Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 154,478
Positions
4,994 52,463 6,156 28,263 17,774 3,067 57,688 32,681 9,929 9,255 1,014 395 34,731 30,999
Changes from: March 6, 2018 Total Change is: 15,160
-117 -2,758 5,342 -26 2,174 -41 5,368 7,387 1,153 891 -20 -27 2,617 1,950
Percent of Open Interest Represented by Each Category of Trader
3.2 34.0 4.0 18.3 11.5 2.0 37.3 21.2 6.4 6.0 0.7 0.3 22.5 20.1
Number of Traders in Each Category Total Traders: 90
. 11 10 12 11 4 18 27 14 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 63,221
Positions
26,462 16,526 2,037 2,257 4,758 373 14,799 20,447 2,829 480 1,618 0 13,984 14,633
Changes from: March 6, 2018 Total Change is: 872
-628 -953 1,831 -1,519 32 0 220 -2,836 1,325 0 0 0 -357 1,473
Percent of Open Interest Represented by Each Category of Trader
41.9 26.1 3.2 3.6 7.5 0.6 23.4 32.3 4.5 0.8 2.6 0.0 22.1 23.1
Number of Traders in Each Category Total Traders: 43
. 6 4 4 6 . 11 12 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 206,151
Positions
38,584 56,184 15,980 26,222 57,369 4,033 75,104 34,133 6,935 2,560 8,290 12 36,721 23,215
Changes from: March 6, 2018 Total Change is: 8,712
-5,451 1,462 5,623 803 -1,521 -137 7,705 3,496 -770 92 -640 12 835 1,187
Percent of Open Interest Represented by Each Category of Trader
18.7 27.3 7.8 12.7 27.8 2.0 36.4 16.6 3.4 1.2 4.0 0.0 17.8 11.3
Number of Traders in Each Category Total Traders: 119
6 9 8 20 17 7 42 19 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 279,671
Positions
117,310 140,306 6,958 30,839 18,726 7,582 72,780 71,430 5,847 1,640 900 3 36,712 27,919
Changes from: March 6, 2018 Total Change is: 2,344
5,049 14,456 3,796 -4,574 1,936 -1,034 -286 -17,808 505 -389 45 -138 -585 586
Percent of Open Interest Represented by Each Category of Trader
41.9 50.2 2.5 11.0 6.7 2.7 26.0 25.5 2.1 0.6 0.3 0.0 13.1 10.0
Number of Traders in Each Category Total Traders: 126
9 8 6 21 18 10 38 25 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 584,759
Positions
77,273 306,895 6,091 247,032 100,031 23,383 82,704 44,967 26,450 20,451 7,250 1,728 99,647 67,964
Changes from: March 6, 2018 Total Change is: 27,229
-1,943 -756 -2,576 45 -4,005 2,233 4,727 -2,870 13,163 -985 300 700 11,865 21,040
Percent of Open Interest Represented by Each Category of Trader
13.2 52.5 1.0 42.2 17.1 4.0 14.1 7.7 4.5 3.5 1.2 0.3 17.0 11.6
Number of Traders in Each Category Total Traders: 269
20 11 16 85 31 37 54 37 36 21 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 39,695
Positions
0 21,648 0 18,804 1,310 1,798 435 7,862 1,441 0 771 5 17,212 4,860
Changes from: March 6, 2018 Total Change is: 3,610
0 -229 0 -119 0 496 0 1,027 1,206 0 0 0 2,027 1,110
Percent of Open Interest Represented by Each Category of Trader
0.0 54.5 0.0 47.4 3.3 4.5 1.1 19.8 3.6 0.0 1.9 0.0 43.4 12.2
Number of Traders in Each Category Total Traders: 28
0 . 0 15 . 7 . 6 5 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 106,473
Positions
16,040 29,750 5,821 10,793 16,726 1,941 38,219 22,281 5,667 502 727 31 27,459 23,529
Changes from: March 6, 2018 Total Change is: 422
2,334 -1,606 3,948 2,582 -4,654 42 -12,262 1,868 1,605 492 -391 -137 1,818 -253
Percent of Open Interest Represented by Each Category of Trader
15.1 27.9 5.5 10.1 15.7 1.8 35.9 20.9 5.3 0.5 0.7 0.0 25.8 22.1
Number of Traders in Each Category Total Traders: 81
7 7 8 10 8 5 28 18 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 47,397
Positions
803 28,162 15,773 19,052 0 0 7,889 1,297 876 735 150 0 2,269 1,139
Changes from: March 6, 2018 Total Change is: 7,592
55 -4,234 12,568 -96 0 0 -5,898 -1,695 876 -23 0 0 110 77
Percent of Open Interest Represented by Each Category of Trader
1.7 59.4 33.3 40.2 0.0 0.0 16.6 2.7 1.8 1.6 0.3 0.0 4.8 2.4
Number of Traders in Each Category Total Traders: 28
. 4 . . 0 0 14 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 196,223
Positions
14,182 85,692 0 77,306 10,046 582 87,147 79,160 6,100 2,408 9,834 734 7,764 4,075
Changes from: March 6, 2018 Total Change is: 4,161
3,982 -5,284 -19 -8,030 -217 577 652 3,286 4,558 779 54 684 978 522
Percent of Open Interest Represented by Each Category of Trader
7.2 43.7 0.0 39.4 5.1 0.3 44.4 40.3 3.1 1.2 5.0 0.4 4.0 2.1
Number of Traders in Each Category Total Traders: 156
6 6 0 20 7 . 66 25 13 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,650
Positions
8,276 2,123 0 5,910 13,283 0 5,428 5,208 358 385 805 0 2,293 873
Changes from: March 6, 2018 Total Change is: 422
0 -2 0 156 -48 0 456 1,354 -478 -96 10 0 384 -414
Percent of Open Interest Represented by Each Category of Trader
36.5 9.4 0.0 26.1 58.6 0.0 24.0 23.0 1.6 1.7 3.6 0.0 10.1 3.9
Number of Traders in Each Category Total Traders: 27
. . 0 4 . 0 7 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 66,872
Positions
18,450 22,095 4,127 7,408 3,606 28 29,613 30,995 1,087 295 660 0 5,864 4,274
Changes from: March 6, 2018 Total Change is: 7,518
-89 221 3,989 505 3 28 2,336 2,974 99 130 130 0 520 74
Percent of Open Interest Represented by Each Category of Trader
27.6 33.0 6.2 11.1 5.4 0.0 44.3 46.3 1.6 0.4 1.0 0.0 8.8 6.4
Number of Traders in Each Category Total Traders: 89
4 6 . 14 4 . 38 16 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 11,672
Positions
0 7,976 0 8,238 105 0 1,404 2,080 492 0 164 0 1,538 855
Changes from: March 6, 2018 Total Change is: -2,368
-278 262 -2,297 317 0 0 -145 -324 44 0 -55 0 -9 2
Percent of Open Interest Represented by Each Category of Trader
0.0 68.3 0.0 70.6 0.9 0.0 12.0 17.8 4.2 0.0 1.4 0.0 13.2 7.3
Number of Traders in Each Category Total Traders: 22
0 4 0 4 . 0 6 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 73,002
Positions
18,943 36,335 14,852 12,152 922 687 13,322 9,542 2,050 1,834 2,153 162 9,001 6,300
Changes from: March 6, 2018 Total Change is: 14,604
1,311 -312 12,671 273 585 471 -1,365 282 856 154 65 62 173 -75
Percent of Open Interest Represented by Each Category of Trader
25.9 49.8 20.3 16.6 1.3 0.9 18.2 13.1 2.8 2.5 2.9 0.2 12.3 8.6
Number of Traders in Each Category Total Traders: 106
16 19 18 13 . 4 29 15 14 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 146,003
Positions
37,886 72,670 29,703 24,304 1,843 1,374 26,644 19,084 4,100 3,668 4,306 323 18,001 12,600
Changes from: March 6, 2018 Total Change is: 29,207
2,621 -624 25,341 545 1,170 941 -2,730 564 1,712 308 130 123 346 -150
Percent of Open Interest Represented by Each Category of Trader
25.9 49.8 20.3 16.6 1.3 0.9 18.2 13.1 2.8 2.5 2.9 0.2 12.3 8.6
Number of Traders in Each Category Total Traders: 106
16 19 18 13 . 4 29 15 14 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 841,393
Positions
63,712 188,439 126,067 308,898 143,638 80,489 78,465 108,207 57,486 29,627 44,348 7,711 88,937 85,007
Changes from: March 6, 2018 Total Change is: 97,215
6,122 -659 43,310 2,329 -4,324 21,648 857 9,155 12,797 635 -1,016 795 8,722 15,508
Percent of Open Interest Represented by Each Category of Trader
7.6 22.4 15.0 36.7 17.1 9.6 9.3 12.9 6.8 3.5 5.3 0.9 10.6 10.1
Number of Traders in Each Category Total Traders: 594
30 46 45 156 90 108 89 109 99 40 32 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 88,699
Positions
39,780 24,869 7,285 8,646 9,894 1,111 7,527 20,527 1,257 2,968 2,161 208 19,917 21,387
Changes from: March 6, 2018 Total Change is: 8,689
-919 580 6,050 188 -278 -105 -759 1,430 1,257 -33 -194 208 2,802 -259
Percent of Open Interest Represented by Each Category of Trader
44.8 28.0 8.2 9.7 11.2 1.3 8.5 23.1 1.4 3.3 2.4 0.2 22.5 24.1
Number of Traders in Each Category Total Traders: 59
9 12 7 5 4 . 9 12 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 33,072
Positions
23,443 6,207 7,888 0 14,475 312 0 1,954 77 0 1,624 0 1,352 535
Changes from: March 6, 2018 Total Change is: 9,120
2,163 445 7,031 0 1,637 44 0 -46 0 0 0 0 -118 9
Percent of Open Interest Represented by Each Category of Trader
70.9 18.8 23.9 0.0 43.8 0.9 0.0 5.9 0.2 0.0 4.9 0.0 4.1 1.6
Number of Traders in Each Category Total Traders: 24
9 4 5 0 7 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 15,632
Positions
3,129 11,262 922 2,965 992 1,895 3,732 0 2 738 0 0 2,249 559
Changes from: March 6, 2018 Total Change is: 1,673
-111 -540 922 -149 46 1,250 -188 0 0 0 0 0 -51 -5
Percent of Open Interest Represented by Each Category of Trader
20.0 72.0 5.9 19.0 6.3 12.1 23.9 0.0 0.0 4.7 0.0 0.0 14.4 3.6
Number of Traders in Each Category Total Traders: 22
4 7 4 5 . . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,763,469
Positions
328,777 1,026,964 384,796 1,506,889 674,349 391,261 460,328 544,039 175,504 133,796 211,437 37,017 345,101 318,102
Changes from: March 6, 2018 Total Change is: 442,628
15,479 -25,920 206,026 13,144 -17,792 106,325 15,838 46,387 49,940 3,339 -4,111 2,937 29,600 78,836
Percent of Open Interest Represented by Each Category of Trader
8.7 27.3 10.2 40.0 17.9 10.4 12.2 14.5 4.7 3.6 5.6 1.0 9.2 8.5
Number of Traders in Each Category Total Traders: 589
30 46 39 156 89 106 88 109 95 40 31 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 33,979
Positions
6,960 29,310 2,464 7,232 0 1,400 11,912 0 0 816 0 0 3,195 805
Changes from: March 6, 2018 Total Change is: 4,099
0 1,141 2,464 1,149 0 -51 -290 0 0 234 0 0 593 545
Percent of Open Interest Represented by Each Category of Trader
20.5 86.3 7.3 21.3 0.0 4.1 35.1 0.0 0.0 2.4 0.0 0.0 9.4 2.4
Number of Traders in Each Category Total Traders: 28
. 9 4 9 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 9,165
Positions
2,900 5,642 1,349 1,241 1,468 0 721 0 290 600 0 0 2,064 416
Changes from: March 6, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
31.6 61.6 14.7 13.5 16.0 0.0 7.9 0.0 3.2 6.5 0.0 0.0 22.5 4.5
Number of Traders in Each Category Total Traders: 21
5 8 4 . . 0 . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 18,543
Positions
7,153 11,891 2,163 6,478 1,108 845 0 1,229 19 317 0 0 1,568 1,288
Changes from: March 6, 2018 Total Change is: 2,880
82 80 2,163 645 0 -142 0 0 6 0 0 0 126 773
Percent of Open Interest Represented by Each Category of Trader
38.6 64.1 11.7 34.9 6.0 4.6 0.0 6.6 0.1 1.7 0.0 0.0 8.5 6.9
Number of Traders in Each Category Total Traders: 25
5 9 4 6 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 32,085
Positions
22,921 21,787 480 2,662 5,841 625 218 576 0 0 1,785 0 5,179 991
Changes from: March 6, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
71.4 67.9 1.5 8.3 18.2 1.9 0.7 1.8 0.0 0.0 5.6 0.0 16.1 3.1
Number of Traders in Each Category Total Traders: 22
6 6 . . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 89,816
Positions
3,726 29,796 10,942 40,554 33,833 4,135 17,429 4,051 1,391 0 1,107 0 11,639 4,561
Changes from: March 6, 2018 Total Change is: 14,871
-864 2,717 10,413 2,413 -91 145 1,426 1,096 498 0 0 0 840 93
Percent of Open Interest Represented by Each Category of Trader
4.1 33.2 12.2 45.2 37.7 4.6 19.4 4.5 1.5 0.0 1.2 0.0 13.0 5.1
Number of Traders in Each Category Total Traders: 84
. 10 4 29 16 12 16 7 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 58,820
Positions
13,923 10,548 6,602 9,412 13,814 6,219 11,326 11,017 1,620 1,812 1,654 264 7,641 7,081
Changes from: March 6, 2018 Total Change is: 10,410
-881 1,923 1,948 753 -340 5,652 1,620 387 139 150 292 170 860 238
Percent of Open Interest Represented by Each Category of Trader
23.7 17.9 11.2 16.0 23.5 10.6 19.3 18.7 2.8 3.1 2.8 0.4 13.0 12.0
Number of Traders in Each Category Total Traders: 265
23 21 20 47 30 21 50 57 35 17 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 294,100
Positions
69,616 52,740 33,012 47,061 69,072 31,096 56,631 55,086 8,102 9,061 8,271 1,318 38,203 35,403
Changes from: March 6, 2018 Total Change is: 52,048
-4,406 9,617 9,739 3,765 -1,701 28,258 8,098 1,937 695 749 1,462 849 4,301 1,192
Percent of Open Interest Represented by Each Category of Trader
23.7 17.9 11.2 16.0 23.5 10.6 19.3 18.7 2.8 3.1 2.8 0.4 13.0 12.0
Number of Traders in Each Category Total Traders: 265
23 21 20 47 30 21 50 57 35 17 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 597,769
Positions
69,228 141,897 34,630 229,138 202,007 51,470 140,187 110,316 22,233 16,200 4,526 2,099 32,584 28,591
Changes from: March 6, 2018 Total Change is: 81,476
-12,819 9,514 29,607 17,822 -7,987 16,065 -1,382 5,305 15,834 -722 -3,109 1,897 15,174 14,350
Percent of Open Interest Represented by Each Category of Trader
11.6 23.7 5.8 38.3 33.8 8.6 23.5 18.5 3.7 2.7 0.8 0.4 5.5 4.8
Number of Traders in Each Category Total Traders: 297
18 27 23 76 45 45 48 62 35 10 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 27,588
Positions
12,826 16,737 1,743 988 889 0 5,103 1,827 558 1,145 660 240 4,985 4,934
Changes from: March 6, 2018 Total Change is: 861
445 -78 813 0 0 0 -627 -697 555 0 -10 10 -335 268
Percent of Open Interest Represented by Each Category of Trader
46.5 60.7 6.3 3.6 3.2 0.0 18.5 6.6 2.0 4.2 2.4 0.9 18.1 17.9
Number of Traders in Each Category Total Traders: 47
15 10 6 . . 0 9 5 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 48,678
Positions
772 34,102 0 24,763 1,543 241 13,422 7,041 296 1,967 956 410 6,807 4,089
Changes from: March 6, 2018 Total Change is: -17,025
-838 45 -5,909 219 0 122 -4,824 5,222 -2,757 -1,267 -13,095 67 -1,838 -720
Percent of Open Interest Represented by Each Category of Trader
1.6 70.1 0.0 50.9 3.2 0.5 27.6 14.5 0.6 4.0 2.0 0.8 14.0 8.4
Number of Traders in Each Category Total Traders: 51
. 5 0 18 . 5 9 9 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 65,052
Positions
24,578 3,913 631 16,642 21,365 1,550 11,282 5,868 419 923 1,991 0 9,027 29,315
Changes from: March 6, 2018 Total Change is: -25,021
4,814 -12,573 -9,573 -1,377 6,867 -1,130 1,053 -7,456 -4,197 -8,242 396 -772 -5,597 3,417
Percent of Open Interest Represented by Each Category of Trader
37.8 6.0 1.0 25.6 32.8 2.4 17.3 9.0 0.6 1.4 3.1 0.0 13.9 45.1
Number of Traders in Each Category Total Traders: 64
10 . . 17 5 7 15 9 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 322,338
Positions
25,936 161,927 54,369 179,487 61,972 19,510 26,377 15,547 3,192 3,211 705 0 10,256 5,116
Changes from: March 6, 2018 Total Change is: 54,203
-321 2,953 50,328 1,571 -3,499 339 -950 3,039 1,325 893 -468 0 1,018 186
Percent of Open Interest Represented by Each Category of Trader
8.0 50.2 16.9 55.7 19.2 6.1 8.2 4.8 1.0 1.0 0.2 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 148
7 14 15 56 26 22 25 12 9 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,175,309
Positions
50,149 744,867 91,902 647,152 133,744 86,185 167,174 54,618 24,299 57,848 13,513 1,260 49,340 24,921
Changes from: March 6, 2018 Total Change is: 110,754
-9,855 6,445 74,837 30,433 -5,449 557 -6,523 18,001 6,739 4,751 94 -410 10,225 9,940
Percent of Open Interest Represented by Each Category of Trader
4.3 63.4 7.8 55.1 11.4 7.3 14.2 4.6 2.1 4.9 1.1 0.1 4.2 2.1
Number of Traders in Each Category Total Traders: 389
27 17 16 152 45 58 65 29 21 47 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 107,038
Positions
23,650 39,930 65,490 10,233 0 0 2,179 649 620 4,575 30 250 41 69
Changes from: March 6, 2018 Total Change is: -771
-673 -560 -259 160 0 0 0 0 0 0 0 0 1 48
Percent of Open Interest Represented by Each Category of Trader
22.1 37.3 61.2 9.6 0.0 0.0 2.0 0.6 0.6 4.3 0.0 0.2 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 12 8 7 0 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 819,617
Positions
16,927 47,701 13,801 342,643 242,960 144,006 129,074 141,932 20,566 26,665 13,650 150 125,785 194,851
Changes from: March 6, 2018 Total Change is: 6,936
-5,361 -357 790 -11,842 14,902 -1,159 27,874 -15,423 2,444 -1,302 -6,156 -30 -4,478 11,925
Percent of Open Interest Represented by Each Category of Trader
2.1 5.8 1.7 41.8 29.6 17.6 15.7 17.3 2.5 3.3 1.7 0.0 15.3 23.8
Number of Traders in Each Category Total Traders: 176
9 17 7 44 33 39 29 30 19 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 956,890
Positions
9,303 157,784 2,409 512,423 104,272 144,699 74,196 376,901 44,704 32,860 5,755 0 136,296 120,366
Changes from: March 6, 2018 Total Change is: -10,680
-1,042 19,196 -3,391 5,288 -2,190 6,504 8,036 -12,666 -22,033 -93 0 0 -3,949 3,900
Percent of Open Interest Represented by Each Category of Trader
1.0 16.5 0.3 53.6 10.9 15.1 7.8 39.4 4.7 3.4 0.6 0.0 14.2 12.6
Number of Traders in Each Category Total Traders: 120
4 12 5 45 19 34 16 19 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,895,243
Positions
94,799 199,471 6,122 728,275 339,247 237,324 437,829 504,925 129,004 125,535 281,421 11,061 125,294 186,668
Changes from: March 6, 2018 Total Change is: 55,067
3,633 31,826 -344 20,633 -37,303 15,650 45,819 77,988 -16,767 -21,540 -22,925 10,033 -2,050 -3,091
Percent of Open Interest Represented by Each Category of Trader
5.0 10.5 0.3 38.4 17.9 12.5 23.1 26.6 6.8 6.6 14.8 0.6 6.6 9.8
Number of Traders in Each Category Total Traders: 336
16 34 8 78 50 57 55 61 40 20 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,392,050
Positions
104,598 236,922 44,331 1,490,694 891,675 443,896 509,829 839,881 127,810 334,135 230,488 24,540 312,217 552,507
Changes from: March 6, 2018 Total Change is: -87,292
19,328 27,014 -18,634 -55,247 3,939 -8,189 13,137 -44,072 -16,458 -6,375 -5,637 -3,043 -11,811 -22,212
Percent of Open Interest Represented by Each Category of Trader
3.1 7.0 1.3 43.9 26.3 13.1 15.0 24.8 3.8 9.9 6.8 0.7 9.2 16.3
Number of Traders in Each Category Total Traders: 434
23 39 16 77 102 93 55 87 49 20 30 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 545,430
Positions
23,306 23,478 5,987 126,910 174,289 54,781 192,467 81,096 14,633 33,525 22,701 0 93,821 168,465
Changes from: March 6, 2018 Total Change is: -10,486
-2,795 -5,793 -13,253 6,759 15,543 -6,644 8,406 2,595 -4,175 -100 160 0 1,316 1,081
Percent of Open Interest Represented by Each Category of Trader
4.3 4.3 1.1 23.3 32.0 10.0 35.3 14.9 2.7 6.1 4.2 0.0 17.2 30.9
Number of Traders in Each Category Total Traders: 94
5 5 4 16 32 30 16 10 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,322,739
Positions
111,784 295,124 29,015 1,756,586 865,387 451,128 335,333 851,954 130,815 229,545 238,037 11,258 267,275 450,021
Changes from: March 6, 2018 Total Change is: -52,507
10,408 -36,224 -5,026 -21,769 1,336 -2,506 8,013 36,636 -24,572 -16,134 -17,684 -5,732 4,811 1,265
Percent of Open Interest Represented by Each Category of Trader
3.4 8.9 0.9 52.9 26.0 13.6 10.1 25.6 3.9 6.9 7.2 0.3 8.0 13.5
Number of Traders in Each Category Total Traders: 331
16 33 14 60 64 64 45 65 39 21 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,106,901
Positions
490,810 382,710 591,449 14,636 53,867 91,810 264,161 305,444 409,635 68,751 71,382 142,189 33,460 58,415
Changes from: March 6, 2018 Total Change is: 95,002
20,792 27,692 9,336 0 1,642 14,900 30,923 8,005 16,287 -8,920 6,561 9,420 2,264 1,159
Percent of Open Interest Represented by Each Category of Trader
23.3 18.2 28.1 0.7 2.6 4.4 12.5 14.5 19.4 3.3 3.4 6.7 1.6 2.8
Number of Traders in Each Category Total Traders: 172
26 37 51 . 7 7 29 38 47 12 13 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is17,721,954
Positions
8,283,890 879,978 2,311,409 144,007 3,186,637 1,790,778 551,452 4,152,788 2,979,395 361,190 378,756 656,795 643,038 1,385,418
Changes from: March 6, 2018 Total Change is: 649,661
106,775 74,024 67,007 46,642 7,804 112,481 95,483 208,745 189,683 72,601 94,417 -88,403 47,392 -16,097
Percent of Open Interest Represented by Each Category of Trader
46.7 5.0 13.0 0.8 18.0 10.1 3.1 23.4 16.8 2.0 2.1 3.7 3.6 7.8
Number of Traders in Each Category Total Traders: 323
38 44 76 9 36 40 37 97 108 15 22 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 35,177
Positions
20,685 13,024 958 56 8,253 201 6,412 8,336 0 6,551 4,010 279 35 116
Changes from: March 6, 2018 Total Change is: -8,263
1,357 1,238 18 0 -86 8 -711 -446 -9,015 -28 -3 78 30 -55
Percent of Open Interest Represented by Each Category of Trader
58.8 37.0 2.7 0.2 23.5 0.6 18.2 23.7 0.0 18.6 11.4 0.8 0.1 0.3
Number of Traders in Each Category Total Traders: 48
. 7 . . 14 . 4 10 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 29,130
Positions
1,729 13,363 56 194 3,244 713 26,142 8,850 103 40 2,636 102 51 63
Changes from: March 6, 2018 Total Change is: 1,488
-75 916 55 23 210 30 1,225 282 103 0 -195 102 25 -15
Percent of Open Interest Represented by Each Category of Trader
5.9 45.9 0.2 0.7 11.1 2.4 89.7 30.4 0.4 0.1 9.0 0.4 0.2 0.2
Number of Traders in Each Category Total Traders: 34
. 6 . . 8 . . 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 6,429
Positions
55 0 0 0 41 0 2,278 4,737 69 1,402 673 94 2,531 815
Changes from: March 6, 2018 Total Change is: 866
0 0 0 0 -69 0 827 913 -106 126 226 51 -32 -149
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 0.0 0.6 0.0 35.4 73.7 1.1 21.8 10.5 1.5 39.4 12.7
Number of Traders in Each Category Total Traders: 55
. 0 0 0 . 0 6 13 . 20 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 35,920
Positions
0 4,757 189 7,783 6,337 548 6,576 14,107 5,171 9,166 1,700 0 6,487 3,111
Changes from: March 6, 2018 Total Change is: -1,719
0 -86 189 72 -174 -5 -644 -2,849 763 -1,534 389 -1 -559 55
Percent of Open Interest Represented by Each Category of Trader
0.0 13.2 0.5 21.7 17.6 1.5 18.3 39.3 14.4 25.5 4.7 0.0 18.1 8.7
Number of Traders in Each Category Total Traders: 126
0 . . 7 9 . 19 32 12 42 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 400,736
Positions
49,309 77,167 37,418 54,452 28,614 28,671 71,701 83,559 91,460 15,744 4,931 16,679 35,302 32,237
Changes from: March 6, 2018 Total Change is: 2,686
4,348 419 -1,706 -13,530 -11,563 11,532 -22,241 -6,786 11,006 8,143 255 1,120 4,014 -1,591
Percent of Open Interest Represented by Each Category of Trader
12.3 19.3 9.3 13.6 7.1 7.2 17.9 20.9 22.8 3.9 1.2 4.2 8.8 8.0
Number of Traders in Each Category Total Traders: 212
17 10 19 22 24 20 53 49 64 12 9 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 13, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 53,560
Positions
1,424 0 0 33,804 0 166 10,592 52,025 1,194 6,098 127 0 282 48
Changes from: March 6, 2018 Total Change is: 2,495
35 0 0 358 -183 0 850 1,617 1,011 248 3 0 -7 47
Percent of Open Interest Represented by Each Category of Trader
2.7 0.0 0.0 63.1 0.0 0.3 19.8 97.1 2.2 11.4 0.2 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 43
5 0 0 11 0 . 8 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 16, 2018