Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 161,703
Positions
5,551 50,891 10,714 28,319 7,550 3,244 51,796 34,058 16,609 9,985 3,005 3,502 31,983 32,129
Changes from: February 28, 2017 Total Change is: 7,517
3,874 -19,403 5,879 -5,413 808 -648 513 10,764 3,829 2,256 931 613 -3,387 4,744
Percent of Open Interest Represented by Each Category of Trader
3.4 31.5 6.6 17.5 4.7 2.0 32.0 21.1 10.3 6.2 1.9 2.2 19.8 19.9
Number of Traders in Each Category Total Traders: 95
. 9 7 11 5 4 22 29 20 10 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 58,326
Positions
31,579 8,263 1,498 1,714 4,521 0 13,704 21,376 2,394 0 0 0 7,437 20,274
Changes from: February 28, 2017 Total Change is: 9,153
3,698 -1,856 708 0 1,600 0 6,109 5,860 -229 0 0 0 -1,134 3,070
Percent of Open Interest Represented by Each Category of Trader
54.1 14.2 2.6 2.9 7.8 0.0 23.5 36.6 4.1 0.0 0.0 0.0 12.8 34.8
Number of Traders in Each Category Total Traders: 49
6 4 . . 4 0 13 19 13 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 293,073
Positions
161,686 8,802 9,974 9,577 91,245 4,378 35,341 93,394 26,344 9,740 12,136 4,975 31,057 41,823
Changes from: February 28, 2017 Total Change is: 31,402
32,256 1,616 639 -245 6,750 -281 6,258 20,345 -2,695 -6,966 706 -211 2,646 4,531
Percent of Open Interest Represented by Each Category of Trader
55.2 3.0 3.4 3.3 31.1 1.5 12.1 31.9 9.0 3.3 4.1 1.7 10.6 14.3
Number of Traders in Each Category Total Traders: 129
11 5 10 7 27 12 21 45 23 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 250,344
Positions
98,509 30,274 15,458 22,902 65,976 5,887 25,923 56,312 23,937 37,903 2,349 2,204 17,621 47,948
Changes from: February 28, 2017 Total Change is: -10,023
13,383 -11,428 -4,143 -1,627 6,267 -276 -3,814 7,187 -9,447 1,562 916 -1,920 -3,741 2,820
Percent of Open Interest Represented by Each Category of Trader
39.3 12.1 6.2 9.1 26.4 2.4 10.4 22.5 9.6 15.1 0.9 0.9 7.0 19.2
Number of Traders in Each Category Total Traders: 122
10 8 7 12 22 9 21 37 24 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 491,765
Positions
111,911 76,181 24,518 150,852 103,157 10,515 40,263 140,997 36,791 49,601 24,172 6,026 61,288 69,408
Changes from: February 28, 2017 Total Change is: -24,046
3,252 -12,458 -3,430 2,806 -108 -1,359 -6,199 11,554 -18,710 2,069 2,407 -2,780 305 838
Percent of Open Interest Represented by Each Category of Trader
22.8 15.5 5.0 30.7 21.0 2.1 8.2 28.7 7.5 10.1 4.9 1.2 12.5 14.1
Number of Traders in Each Category Total Traders: 246
16 16 18 46 34 34 23 56 33 31 24 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 37,703
Positions
764 21,994 570 17,267 0 458 1,718 1,013 175 0 2,276 0 16,751 11,217
Changes from: February 28, 2017 Total Change is: 6,755
0 692 43 16 0 -24 1,262 -78 -458 0 540 0 5,916 6,040
Percent of Open Interest Represented by Each Category of Trader
2.0 58.3 1.5 45.8 0.0 1.2 4.6 2.7 0.5 0.0 6.0 0.0 44.4 29.8
Number of Traders in Each Category Total Traders: 22
. 4 . 11 0 5 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 168,539
Positions
3,239 66,232 18,419 22,603 13,133 2,150 69,728 16,127 17,511 1,476 6,092 3,058 30,356 25,819
Changes from: February 28, 2017 Total Change is: 4,996
-821 -5,469 10,796 -4,414 -596 -962 -2,350 -3,382 3,446 -260 465 413 -850 287
Percent of Open Interest Represented by Each Category of Trader
1.9 39.3 10.9 13.4 7.8 1.3 41.4 9.6 10.4 0.9 3.6 1.8 18.0 15.3
Number of Traders in Each Category Total Traders: 99
. 10 8 9 8 7 41 15 21 5 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 32,727
Positions
2,046 24,492 2,161 6,115 0 0 17,734 2,821 24 702 257 0 3,945 2,972
Changes from: February 28, 2017 Total Change is: 3,544
0 -88 2,160 -53 0 0 -683 -614 22 1 0 0 2,097 2,064
Percent of Open Interest Represented by Each Category of Trader
6.3 74.8 6.6 18.7 0.0 0.0 54.2 8.6 0.1 2.1 0.8 0.0 12.1 9.1
Number of Traders in Each Category Total Traders: 28
. 7 . . 0 0 9 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 210,020
Positions
63,591 92,804 18,717 62,943 3,605 119 34,797 59,334 18,269 3,588 12,472 18 7,978 4,682
Changes from: February 28, 2017 Total Change is: 13,765
108 1,656 17,170 80 -542 -2 -2,252 -2,582 -1,681 -41 497 -217 600 -535
Percent of Open Interest Represented by Each Category of Trader
30.3 44.2 8.9 30.0 1.7 0.1 16.6 28.3 8.7 1.7 5.9 0.0 3.8 2.2
Number of Traders in Each Category Total Traders: 140
4 11 4 15 6 . 39 35 16 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 31,243
Positions
103 23,137 387 6,968 0 0 21,439 5,503 203 0 1,305 0 2,143 708
Changes from: February 28, 2017 Total Change is: 219
103 -532 313 412 0 0 -581 317 7 0 20 0 -35 94
Percent of Open Interest Represented by Each Category of Trader
0.3 74.1 1.2 22.3 0.0 0.0 68.6 17.6 0.6 0.0 4.2 0.0 6.9 2.3
Number of Traders in Each Category Total Traders: 30
. . . 4 0 0 7 10 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 51,405
Positions
7,750 14,879 2,164 1,574 18,338 0 28,605 7,359 3,941 1,383 909 149 5,839 3,666
Changes from: February 28, 2017 Total Change is: -5,697
61 -10,646 2,113 -25 275 0 -11,179 207 1,731 762 -448 149 691 922
Percent of Open Interest Represented by Each Category of Trader
15.1 28.9 4.2 3.1 35.7 0.0 55.6 14.3 7.7 2.7 1.8 0.3 11.4 7.1
Number of Traders in Each Category Total Traders: 70
4 7 . 4 4 0 25 15 11 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 28,816
Positions
6,146 171 12,605 791 135 0 6,694 13,629 1,366 0 100 0 1,214 810
Changes from: February 28, 2017 Total Change is: 1,177
768 0 -301 11 -119 0 -302 0 1,365 0 0 0 -364 232
Percent of Open Interest Represented by Each Category of Trader
21.3 0.6 43.7 2.7 0.5 0.0 23.2 47.3 4.7 0.0 0.3 0.0 4.2 2.8
Number of Traders in Each Category Total Traders: 29
5 . 4 . . 0 13 4 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 74,841
Positions
9,024 45,487 1,802 9,961 439 839 36,033 7,279 4,042 1,762 5,041 434 10,944 9,478
Changes from: February 28, 2017 Total Change is: 4,195
99 6,035 -101 42 218 137 1,809 -2,554 903 723 852 42 542 -1,337
Percent of Open Interest Represented by Each Category of Trader
12.1 60.8 2.4 13.3 0.6 1.1 48.1 9.7 5.4 2.4 6.7 0.6 14.6 12.7
Number of Traders in Each Category Total Traders: 130
14 22 6 15 . 6 42 15 11 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 149,682
Positions
18,047 90,975 3,604 19,922 878 1,678 72,066 14,558 8,084 3,524 10,082 868 21,889 18,956
Changes from: February 28, 2017 Total Change is: 8,390
197 12,070 -201 83 435 274 3,617 -5,108 1,805 1,447 1,705 84 1,084 -2,673
Percent of Open Interest Represented by Each Category of Trader
12.1 60.8 2.4 13.3 0.6 1.1 48.1 9.7 5.4 2.4 6.7 0.6 14.6 12.7
Number of Traders in Each Category Total Traders: 130
14 22 6 15 . 6 42 15 11 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 988,953
Positions
67,467 134,830 67,349 293,253 186,666 87,948 93,202 111,607 202,611 25,574 45,895 42,626 108,924 109,420
Changes from: February 28, 2017 Total Change is: 35,328
-263 16,556 9,835 369 3,166 -4,548 7,648 -9,884 16,018 1,607 4,324 379 4,284 -518
Percent of Open Interest Represented by Each Category of Trader
6.8 13.6 6.8 29.7 18.9 8.9 9.4 11.3 20.5 2.6 4.6 4.3 11.0 11.1
Number of Traders in Each Category Total Traders: 692
35 37 49 134 84 104 89 145 135 90 75 89
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 193,540
Positions
28,329 18,153 13,175 19,661 39,615 17,011 16,203 13,810 48,878 5,634 192 8,659 35,989 34,047
Changes from: February 28, 2017 Total Change is: 4,860
1,047 5,750 -2,956 4,254 601 -1,785 1,953 2,731 2,884 620 -312 -1,196 39 -856
Percent of Open Interest Represented by Each Category of Trader
14.6 9.4 6.8 10.2 20.5 8.8 8.4 7.1 25.3 2.9 0.1 4.5 18.6 17.6
Number of Traders in Each Category Total Traders: 71
5 12 9 10 . 5 16 10 26 10 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,977,066
Positions
234,774 622,473 231,782 1,413,183 780,480 309,464 490,427 594,422 663,234 109,046 237,864 160,483 364,674 376,865
Changes from: February 28, 2017 Total Change is: 152,341
-12,995 47,587 70,398 -35,455 -3,205 2,216 38,122 -53,425 56,026 1,771 20,022 11,032 21,225 1,691
Percent of Open Interest Represented by Each Category of Trader
5.9 15.7 5.8 35.5 19.6 7.8 12.3 14.9 16.7 2.7 6.0 4.0 9.2 9.5
Number of Traders in Each Category Total Traders: 675
34 37 48 134 82 100 86 143 129 83 75 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 95,686
Positions
1,152 45,059 360 51,600 37,871 3,275 23,434 3,085 2,092 756 564 0 13,017 3,380
Changes from: February 28, 2017 Total Change is: -597
1 -130 141 -1,181 -502 29 -615 -153 73 215 0 0 740 -55
Percent of Open Interest Represented by Each Category of Trader
1.2 47.1 0.4 53.9 39.6 3.4 24.5 3.2 2.2 0.8 0.6 0.0 13.6 3.5
Number of Traders in Each Category Total Traders: 85
. 11 4 33 13 13 17 4 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 50,000
Positions
6,352 10,083 415 7,994 5,793 2,917 20,032 15,913 3,383 1,974 4,501 564 6,368 6,430
Changes from: February 28, 2017 Total Change is: -1,218
34 -3,730 60 -1,634 468 1,288 -1,199 346 121 274 443 -163 0 -51
Percent of Open Interest Represented by Each Category of Trader
12.7 20.2 0.8 16.0 11.6 5.8 40.1 31.8 6.8 3.9 9.0 1.1 12.7 12.9
Number of Traders in Each Category Total Traders: 250
15 21 10 39 24 16 61 50 30 18 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 250,000
Positions
31,762 50,415 2,076 39,968 28,964 14,587 100,161 79,564 16,916 9,870 22,507 2,819 31,840 32,151
Changes from: February 28, 2017 Total Change is: -6,089
170 -18,648 300 -8,168 2,338 6,442 -5,995 1,729 606 1,371 2,215 -815 1 -256
Percent of Open Interest Represented by Each Category of Trader
12.7 20.2 0.8 16.0 11.6 5.8 40.1 31.8 6.8 3.9 9.0 1.1 12.7 12.9
Number of Traders in Each Category Total Traders: 250
15 21 10 39 24 16 61 50 30 18 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 611,213
Positions
52,694 151,400 7,870 289,382 147,888 39,453 159,881 202,678 16,925 10,251 20,363 2,974 31,783 21,662
Changes from: February 28, 2017 Total Change is: -5,423
-589 -17,237 2,045 -9,712 -256 927 -4,207 5,869 3,686 -715 -47 112 3,030 -521
Percent of Open Interest Represented by Each Category of Trader
8.6 24.8 1.3 47.3 24.2 6.5 26.2 33.2 2.8 1.7 3.3 0.5 5.2 3.5
Number of Traders in Each Category Total Traders: 346
21 21 13 82 44 36 62 79 29 17 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 50,129
Positions
1,412 13,225 7,198 17,261 490 79 3,619 2,792 3,265 5,553 7,909 1,993 9,749 13,178
Changes from: February 28, 2017 Total Change is: 18,086
497 176 7,195 3,352 0 -6 650 -629 3,126 529 564 1,993 750 5,667
Percent of Open Interest Represented by Each Category of Trader
2.8 26.4 14.4 34.4 1.0 0.2 7.2 5.6 6.5 11.1 15.8 4.0 19.4 26.3
Number of Traders in Each Category Total Traders: 51
5 4 . 16 . . 6 6 6 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 79,732
Positions
18,377 12,309 2,989 11,274 2,769 2,234 17,690 24,851 3,766 1,036 2,986 167 22,199 27,661
Changes from: February 28, 2017 Total Change is: 21,587
2,101 71 2,455 602 129 138 383 7,167 2,147 164 217 167 13,430 9,096
Percent of Open Interest Represented by Each Category of Trader
23.0 15.4 3.7 14.1 3.5 2.8 22.2 31.2 4.7 1.3 3.7 0.2 27.8 34.7
Number of Traders in Each Category Total Traders: 92
14 10 10 15 6 7 27 14 17 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 291,868
Positions
26,235 187,357 16,099 161,959 63,507 14,475 55,657 3,048 2,653 4,780 708 409 9,601 3,612
Changes from: February 28, 2017 Total Change is: 9,074
1,375 -3,115 11,700 -5,777 -732 1,479 -686 -88 381 23 3 0 579 -554
Percent of Open Interest Represented by Each Category of Trader
9.0 64.2 5.5 55.5 21.8 5.0 19.1 1.0 0.9 1.6 0.2 0.1 3.3 1.2
Number of Traders in Each Category Total Traders: 133
9 12 8 45 24 22 29 6 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 902,024
Positions
32,120 673,589 10,757 522,085 82,970 61,916 185,556 29,504 14,738 43,117 12,324 2,847 28,888 13,379
Changes from: February 28, 2017 Total Change is: 185
-1,388 -11,661 1,985 2,603 -1,261 -873 -11,172 3,826 3,727 6 141 -241 5,538 4,542
Percent of Open Interest Represented by Each Category of Trader
3.6 74.7 1.2 57.9 9.2 6.9 20.6 3.3 1.6 4.8 1.4 0.3 3.2 1.5
Number of Traders in Each Category Total Traders: 315
21 20 13 101 32 44 59 21 23 46 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 799,736
Positions
9,163 26,862 22,379 331,356 185,561 113,985 65,585 141,300 84,160 11,438 33,110 20,570 141,098 171,808
Changes from: February 28, 2017 Total Change is: 40,870
1,040 622 3,450 22,320 17,542 -6,398 5,836 21,026 10,595 3,710 -10,437 3,481 -3,163 989
Percent of Open Interest Represented by Each Category of Trader
1.1 3.4 2.8 41.4 23.2 14.3 8.2 17.7 10.5 1.4 4.1 2.6 17.6 21.5
Number of Traders in Each Category Total Traders: 166
6 9 12 39 35 37 27 30 38 8 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 730,007
Positions
10,770 118,702 10,243 401,469 58,022 87,805 40,123 278,067 32,714 29,058 18,496 341 117,484 125,617
Changes from: February 28, 2017 Total Change is: -18,686
5,328 -21,081 74 -13,823 1,539 2,846 -3,448 3,341 -10,941 742 -1,365 -13 549 6,914
Percent of Open Interest Represented by Each Category of Trader
1.5 16.3 1.4 55.0 7.9 12.0 5.5 38.1 4.5 4.0 2.5 0.0 16.1 17.2
Number of Traders in Each Category Total Traders: 101
. 9 6 46 8 27 9 20 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,435,566
Positions
37,063 152,853 9,845 422,877 267,296 184,832 432,429 307,359 76,167 155,508 271,329 3,212 113,634 162,673
Changes from: February 28, 2017 Total Change is: -1,080
14,224 -5,413 -23,955 34,025 -25,169 -2,378 -54,100 -8,370 20,418 5,027 36,828 -2,797 8,457 9,757
Percent of Open Interest Represented by Each Category of Trader
2.6 10.6 0.7 29.5 18.6 12.9 30.1 21.4 5.3 10.8 18.9 0.2 7.9 11.3
Number of Traders in Each Category Total Traders: 269
10 31 17 56 34 42 46 39 36 20 33 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,794,587
Positions
107,109 161,959 150,352 1,449,957 1,031,630 431,913 413,420 783,526 368,489 443,367 208,362 77,544 352,437 580,813
Changes from: February 28, 2017 Total Change is: 30,511
7,789 -32,878 -14,474 10,579 -25,814 3,888 -399 63,438 -5,978 45,575 15,574 2,362 -18,830 24,393
Percent of Open Interest Represented by Each Category of Trader
2.8 4.3 4.0 38.2 27.2 11.4 10.9 20.6 9.7 11.7 5.5 2.0 9.3 15.3
Number of Traders in Each Category Total Traders: 392
24 39 49 47 83 76 62 67 87 30 40 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 339,191
Positions
16,383 31,139 5,771 116,075 125,831 16,442 101,795 35,314 8,387 8,403 6,629 0 65,935 109,678
Changes from: February 28, 2017 Total Change is: -67
51 -115 2,596 1,619 -1,311 566 337 -5,217 -4,706 -259 0 0 -271 8,120
Percent of Open Interest Represented by Each Category of Trader
4.8 9.2 1.7 34.2 37.1 4.8 30.0 10.4 2.5 2.5 2.0 0.0 19.4 32.3
Number of Traders in Each Category Total Traders: 61
6 4 4 12 22 20 10 4 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,357,117
Positions
59,897 317,582 97,328 1,765,798 721,663 345,657 256,749 874,021 289,394 248,530 253,566 50,162 243,601 407,745
Changes from: February 28, 2017 Total Change is: -8,745
21,252 -70,403 -13,997 -19,438 31,518 20,258 -4,152 -46,742 -805 -9,793 24,603 8,397 -10,469 38,426
Percent of Open Interest Represented by Each Category of Trader
1.8 9.5 2.9 52.6 21.5 10.3 7.6 26.0 8.6 7.4 7.6 1.5 7.3 12.1
Number of Traders in Each Category Total Traders: 322
14 36 28 60 50 64 47 65 67 15 35 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,401,764
Positions
521,937 163,092 332,146 9,643 5,210 9,421 121,346 356,107 313,542 6,171 119,400 50,642 36,917 52,204
Changes from: February 28, 2017 Total Change is: -182,576
125,131 829 -72,553 -11,173 -15,865 -6,218 -93,494 -71,908 -1,839 -42,956 67,085 -81,805 2,331 -302
Percent of Open Interest Represented by Each Category of Trader
37.2 11.6 23.7 0.7 0.4 0.7 8.7 25.4 22.4 0.4 8.5 3.6 2.6 3.7
Number of Traders in Each Category Total Traders: 140
29 28 50 . . . 25 31 46 6 10 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is25,302,432
Positions
5,402,079 944,164 4,110,745 74,838 1,779,149 1,109,773 366,076 2,663,819 10,835,391 889,991 623,656 1,851,166 662,375 1,384,570
Changes from: February 28, 2017 Total Change is: 1,200,045
-12,531 25,271 252,631 5,187 -199,976 129,267 -55,308 84,025 651,666 44,400 28,957 126,210 58,524 101,994
Percent of Open Interest Represented by Each Category of Trader
21.4 3.7 16.2 0.3 7.0 4.4 1.4 10.5 42.8 3.5 2.5 7.3 2.6 5.5
Number of Traders in Each Category Total Traders: 332
26 53 74 8 32 35 37 115 120 13 34 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 32,468
Positions
7,836 4,379 937 334 12,937 91 18,809 9,653 1 4,301 4,215 86 73 169
Changes from: February 28, 2017 Total Change is: 81
1,698 -28 937 162 9 -19 2,077 1,118 -1,898 -2,940 -88 30 34 20
Percent of Open Interest Represented by Each Category of Trader
24.1 13.5 2.9 1.0 39.8 0.3 57.9 29.7 0.0 13.2 13.0 0.3 0.2 0.5
Number of Traders in Each Category Total Traders: 48
. 7 . . 12 . 4 11 . 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 47,785
Positions
5,861 20,924 2,666 568 9,127 191 37,642 8,430 39 675 6,144 142 1 122
Changes from: February 28, 2017 Total Change is: 3,209
-3 3,262 2,654 -158 157 4 3,427 -509 -2,673 111 410 -101 -52 5
Percent of Open Interest Represented by Each Category of Trader
12.3 43.8 5.6 1.2 19.1 0.4 78.8 17.6 0.1 1.4 12.9 0.3 0.0 0.3
Number of Traders in Each Category Total Traders: 35
. 5 . . 4 . 7 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 83,738
Positions
352 64,749 3,141 16,408 831 1,421 31,082 7,599 2,162 18,599 721 35 10,537 3,079
Changes from: February 28, 2017 Total Change is: 8,275
59 6,059 2,933 742 -228 -17 545 1,895 -887 3,801 -1,539 -65 1,164 124
Percent of Open Interest Represented by Each Category of Trader
0.4 77.3 3.8 19.6 1.0 1.7 37.1 9.1 2.6 22.2 0.9 0.0 12.6 3.7
Number of Traders in Each Category Total Traders: 147
. 5 . 17 . 4 46 13 13 54 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 596,912
Positions
135,624 27,256 23,648 83,586 49,985 37,908 86,468 226,796 150,114 14,650 11,766 33,443 31,471 35,996
Changes from: February 28, 2017 Total Change is: 11,226
2,992 3,892 6,866 11,398 3,329 -6,940 -11,353 -8,499 25,145 1,432 6,337 -17,448 -866 -1,456
Percent of Open Interest Represented by Each Category of Trader
22.7 4.6 4.0 14.0 8.4 6.4 14.5 38.0 25.1 2.5 2.0 5.6 5.3 6.0
Number of Traders in Each Category Total Traders: 252
24 4 19 16 26 15 60 70 65 21 17 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 38,256
Positions
650 600 0 26,267 84 0 6,816 36,941 369 4,025 229 7 122 26
Changes from: February 28, 2017 Total Change is: 372
464 600 0 96 5 0 -266 -253 0 56 0 7 15 13
Percent of Open Interest Represented by Each Category of Trader
1.7 1.6 0.0 68.7 0.2 0.0 17.8 96.6 1.0 10.5 0.6 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 40
. . 0 13 . 0 10 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 10, 2017