Traders in Financial Futures - Futures Only Positions as of March 6, 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 139,318
Positions
5,111 55,221 814 28,289 15,600 3,108 52,320 25,294 8,776 8,364 1,034 422 32,114 29,049
Changes from: February 27, 2018 Total Change is: -6,033
-624 -19,803 440 -4,835 3,584 -52 1,155 1,142 1,117 2,095 20 37 -5,366 7,482
Percent of Open Interest Represented by Each Category of Trader
3.7 39.6 0.6 20.3 11.2 2.2 37.6 18.2 6.3 6.0 0.7 0.3 23.1 20.9
Number of Traders in Each Category Total Traders: 94
. 10 7 12 9 4 21 29 19 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 62,349
Positions
27,090 17,479 206 3,776 4,726 373 14,579 23,283 1,504 480 1,618 0 14,341 13,160
Changes from: February 27, 2018 Total Change is: -6,669
3,321 -1,199 9 -1,189 -73 -31 -9,863 -5,194 -263 0 50 0 1,347 32
Percent of Open Interest Represented by Each Category of Trader
43.4 28.0 0.3 6.1 7.6 0.6 23.4 37.3 2.4 0.8 2.6 0.0 23.0 21.1
Number of Traders in Each Category Total Traders: 46
4 5 . 5 6 . 10 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 197,439
Positions
44,035 54,722 10,357 25,419 58,890 4,170 67,399 30,637 7,705 2,468 8,930 0 35,886 22,028
Changes from: February 27, 2018 Total Change is: 526
1,614 -4,238 2,308 -2,964 -1,146 575 -172 6,748 -899 1,197 -184 0 -1,133 -2,638
Percent of Open Interest Represented by Each Category of Trader
22.3 27.7 5.2 12.9 29.8 2.1 34.1 15.5 3.9 1.3 4.5 0.0 18.2 11.2
Number of Traders in Each Category Total Traders: 120
8 8 5 20 18 7 35 23 21 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 277,327
Positions
112,261 125,850 3,162 35,413 16,790 8,616 73,066 89,238 5,342 2,029 855 141 37,297 27,333
Changes from: February 27, 2018 Total Change is: 14,261
144 17,675 1,750 1,094 3,153 -540 7,776 -9,381 118 626 82 -11 3,304 1,415
Percent of Open Interest Represented by Each Category of Trader
40.5 45.4 1.1 12.8 6.1 3.1 26.3 32.2 1.9 0.7 0.3 0.1 13.4 9.9
Number of Traders in Each Category Total Traders: 128
7 11 9 21 17 11 39 26 20 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 557,530
Positions
79,216 307,651 8,667 246,987 104,036 21,150 77,977 47,837 13,287 21,436 6,950 1,028 87,782 46,924
Changes from: February 27, 2018 Total Change is: -9,933
-3,626 4,415 -724 4,800 -6,453 185 -8,630 -5,209 -342 -975 1,196 -214 -407 -2,787
Percent of Open Interest Represented by Each Category of Trader
14.2 55.2 1.6 44.3 18.7 3.8 14.0 8.6 2.4 3.8 1.2 0.2 15.7 8.4
Number of Traders in Each Category Total Traders: 265
20 13 17 86 30 37 51 35 27 21 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 36,085
Positions
0 21,877 0 18,923 1,310 1,302 435 6,835 235 0 771 5 15,185 3,750
Changes from: February 27, 2018 Total Change is: 917
0 152 0 582 0 0 0 922 -21 0 0 0 356 -136
Percent of Open Interest Represented by Each Category of Trader
0.0 60.6 0.0 52.4 3.6 3.6 1.2 18.9 0.7 0.0 2.1 0.0 42.1 10.4
Number of Traders in Each Category Total Traders: 27
0 . 0 16 . 6 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 106,051
Positions
13,706 31,356 1,873 8,211 21,380 1,899 50,481 20,413 4,062 10 1,118 168 25,641 23,782
Changes from: February 27, 2018 Total Change is: -5,255
-816 -11,665 53 -3,407 4,677 -106 383 952 1,601 -8 500 -1 -2,954 -1,266
Percent of Open Interest Represented by Each Category of Trader
12.9 29.6 1.8 7.7 20.2 1.8 47.6 19.2 3.8 0.0 1.1 0.2 24.2 22.4
Number of Traders in Each Category Total Traders: 84
7 7 7 10 11 4 26 19 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 39,805
Positions
748 32,396 3,205 19,148 0 0 13,787 2,992 0 758 150 0 2,159 1,062
Changes from: February 27, 2018 Total Change is: -11,168
748 -14,003 2,979 1,290 0 0 -16,157 9 -151 -18 150 0 141 -152
Percent of Open Interest Represented by Each Category of Trader
1.9 81.4 8.1 48.1 0.0 0.0 34.6 7.5 0.0 1.9 0.4 0.0 5.4 2.7
Number of Traders in Each Category Total Traders: 32
. 5 . . 0 0 12 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 192,062
Positions
10,200 90,976 19 85,336 10,263 5 86,495 75,874 1,542 1,629 9,780 50 6,786 3,553
Changes from: February 27, 2018 Total Change is: 2,840
4,465 -1,184 0 2,283 -2,919 5 -2,886 7,533 -177 -845 315 50 -55 -783
Percent of Open Interest Represented by Each Category of Trader
5.3 47.4 0.0 44.4 5.3 0.0 45.0 39.5 0.8 0.8 5.1 0.0 3.5 1.8
Number of Traders in Each Category Total Traders: 151
4 10 . 18 8 . 63 27 7 8 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 22,228
Positions
8,276 2,125 0 5,754 13,331 0 4,972 3,854 836 481 795 0 1,909 1,287
Changes from: February 27, 2018 Total Change is: -25,116
7,855 -17,006 -7,858 47 -1,008 0 -23,617 1,932 -1,582 -74 -10 0 113 416
Percent of Open Interest Represented by Each Category of Trader
37.2 9.6 0.0 25.9 60.0 0.0 22.4 17.3 3.8 2.2 3.6 0.0 8.6 5.8
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 59,354
Positions
18,539 21,874 138 6,903 3,603 0 27,277 28,021 988 165 530 0 5,344 4,200
Changes from: February 27, 2018 Total Change is: 911
-344 3,715 -51 -93 0 0 1,696 -2,092 -627 -220 -134 0 550 100
Percent of Open Interest Represented by Each Category of Trader
31.2 36.9 0.2 11.6 6.1 0.0 46.0 47.2 1.7 0.3 0.9 0.0 9.0 7.1
Number of Traders in Each Category Total Traders: 86
4 6 . 11 4 0 37 18 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 14,040
Positions
278 7,714 2,297 7,921 105 0 1,549 2,404 448 0 219 0 1,547 853
Changes from: February 27, 2018 Total Change is: -604
278 -29 -221 -175 -405 0 -372 114 1 0 0 0 -115 -64
Percent of Open Interest Represented by Each Category of Trader
2.0 54.9 16.4 56.4 0.7 0.0 11.0 17.1 3.2 0.0 1.6 0.0 11.0 6.1
Number of Traders in Each Category Total Traders: 22
. . . 4 . 0 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 58,398
Positions
17,633 36,647 2,181 11,880 337 217 14,687 9,260 1,194 1,680 2,088 100 8,828 6,375
Changes from: February 27, 2018 Total Change is: -688
-442 84 617 338 -528 -233 166 -1,207 -544 163 1,644 100 -854 -621
Percent of Open Interest Represented by Each Category of Trader
30.2 62.8 3.7 20.3 0.6 0.4 25.1 15.9 2.0 2.9 3.6 0.2 15.1 10.9
Number of Traders in Each Category Total Traders: 105
18 18 7 15 . . 26 14 9 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 116,796
Positions
35,265 73,294 4,362 23,759 673 433 29,374 18,520 2,388 3,360 4,176 200 17,655 12,750
Changes from: February 27, 2018 Total Change is: -1,375
-883 167 1,234 675 -1,055 -465 332 -2,414 -1,087 326 3,287 200 -1,707 -1,242
Percent of Open Interest Represented by Each Category of Trader
30.2 62.8 3.7 20.3 0.6 0.4 25.1 15.9 2.0 2.9 3.6 0.2 15.1 10.9
Number of Traders in Each Category Total Traders: 105
18 18 7 15 . . 26 14 9 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 744,178
Positions
57,590 189,097 82,757 306,569 147,962 58,841 77,608 99,052 44,689 28,992 45,365 6,916 80,215 69,499
Changes from: February 27, 2018 Total Change is: -7,300
3,369 -11,512 3,054 -19,601 1,695 2,087 1,043 -6,248 5,408 -4,163 868 1,099 404 -3,750
Percent of Open Interest Represented by Each Category of Trader
7.7 25.4 11.1 41.2 19.9 7.9 10.4 13.3 6.0 3.9 6.1 0.9 10.8 9.3
Number of Traders in Each Category Total Traders: 601
33 42 40 154 94 97 89 106 86 38 43 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 80,010
Positions
40,699 24,289 1,235 8,458 10,172 1,216 8,286 19,097 0 3,001 2,355 0 17,115 21,646
Changes from: February 27, 2018 Total Change is: -5,219
687 -7,970 800 -1,081 -1,032 21 -4,996 2,483 -249 38 519 0 -439 209
Percent of Open Interest Represented by Each Category of Trader
50.9 30.4 1.5 10.6 12.7 1.5 10.4 23.9 0.0 3.8 2.9 0.0 21.4 27.1
Number of Traders in Each Category Total Traders: 56
11 10 . 5 4 4 8 11 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 23,952
Positions
21,280 5,762 857 0 12,838 268 0 2,000 77 0 1,624 0 1,470 526
Changes from: February 27, 2018 Total Change is: 913
645 -815 857 -335 834 0 0 -39 0 0 0 0 -254 76
Percent of Open Interest Represented by Each Category of Trader
88.8 24.1 3.6 0.0 53.6 1.1 0.0 8.4 0.3 0.0 6.8 0.0 6.1 2.2
Number of Traders in Each Category Total Traders: 24
7 5 . 0 8 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 13,959
Positions
3,240 11,802 0 3,114 946 645 3,920 0 2 738 0 0 2,300 564
Changes from: February 27, 2018 Total Change is: -403
1,983 -1,641 0 -2,715 946 354 -237 0 2 0 0 0 210 -64
Percent of Open Interest Represented by Each Category of Trader
23.2 84.5 0.0 22.3 6.8 4.6 28.1 0.0 0.0 5.3 0.0 0.0 16.5 4.0
Number of Traders in Each Category Total Traders: 22
4 7 0 5 . . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 3,320,841
Positions
313,298 1,052,884 178,770 1,493,745 692,141 284,936 444,490 497,652 125,564 130,457 215,548 34,080 315,501 239,266
Changes from: February 27, 2018 Total Change is: -10,405
7,835 -23,288 16,847 -91,766 14,466 9,495 32,347 -41,502 26,131 -21,009 1,739 5,501 4,214 -19,794
Percent of Open Interest Represented by Each Category of Trader
9.4 31.7 5.4 45.0 20.8 8.6 13.4 15.0 3.8 3.9 6.5 1.0 9.5 7.2
Number of Traders in Each Category Total Traders: 596
30 45 35 154 93 95 86 108 81 38 42 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 29,880
Positions
6,960 28,169 0 6,083 0 1,451 12,202 0 0 582 0 0 2,602 260
Changes from: February 27, 2018 Total Change is: -715
-262 -209 0 305 0 0 -311 -509 0 -243 0 0 -204 3
Percent of Open Interest Represented by Each Category of Trader
23.3 94.3 0.0 20.4 0.0 4.9 40.8 0.0 0.0 1.9 0.0 0.0 8.7 0.9
Number of Traders in Each Category Total Traders: 27
. 9 0 9 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 15,663
Positions
7,071 11,811 0 5,833 1,108 987 0 1,229 13 317 0 0 1,442 515
Changes from: February 27, 2018 Total Change is: 1,560
0 3,548 0 1,972 -1,530 -350 0 0 0 0 0 0 -62 -108
Percent of Open Interest Represented by Each Category of Trader
45.1 75.4 0.0 37.2 7.1 6.3 0.0 7.8 0.1 2.0 0.0 0.0 9.2 3.3
Number of Traders in Each Category Total Traders: 22
5 8 0 6 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 74,945
Positions
4,590 27,079 529 38,141 33,924 3,990 16,003 2,955 893 0 1,107 0 10,799 4,468
Changes from: February 27, 2018 Total Change is: 845
-343 11 -96 1,693 529 -419 1,435 88 -307 0 6 0 -1,118 1,033
Percent of Open Interest Represented by Each Category of Trader
6.1 36.1 0.7 50.9 45.3 5.3 21.4 3.9 1.2 0.0 1.5 0.0 14.4 6.0
Number of Traders in Each Category Total Traders: 78
5 7 . 29 15 11 16 4 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 48,410
Positions
14,804 8,625 4,655 8,659 14,155 568 9,707 10,630 1,481 1,662 1,362 94 6,780 6,842
Changes from: February 27, 2018 Total Change is: 2,124
-806 904 1,645 -1,692 735 -47 2,848 -412 153 -543 -497 13 552 -370
Percent of Open Interest Represented by Each Category of Trader
30.6 17.8 9.6 17.9 29.2 1.2 20.1 22.0 3.1 3.4 2.8 0.2 14.0 14.1
Number of Traders in Each Category Total Traders: 244
21 18 10 43 31 21 38 62 23 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 242,052
Positions
74,022 43,123 23,273 43,296 70,773 2,838 48,533 53,149 7,407 8,312 6,809 469 33,902 34,211
Changes from: February 27, 2018 Total Change is: 10,618
-4,029 4,519 8,226 -8,458 3,674 -236 14,238 -2,061 763 -2,713 -2,483 65 2,762 -1,849
Percent of Open Interest Represented by Each Category of Trader
30.6 17.8 9.6 17.9 29.2 1.2 20.1 22.0 3.1 3.4 2.8 0.2 14.0 14.1
Number of Traders in Each Category Total Traders: 244
21 18 10 43 31 21 38 62 23 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 516,293
Positions
82,047 132,383 5,023 211,316 209,994 35,405 141,569 105,011 6,399 16,922 7,635 202 17,410 14,241
Changes from: February 27, 2018 Total Change is: -8,241
1,832 -9,930 1,611 -5,267 4,232 587 -6,955 -6,195 1,448 -1,592 765 193 -98 -952
Percent of Open Interest Represented by Each Category of Trader
15.9 25.6 1.0 40.9 40.7 6.9 27.4 20.3 1.2 3.3 1.5 0.0 3.4 2.8
Number of Traders in Each Category Total Traders: 282
17 25 8 70 48 36 48 52 23 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 26,727
Positions
12,381 16,815 930 988 889 0 5,730 2,524 3 1,145 670 230 5,320 4,666
Changes from: February 27, 2018 Total Change is: 2,205
-689 2,531 222 306 0 0 2,191 -158 2 0 -1,000 0 173 608
Percent of Open Interest Represented by Each Category of Trader
46.3 62.9 3.5 3.7 3.3 0.0 21.4 9.4 0.0 4.3 2.5 0.9 19.9 17.5
Number of Traders in Each Category Total Traders: 48
15 11 . . . 0 7 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 65,703
Positions
1,610 34,057 5,909 24,544 1,543 119 18,246 1,819 3,053 3,234 14,051 343 8,645 4,809
Changes from: February 27, 2018 Total Change is: 9,762
450 0 5,909 -2,018 -8 0 979 67 2,706 -37 -545 280 1,493 1,353
Percent of Open Interest Represented by Each Category of Trader
2.5 51.8 9.0 37.4 2.3 0.2 27.8 2.8 4.6 4.9 21.4 0.5 13.2 7.3
Number of Traders in Each Category Total Traders: 53
. 4 4 18 . 4 12 5 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 90,073
Positions
19,764 16,486 10,204 18,019 14,498 2,680 10,229 13,324 4,616 9,165 1,595 772 14,624 25,898
Changes from: February 27, 2018 Total Change is: 7,519
-802 -249 9,460 -5,542 2,943 -115 -3,231 -742 2,868 -528 487 709 4,700 -7,842
Percent of Open Interest Represented by Each Category of Trader
21.9 18.3 11.3 20.0 16.1 3.0 11.4 14.8 5.1 10.2 1.8 0.9 16.2 28.8
Number of Traders in Each Category Total Traders: 86
13 13 9 17 6 8 12 18 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 268,135
Positions
26,257 158,974 4,041 177,916 65,471 19,171 27,327 12,508 1,867 2,318 1,173 0 9,238 4,930
Changes from: February 27, 2018 Total Change is: 3,573
1,660 1,612 187 4,975 596 -1,302 -807 3,297 392 -305 65 0 -1,227 -1,274
Percent of Open Interest Represented by Each Category of Trader
9.8 59.3 1.5 66.4 24.4 7.1 10.2 4.7 0.7 0.9 0.4 0.0 3.4 1.8
Number of Traders in Each Category Total Traders: 149
6 14 6 55 28 22 28 11 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 1,064,555
Positions
60,004 738,422 17,065 616,719 139,193 85,628 173,697 36,617 17,560 53,097 13,419 1,670 39,115 14,981
Changes from: February 27, 2018 Total Change is: 20,071
7,239 8,925 12,224 5,892 -7,063 -160 -4,801 1,366 3,013 -3,098 64 229 -467 1,473
Percent of Open Interest Represented by Each Category of Trader
5.6 69.4 1.6 57.9 13.1 8.0 16.3 3.4 1.6 5.0 1.3 0.2 3.7 1.4
Number of Traders in Each Category Total Traders: 385
29 17 11 146 46 56 73 23 16 45 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 107,809
Positions
24,323 40,490 65,749 10,073 0 0 2,179 649 620 4,575 30 250 40 21
Changes from: February 27, 2018 Total Change is: 2,070
-364 -304 2,324 0 0 0 20 0 0 55 0 250 -215 -200
Percent of Open Interest Represented by Each Category of Trader
22.6 37.6 61.0 9.3 0.0 0.0 2.0 0.6 0.6 4.2 0.0 0.2 0.0 0.0
Number of Traders in Each Category Total Traders: 35
4 12 8 7 0 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 812,681
Positions
22,288 48,058 13,011 354,485 228,058 145,165 101,200 157,355 18,122 27,967 19,806 180 130,263 182,926
Changes from: February 27, 2018 Total Change is: -29,184
1,832 -3,838 1,470 17,308 4,513 -9,990 -3,451 17,146 -18,179 3,021 -450 -536 -20,659 -19,320
Percent of Open Interest Represented by Each Category of Trader
2.7 5.9 1.6 43.6 28.1 17.9 12.5 19.4 2.2 3.4 2.4 0.0 16.0 22.5
Number of Traders in Each Category Total Traders: 179
9 19 7 46 31 36 27 32 18 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 967,570
Positions
10,345 138,588 5,800 507,135 106,462 138,195 66,160 389,567 66,737 32,953 5,755 0 140,245 116,466
Changes from: February 27, 2018 Total Change is: -37,266
-2,344 8,564 -6,178 15,220 2,408 -4,120 9,063 -1,731 -26,246 -7,364 -3,082 0 -15,297 -6,881
Percent of Open Interest Represented by Each Category of Trader
1.1 14.3 0.6 52.4 11.0 14.3 6.8 40.3 6.9 3.4 0.6 0.0 14.5 12.0
Number of Traders in Each Category Total Traders: 123
4 13 6 44 20 35 15 21 20 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 1,840,176
Positions
91,166 167,645 6,466 707,642 376,550 221,674 392,010 426,937 145,771 147,075 304,346 1,028 127,344 189,759
Changes from: February 27, 2018 Total Change is: -72,521
10,581 14,137 -22,253 -12,300 23,003 873 28,172 -29,786 -21,647 -21,476 -2,402 -1,693 -32,778 -32,753
Percent of Open Interest Represented by Each Category of Trader
5.0 9.1 0.4 38.5 20.5 12.0 21.3 23.2 7.9 8.0 16.5 0.1 6.9 10.3
Number of Traders in Each Category Total Traders: 332
19 33 7 76 51 57 57 52 39 19 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 3,479,342
Positions
85,270 209,908 62,965 1,545,941 887,736 452,085 496,692 883,953 144,268 340,510 236,125 27,583 324,028 574,719
Changes from: February 27, 2018 Total Change is: -228,202
-59,837 -23,624 -28,882 3,952 -3,953 -5,483 61,384 43,372 -141,036 -1,383 26,538 -7,013 -49,904 -88,121
Percent of Open Interest Represented by Each Category of Trader
2.5 6.0 1.8 44.4 25.5 13.0 14.3 25.4 4.1 9.8 6.8 0.8 9.3 16.5
Number of Traders in Each Category Total Traders: 429
24 37 20 77 99 87 47 97 48 21 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 555,916
Positions
26,101 29,271 19,240 120,151 158,746 61,425 184,061 78,501 18,808 33,625 22,541 0 92,505 167,384
Changes from: February 27, 2018 Total Change is: -22,929
12,464 645 5,712 1,889 -1,779 1,541 -18,173 3,100 -11,334 3,432 -2,677 0 -18,460 -18,137
Percent of Open Interest Represented by Each Category of Trader
4.7 5.3 3.5 21.6 28.6 11.0 33.1 14.1 3.4 6.0 4.1 0.0 16.6 30.1
Number of Traders in Each Category Total Traders: 94
6 7 9 20 27 31 15 9 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 3,375,246
Positions
101,376 331,348 34,041 1,778,355 864,051 453,634 327,320 815,318 155,387 245,679 255,721 16,990 262,464 448,756
Changes from: February 27, 2018 Total Change is: -93,793
-5,026 24,996 -15,435 71,363 46,545 -3,424 32,483 -13,096 -73,221 12,277 13,296 4,400 -117,210 -77,854
Percent of Open Interest Represented by Each Category of Trader
3.0 9.8 1.0 52.7 25.6 13.4 9.7 24.2 4.6 7.3 7.6 0.5 7.8 13.3
Number of Traders in Each Category Total Traders: 333
14 34 16 63 62 67 44 69 42 22 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 2,011,899
Positions
470,018 355,018 582,113 14,636 52,225 76,910 233,238 297,439 393,348 77,671 64,821 132,769 31,196 57,256
Changes from: February 27, 2018 Total Change is: -241,791
-78,337 -55,987 -94,774 -2,737 9,423 -4,053 -18,292 -26,186 -26,196 18,792 -11,577 -24,581 -11,613 -7,860
Percent of Open Interest Represented by Each Category of Trader
23.4 17.6 28.9 0.7 2.6 3.8 11.6 14.8 19.6 3.9 3.2 6.6 1.6 2.8
Number of Traders in Each Category Total Traders: 169
26 39 52 . 7 7 24 40 44 13 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 is17,072,293
Positions
8,177,115 805,954 2,244,402 97,365 3,178,833 1,678,297 455,969 3,944,043 2,789,712 288,589 284,339 745,198 595,646 1,401,515
Changes from: February 27, 2018 Total Change is: 189,110
191,868 94,599 -101,357 -1,093 211,994 152,363 26,079 -30,022 -26,866 48,146 -43,432 -10,622 -89,408 -57,547
Percent of Open Interest Represented by Each Category of Trader
47.9 4.7 13.1 0.6 18.6 9.8 2.7 23.1 16.3 1.7 1.7 4.4 3.5 8.2
Number of Traders in Each Category Total Traders: 311
35 43 71 6 36 38 35 94 107 10 25 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 43,440
Positions
19,328 11,786 940 56 8,339 193 7,123 8,782 9,015 6,579 4,013 201 5 171
Changes from: February 27, 2018 Total Change is: 4,334
996 -21 940 3 76 0 -171 152 3,143 -560 42 0 -17 2
Percent of Open Interest Represented by Each Category of Trader
44.5 27.1 2.2 0.1 19.2 0.4 16.4 20.2 20.8 15.1 9.2 0.5 0.0 0.4
Number of Traders in Each Category Total Traders: 46
. 6 . . 14 . . 11 . 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 27,642
Positions
1,804 12,447 1 171 3,034 683 24,917 8,568 0 40 2,831 0 26 78
Changes from: February 27, 2018 Total Change is: 722
50 649 1 -70 -86 70 645 139 0 0 -85 0 26 34
Percent of Open Interest Represented by Each Category of Trader
6.5 45.0 0.0 0.6 11.0 2.5 90.1 31.0 0.0 0.1 10.2 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 33
. 6 . . 8 . . 8 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 5,563
Positions
55 0 0 0 110 0 1,451 3,824 175 1,276 447 43 2,563 964
Changes from: February 27, 2018 Total Change is: -469
0 0 0 0 6 0 -110 83 107 -497 -930 42 -11 223
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 0.0 2.0 0.0 26.1 68.7 3.1 22.9 8.0 0.8 46.1 17.3
Number of Traders in Each Category Total Traders: 46
. 0 0 0 . 0 7 9 . 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 37,639
Positions
0 4,843 0 7,711 6,511 553 7,220 16,956 4,408 10,700 1,311 1 7,046 3,056
Changes from: February 27, 2018 Total Change is: -263
0 310 0 -80 -2,596 17 -1,421 2,661 216 1,282 -602 0 -277 -269
Percent of Open Interest Represented by Each Category of Trader
0.0 12.9 0.0 20.5 17.3 1.5 19.2 45.0 11.7 28.4 3.5 0.0 18.7 8.1
Number of Traders in Each Category Total Traders: 131
0 4 0 8 8 . 25 35 17 36 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 398,050
Positions
44,961 76,748 39,124 67,982 40,177 17,139 93,942 90,345 80,454 7,601 4,676 15,559 31,288 33,828
Changes from: February 27, 2018 Total Change is: -9,796
-3,966 8,323 2,508 -3,290 -7,906 -7,804 10,778 -11,351 -4,103 -4,375 -689 -1,093 1,549 12,319
Percent of Open Interest Represented by Each Category of Trader
11.3 19.3 9.8 17.1 10.1 4.3 23.6 22.7 20.2 1.9 1.2 3.9 7.9 8.5
Number of Traders in Each Category Total Traders: 208
15 12 21 22 25 21 63 35 61 11 10 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 6, 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 51,065
Positions
1,389 0 0 33,446 183 166 9,742 50,408 183 5,850 124 0 289 1
Changes from: February 27, 2018 Total Change is: -234
0 0 0 -269 -18 0 195 -314 98 -263 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
2.7 0.0 0.0 65.5 0.4 0.3 19.1 98.7 0.4 11.5 0.2 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 45
5 0 0 11 . . 8 7 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 9, 2018