Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 192,867
Positions
8,857 33,443 27,684 25,198 9,391 3,820 60,983 51,059 13,021 10,920 3,909 14,321 28,063 36,218
Changes from: March 7, 2017 Total Change is: 31,164
3,306 -17,448 16,970 -3,121 1,841 576 9,187 17,001 -3,588 935 904 10,819 -3,920 4,089
Percent of Open Interest Represented by Each Category of Trader
4.6 17.3 14.4 13.1 4.9 2.0 31.6 26.5 6.8 5.7 2.0 7.4 14.6 18.8
Number of Traders in Each Category Total Traders: 105
6 9 9 10 8 4 22 32 17 12 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 47,358
Positions
15,083 413 573 1,978 3,438 0 15,454 21,614 1,755 5,594 0 0 6,922 19,565
Changes from: March 7, 2017 Total Change is: -10,968
-16,496 -7,850 -925 264 -1,083 0 1,750 238 -639 5,594 0 0 -516 -709
Percent of Open Interest Represented by Each Category of Trader
31.8 0.9 1.2 4.2 7.3 0.0 32.6 45.6 3.7 11.8 0.0 0.0 14.6 41.3
Number of Traders in Each Category Total Traders: 42
. . . . 4 0 12 18 10 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 292,671
Positions
146,201 4,634 10,582 10,283 92,705 4,079 35,699 99,460 24,098 30,663 11,417 2,537 28,529 43,159
Changes from: March 7, 2017 Total Change is: -402
-15,485 -4,168 608 706 1,460 -300 358 6,066 -2,246 20,923 -719 -2,438 -2,528 1,336
Percent of Open Interest Represented by Each Category of Trader
50.0 1.6 3.6 3.5 31.7 1.4 12.2 34.0 8.2 10.5 3.9 0.9 9.7 14.7
Number of Traders in Each Category Total Traders: 126
9 5 8 7 28 10 22 46 23 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 236,325
Positions
97,976 12,918 10,828 23,049 60,817 7,247 32,690 68,995 20,819 22,487 4,472 3,457 17,772 46,771
Changes from: March 7, 2017 Total Change is: -14,019
-534 -17,355 -4,630 147 -5,159 1,360 6,767 12,683 -3,118 -15,416 2,123 1,253 150 -1,177
Percent of Open Interest Represented by Each Category of Trader
41.5 5.5 4.6 9.8 25.7 3.1 13.8 29.2 8.8 9.5 1.9 1.5 7.5 19.8
Number of Traders in Each Category Total Traders: 128
9 7 7 13 21 9 23 42 24 5 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 439,166
Positions
81,452 37,611 16,322 155,523 105,323 10,493 43,178 129,651 34,579 29,826 40,551 6,323 61,469 58,313
Changes from: March 7, 2017 Total Change is: -52,599
-30,459 -38,570 -8,196 4,671 2,166 -22 2,915 -11,346 -2,212 -19,775 16,379 297 181 -11,095
Percent of Open Interest Represented by Each Category of Trader
18.5 8.6 3.7 35.4 24.0 2.4 9.8 29.5 7.9 6.8 9.2 1.4 14.0 13.3
Number of Traders in Each Category Total Traders: 246
14 14 14 48 34 33 27 54 34 32 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 33,794
Positions
752 23,004 1 18,220 0 468 2,158 2,411 257 0 3,351 0 11,938 4,302
Changes from: March 7, 2017 Total Change is: -3,909
-12 1,010 -569 953 0 10 440 1,398 82 0 1,075 0 -4,813 -6,915
Percent of Open Interest Represented by Each Category of Trader
2.2 68.1 0.0 53.9 0.0 1.4 6.4 7.1 0.8 0.0 9.9 0.0 35.3 12.7
Number of Traders in Each Category Total Traders: 24
. . . 12 0 5 . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 131,161
Positions
3,131 40,265 4,351 20,402 15,454 1,711 59,319 21,484 10,846 1,698 9,342 2,611 27,092 25,096
Changes from: March 7, 2017 Total Change is: -37,378
-108 -25,967 -14,068 -2,201 2,321 -439 -10,409 5,358 -6,665 222 3,250 -447 -3,265 -722
Percent of Open Interest Represented by Each Category of Trader
2.4 30.7 3.3 15.6 11.8 1.3 45.2 16.4 8.3 1.3 7.1 2.0 20.7 19.1
Number of Traders in Each Category Total Traders: 91
. 7 6 7 10 4 32 18 19 6 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 33,946
Positions
1,027 24,294 5,680 6,127 0 0 18,470 2,943 101 598 107 0 1,943 821
Changes from: March 7, 2017 Total Change is: 1,219
-1,019 -198 3,519 12 0 0 736 122 77 -104 -150 0 -2,002 -2,151
Percent of Open Interest Represented by Each Category of Trader
3.0 71.6 16.7 18.0 0.0 0.0 54.4 8.7 0.3 1.8 0.3 0.0 5.7 2.4
Number of Traders in Each Category Total Traders: 31
. 7 . . 0 0 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 170,437
Positions
49,220 90,172 36 63,245 3,775 104 45,961 60,898 1,472 3,424 10,334 18 6,956 3,628
Changes from: March 7, 2017 Total Change is: -39,583
-14,371 -2,633 -18,681 302 170 -15 11,164 1,564 -16,797 -164 -2,138 0 -1,021 -1,053
Percent of Open Interest Represented by Each Category of Trader
28.9 52.9 0.0 37.1 2.2 0.1 27.0 35.7 0.9 2.0 6.1 0.0 4.1 2.1
Number of Traders in Each Category Total Traders: 135
. 9 . 16 7 . 38 35 13 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 28,865
Positions
103 22,164 387 7,155 0 0 18,821 3,977 362 0 1,303 0 2,037 672
Changes from: March 7, 2017 Total Change is: -2,378
0 -973 0 187 0 0 -2,618 -1,526 159 0 -2 0 -106 -36
Percent of Open Interest Represented by Each Category of Trader
0.4 76.8 1.3 24.8 0.0 0.0 65.2 13.8 1.3 0.0 4.5 0.0 7.1 2.3
Number of Traders in Each Category Total Traders: 32
. . . 4 0 0 10 10 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 34,986
Positions
6,524 3,174 0 1,562 16,429 0 19,710 8,010 2,299 804 1,189 0 4,087 3,885
Changes from: March 7, 2017 Total Change is: -16,419
-1,226 -11,705 -2,164 -12 -1,909 0 -8,895 651 -1,642 -579 280 -149 -1,752 219
Percent of Open Interest Represented by Each Category of Trader
18.6 9.1 0.0 4.5 47.0 0.0 56.3 22.9 6.6 2.3 3.4 0.0 11.7 11.1
Number of Traders in Each Category Total Traders: 59
4 4 0 4 4 0 18 17 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 26,628
Positions
10,707 1,213 10,680 788 254 0 3,177 13,395 26 0 100 0 1,250 960
Changes from: March 7, 2017 Total Change is: -2,188
4,561 1,042 -1,925 -3 119 0 -3,517 -234 -1,340 0 0 0 36 150
Percent of Open Interest Represented by Each Category of Trader
40.2 4.6 40.1 3.0 1.0 0.0 11.9 50.3 0.1 0.0 0.4 0.0 4.7 3.6
Number of Traders in Each Category Total Traders: 24
4 . . . . 0 9 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 89,193
Positions
8,471 50,136 14,295 11,856 354 645 35,774 6,455 4,344 1,666 3,474 497 11,644 8,993
Changes from: March 7, 2017 Total Change is: 14,352
-552 4,648 12,493 1,895 -85 -194 -258 -824 302 -96 -1,567 63 700 -485
Percent of Open Interest Represented by Each Category of Trader
9.5 56.2 16.0 13.3 0.4 0.7 40.1 7.2 4.9 1.9 3.9 0.6 13.1 10.1
Number of Traders in Each Category Total Traders: 132
13 22 15 15 . 6 44 14 12 10 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 178,386
Positions
16,943 100,271 28,591 23,711 708 1,290 71,549 12,911 8,688 3,332 6,948 994 23,289 17,986
Changes from: March 7, 2017 Total Change is: 28,704
-1,105 9,296 24,987 3,789 -170 -388 -517 -1,647 605 -193 -3,134 126 1,400 -970
Percent of Open Interest Represented by Each Category of Trader
9.5 56.2 16.0 13.3 0.4 0.7 40.1 7.2 4.9 1.9 3.9 0.6 13.1 10.1
Number of Traders in Each Category Total Traders: 132
13 22 15 15 . 6 44 14 12 10 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 1,062,229
Positions
69,819 139,843 82,720 294,540 182,875 125,594 92,828 118,917 220,853 24,155 46,533 42,777 108,942 102,115
Changes from: March 7, 2017 Total Change is: 73,275
2,352 5,013 15,372 1,287 -3,791 37,646 -374 7,310 18,242 -1,419 638 152 18 -7,305
Percent of Open Interest Represented by Each Category of Trader
6.6 13.2 7.8 27.7 17.2 11.8 8.7 11.2 20.8 2.3 4.4 4.0 10.3 9.6
Number of Traders in Each Category Total Traders: 690
36 40 55 128 84 103 83 141 129 94 81 99
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 197,116
Positions
27,745 19,517 15,117 14,115 39,340 20,432 17,021 14,377 52,407 5,766 173 5,536 38,978 30,218
Changes from: March 7, 2017 Total Change is: 3,576
-584 1,364 1,941 -5,546 -275 3,421 817 567 3,529 131 -19 -3,123 2,989 -3,829
Percent of Open Interest Represented by Each Category of Trader
14.1 9.9 7.7 7.2 20.0 10.4 8.6 7.3 26.6 2.9 0.1 2.8 19.8 15.3
Number of Traders in Each Category Total Traders: 66
6 10 10 8 . 5 15 10 24 10 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 4,325,563
Positions
248,968 640,230 299,421 1,474,022 789,573 453,914 490,420 634,088 730,847 106,840 246,694 171,311 349,819 359,484
Changes from: March 7, 2017 Total Change is: 348,497
14,195 17,756 67,639 60,839 9,094 144,450 -7 39,667 67,613 -2,206 8,830 10,828 -14,855 -17,380
Percent of Open Interest Represented by Each Category of Trader
5.8 14.8 6.9 34.1 18.3 10.5 11.3 14.7 16.9 2.5 5.7 4.0 8.1 8.3
Number of Traders in Each Category Total Traders: 674
35 41 54 128 82 99 79 141 125 86 80 94
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 102,751
Positions
1,068 46,287 5,781 51,056 37,468 5,291 23,777 3,078 1,146 747 564 0 13,885 3,136
Changes from: March 7, 2017 Total Change is: 7,065
-84 1,228 5,421 -544 -403 2,016 343 -7 -946 -9 0 0 868 -244
Percent of Open Interest Represented by Each Category of Trader
1.0 45.0 5.6 49.7 36.5 5.1 23.1 3.0 1.1 0.7 0.5 0.0 13.5 3.1
Number of Traders in Each Category Total Traders: 82
. 11 6 31 12 15 15 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 64,265
Positions
7,327 8,963 6,441 8,563 6,314 8,678 18,712 17,562 3,878 2,124 4,204 734 7,808 7,491
Changes from: March 7, 2017 Total Change is: 14,265
975 -1,120 6,026 569 521 5,761 -1,320 1,649 494 150 -297 170 1,440 1,061
Percent of Open Interest Represented by Each Category of Trader
11.4 13.9 10.0 13.3 9.8 13.5 29.1 27.3 6.0 3.3 6.5 1.1 12.1 11.7
Number of Traders in Each Category Total Traders: 246
16 20 20 38 28 17 57 51 31 17 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 321,324
Positions
36,636 44,815 32,205 42,813 31,569 43,391 93,562 87,810 19,388 10,621 21,021 3,669 39,039 37,456
Changes from: March 7, 2017 Total Change is: 71,324
4,874 -5,600 30,129 2,844 2,605 28,805 -6,599 8,246 2,472 750 -1,486 850 7,199 5,305
Percent of Open Interest Represented by Each Category of Trader
11.4 13.9 10.0 13.3 9.8 13.5 29.1 27.3 6.0 3.3 6.5 1.1 12.1 11.7
Number of Traders in Each Category Total Traders: 246
16 20 20 38 28 17 57 51 31 17 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 630,839
Positions
55,453 117,703 53,409 253,517 135,894 50,696 149,381 202,336 20,636 13,159 20,826 3,099 31,489 26,240
Changes from: March 7, 2017 Total Change is: 19,626
2,759 -33,697 45,539 -35,865 -11,994 11,243 -10,500 -342 3,711 2,908 463 126 -294 4,577
Percent of Open Interest Represented by Each Category of Trader
8.8 18.7 8.5 40.2 21.5 8.0 23.7 32.1 3.3 2.1 3.3 0.5 5.0 4.2
Number of Traders in Each Category Total Traders: 344
23 18 21 87 43 36 59 74 39 18 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 33,999
Positions
1,097 17,958 0 15,918 490 34 3,083 4,095 0 5,525 2,470 0 8,342 8,952
Changes from: March 7, 2017 Total Change is: -16,130
-315 4,733 -7,198 -1,343 0 -45 -536 1,303 -3,265 -28 -5,439 -1,993 -1,407 -4,226
Percent of Open Interest Represented by Each Category of Trader
3.2 52.8 0.0 46.8 1.4 0.1 9.1 12.0 0.0 16.3 7.3 0.0 24.5 26.3
Number of Traders in Each Category Total Traders: 47
4 5 0 18 . . 6 5 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 55,786
Positions
8,345 6,655 70 11,957 2,087 2,132 19,747 6,197 741 1,715 1,330 0 11,079 36,574
Changes from: March 7, 2017 Total Change is: -23,946
-10,032 -5,654 -2,919 683 -682 -102 2,057 -18,654 -3,025 679 -1,656 -167 -11,120 8,913
Percent of Open Interest Represented by Each Category of Trader
15.0 11.9 0.1 21.4 3.7 3.8 35.4 11.1 1.3 3.1 2.4 0.0 19.9 65.6
Number of Traders in Each Category Total Traders: 67
5 9 . 14 4 5 21 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 321,927
Positions
24,942 182,554 39,769 161,015 63,884 20,211 55,582 8,679 4,991 5,003 761 609 9,805 469
Changes from: March 7, 2017 Total Change is: 30,059
-1,293 -4,803 23,670 -944 377 5,736 -75 5,631 2,338 223 53 200 204 -3,143
Percent of Open Interest Represented by Each Category of Trader
7.7 56.7 12.4 50.0 19.8 6.3 17.3 2.7 1.6 1.6 0.2 0.2 3.0 0.1
Number of Traders in Each Category Total Traders: 136
8 12 10 46 25 25 26 7 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 944,736
Positions
29,977 670,055 51,631 516,297 84,474 60,249 181,898 26,419 20,633 46,014 11,742 3,479 34,558 16,054
Changes from: March 7, 2017 Total Change is: 42,712
-2,143 -3,534 40,874 -5,788 1,504 -1,667 -3,658 -3,085 5,895 2,897 -582 632 5,670 2,675
Percent of Open Interest Represented by Each Category of Trader
3.2 70.9 5.5 54.6 8.9 6.4 19.3 2.8 2.2 4.9 1.2 0.4 3.7 1.7
Number of Traders in Each Category Total Traders: 320
22 20 18 102 30 42 61 22 27 47 13 7
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 2017
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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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 808,115
Positions
16,546 14,218 23,801 299,174 180,513 123,577 62,901 133,784 98,557 14,122 25,208 27,808 141,629 180,647
Changes from: March 7, 2017 Total Change is: 8,379
7,383 -12,644 1,422 -32,182 -5,047 9,592 -2,684 -7,516 14,397 2,683 -7,902 7,238 530 8,839
Percent of Open Interest Represented by Each Category of Trader
2.0 1.8 2.9 37.0 22.3 15.3 7.8 16.6 12.2 1.7 3.1 3.4 17.5 22.4
Number of Traders in Each Category Total Traders: 158
10 5 11 36 34 36 21 32 35 10 10 12
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 2017
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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 :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 702,158
Positions
6,065 120,342 10,109 397,763 46,198 86,663 38,754 284,523 18,576 28,922 16,498 341 114,965 118,908
Changes from: March 7, 2017 Total Change is: -27,849
-4,705 1,640 -134 -3,706 -11,824 -1,142 -1,369 6,456 -14,138 -136 -1,998 0 -2,519 -6,709
Percent of Open Interest Represented by Each Category of Trader
0.9 17.1 1.4 56.6 6.6 12.3 5.5 40.5 2.6 4.1 2.3 0.0 16.4 16.9
Number of Traders in Each Category Total Traders: 103
. 12 4 47 8 27 8 21 11 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 2017
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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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,460,166
Positions
45,521 123,684 11,879 421,704 266,718 195,308 417,076 296,273 95,405 160,301 302,077 4,234 108,739 164,589
Changes from: March 7, 2017 Total Change is: 24,600
8,459 -29,169 2,034 -1,173 -579 10,477 -15,353 -11,086 19,238 4,793 30,748 1,022 -4,895 1,916
Percent of Open Interest Represented by Each Category of Trader
3.1 8.5 0.8 28.9 18.3 13.4 28.6 20.3 6.5 11.0 20.7 0.3 7.4 11.3
Number of Traders in Each Category Total Traders: 273
11 28 16 54 35 41 44 46 35 19 36 10
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,836,443
Positions
99,915 189,301 167,145 1,365,822 975,164 438,426 407,668 759,455 442,591 466,104 195,663 91,292 357,480 577,406
Changes from: March 7, 2017 Total Change is: 41,856
-7,194 27,342 16,793 -84,135 -56,466 6,513 -5,752 -24,070 74,102 22,737 -12,699 13,748 5,043 -3,407
Percent of Open Interest Represented by Each Category of Trader
2.6 4.9 4.4 35.6 25.4 11.4 10.6 19.8 11.5 12.1 5.1 2.4 9.3 15.1
Number of Traders in Each Category Total Traders: 403
22 46 51 52 79 78 65 68 93 31 40 27
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 330,975
Positions
14,240 33,859 2,378 117,255 122,317 16,201 95,660 37,411 7,887 10,677 6,629 0 66,677 104,293
Changes from: March 7, 2017 Total Change is: -8,216
-2,143 2,720 -3,393 1,180 -3,514 -241 -6,135 2,097 -500 2,274 0 0 742 -5,385
Percent of Open Interest Represented by Each Category of Trader
4.3 10.2 0.7 35.4 37.0 4.9 28.9 11.3 2.4 3.2 2.0 0.0 20.1 31.5
Number of Traders in Each Category Total Traders: 66
5 7 . 13 21 20 11 5 6 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,360,319
Positions
59,356 375,350 99,589 1,726,326 640,886 354,490 268,642 870,995 307,848 249,644 249,106 49,956 244,468 412,098
Changes from: March 7, 2017 Total Change is: 3,202
-541 57,768 2,262 -39,473 -80,777 8,833 11,892 -3,026 18,454 1,113 -4,459 -205 867 4,353
Percent of Open Interest Represented by Each Category of Trader
1.8 11.2 3.0 51.4 19.1 10.5 8.0 25.9 9.2 7.4 7.4 1.5 7.3 12.3
Number of Traders in Each Category Total Traders: 322
15 38 33 59 47 61 38 71 70 16 38 19
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 2017
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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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,568,690
Positions
524,330 187,014 366,075 7,288 1,710 15,262 146,744 366,899 358,750 20,074 122,827 87,038 43,129 63,115
Changes from: March 7, 2017 Total Change is: 166,926
2,393 23,922 33,929 -2,355 -3,500 5,841 25,399 10,793 45,208 13,903 3,427 36,396 6,212 10,911
Percent of Open Interest Represented by Each Category of Trader
33.4 11.9 23.3 0.5 0.1 1.0 9.4 23.4 22.9 1.3 7.8 5.5 2.7 4.0
Number of Traders in Each Category Total Traders: 145
30 31 51 . . . 28 28 42 7 11 8
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 2017
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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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,108,576
Positions
5,312,237 890,908 3,535,003 114,633 1,653,373 1,018,281 336,186 2,618,913 9,917,047 750,787 673,749 1,510,347 614,055 1,290,955
Changes from: March 7, 2017 Total Change is:-2,193,856
-89,842 -53,255 -575,742 39,796 -125,776 -91,492 -29,889 -44,905 -918,344 -139,204 50,093 -340,819 -48,320 -93,615
Percent of Open Interest Represented by Each Category of Trader
23.0 3.9 15.3 0.5 7.2 4.4 1.5 11.3 42.9 3.2 2.9 6.5 2.7 5.6
Number of Traders in Each Category Total Traders: 326
24 55 72 9 30 35 43 110 120 12 29 32
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,626
Positions
9,051 3,089 0 321 12,911 91 17,931 11,312 0 4,113 4,047 56 63 120
Changes from: March 7, 2017 Total Change is: -842
1,215 -1,290 -937 -13 -26 0 -878 1,659 -1 -188 -168 -30 -10 -49
Percent of Open Interest Represented by Each Category of Trader
28.6 9.8 0.0 1.0 40.8 0.3 56.7 35.8 0.0 13.0 12.8 0.2 0.2 0.4
Number of Traders in Each Category Total Traders: 49
. 7 0 . 12 . 6 10 0 4 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 26,703
Positions
5,457 2,391 0 568 9,128 191 19,690 8,342 14 616 6,434 142 25 61
Changes from: March 7, 2017 Total Change is: -21,082
-404 -18,533 -2,666 0 1 0 -17,952 -88 -25 -59 290 0 24 -61
Percent of Open Interest Represented by Each Category of Trader
20.4 9.0 0.0 2.1 34.2 0.7 73.7 31.2 0.1 2.3 24.1 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 37
4 . 0 . 4 . 6 10 . . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 74,736
Positions
225 61,049 62 15,182 831 1,446 28,145 7,303 1,038 19,256 214 47 9,334 2,745
Changes from: March 7, 2017 Total Change is: -9,002
-127 -3,701 -3,078 -1,226 0 25 -2,937 -296 -1,125 657 -506 12 -1,203 -334
Percent of Open Interest Represented by Each Category of Trader
0.3 81.7 0.1 20.3 1.1 1.9 37.7 9.8 1.4 25.8 0.3 0.1 12.5 3.7
Number of Traders in Each Category Total Traders: 149
. 4 . 17 . 4 41 19 9 58 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 2017
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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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 598,618
Positions
130,022 26,856 32,145 82,680 49,542 34,196 81,451 217,604 168,159 14,630 12,259 22,264 33,071 35,593
Changes from: March 7, 2017 Total Change is: 1,706
-5,602 -400 8,497 -906 -443 -3,712 -5,017 -9,192 18,045 -20 493 -11,179 1,600 -403
Percent of Open Interest Represented by Each Category of Trader
21.7 4.5 5.4 13.8 8.3 5.7 13.6 36.4 28.1 2.4 2.0 3.7 5.5 5.9
Number of Traders in Each Category Total Traders: 251
24 . 21 18 26 17 65 65 61 22 16 23
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Traders in Financial Futures - Options and Futures Combined Positions as of March 14, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 70,685
Positions
50 370 7,734 42,642 0 0 5,797 53,567 2,197 5,487 79 0 6,778 6,738
Changes from: March 7, 2017 Total Change is: 32,429
-600 -230 7,734 16,375 -84 0 -1,019 16,626 1,828 1,462 -150 -7 6,656 6,712
Percent of Open Interest Represented by Each Category of Trader
0.1 0.5 10.9 60.3 0.0 0.0 8.2 75.8 3.1 7.8 0.1 0.0 9.6 9.5
Number of Traders in Each Category Total Traders: 37
. . . 12 0 0 10 7 . 4 . 0
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Updated March 17, 2017