Traders in Financial Futures - Options and Futures Combined 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 204,712
Positions
3,345 51,387 26,084 27,417 19,917 6,339 74,859 41,811 21,122 10,715 1,660 776 34,055 35,616
Changes from: March 13, 2018 Total Change is: 29,967
1,326 -1,682 12,377 -1,723 3,620 1,546 17,692 10,251 31 1,544 646 114 -2,940 3,064
Percent of Open Interest Represented by Each Category of Trader
1.6 25.1 12.7 13.4 9.7 3.1 36.6 20.4 10.3 5.2 0.8 0.4 16.6 17.4
Number of Traders in Each Category Total Traders: 98
4 11 12 12 11 6 15 32 22 10 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 44,739
Positions
10,360 428 0 2,086 5,453 373 19,564 22,360 145 480 1,618 0 11,731 14,362
Changes from: March 13, 2018 Total Change is: -18,881
-16,102 -16,098 -2,037 -171 695 0 4,765 1,913 -2,684 0 0 0 -2,652 -670
Percent of Open Interest Represented by Each Category of Trader
23.2 1.0 0.0 4.7 12.2 0.8 43.7 50.0 0.3 1.1 3.6 0.0 26.2 32.1
Number of Traders in Each Category Total Traders: 45
5 . 0 4 7 . 13 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 201,793
Positions
12,037 36,212 13,401 26,398 58,277 6,677 76,906 27,082 25,921 1,859 8,753 1,500 37,094 23,970
Changes from: March 13, 2018 Total Change is: -43,885
-28,699 -21,813 -13,730 838 908 431 1,340 -6,376 -2,231 -515 463 -47 -1,272 -1,491
Percent of Open Interest Represented by Each Category of Trader
6.0 17.9 6.6 13.1 28.9 3.3 38.1 13.4 12.8 0.9 4.3 0.7 18.4 11.9
Number of Traders in Each Category Total Traders: 124
8 9 11 20 18 10 43 19 25 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 191,584
Positions
8,800 40,316 12,224 31,802 17,949 10,122 69,465 56,936 21,492 1,812 1,051 1,255 34,612 30,238
Changes from: March 13, 2018 Total Change is: -118,277
-111,046 -102,594 -2,162 1,031 -974 827 -4,119 -14,523 552 410 72 112 -3,882 414
Percent of Open Interest Represented by Each Category of Trader
4.6 21.0 6.4 16.6 9.4 5.3 36.3 29.7 11.2 0.9 0.5 0.7 18.1 15.8
Number of Traders in Each Category Total Traders: 122
10 7 15 22 15 15 35 24 25 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 570,580
Positions
43,529 260,624 22,745 239,310 89,085 29,630 69,931 51,772 51,004 21,762 8,105 4,902 87,768 52,715
Changes from: March 13, 2018 Total Change is: -83,577
-41,122 -43,185 -3,009 -8,447 -11,329 2,835 -4,099 7,870 -14,434 2,247 417 -1,032 -16,518 -21,712
Percent of Open Interest Represented by Each Category of Trader
7.6 45.7 4.0 41.9 15.6 5.2 12.3 9.1 8.9 3.8 1.4 0.9 15.4 9.2
Number of Traders in Each Category Total Traders: 282
20 11 18 84 30 43 45 51 39 25 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 123,082
Positions
5,521 19,748 10,050 9,188 20,859 3,936 53,482 24,185 15,943 589 1,093 788 23,586 26,481
Changes from: March 13, 2018 Total Change is: -3,691
-9,173 -10,911 -2,868 -2,988 3,728 1,039 16,049 4,044 -749 -18 473 103 -5,087 1,449
Percent of Open Interest Represented by Each Category of Trader
4.5 16.0 8.2 7.5 16.9 3.2 43.5 19.6 13.0 0.5 0.9 0.6 19.2 21.5
Number of Traders in Each Category Total Traders: 94
9 7 9 11 10 8 31 21 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 183,454
Positions
14,454 58,614 443 79,341 11,151 3 77,950 96,619 2,131 2,188 10,421 0 6,943 4,072
Changes from: March 13, 2018 Total Change is: -13,575
188 -27,232 185 2,035 1,105 -579 -9,348 17,432 -4,260 -220 587 -734 -843 -79
Percent of Open Interest Represented by Each Category of Trader
7.9 32.0 0.2 43.2 6.1 0.0 42.5 52.7 1.2 1.2 5.7 0.0 3.8 2.2
Number of Traders in Each Category Total Traders: 149
4 7 . 22 8 . 55 31 9 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 54,161
Positions
16,443 32,708 1,507 11,680 2,150 286 12,752 8,181 1,612 1,311 883 331 8,239 6,502
Changes from: March 13, 2018 Total Change is: -20,689
-2,453 -3,627 -13,647 -473 1,229 -402 -598 -1,190 -1,223 -324 -1,270 -597 -973 38
Percent of Open Interest Represented by Each Category of Trader
30.4 60.4 2.8 21.6 4.0 0.5 23.5 15.1 3.0 2.4 1.6 0.6 15.2 12.0
Number of Traders in Each Category Total Traders: 98
15 16 4 14 . 5 28 11 11 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 108,321
Positions
32,886 65,416 3,014 23,359 4,300 571 25,504 16,362 3,225 2,622 1,767 662 16,478 13,004
Changes from: March 13, 2018 Total Change is: -41,378
-4,906 -7,254 -27,293 -945 2,457 -803 -1,196 -2,380 -2,447 -647 -2,541 -1,194 -1,947 77
Percent of Open Interest Represented by Each Category of Trader
30.4 60.4 2.8 21.6 4.0 0.5 23.5 15.1 3.0 2.4 1.6 0.6 15.2 12.0
Number of Traders in Each Category Total Traders: 98
15 16 4 14 . 5 28 11 11 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 749,405
Positions
31,160 160,956 30,118 286,267 135,077 70,059 63,582 89,690 126,727 27,911 34,787 26,408 87,174 75,583
Changes from: March 13, 2018 Total Change is: -308,572
-35,255 -25,830 -119,577 -22,783 -6,914 -16,571 -13,831 -28,692 -67,988 -3,236 -4,917 -12,615 -16,715 -25,468
Percent of Open Interest Represented by Each Category of Trader
4.2 21.5 4.0 38.2 18.0 9.3 8.5 12.0 16.9 3.7 4.6 3.5 11.6 10.1
Number of Traders in Each Category Total Traders: 629
31 42 40 152 96 102 84 117 115 66 41 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 56,276
Positions
4,911 8,375 2,022 6,305 5,285 686 3,543 3,071 11,516 3,332 189 3,890 20,071 21,242
Changes from: March 13, 2018 Total Change is: -67,895
-35,134 -16,386 -8,153 -2,380 -4,735 -1,589 -4,003 -18,281 -9,412 -323 -1,817 -1,124 -5,777 -6,397
Percent of Open Interest Represented by Each Category of Trader
8.7 14.9 3.6 11.2 9.4 1.2 6.3 5.5 20.5 5.9 0.3 6.9 35.7 37.7
Number of Traders in Each Category Total Traders: 56
6 5 7 5 4 4 8 18 22 8 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 3,465,646
Positions
154,856 786,520 116,869 1,407,584 656,732 339,091 321,761 454,663 554,484 123,306 173,403 112,178 335,517 271,706
Changes from: March 13, 2018 Total Change is:-1,203,383
-188,332 -234,942 -369,396 -99,874 -8,751 -77,052 -132,212 -135,126 -209,810 -25,284 -26,219 -46,733 -54,690 -95,354
Percent of Open Interest Represented by Each Category of Trader
4.5 22.7 3.4 40.6 18.9 9.8 9.3 13.1 16.0 3.6 5.0 3.2 9.7 7.8
Number of Traders in Each Category Total Traders: 617
28 45 37 153 94 101 81 114 112 62 40 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 49,330
Positions
9,191 12,222 756 15,312 10,847 750 10,789 11,377 2,560 1,605 2,907 820 7,548 7,090
Changes from: March 13, 2018 Total Change is: -14,393
-4,838 1,745 -6,241 5,899 -2,971 -5,470 -162 512 -2,004 -460 1,269 -599 -516 -634
Percent of Open Interest Represented by Each Category of Trader
18.6 24.8 1.5 31.0 22.0 1.5 21.9 23.1 5.2 3.3 5.9 1.7 15.3 14.4
Number of Traders in Each Category Total Traders: 257
20 19 9 50 30 19 43 56 29 17 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 246,651
Positions
45,954 61,112 3,778 76,558 54,237 3,750 53,944 56,886 12,800 8,026 14,537 4,099 37,741 35,452
Changes from: March 13, 2018 Total Change is: -71,965
-24,192 8,726 -31,205 29,497 -14,854 -27,352 -812 2,562 -10,020 -2,302 6,343 -2,996 -2,582 -3,170
Percent of Open Interest Represented by Each Category of Trader
18.6 24.8 1.5 31.0 22.0 1.5 21.9 23.1 5.2 3.3 5.9 1.7 15.3 14.4
Number of Traders in Each Category Total Traders: 257
20 19 9 50 30 19 43 56 29 17 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 489,785
Positions
35,960 122,558 3,600 233,013 201,452 34,079 128,570 94,011 14,384 18,307 3,064 2,249 19,624 14,388
Changes from: March 13, 2018 Total Change is: -119,722
-33,268 -19,075 -31,938 3,875 -555 -17,391 -11,475 -16,192 -15,571 2,107 -1,284 -2,842 -13,218 -14,872
Percent of Open Interest Represented by Each Category of Trader
7.3 25.0 0.7 47.6 41.1 7.0 26.3 19.2 2.9 3.7 0.6 0.5 4.0 2.9
Number of Traders in Each Category Total Traders: 288
18 23 5 78 45 35 47 57 26 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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: -109,611
-3,159 13,171 -88,132 -1,604 -4,595 -3,861 6,659 -10,107 -11,370 1,168 4,988 -425 -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 - Options and Futures Combined 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 - Options and Futures Combined 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 939,692
Positions
16,611 45,214 37,336 347,536 238,737 163,601 86,762 138,279 102,990 31,211 8,334 13,140 140,504 192,060
Changes from: March 13, 2018 Total Change is: -26,502
286 -2,531 -2,056 -4,531 -7,200 1,352 -32,967 2,499 926 4,774 -4,041 -446 6,161 -15,004
Percent of Open Interest Represented by Each Category of Trader
1.8 4.8 4.0 37.0 25.4 17.4 9.2 14.7 11.0 3.3 0.9 1.4 15.0 20.4
Number of Traders in Each Category Total Traders: 191
12 16 19 49 33 48 30 34 47 9 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 946,617
Positions
9,343 163,805 155 529,490 102,023 146,922 63,904 387,795 24,966 55,153 5,755 759 115,926 114,437
Changes from: March 13, 2018 Total Change is: -10,582
40 6,021 -2,254 17,064 -2,249 2,223 -10,292 11,082 -19,969 22,293 0 759 -20,445 -6,194
Percent of Open Interest Represented by Each Category of Trader
1.0 17.3 0.0 55.9 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 35 14 22 20 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,991,062
Positions
85,453 234,021 11,362 810,819 361,772 213,891 418,146 513,236 181,119 116,096 272,617 24,576 129,599 178,468
Changes from: March 13, 2018 Total Change is: 28,375
-9,346 34,790 1,295 78,778 22,908 -24,104 -18,822 5,713 -1,353 -9,257 -9,199 7,897 3,288 -9,570
Percent of Open Interest Represented by Each Category of Trader
4.3 11.8 0.6 40.7 18.2 10.7 21.0 25.8 9.1 5.8 13.7 1.2 6.5 9.0
Number of Traders in Each Category Total Traders: 348
12 34 8 81 48 57 53 68 55 21 31 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,301,344
Positions
145,105 208,355 252,486 1,509,943 927,491 534,594 510,268 915,490 538,868 385,507 255,702 76,449 348,123 591,908
Changes from: March 13, 2018 Total Change is: 118,327
42,237 -2,298 2,632 18,751 -1,125 8,137 9,557 117,611 -18,537 51,323 9,573 -10,122 14,350 12,456
Percent of Open Interest Represented by Each Category of Trader
3.4 4.8 5.9 35.1 21.6 12.4 11.9 21.3 12.5 9.0 5.9 1.8 8.1 13.8
Number of Traders in Each Category Total Traders: 459
22 45 46 81 102 106 55 96 98 23 35 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,718,001
Positions
89,737 324,545 100,059 1,796,292 901,386 471,009 348,793 775,556 365,671 242,108 289,244 27,291 277,040 463,241
Changes from: March 13, 2018 Total Change is: 94,568
-13,451 28,054 797 33,196 32,441 -9,805 38,430 -33,933 28,435 12,925 45,967 -2,281 6,322 4,892
Percent of Open Interest Represented by Each Category of Trader
2.4 8.7 2.7 48.3 24.2 12.7 9.4 20.9 9.8 6.5 7.8 0.7 7.5 12.5
Number of Traders in Each Category Total Traders: 336
12 37 24 64 59 66 41 74 69 23 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,286,807
Positions
510,591 460,208 596,501 9,019 20,187 101,231 290,589 314,185 481,488 105,555 95,466 153,631 38,201 63,910
Changes from: March 13, 2018 Total Change is: 178,293
19,781 77,498 5,052 -5,617 -33,680 9,421 26,268 8,974 70,990 37,049 24,057 11,197 4,151 4,784
Percent of Open Interest Represented by Each Category of Trader
22.3 20.1 26.1 0.4 0.9 4.4 12.7 13.7 21.1 4.6 4.2 6.7 1.7 2.8
Number of Traders in Each Category Total Traders: 166
24 39 50 4 5 7 31 35 49 10 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is32,080,832
Positions
7,667,989 1,008,397 4,453,170 100,731 3,197,785 3,017,133 320,261 2,551,649 13,786,548 121,728 696,669 1,988,020 625,253 1,381,460
Changes from: March 13, 2018 Total Change is:-3,733,878
-133,537 -135,283 -782,018 -27,228 -165,703 -267,556 1,529 33,524 -2,162,747 28,920 177,317 -350,598 -40,644 -80,814
Percent of Open Interest Represented by Each Category of Trader
23.9 3.1 13.9 0.3 10.0 9.4 1.0 8.0 43.0 0.4 2.2 6.2 1.9 4.3
Number of Traders in Each Category Total Traders: 341
35 48 79 7 42 43 39 108 117 20 26 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 30,027
Positions
0 4,057 0 7,582 6,093 586 6,778 14,205 1,592 7,381 1,080 13 6,095 2,401
Changes from: March 13, 2018 Total Change is: -6,024
0 -700 -189 -201 -244 38 243 82 -3,668 -1,833 -625 2 -416 -720
Percent of Open Interest Represented by Each Category of Trader
0.0 13.5 0.0 25.3 20.3 2.0 22.6 47.3 5.3 24.6 3.6 0.0 20.3 8.0
Number of Traders in Each Category Total Traders: 133
0 . 0 7 9 . 27 34 12 44 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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