Traders in Financial Futures - Options and Futures Combined 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 164,753
Positions
6,514 88,050 6,454 36,220 10,298 4,809 46,684 14,971 18,159 5,115 1,454 578 40,220 19,980
Changes from: February 13, 2018 Total Change is: -10,303
-449 -7,619 -351 -840 33 762 -12,095 -3,420 65 519 362 196 1,892 -331
Percent of Open Interest Represented by Each Category of Trader
4.0 53.4 3.9 22.0 6.3 2.9 28.3 9.1 11.0 3.1 0.9 0.4 24.4 12.1
Number of Traders in Each Category Total Traders: 91
. 11 9 18 5 5 24 22 21 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 69,611
Positions
23,701 18,348 176 5,165 5,235 404 24,663 29,187 1,453 480 1,568 0 13,569 13,240
Changes from: February 13, 2018 Total Change is: -5,490
-4,572 -650 44 660 2 0 -1,085 -5,061 119 0 -208 0 -656 264
Percent of Open Interest Represented by Each Category of Trader
34.0 26.4 0.3 7.4 7.5 0.6 35.4 41.9 2.1 0.7 2.3 0.0 19.5 19.0
Number of Traders in Each Category Total Traders: 44
. 6 4 4 5 . 11 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 244,990
Positions
43,924 56,930 26,089 26,292 62,113 6,238 63,665 20,849 36,294 1,364 9,119 2,564 38,559 24,793
Changes from: February 13, 2018 Total Change is: 168
2,355 -5,611 949 -1,153 -2,150 300 -6,106 1,254 3,724 -36 5 254 -120 1,442
Percent of Open Interest Represented by Each Category of Trader
17.9 23.2 10.6 10.7 25.4 2.5 26.0 8.5 14.8 0.6 3.7 1.0 15.7 10.1
Number of Traders in Each Category Total Traders: 119
7 9 10 19 19 10 37 18 29 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 314,102
Positions
120,740 106,863 10,194 33,361 12,651 13,032 65,315 111,967 28,154 2,312 835 1,880 39,114 28,526
Changes from: February 13, 2018 Total Change is: 15,066
-352 20,865 105 3,064 403 581 3,793 -10,940 4,487 492 -801 243 2,653 125
Percent of Open Interest Represented by Each Category of Trader
38.4 34.0 3.2 10.6 4.0 4.1 20.8 35.6 9.0 0.7 0.3 0.6 12.5 9.1
Number of Traders in Each Category Total Traders: 128
9 10 13 23 15 15 34 28 27 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 661,807
Positions
80,777 308,661 35,859 251,282 111,736 27,051 80,727 48,003 61,946 22,002 7,180 8,091 94,072 53,278
Changes from: February 13, 2018 Total Change is: 9,086
4,818 -3,392 119 -979 -4,317 1,733 -4,061 2,215 2,214 9 -632 939 4,294 10,207
Percent of Open Interest Represented by Each Category of Trader
12.2 46.6 5.4 38.0 16.9 4.1 12.2 7.3 9.4 3.3 1.1 1.2 14.2 8.1
Number of Traders in Each Category Total Traders: 277
21 11 19 85 29 46 47 39 40 29 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 26,257
Positions
1,959 8,482 441 11,239 5,819 2,441 2,601 4,624 11 0 0 0 7,565 4,439
Changes from: February 13, 2018 Total Change is: -71
-297 326 3 -1,284 52 317 1,398 -1,111 0 0 0 0 -208 342
Percent of Open Interest Represented by Each Category of Trader
7.5 32.3 1.7 42.8 22.2 9.3 9.9 17.6 0.0 0.0 0.0 0.0 28.8 16.9
Number of Traders in Each Category Total Traders: 22
. . . 8 4 8 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 136,963
Positions
14,761 46,110 10,349 13,269 19,103 3,449 49,684 17,797 12,984 673 618 1,041 30,753 25,512
Changes from: February 13, 2018 Total Change is: -3,729
-177 216 -609 -1,207 -8 346 -790 -3,126 -1,018 -12 -1,087 -56 -206 1,613
Percent of Open Interest Represented by Each Category of Trader
10.8 33.7 7.6 9.7 13.9 2.5 36.3 13.0 9.5 0.5 0.5 0.8 22.5 18.6
Number of Traders in Each Category Total Traders: 87
9 8 12 13 11 7 26 15 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 197,048
Positions
5,791 97,314 248 80,964 15,778 0 98,666 68,122 2,237 2,158 9,194 0 6,984 4,154
Changes from: February 13, 2018 Total Change is: 5
-1,852 -3,887 57 7,362 -2,590 0 -5,627 7,650 -557 114 -604 0 508 -65
Percent of Open Interest Represented by Each Category of Trader
2.9 49.4 0.1 41.1 8.0 0.0 50.1 34.6 1.1 1.1 4.7 0.0 3.5 2.1
Number of Traders in Each Category Total Traders: 136
. 9 . 18 7 0 44 33 6 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 60,539
Positions
18,219 33,786 1,713 11,045 1,072 303 16,548 11,892 1,466 1,248 2,035 560 9,438 7,713
Changes from: February 13, 2018 Total Change is: -4,272
-2,198 -3,089 109 -773 997 29 -1,005 1,128 -114 -324 -3,737 -299 303 706
Percent of Open Interest Represented by Each Category of Trader
30.1 55.8 2.8 18.2 1.8 0.5 27.3 19.6 2.4 2.1 3.4 0.9 15.6 12.7
Number of Traders in Each Category Total Traders: 105
16 16 5 12 4 . 34 13 10 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 121,077
Positions
36,438 67,572 3,425 22,089 2,143 606 33,095 23,783 2,931 2,495 4,070 1,120 18,877 15,427
Changes from: February 13, 2018 Total Change is: -8,544
-4,397 -6,179 217 -1,545 1,994 58 -2,010 2,255 -228 -647 -7,474 -598 606 1,411
Percent of Open Interest Represented by Each Category of Trader
30.1 55.8 2.8 18.2 1.8 0.5 27.3 19.6 2.4 2.1 3.4 0.9 15.6 12.7
Number of Traders in Each Category Total Traders: 105
16 16 5 12 4 . 34 13 10 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 982,535
Positions
69,234 198,233 89,828 321,891 149,247 61,467 65,669 110,561 199,036 34,893 41,422 39,920 100,597 92,822
Changes from: February 13, 2018 Total Change is: -101,039
8,479 5,309 -3,149 18,543 -3,652 -13,124 -9,675 14,163 -77,274 -772 -2,265 -12,930 -11,137 -8,116
Percent of Open Interest Represented by Each Category of Trader
7.0 20.2 9.1 32.8 15.2 6.3 6.7 11.3 20.3 3.6 4.2 4.1 10.2 9.4
Number of Traders in Each Category Total Traders: 650
35 43 49 159 90 113 86 121 124 63 52 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 124,370
Positions
38,477 22,972 3,923 9,365 12,321 2,465 7,636 18,675 27,450 3,687 2,281 5,890 25,477 28,394
Changes from: February 13, 2018 Total Change is: -26,681
549 6,627 -3,551 163 833 -187 -1,050 -168 -18,373 -99 176 -3,715 -419 -8,323
Percent of Open Interest Represented by Each Category of Trader
30.9 18.5 3.2 7.5 9.9 2.0 6.1 15.0 22.1 3.0 1.8 4.7 20.5 22.8
Number of Traders in Each Category Total Traders: 68
11 10 8 7 6 5 10 16 23 . 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 4,290,823
Positions
329,078 1,051,597 254,233 1,565,144 687,150 292,490 381,276 550,541 766,816 169,241 208,913 156,941 375,603 322,141
Changes from: February 13, 2018 Total Change is: -371,789
41,594 -4,645 63 91,181 -23,142 -63,966 -50,201 64,577 -287,430 492 -8,351 -49,931 -53,592 1,035
Percent of Open Interest Represented by Each Category of Trader
7.7 24.5 5.9 36.5 16.0 6.8 8.9 12.8 17.9 3.9 4.9 3.7 8.8 7.5
Number of Traders in Each Category Total Traders: 640
33 45 47 158 88 111 82 122 122 61 51 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 49,961
Positions
16,852 5,280 3,395 8,635 12,146 824 8,391 15,483 2,353 2,349 2,084 798 6,364 7,598
Changes from: February 13, 2018 Total Change is: -845
1,982 429 831 269 -1,283 -87 -1,686 -303 -1,347 -610 -296 -166 -32 1,376
Percent of Open Interest Represented by Each Category of Trader
33.7 10.6 6.8 17.3 24.3 1.6 16.8 31.0 4.7 4.7 4.2 1.6 12.7 15.2
Number of Traders in Each Category Total Traders: 254
28 13 9 41 30 25 40 61 22 15 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 249,805
Positions
84,258 26,400 16,977 43,175 60,729 4,120 41,955 77,413 11,767 11,744 10,420 3,988 31,820 37,992
Changes from: February 13, 2018 Total Change is: -4,227
9,908 2,145 4,157 1,347 -6,414 -433 -8,431 -1,515 -6,734 -3,051 -1,482 -832 -158 6,880
Percent of Open Interest Represented by Each Category of Trader
33.7 10.6 6.8 17.3 24.3 1.6 16.8 31.0 4.7 4.7 4.2 1.6 12.7 15.2
Number of Traders in Each Category Total Traders: 254
28 13 9 41 30 25 40 61 22 15 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 536,699
Positions
87,590 141,683 4,239 218,093 207,536 36,060 141,088 113,945 12,672 18,114 3,379 1,866 16,977 15,320
Changes from: February 13, 2018 Total Change is: -16,984
-1,512 3,045 -332 -1,761 -6,334 259 -12,066 -12,298 -2,425 1,356 1,011 -496 -7 586
Percent of Open Interest Represented by Each Category of Trader
16.3 26.4 0.8 40.6 38.7 6.7 26.3 21.2 2.4 3.4 0.6 0.3 3.2 2.9
Number of Traders in Each Category Total Traders: 286
17 26 6 72 51 33 46 56 26 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,040,851
Positions
52,492 722,984 4,423 613,356 153,788 82,781 186,307 35,864 15,028 56,173 13,033 1,713 28,578 11,237
Changes from: February 13, 2018 Total Change is: -1,505
431 17,719 -1,587 15,842 -15,317 -398 -11,208 1,563 -953 -882 -328 -665 -2,084 -1,538
Percent of Open Interest Represented by Each Category of Trader
5.0 69.5 0.4 58.9 14.8 8.0 17.9 3.4 1.4 5.4 1.3 0.2 2.7 1.1
Number of Traders in Each Category Total Traders: 388
26 19 7 150 47 61 71 26 12 43 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 1,137,640
Positions
19,154 63,255 80,113 347,956 229,271 202,482 111,687 126,015 177,702 23,829 20,750 24,587 150,131 213,465
Changes from: February 13, 2018 Total Change is: 35,939
1,832 3,569 18,307 -6,617 -4,273 941 5,115 5,695 7,399 2,485 -847 586 5,891 4,562
Percent of Open Interest Represented by Each Category of Trader
1.7 5.6 7.0 30.6 20.2 17.8 9.8 11.1 15.6 2.1 1.8 2.2 13.2 18.8
Number of Traders in Each Category Total Traders: 199
10 20 22 49 34 46 32 35 48 8 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,009,498
Positions
6,973 126,936 11,403 498,421 85,733 141,725 50,625 395,704 111,997 57,866 8,837 2,883 127,606 124,281
Changes from: February 13, 2018 Total Change is: 70,129
-373 1,911 925 161 -5,883 -5,134 7,219 4,511 58,394 -2,974 1,601 1,728 10,183 12,076
Percent of Open Interest Represented by Each Category of Trader
0.7 12.6 1.1 49.4 8.5 14.0 5.0 39.2 11.1 5.7 0.9 0.3 12.6 12.3
Number of Traders in Each Category Total Traders: 129
. 12 5 45 17 36 18 22 29 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,181,113
Positions
79,273 188,054 24,645 712,347 376,116 234,714 427,939 496,283 340,815 210,634 327,071 12,745 138,002 180,670
Changes from: February 13, 2018 Total Change is: 19,918
-38,108 -1,290 -6,714 2,522 -15,516 4,423 -4,911 21,744 40,907 13,224 -15,871 311 8,265 -8,075
Percent of Open Interest Represented by Each Category of Trader
3.6 8.6 1.1 32.7 17.2 10.8 19.6 22.8 15.6 9.7 15.0 0.6 6.3 8.3
Number of Traders in Each Category Total Traders: 347
18 33 16 77 52 55 58 66 56 19 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,140,432
Positions
138,196 194,545 414,122 1,557,794 1,060,873 594,742 473,622 774,226 1,097,320 360,955 214,497 135,897 367,784 654,211
Changes from: February 13, 2018 Total Change is: 210,154
-52,350 13,758 72,550 31,091 -37,025 -5,602 13,575 -32,065 155,877 -23,400 -3,001 24,086 -5,674 21,576
Percent of Open Interest Represented by Each Category of Trader
2.7 3.8 8.1 30.3 20.6 11.6 9.2 15.1 21.3 7.0 4.2 2.6 7.2 12.7
Number of Traders in Each Category Total Traders: 457
35 32 52 79 103 105 55 101 104 24 28 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 4,117,956
Positions
85,108 328,085 153,137 1,703,215 868,399 540,403 305,617 742,569 710,465 258,628 270,526 60,081 301,303 444,292
Changes from: February 13, 2018 Total Change is: 237,222
-13,115 18,914 20,494 68,821 8,046 -53,936 19,647 48,546 167,044 82 -3,924 13,320 14,864 18,717
Percent of Open Interest Represented by Each Category of Trader
2.1 8.0 3.7 41.4 21.1 13.1 7.4 18.0 17.3 6.3 6.6 1.5 7.3 10.8
Number of Traders in Each Category Total Traders: 353
13 43 33 60 66 74 40 75 71 24 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,020,746
Positions
538,832 364,007 619,182 4,396 44,772 67,411 249,406 349,989 324,887 59,474 72,938 118,518 38,641 59,043
Changes from: February 13, 2018 Total Change is: 143,105
16,208 43,100 38,654 2,000 5,443 2,355 11,048 701 22,189 3,919 -7,619 41,191 5,542 -2,909
Percent of Open Interest Represented by Each Category of Trader
26.7 18.0 30.6 0.2 2.2 3.3 12.3 17.3 16.1 2.9 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 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is32,602,658
Positions
7,286,289 942,022 4,777,676 85,232 2,971,028 2,916,951 314,903 2,514,281 14,244,870 39,238 451,383 2,121,466 816,034 1,662,981
Changes from: February 13, 2018 Total Change is: 1,887,549
-21,904 -51,652 267,072 17,772 -62,758 349,404 -65,671 109,454 939,634 11,318 -60,687 193,340 196,584 203,741
Percent of Open Interest Represented by Each Category of Trader
22.3 2.9 14.7 0.3 9.1 8.9 1.0 7.7 43.7 0.1 1.4 6.5 2.5 5.1
Number of Traders in Each Category Total Traders: 328
39 40 76 9 38 42 54 86 114 19 28 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 39,608
Positions
100 4,533 0 7,770 9,487 541 10,742 15,242 4,583 9,098 1,618 18 6,756 3,586
Changes from: February 13, 2018 Total Change is: -972
34 -75 -66 -59 -515 -2 -2,904 -800 795 1,411 -4 -1 -180 -304
Percent of Open Interest Represented by Each Category of Trader
0.3 11.4 0.0 19.6 24.0 1.4 27.1 38.5 11.6 23.0 4.1 0.0 17.1 9.1
Number of Traders in Each Category Total Traders: 139
. . 0 10 9 . 26 38 13 41 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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