Traders in Financial Futures - Options and Futures Combined 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 174,745
Positions
2,019 53,069 13,707 29,140 16,297 4,793 57,167 31,560 21,091 9,171 1,014 662 36,995 32,552
Changes from: March 6, 2018 Total Change is: 9,091
-897 -7,370 5,442 805 4,268 -2,270 5,294 9,537 -2,061 954 -30 -121 1,945 1,695
Percent of Open Interest Represented by Each Category of Trader
1.2 30.4 7.8 16.7 9.3 2.7 32.7 18.1 12.1 5.2 0.6 0.4 21.2 18.6
Number of Traders in Each Category Total Traders: 91
. 11 11 13 10 5 17 29 20 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 63,620
Positions
26,462 16,526 2,037 2,257 4,758 373 14,799 20,447 2,829 480 1,618 0 14,383 15,032
Changes from: March 6, 2018 Total Change is: 680
-528 -953 1,654 -1,519 32 0 220 -2,836 1,325 0 0 0 -472 1,458
Percent of Open Interest Represented by Each Category of Trader
41.6 26.0 3.2 3.5 7.5 0.6 23.3 32.1 4.4 0.8 2.5 0.0 22.6 23.6
Number of Traders in Each Category Total Traders: 43
. 6 4 4 6 . 11 12 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 245,678
Positions
40,736 58,025 27,130 25,560 57,369 6,246 75,566 33,458 28,151 2,375 8,290 1,548 38,367 25,461
Changes from: March 6, 2018 Total Change is: -7,150
-1,959 -263 -3,890 -39 -1,008 -93 5,948 5,449 -7,294 26 -611 -597 748 1,156
Percent of Open Interest Represented by Each Category of Trader
16.6 23.6 11.0 10.4 23.4 2.5 30.8 13.6 11.5 1.0 3.4 0.6 15.6 10.4
Number of Traders in Each Category Total Traders: 120
7 8 12 20 17 9 42 20 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 309,861
Positions
119,846 142,910 14,386 30,771 18,924 9,295 73,584 71,459 20,940 1,402 979 1,143 38,493 29,824
Changes from: March 6, 2018 Total Change is: -12,686
-400 12,674 1,428 -1,002 1,120 -4,247 1,739 -15,153 -8,135 -670 72 -359 -1,040 -86
Percent of Open Interest Represented by Each Category of Trader
38.7 46.1 4.6 9.9 6.1 3.0 23.7 23.1 6.8 0.5 0.3 0.4 12.4 9.6
Number of Traders in Each Category Total Traders: 127
8 9 14 20 19 13 41 24 32 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 654,157
Positions
84,651 303,808 25,754 247,756 100,414 26,795 74,030 43,901 65,437 19,514 7,688 5,933 104,286 74,427
Changes from: March 6, 2018 Total Change is: -196
-2,906 -325 -10,130 3,097 -4,357 -406 4,053 -920 -2,382 -1,283 134 -885 10,646 19,074
Percent of Open Interest Represented by Each Category of Trader
12.9 46.4 3.9 37.9 15.4 4.1 11.3 6.7 10.0 3.0 1.2 0.9 15.9 11.4
Number of Traders in Each Category Total Traders: 282
20 11 20 87 31 42 50 46 47 22 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 126,773
Positions
14,694 30,658 12,918 12,176 17,131 2,897 37,433 20,140 16,692 606 620 684 28,673 25,032
Changes from: March 6, 2018 Total Change is: -9,058
2,030 -901 949 3,893 -3,894 -2,575 -13,875 -144 -809 467 -498 -280 1,142 -906
Percent of Open Interest Represented by Each Category of Trader
11.6 24.2 10.2 9.6 13.5 2.3 29.5 15.9 13.2 0.5 0.5 0.5 22.6 19.7
Number of Traders in Each Category Total Traders: 87
8 7 12 12 9 7 27 20 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 197,029
Positions
14,266 85,846 258 77,306 10,046 582 87,298 79,187 6,391 2,408 9,834 734 7,786 4,151
Changes from: March 6, 2018 Total Change is: 4,133
4,037 -5,205 -102 -8,030 -217 577 706 3,331 4,523 779 54 684 959 488
Percent of Open Interest Represented by Each Category of Trader
7.2 43.6 0.1 39.2 5.1 0.3 44.3 40.2 3.2 1.2 5.0 0.4 4.0 2.1
Number of Traders in Each Category Total Traders: 156
5 7 . 20 7 . 66 25 15 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 74,850
Positions
18,896 36,335 15,154 12,152 922 687 13,350 9,371 2,836 1,634 2,154 928 9,213 6,464
Changes from: March 6, 2018 Total Change is: 14,694
1,345 -312 12,664 273 585 471 -1,414 285 977 192 47 75 112 -98
Percent of Open Interest Represented by Each Category of Trader
25.2 48.5 20.2 16.2 1.2 0.9 17.8 12.5 3.8 2.2 2.9 1.2 12.3 8.6
Number of Traders in Each Category Total Traders: 109
16 19 19 13 . 4 29 15 16 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 149,699
Positions
37,792 72,670 30,307 24,304 1,843 1,374 26,700 18,742 5,672 3,269 4,307 1,856 18,425 12,928
Changes from: March 6, 2018 Total Change is: 29,387
2,689 -624 25,328 545 1,170 941 -2,829 570 1,954 384 95 150 225 -196
Percent of Open Interest Represented by Each Category of Trader
25.2 48.5 20.2 16.2 1.2 0.9 17.8 12.5 3.8 2.2 2.9 1.2 12.3 8.6
Number of Traders in Each Category Total Traders: 109
16 19 19 13 . 4 29 15 16 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,057,977
Positions
66,416 186,786 149,695 309,050 141,991 86,629 77,413 118,382 194,715 31,146 39,704 39,023 103,889 101,051
Changes from: March 6, 2018 Total Change is: 106,934
5,339 -862 46,125 2,483 -4,107 22,114 5,311 12,827 15,499 -539 -1,746 1,679 8,924 15,407
Percent of Open Interest Represented by Each Category of Trader
6.3 17.7 14.1 29.2 13.4 8.2 7.3 11.2 18.4 2.9 3.8 3.7 9.8 9.6
Number of Traders in Each Category Total Traders: 644
35 42 57 158 92 117 89 122 137 65 40 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 124,171
Positions
40,045 24,761 10,175 8,684 10,021 2,275 7,547 21,352 20,928 3,655 2,006 5,014 25,848 27,639
Changes from: March 6, 2018 Total Change is: 9,046
-813 691 6,147 185 -196 246 -707 1,857 1,265 -50 -676 29 2,745 -317
Percent of Open Interest Represented by Each Category of Trader
32.3 19.9 8.2 7.0 8.1 1.8 6.1 17.2 16.9 2.9 1.6 4.0 20.8 22.3
Number of Traders in Each Category Total Traders: 73
9 13 14 6 5 4 9 18 24 7 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 4,669,029
Positions
343,188 1,021,462 486,265 1,507,458 665,483 416,143 453,973 589,789 764,294 148,590 199,622 158,911 390,207 367,061
Changes from: March 6, 2018 Total Change is: 489,441
13,545 -24,981 217,102 13,933 -17,116 106,901 35,457 60,218 65,799 -5,878 -8,784 11,685 30,897 78,618
Percent of Open Interest Represented by Each Category of Trader
7.4 21.9 10.4 32.3 14.3 8.9 9.7 12.6 16.4 3.2 4.3 3.4 8.4 7.9
Number of Traders in Each Category Total Traders: 628
35 42 55 158 90 115 90 115 133 58 40 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 63,723
Positions
14,029 10,477 6,996 9,412 13,818 6,220 10,951 10,865 4,564 2,066 1,639 1,419 8,065 7,724
Changes from: March 6, 2018 Total Change is: 11,219
-775 1,914 2,008 753 -340 5,651 1,296 332 712 225 216 412 937 314
Percent of Open Interest Represented by Each Category of Trader
22.0 16.4 11.0 14.8 21.7 9.8 17.2 17.1 7.2 3.2 2.6 2.2 12.7 12.1
Number of Traders in Each Category Total Traders: 270
24 20 21 47 30 23 51 57 42 17 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 318,616
Positions
70,147 52,386 34,982 47,061 69,091 31,102 54,756 54,324 22,820 10,329 8,194 7,095 40,323 38,621
Changes from: March 6, 2018 Total Change is: 56,097
-3,875 9,571 10,042 3,765 -1,700 28,255 6,482 1,660 3,560 1,123 1,080 2,059 4,685 1,571
Percent of Open Interest Represented by Each Category of Trader
22.0 16.4 11.0 14.8 21.7 9.8 17.2 17.1 7.2 3.2 2.6 2.2 12.7 12.1
Number of Traders in Each Category Total Traders: 270
24 20 21 47 30 23 51 57 42 17 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 609,507
Positions
69,228 141,633 35,538 229,138 202,007 51,470 140,045 110,204 29,955 16,200 4,348 5,091 32,842 29,261
Changes from: March 6, 2018 Total Change is: 83,054
-12,402 9,250 29,648 17,822 -7,987 16,065 -1,602 6,242 16,572 -722 -3,640 2,658 15,016 14,245
Percent of Open Interest Represented by Each Category of Trader
11.4 23.2 5.8 37.6 33.1 8.4 23.0 18.1 4.9 2.7 0.7 0.8 5.4 4.8
Number of Traders in Each Category Total Traders: 297
18 27 23 76 45 45 48 62 38 10 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,175,918
Positions
50,149 744,858 92,211 647,152 133,744 86,185 167,174 54,618 24,299 57,839 13,513 1,569 49,340 24,921
Changes from: March 6, 2018 Total Change is: 110,778
-9,855 6,422 74,861 30,433 -5,449 557 -6,523 18,001 6,739 4,742 109 -401 10,225 9,940
Percent of Open Interest Represented by Each Category of Trader
4.3 63.3 7.8 55.0 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 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 966,194
Positions
16,324 47,745 39,392 352,066 245,937 162,250 119,730 135,780 102,065 26,438 12,375 13,586 134,343 207,064
Changes from: March 6, 2018 Total Change is: -2,324
-5,633 -383 -1,103 -7,858 17,101 -6,646 24,149 -18,391 1,726 -616 -6,037 -591 -5,753 12,000
Percent of Open Interest Represented by Each Category of Trader
1.7 4.9 4.1 36.4 25.5 16.8 12.4 14.1 10.6 2.7 1.3 1.4 13.9 21.4
Number of Traders in Each Category Total Traders: 184
10 16 21 43 35 45 35 28 48 11 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 957,199
Positions
9,303 157,784 2,409 512,426 104,272 144,699 74,196 376,714 44,935 32,860 5,755 0 136,371 120,631
Changes from: March 6, 2018 Total Change is: -10,540
-1,042 19,196 -3,391 5,288 -2,190 6,504 8,036 -12,801 -21,899 -93 0 0 -3,942 4,041
Percent of Open Interest Represented by Each Category of Trader
1.0 16.5 0.3 53.5 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 35 16 19 19 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,962,687
Positions
94,799 199,231 10,067 732,041 338,864 237,995 436,969 507,523 182,472 125,353 281,816 16,679 126,312 188,038
Changes from: March 6, 2018 Total Change is: 55,712
3,720 31,773 -1,591 17,894 -37,626 15,379 43,377 73,439 -10,299 -21,722 -22,815 10,631 -1,675 -3,178
Percent of Open Interest Represented by Each Category of Trader
4.8 10.2 0.5 37.3 17.3 12.1 22.3 25.9 9.3 6.4 14.4 0.8 6.4 9.6
Number of Traders in Each Category Total Traders: 338
16 34 13 80 50 59 56 60 56 20 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,183,017
Positions
102,868 210,653 249,854 1,491,193 928,616 526,457 500,711 797,879 557,406 334,184 246,129 86,571 333,773 579,452
Changes from: March 6, 2018 Total Change is: -156,268
11,231 18,063 -20,191 -66,620 -33,733 -2,735 6,077 -28,956 -52,051 -15,495 -6,855 -704 -15,781 -29,106
Percent of Open Interest Represented by Each Category of Trader
2.5 5.0 6.0 35.6 22.2 12.6 12.0 19.1 13.3 8.0 5.9 2.1 8.0 13.9
Number of Traders in Each Category Total Traders: 452
25 37 45 76 105 103 65 87 100 22 35 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,623,433
Positions
103,189 296,491 99,262 1,763,096 868,945 480,814 310,363 809,489 337,235 229,183 243,276 29,572 270,718 458,348
Changes from: March 6, 2018 Total Change is: -79,380
9,751 -41,112 -3,603 -22,738 1,400 -6,728 8,660 39,675 -44,014 -14,567 -16,816 -10,431 4,290 2,248
Percent of Open Interest Represented by Each Category of Trader
2.8 8.2 2.7 48.7 24.0 13.3 8.6 22.3 9.3 6.3 6.7 0.8 7.5 12.6
Number of Traders in Each Category Total Traders: 338
14 35 27 62 63 68 41 72 68 20 31 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,108,514
Positions
490,810 382,710 591,449 14,636 53,867 91,810 264,321 305,211 410,498 68,506 71,409 142,434 34,050 59,126
Changes from: March 6, 2018 Total Change is: 95,655
20,792 27,692 9,336 0 1,642 14,900 30,939 7,903 16,629 -8,896 6,588 9,396 2,559 1,569
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 19.5 3.2 3.4 6.8 1.6 2.8
Number of Traders in Each Category Total Traders: 172
26 37 51 . 7 7 29 38 47 12 13 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is35,814,710
Positions
7,801,526 1,143,681 5,235,188 127,960 3,363,488 3,284,690 318,731 2,518,125 15,949,294 92,807 519,353 2,338,618 665,897 1,462,274
Changes from: March 6, 2018 Total Change is: 1,619,706
-59,034 88,558 346,389 38,709 -47,836 204,370 52,590 17,426 924,139 43,891 48,636 47,774 20,878 -9,751
Percent of Open Interest Represented by Each Category of Trader
21.8 3.2 14.6 0.4 9.4 9.2 0.9 7.0 44.5 0.3 1.5 6.5 1.9 4.1
Number of Traders in Each Category Total Traders: 343
33 49 79 8 40 42 45 103 118 21 25 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 36,051
Positions
0 4,757 189 7,783 6,337 548 6,534 14,123 5,260 9,214 1,704 11 6,511 3,121
Changes from: March 6, 2018 Total Change is: -1,741
0 -86 189 72 -174 -5 -659 -2,835 748 -1,520 385 -7 -559 43
Percent of Open Interest Represented by Each Category of Trader
0.0 13.2 0.5 21.6 17.6 1.5 18.1 39.2 14.6 25.6 4.7 0.0 18.1 8.7
Number of Traders in Each Category Total Traders: 127
0 . . 7 9 . 20 31 13 42 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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