2018 Total Change is: 16,831
-29,445 6,138 -7,842 3,439 -15,659 4,565 -1,265 29,923 23,213 15,239 -15,787 470 8,457 -8,190
Percent of Open Interest Represented by Each Category of Trader
3.9 9.1 0.9 34.7 18.4 11.5 21.1 24.7 10.7 10.4 16.0 0.2 6.7 8.7
Number of Traders in Each Category Total Traders: 345
18 32 14 76 52 55 56 68 47 20 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 3,836,765
Positions
116,028 277,501 70,945 1,500,859 1,008,664 474,452 613,727 842,706 319,883 358,469 189,186 52,869 329,533 600,559
Changes from: February 13, 2018 Total Change is: 154,968
-18,282 67,268 14,733 9,425 -40,948 4,063 47,993 -33,727 98,565 -25,721 -2,540 17,764 6,428 29,790
Percent of Open Interest Represented by Each Category of Trader
3.0 7.2 1.8 39.1 26.3 12.4 16.0 22.0 8.3 9.3 4.9 1.4 8.6 15.7
Number of Traders in Each Category Total Traders: 439
26 40 27 80 100 97 63 85 65 22 23 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 571,612
Positions
9,188 20,922 16,666 119,632 199,243 61,362 208,188 63,560 25,176 27,880 20,903 0 103,520 163,780
Changes from: February 13, 2018 Total Change is: 8,826
-9,595 2,469 10,020 -3,675 -15,283 -244 -7,140 3,835 4,579 0 1,276 0 14,881 2,174
Percent of Open Interest Represented by Each Category of Trader
1.6 3.7 2.9 20.9 34.9 10.7 36.4 11.1 4.4 4.9 3.7 0.0 18.1 28.7
Number of Traders in Each Category Total Traders: 93
. 7 8 16 36 34 15 8 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 3,636,538
Positions
90,023 339,035 52,986 1,689,763 876,372 490,538 415,943 843,849 327,306 273,751 260,702 13,213 283,015 432,537
Changes from: February 13, 2018 Total Change is: 207,325
-7,077 18,675 6,688 54,143 999 -28,386 42,310 62,692 126,789 2,963 -1,605 2,739 7,156 18,734
Percent of Open Interest Represented by Each Category of Trader
2.5 9.3 1.5 46.5 24.1 13.5 11.4 23.2 9.0 7.5 7.2 0.4 7.8 11.9
Number of Traders in Each Category Total Traders: 344
14 41 22 59 66 69 43 68 49 23 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 2,019,724
Positions
538,832 364,007 619,182 4,396 44,772 67,411 249,087 349,977 324,506 59,824 72,938 118,167 38,319 58,764
Changes from: February 13, 2018 Total Change is: 143,044
16,208 43,100 38,654 2,000 5,443 2,355 10,903 638 22,257 3,974 -7,619 41,136 5,557 -2,920
Percent of Open Interest Represented by Each Category of Trader
26.7 18.0 30.7 0.2 2.2 3.3 12.3 17.3 16.1 3.0 3.6 5.9 1.9 2.9
Number of Traders in Each Category Total Traders: 166
29 34 51 . 5 7 25 42 50 12 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 is16,272,853
Positions
7,607,975 681,411 2,290,075 84,812 2,858,297 1,478,217 485,829 3,771,994 2,708,644 215,879 272,394 626,207 775,215 1,585,614
Changes from: February 13, 2018 Total Change is: 831,270
108,744 -101,139 66,128 29,291 18,000 160,108 -52,758 259,228 238,865 81,353 -6,784 -2,116 201,655 198,980
Percent of Open Interest Represented by Each Category of Trader
46.8 4.2 14.1 0.5 17.6 9.1 3.0 23.2 16.6 1.3 1.7 3.8 4.8 9.7
Number of Traders in Each Category Total Traders: 301
41 38 74 6 38 38 36 86 97 13 20 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 31,641
Positions
16,491 10,326 0 53 8,399 182 8,060 8,521 0 6,734 3,980 101 20 132
Changes from: February 13, 2018 Total Change is: 1,250
1,346 917 0 0 213 -2 -6 454 0 -63 -360 3 -28 25
Percent of Open Interest Represented by Each Category of Trader
52.1 32.6 0.0 0.2 26.5 0.6 25.5 26.9 0.0 21.3 12.6 0.3 0.1 0.4
Number of Traders in Each Category Total Traders: 47
. 6 0 . 14 . 4 10 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 26,602
Positions
1,729 11,439 0 619 3,161 555 23,630 8,485 0 40 2,915 0 29 47
Changes from: February 13, 2018 Total Change is: 955
0 1,188 0 198 57 -94 878 -284 0 0 84 -6 -21 10
Percent of Open Interest Represented by Each Category of Trader
6.5 43.0 0.0 2.3 11.9 2.1 88.8 31.9 0.0 0.2 11.0 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 32
. 6 0 . 7 . . 8 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 6,050
Positions
55 0 0 0 255 0 1,107 3,407 7 2,468 1,576 1 2,412 804
Changes from: February 13, 2018 Total Change is: 346
0 0 0 0 136 0 488 546 -131 377 -84 -31 -357 -90
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 0.0 4.2 0.0 18.3 56.3 0.1 40.8 26.0 0.0 39.9 13.3
Number of Traders in Each Category Total Traders: 47
. 0 0 0 . 0 5 9 . 23 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 39,428
Positions
100 4,533 0 7,770 9,487 541 10,768 15,242 4,499 9,050 1,621 1 6,699 3,504
Changes from: February 13, 2018 Total Change is: -994
34 -75 -66 -59 -515 -2 -2,919 -796 821 1,413 -3 0 -216 -358
Percent of Open Interest Represented by Each Category of Trader
0.3 11.5 0.0 19.7 24.1 1.4 27.3 38.7 11.4 23.0 4.1 0.0 17.0 8.9
Number of Traders in Each Category Total Traders: 138
. . 0 10 9 . 25 38 13 40 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 425,271
Positions
49,593 66,316 34,768 70,204 51,581 32,128 93,848 98,301 89,709 8,680 5,069 16,484 29,857 30,915
Changes from: February 13, 2018 Total Change is: -84,187
-12,667 -15,442 -21,288 -2,592 11,261 -10,911 -16,571 -27,247 -15,983 -578 -1,434 -2,577 -1,020 -566
Percent of Open Interest Represented by Each Category of Trader
11.7 15.6 8.2 16.5 12.1 7.6 22.1 23.1 21.1 2.0 1.2 3.9 7.0 7.3
Number of Traders in Each Category Total Traders: 231
17 12 18 27 25 23 73 37 62 15 9 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 20, 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 49,107
Positions
1,359 0 0 33,559 201 166 7,607 48,518 85 6,048 124 0 283 13
Changes from: February 13, 2018 Total Change is: 2,065
0 0 0 965 -18 0 774 2,094 0 278 -4 0 48 -7
Percent of Open Interest Represented by Each Category of Trader
2.8 0.0 0.0 68.3 0.4 0.3 15.5 98.8 0.2 12.3 0.3 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 46
4 0 0 10 . . 9 7 . 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 23, 2018