Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 180,240
Positions
6,803 49,950 17,484 26,979 22,867 3,125 76,198 43,526 7,198 10,839 1,660 400 31,214 34,030
Changes from: March 13, 2018 Total Change is: 25,762
1,809 -2,513 11,328 -1,284 5,093 58 18,510 10,845 -2,731 1,584 646 5 -3,517 3,031
Percent of Open Interest Represented by Each Category of Trader
3.8 27.7 9.7 15.0 12.7 1.7 42.3 24.1 4.0 6.0 0.9 0.2 17.3 18.9
Number of Traders in Each Category Total Traders: 97
4 11 11 11 12 5 16 30 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,305
Positions
10,360 428 0 2,086 5,453 373 19,564 22,360 145 480 1,618 0 11,297 13,928
Changes from: March 13, 2018 Total Change is: -18,916
-16,102 -16,098 -2,037 -171 695 0 4,765 1,913 -2,684 0 0 0 -2,687 -705
Percent of Open Interest Represented by Each Category of Trader
23.4 1.0 0.0 4.7 12.3 0.8 44.2 50.5 0.3 1.1 3.7 0.0 25.5 31.4
Number of Traders in Each Category Total Traders: 45
5 . 0 4 7 . 13 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 159,183
Positions
10,251 36,762 238 27,152 58,277 4,104 78,076 27,455 2,100 1,925 8,753 12 35,325 21,482
Changes from: March 13, 2018 Total Change is: -46,968
-28,333 -19,422 -15,742 930 908 71 2,972 -6,678 -4,835 -635 463 0 -1,396 -1,733
Percent of Open Interest Represented by Each Category of Trader
6.4 23.1 0.1 17.1 36.6 2.6 49.0 17.2 1.3 1.2 5.5 0.0 22.2 13.5
Number of Traders in Each Category Total Traders: 122
5 12 . 20 18 7 41 19 17 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 160,250
Positions
10,188 41,090 680 31,990 17,772 7,986 70,286 59,427 4,157 2,204 975 0 32,759 28,163
Changes from: March 13, 2018 Total Change is: -119,421
-107,122 -99,216 -6,278 1,151 -954 404 -2,494 -12,003 -1,690 564 75 -3 -3,953 244
Percent of Open Interest Represented by Each Category of Trader
6.4 25.6 0.4 20.0 11.1 5.0 43.9 37.1 2.6 1.4 0.6 0.0 20.4 17.6
Number of Traders in Each Category Total Traders: 118
8 8 7 21 16 12 35 23 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 496,964
Positions
38,865 261,561 2,276 236,044 89,973 25,996 75,540 49,876 12,036 22,779 7,619 761 82,667 46,866
Changes from: March 13, 2018 Total Change is: -87,795
-38,408 -45,334 -3,815 -10,988 -10,058 2,613 -7,164 4,909 -14,414 2,328 369 -967 -16,980 -21,098
Percent of Open Interest Represented by Each Category of Trader
7.8 52.6 0.5 47.5 18.1 5.2 15.2 10.0 2.4 4.6 1.5 0.2 16.6 9.4
Number of Traders in Each Category Total Traders: 266
18 13 13 81 31 39 50 38 24 23 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,511
Positions
0 23,987 0 17,684 1,310 1,281 439 3,690 225 0 771 5 14,877 3,242
Changes from: March 13, 2018 Total Change is: -5,184
0 2,339 0 -1,120 0 -517 4 -4,172 -1,216 0 0 0 -2,335 -1,618
Percent of Open Interest Represented by Each Category of Trader
0.0 69.5 0.0 51.2 3.8 3.7 1.3 10.7 0.7 0.0 2.2 0.0 43.1 9.4
Number of Traders in Each Category Total Traders: 25
0 . 0 15 . 6 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 97,255
Positions
7,520 18,471 727 8,470 20,914 1,962 53,296 25,141 3,335 506 1,291 0 21,439 25,414
Changes from: March 13, 2018 Total Change is: -9,218
-8,520 -11,279 -5,094 -2,323 4,188 21 15,077 2,860 -2,332 4 564 -31 -6,020 1,885
Percent of Open Interest Represented by Each Category of Trader
7.7 19.0 0.7 8.7 21.5 2.0 54.8 25.9 3.4 0.5 1.3 0.0 22.0 26.1
Number of Traders in Each Category Total Traders: 88
8 6 4 10 9 6 29 22 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 28,873
Positions
2,000 26,229 0 18,049 0 0 6,699 1,567 48 154 150 0 1,923 879
Changes from: March 13, 2018 Total Change is: -18,524
1,197 -1,933 -15,773 -1,003 0 0 -1,190 270 -828 -581 0 0 -346 -260
Percent of Open Interest Represented by Each Category of Trader
6.9 90.8 0.0 62.5 0.0 0.0 23.2 5.4 0.2 0.5 0.5 0.0 6.7 3.0
Number of Traders in Each Category Total Traders: 25
. 4 0 . 0 0 13 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 182,537
Positions
14,473 58,584 0 79,341 11,151 3 77,775 96,542 1,848 2,188 10,421 0 6,909 3,988
Changes from: March 13, 2018 Total Change is: -13,686
291 -27,108 0 2,035 1,105 -579 -9,372 17,382 -4,252 -220 587 -734 -855 -87
Percent of Open Interest Represented by Each Category of Trader
7.9 32.1 0.0 43.5 6.1 0.0 42.6 52.9 1.0 1.2 5.7 0.0 3.8 2.2
Number of Traders in Each Category Total Traders: 148
4 6 0 22 8 . 56 30 7 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,821
Positions
7,276 2,123 0 5,947 15,476 0 6,726 2,830 594 0 780 0 2,278 1,018
Changes from: March 13, 2018 Total Change is: 171
-1,000 0 0 37 2,193 0 1,298 -2,378 236 -385 -25 0 -15 145
Percent of Open Interest Represented by Each Category of Trader
31.9 9.3 0.0 26.1 67.8 0.0 29.5 12.4 2.6 0.0 3.4 0.0 10.0 4.5
Number of Traders in Each Category Total Traders: 26
. . 0 4 . 0 11 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,482
Positions
1,942 23,397 0 7,258 5,056 28 28,679 10,206 959 282 653 0 5,334 4,183
Changes from: March 13, 2018 Total Change is: -22,390
-16,508 1,302 -4,127 -150 1,450 0 -934 -20,789 -128 -13 -7 0 -530 -91
Percent of Open Interest Represented by Each Category of Trader
4.4 52.6 0.0 16.3 11.4 0.1 64.5 22.9 2.2 0.6 1.5 0.0 12.0 9.4
Number of Traders in Each Category Total Traders: 82
. 5 0 12 6 . 33 16 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 11,272
Positions
0 7,413 0 7,977 105 0 1,354 2,334 482 0 163 0 1,459 775
Changes from: March 13, 2018 Total Change is: -400
0 -563 0 -261 0 0 -50 254 -10 0 -1 0 -79 -80
Percent of Open Interest Represented by Each Category of Trader
0.0 65.8 0.0 70.8 0.9 0.0 12.0 20.7 4.3 0.0 1.4 0.0 12.9 6.9
Number of Traders in Each Category Total Traders: 21
0 . 0 . . 0 6 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,163
Positions
16,561 32,708 1,284 11,680 2,150 286 12,606 8,191 1,317 1,282 820 13 8,137 6,395
Changes from: March 13, 2018 Total Change is: -19,839
-2,383 -3,627 -13,568 -473 1,229 -402 -717 -1,351 -734 -552 -1,333 -149 -864 95
Percent of Open Interest Represented by Each Category of Trader
31.2 61.5 2.4 22.0 4.0 0.5 23.7 15.4 2.5 2.4 1.5 0.0 15.3 12.0
Number of Traders in Each Category Total Traders: 95
15 16 . 14 . 5 28 11 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 106,325
Positions
33,121 65,416 2,567 23,359 4,300 571 25,211 16,382 2,633 2,564 1,640 26 16,273 12,790
Changes from: March 13, 2018 Total Change is: -39,678
-4,765 -7,254 -27,136 -945 2,457 -803 -1,433 -2,702 -1,467 -1,104 -2,666 -297 -1,728 190
Percent of Open Interest Represented by Each Category of Trader
31.2 61.5 2.4 22.0 4.0 0.5 23.7 15.4 2.5 2.4 1.5 0.0 15.3 12.0
Number of Traders in Each Category Total Traders: 95
15 16 . 14 . 5 28 11 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 584,448
Positions
28,963 162,095 12,138 285,701 135,265 67,173 66,779 88,532 19,391 27,069 34,721 3,121 74,113 62,011
Changes from: March 13, 2018 Total Change is: -256,945
-34,750 -26,343 -113,929 -23,197 -8,373 -13,316 -11,686 -19,675 -38,095 -2,558 -9,627 -4,591 -14,824 -22,996
Percent of Open Interest Represented by Each Category of Trader
5.0 27.7 2.1 48.9 23.1 11.5 11.4 15.1 3.3 4.6 5.9 0.5 12.7 10.6
Number of Traders in Each Category Total Traders: 567
30 42 24 149 93 92 77 106 73 38 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 32,950
Positions
4,581 8,421 300 6,202 5,210 111 3,083 2,652 0 3,515 139 0 15,158 16,117
Changes from: March 13, 2018 Total Change is: -55,749
-35,199 -16,448 -6,985 -2,444 -4,684 -1,000 -4,444 -17,875 -1,257 547 -2,022 -208 -4,759 -5,270
Percent of Open Interest Represented by Each Category of Trader
13.9 25.6 0.9 18.8 15.8 0.3 9.4 8.0 0.0 10.7 0.4 0.0 46.0 48.9
Number of Traders in Each Category Total Traders: 38
4 6 . 4 . . 5 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 25,085
Positions
23,456 6,144 0 0 14,475 312 0 1,995 36 0 1,624 0 1,281 499
Changes from: March 13, 2018 Total Change is: -7,987
13 -63 -7,888 0 0 0 0 41 -41 0 0 0 -71 -36
Percent of Open Interest Represented by Each Category of Trader
93.5 24.5 0.0 0.0 57.7 1.2 0.0 8.0 0.1 0.0 6.5 0.0 5.1 2.0
Number of Traders in Each Category Total Traders: 20
7 . 0 0 7 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 11,184
Positions
2,236 8,923 0 3,525 992 768 2,113 0 2 738 0 0 1,802 499
Changes from: March 13, 2018 Total Change is: -4,448
-893 -2,339 -922 560 0 -1,127 -1,619 0 0 0 0 0 -447 -60
Percent of Open Interest Represented by Each Category of Trader
20.0 79.8 0.0 31.5 8.9 6.9 18.9 0.0 0.0 6.6 0.0 0.0 16.1 4.5
Number of Traders in Each Category Total Traders: 20
. 7 0 6 . . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,757,489
Positions
145,689 792,152 35,409 1,405,269 658,049 327,538 333,829 444,749 81,606 117,822 172,963 15,553 294,774 229,470
Changes from: March 13, 2018 Total Change is:-1,005,980
-183,088 -234,812 -349,387 -101,620 -16,300 -63,723 -126,499 -99,290 -93,898 -15,974 -38,474 -21,464 -50,327 -88,632
Percent of Open Interest Represented by Each Category of Trader
5.3 28.7 1.3 51.0 23.9 11.9 12.1 16.1 3.0 4.3 6.3 0.6 10.7 8.3
Number of Traders in Each Category Total Traders: 565
28 44 19 150 92 92 77 105 66 38 31 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,224
Positions
3,822 26,514 0 7,474 0 1,249 12,070 0 0 816 0 0 2,793 461
Changes from: March 13, 2018 Total Change is: -5,755
-3,138 -2,796 -2,464 242 0 -151 158 0 0 0 0 0 -402 -344
Percent of Open Interest Represented by Each Category of Trader
13.5 93.9 0.0 26.5 0.0 4.4 42.8 0.0 0.0 2.9 0.0 0.0 9.9 1.6
Number of Traders in Each Category Total Traders: 26
. 9 0 9 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,650
Positions
2,403 7,090 0 5,696 1,108 795 0 1,202 40 317 0 0 1,399 415
Changes from: March 13, 2018 Total Change is: -7,893
-4,750 -4,801 -2,163 -782 0 -50 0 -27 21 0 0 0 -169 -873
Percent of Open Interest Represented by Each Category of Trader
22.6 66.6 0.0 53.5 10.4 7.5 0.0 11.3 0.4 3.0 0.0 0.0 13.1 3.9
Number of Traders in Each Category Total Traders: 21
. 9 0 6 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 21,193
Positions
13,057 11,891 0 2,543 5,841 321 4,318 576 0 0 1,785 0 954 779
Changes from: March 13, 2018 Total Change is: -10,892
-9,864 -9,896 -480 -119 0 -304 4,100 0 0 0 0 0 -4,225 -212
Percent of Open Interest Represented by Each Category of Trader
61.6 56.1 0.0 12.0 27.6 1.5 20.4 2.7 0.0 0.0 8.4 0.0 4.5 3.7
Number of Traders in Each Category Total Traders: 21
5 5 0 . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 79,891
Positions
3,593 31,546 538 42,551 33,980 3,873 16,985 3,171 1,386 0 1,107 0 10,965 4,290
Changes from: March 13, 2018 Total Change is: -9,925
-133 1,750 -10,404 1,997 147 -262 -444 -880 -5 0 0 0 -674 -271
Percent of Open Interest Represented by Each Category of Trader
4.5 39.5 0.7 53.3 42.5 4.8 21.3 4.0 1.7 0.0 1.4 0.0 13.7 5.4
Number of Traders in Each Category Total Traders: 81
4 8 . 31 15 13 15 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 46,328
Positions
9,180 12,224 526 15,166 10,848 746 10,925 11,571 977 1,619 2,808 23 7,165 6,604
Changes from: March 13, 2018 Total Change is: -12,492
-4,743 1,676 -6,076 5,754 -2,966 -5,473 -401 553 -643 -193 1,154 -241 -476 -476
Percent of Open Interest Represented by Each Category of Trader
19.8 26.4 1.1 32.7 23.4 1.6 23.6 25.0 2.1 3.5 6.1 0.0 15.5 14.3
Number of Traders in Each Category Total Traders: 251
19 20 6 50 30 19 45 54 21 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 231,638
Positions
45,900 61,121 2,631 75,829 54,240 3,730 54,627 57,853 4,886 8,097 14,042 114 35,824 33,021
Changes from: March 13, 2018 Total Change is: -62,462
-23,716 8,381 -30,381 28,768 -14,832 -27,366 -2,004 2,767 -3,216 -964 5,771 -1,204 -2,379 -2,382
Percent of Open Interest Represented by Each Category of Trader
19.8 26.4 1.1 32.7 23.4 1.6 23.6 25.0 2.1 3.5 6.1 0.0 15.5 14.3
Number of Traders in Each Category Total Traders: 251
19 20 6 50 30 19 45 54 21 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 480,634
Positions
36,478 122,558 2,734 233,013 201,452 34,079 128,705 95,178 7,809 18,335 2,661 0 19,481 14,163
Changes from: March 13, 2018 Total Change is: -117,135
-32,750 -19,339 -31,896 3,875 -555 -17,391 -11,482 -15,138 -14,424 2,135 -1,865 -2,099 -13,103 -14,428
Percent of Open Interest Represented by Each Category of Trader
7.6 25.5 0.6 48.5 41.9 7.1 26.8 19.8 1.6 3.8 0.6 0.0 4.1 2.9
Number of Traders in Each Category Total Traders: 287
18 23 4 78 45 35 47 57 19 13 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 7,688
Positions
1,554 1,534 175 666 225 0 733 1,138 0 745 660 30 3,785 3,926
Changes from: March 13, 2018 Total Change is: -19,900
-11,272 -15,203 -1,568 -322 -664 0 -4,370 -689 -558 -400 0 -210 -1,200 -1,008
Percent of Open Interest Represented by Each Category of Trader
20.2 20.0 2.3 8.7 2.9 0.0 9.5 14.8 0.0 9.7 8.6 0.4 49.2 51.1
Number of Traders in Each Category Total Traders: 22
6 . . . . 0 . . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 46,789
Positions
793 36,175 0 24,930 1,543 142 13,011 3,852 296 1,032 1,389 0 6,585 3,392
Changes from: March 13, 2018 Total Change is: -1,889
21 2,073 0 167 0 -99 -411 -3,189 0 -935 433 -410 -222 -697
Percent of Open Interest Represented by Each Category of Trader
1.7 77.3 0.0 53.3 3.3 0.3 27.8 8.2 0.6 2.2 3.0 0.0 14.1 7.2
Number of Traders in Each Category Total Traders: 48
. 5 0 19 . 5 9 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 68,396
Positions
27,138 2,931 686 17,815 25,411 1,552 10,442 5,393 512 1,480 1,583 0 8,771 30,328
Changes from: March 13, 2018 Total Change is: 3,344
2,560 -982 55 1,173 4,046 2 -840 -475 93 557 -408 0 -256 1,013
Percent of Open Interest Represented by Each Category of Trader
39.7 4.3 1.0 26.0 37.2 2.3 15.3 7.9 0.7 2.2 2.3 0.0 12.8 44.3
Number of Traders in Each Category Total Traders: 65
12 . . 16 5 7 15 10 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 273,290
Positions
24,420 166,137 3,600 184,788 61,073 18,818 28,209 14,257 1,054 2,934 705 0 9,467 7,646
Changes from: March 13, 2018 Total Change is: -49,048
-1,516 4,210 -50,769 5,301 -899 -692 1,832 -1,290 -2,138 -277 0 0 -789 2,530
Percent of Open Interest Represented by Each Category of Trader
8.9 60.8 1.3 67.6 22.3 6.9 10.3 5.2 0.4 1.1 0.3 0.0 3.5 2.8
Number of Traders in Each Category Total Traders: 147
6 14 4 58 24 23 28 11 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,066,307
Positions
46,990 758,029 4,079 645,548 129,149 82,324 173,833 44,511 12,929 59,007 18,501 1,144 40,453 15,641
Changes from: March 13, 2018 Total Change is: -109,002
-3,159 13,162 -87,823 -1,604 -4,595 -3,861 6,659 -10,107 -11,370 1,159 4,988 -116 -8,887 -9,280
Percent of Open Interest Represented by Each Category of Trader
4.4 71.1 0.4 60.5 12.1 7.7 16.3 4.2 1.2 5.5 1.7 0.1 3.8 1.5
Number of Traders in Each Category Total Traders: 380
25 19 6 148 44 60 68 26 14 45 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 107,871
Positions
23,794 39,938 66,081 10,409 0 0 2,139 899 580 4,575 30 250 43 93
Changes from: March 13, 2018 Total Change is: 833
144 8 591 176 0 0 -40 250 -40 0 0 0 2 24
Percent of Open Interest Represented by Each Category of Trader
22.1 37.0 61.3 9.6 0.0 0.0 2.0 0.8 0.5 4.2 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 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 791,443
Positions
16,544 44,174 13,238 343,652 239,671 142,970 95,945 142,150 18,718 29,429 9,663 0 130,947 180,859
Changes from: March 13, 2018 Total Change is: -28,174
-383 -3,527 -563 1,009 -3,289 -1,036 -33,129 218 -1,848 2,764 -3,987 -150 5,162 -13,992
Percent of Open Interest Represented by Each Category of Trader
2.1 5.6 1.7 43.4 30.3 18.1 12.1 18.0 2.4 3.7 1.2 0.0 16.5 22.9
Number of Traders in Each Category Total Traders: 182
11 17 5 46 33 40 30 31 16 8 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 946,169
Positions
9,343 163,805 155 529,487 102,023 146,922 63,904 387,977 24,677 55,153 5,755 759 115,769 114,096
Changes from: March 13, 2018 Total Change is: -10,721
40 6,021 -2,254 17,064 -2,249 2,223 -10,292 11,076 -20,027 22,293 0 759 -20,527 -6,270
Percent of Open Interest Represented by Each Category of Trader
1.0 17.3 0.0 56.0 10.8 15.5 6.8 41.0 2.6 5.8 0.6 0.1 12.2 12.1
Number of Traders in Each Category Total Traders: 121
. 14 . 45 16 34 14 22 19 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,915,145
Positions
85,453 233,839 6,885 807,691 361,807 212,706 416,051 509,510 122,938 116,183 271,833 18,282 128,956 177,345
Changes from: March 13, 2018 Total Change is: 19,902
-9,346 34,368 763 79,416 22,560 -24,618 -21,778 4,585 -6,066 -9,352 -9,588 7,221 3,662 -9,323
Percent of Open Interest Represented by Each Category of Trader
4.5 12.2 0.4 42.2 18.9 11.1 21.7 26.6 6.4 6.1 14.2 1.0 6.7 9.3
Number of Traders in Each Category Total Traders: 345
12 34 6 79 48 55 55 65 40 22 30 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,524,954
Positions
150,309 235,208 52,306 1,498,050 879,342 453,253 524,933 957,633 120,255 381,262 244,556 21,972 322,614 560,429
Changes from: March 13, 2018 Total Change is: 132,904
45,711 -1,714 7,975 7,356 -12,333 9,357 15,104 117,752 -7,555 47,127 14,068 -2,568 10,397 7,922
Percent of Open Interest Represented by Each Category of Trader
4.3 6.7 1.5 42.5 24.9 12.9 14.9 27.2 3.4 10.8 6.9 0.6 9.2 15.9
Number of Traders in Each Category Total Traders: 438
25 41 12 78 103 94 50 90 45 23 28 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 553,389
Positions
19,228 25,044 6,923 140,361 181,106 49,976 194,440 82,824 11,835 33,590 27,792 0 97,036 167,889
Changes from: March 13, 2018 Total Change is: 7,959
-4,078 1,566 936 13,451 6,817 -4,805 1,973 1,728 -2,798 65 5,091 0 3,215 -576
Percent of Open Interest Represented by Each Category of Trader
3.5 4.5 1.3 25.4 32.7 9.0 35.1 15.0 2.1 6.1 5.0 0.0 17.5 30.3
Number of Traders in Each Category Total Traders: 96
5 6 4 18 30 30 16 10 9 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,380,064
Positions
103,699 319,240 26,115 1,787,466 905,967 442,693 373,474 832,063 125,703 242,421 269,941 6,709 271,784 451,633
Changes from: March 13, 2018 Total Change is: 57,325
-8,085 24,116 -2,900 30,880 40,580 -8,435 38,141 -19,891 -5,112 12,876 31,904 -4,549 4,509 1,612
Percent of Open Interest Represented by Each Category of Trader
3.1 9.4 0.8 52.9 26.8 13.1 11.0 24.6 3.7 7.2 8.0 0.2 8.0 13.4
Number of Traders in Each Category Total Traders: 327
14 34 9 62 60 64 45 66 41 20 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,284,689
Positions
510,591 460,589 596,120 9,019 20,187 101,231 290,327 313,436 480,897 105,935 95,643 153,022 37,547 63,564
Changes from: March 13, 2018 Total Change is: 177,788
19,781 77,879 4,671 -5,617 -33,680 9,421 26,166 7,992 71,262 37,184 24,261 10,833 4,087 5,149
Percent of Open Interest Represented by Each Category of Trader
22.3 20.2 26.1 0.4 0.9 4.4 12.7 13.7 21.0 4.6 4.2 6.7 1.6 2.8
Number of Traders in Each Category Total Traders: 166
24 39 50 4 5 7 31 35 49 9 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,484,962
Positions
8,076,514 763,917 1,943,093 124,057 2,847,258 1,891,972 370,550 4,104,533 2,623,611 198,848 313,469 672,584 583,733 1,324,525
Changes from: March 13, 2018 Total Change is:-1,236,992
-207,376 -116,061 -368,316 -19,950 -339,379 101,194 -180,902 -48,255 -355,784 -162,342 -65,287 15,789 -59,305 -60,893
Percent of Open Interest Represented by Each Category of Trader
49.0 4.6 11.8 0.8 17.3 11.5 2.2 24.9 15.9 1.2 1.9 4.1 3.5 8.0
Number of Traders in Each Category Total Traders: 322
41 42 77 7 37 42 29 102 109 14 20 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 28,689
Positions
19,390 5,586 0 68 8,439 230 2,018 10,250 0 6,894 3,985 83 6 116
Changes from: March 13, 2018 Total Change is: -6,488
-1,295 -7,438 -958 12 186 29 -4,394 1,914 0 343 -25 -196 -29 0
Percent of Open Interest Represented by Each Category of Trader
67.6 19.5 0.0 0.2 29.4 0.8 7.0 35.7 0.0 24.0 13.9 0.3 0.0 0.4
Number of Traders in Each Category Total Traders: 48
. 6 0 . 13 . 5 10 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 19,000
Positions
416 2,920 0 78 3,351 736 17,700 9,254 0 40 2,705 0 30 34
Changes from: March 13, 2018 Total Change is: -10,130
-1,313 -10,443 -56 -116 107 23 -8,442 404 -103 0 69 -102 -21 -29
Percent of Open Interest Represented by Each Category of Trader
2.2 15.4 0.0 0.4 17.6 3.9 93.2 48.7 0.0 0.2 14.2 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 38
. 7 0 . 9 . 6 9 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 6,261
Positions
55 0 0 220 0 0 2,214 4,487 31 1,329 701 89 2,323 953
Changes from: March 13, 2018 Total Change is: -168
0 0 0 220 -41 0 -64 -250 -38 -73 28 -5 -208 138
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 3.5 0.0 0.0 35.4 71.7 0.5 21.2 11.2 1.4 37.1 15.2
Number of Traders in Each Category Total Traders: 57
. 0 0 . 0 0 7 14 . 22 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 29,866
Positions
0 4,057 0 7,582 6,093 586 6,823 14,168 1,492 7,321 1,077 0 6,062 2,393
Changes from: March 13, 2018 Total Change is: -6,054
0 -700 -189 -201 -244 38 247 61 -3,679 -1,845 -623 0 -425 -718
Percent of Open Interest Represented by Each Category of Trader
0.0 13.6 0.0 25.4 20.4 2.0 22.8 47.4 5.0 24.5 3.6 0.0 20.3 8.0
Number of Traders in Each Category Total Traders: 132
0 . 0 7 9 . 27 34 10 44 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 417,393
Positions
49,600 88,310 38,034 63,550 26,674 26,197 80,272 86,523 98,495 12,672 4,351 18,971 29,602 29,838
Changes from: March 13, 2018 Total Change is: 16,657
291 11,143 616 9,098 -1,940 -2,474 8,571 2,964 7,035 -3,072 -580 2,292 -5,700 -2,399
Percent of Open Interest Represented by Each Category of Trader
11.9 21.2 9.1 15.2 6.4 6.3 19.2 20.7 23.6 3.0 1.0 4.5 7.1 7.1
Number of Traders in Each Category Total Traders: 213
14 12 19 25 25 21 55 49 68 11 10 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 20, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 57,007
Positions
1,444 0 0 34,939 0 166 10,477 53,246 3,445 6,298 128 0 238 22
Changes from: March 13, 2018 Total Change is: 3,447
20 0 0 1,135 0 0 -115 1,221 2,251 200 1 0 -44 -26
Percent of Open Interest Represented by Each Category of Trader
2.5 0.0 0.0 61.3 0.0 0.3 18.4 93.4 6.0 11.0 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 44
5 0 0 11 0 . 8 8 4 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 23, 2018