Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 150,934
Positions
25,583 3,473 8,250 29,726 21,288 6,076 21,585 55,997 20,835 10,714 1,014 520 27,646 33,480
Changes from: March 20, 2018 Total Change is: -53,778
22,238 -47,914 -17,834 2,309 1,371 -262 -53,275 14,186 -287 -2 -646 -256 -6,409 -2,135
Percent of Open Interest Represented by Each Category of Trader
16.9 2.3 5.5 19.7 14.1 4.0 14.3 37.1 13.8 7.1 0.7 0.3 18.3 22.2
Number of Traders in Each Category Total Traders: 104
9 6 9 11 11 6 19 35 25 10 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 45,119
Positions
11,782 429 0 2,179 5,627 373 17,736 21,196 264 480 1,674 0 12,305 15,556
Changes from: March 20, 2018 Total Change is: 380
1,422 1 0 93 174 0 -1,828 -1,164 119 0 56 0 574 1,194
Percent of Open Interest Represented by Each Category of Trader
26.1 1.0 0.0 4.8 12.5 0.8 39.3 47.0 0.6 1.1 3.7 0.0 27.3 34.5
Number of Traders in Each Category Total Traders: 47
6 . 0 4 7 . 15 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 223,936
Positions
5,783 40,966 14,370 26,421 58,542 8,315 94,643 33,741 31,083 2,120 8,753 1,524 39,677 26,643
Changes from: March 20, 2018 Total Change is: 22,143
-6,254 4,754 969 23 265 1,637 17,737 6,658 5,162 261 0 24 2,583 2,673
Percent of Open Interest Represented by Each Category of Trader
2.6 18.3 6.4 11.8 26.1 3.7 42.3 15.1 13.9 0.9 3.9 0.7 17.7 11.9
Number of Traders in Each Category Total Traders: 125
7 10 11 19 18 10 43 20 30 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 197,468
Positions
5,588 52,529 14,784 34,434 22,526 9,387 68,584 45,424 23,356 1,825 937 1,381 38,129 27,144
Changes from: March 20, 2018 Total Change is: 5,884
-3,212 12,213 2,560 2,632 4,576 -735 -881 -11,512 1,864 13 -114 126 3,517 -3,094
Percent of Open Interest Represented by Each Category of Trader
2.8 26.6 7.5 17.4 11.4 4.8 34.7 23.0 11.8 0.9 0.5 0.7 19.3 13.7
Number of Traders in Each Category Total Traders: 124
7 9 13 23 16 13 39 22 27 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 591,839
Positions
44,511 272,168 25,291 244,998 83,798 29,958 77,755 59,368 53,590 23,800 6,582 4,899 87,038 56,185
Changes from: March 20, 2018 Total Change is: 21,259
982 11,545 2,545 5,688 -5,287 328 7,824 7,596 2,586 2,038 -1,523 -3 -731 3,471
Percent of Open Interest Represented by Each Category of Trader
7.5 46.0 4.3 41.4 14.2 5.1 13.1 10.0 9.1 4.0 1.1 0.8 14.7 9.5
Number of Traders in Each Category Total Traders: 281
22 9 19 88 30 44 52 41 40 26 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 36,548
Positions
0 25,804 214 19,761 1,726 1,208 909 1,779 273 0 771 5 14,178 4,768
Changes from: March 20, 2018 Total Change is: 2,037
0 1,817 214 2,077 416 -73 470 -1,911 48 0 0 0 -699 1,526
Percent of Open Interest Represented by Each Category of Trader
0.0 70.6 0.6 54.1 4.7 3.3 2.5 4.9 0.7 0.0 2.1 0.0 38.8 13.0
Number of Traders in Each Category Total Traders: 27
0 4 . 15 . 6 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 130,021
Positions
19,767 18,366 10,276 6,852 24,633 4,163 49,810 29,293 14,660 577 618 758 23,158 27,254
Changes from: March 20, 2018 Total Change is: 6,939
14,246 -1,382 226 -2,336 3,774 228 -3,671 5,109 -1,284 -12 -475 -29 -428 773
Percent of Open Interest Represented by Each Category of Trader
15.2 14.1 7.9 5.3 18.9 3.2 38.3 22.5 11.3 0.4 0.5 0.6 17.8 21.0
Number of Traders in Each Category Total Traders: 89
9 7 10 9 11 7 26 23 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 29,174
Positions
2,000 26,210 0 17,927 0 0 6,800 2,037 48 146 122 0 2,253 757
Changes from: March 20, 2018 Total Change is: 301
0 -19 0 -122 0 0 101 470 0 -8 -28 0 330 -122
Percent of Open Interest Represented by Each Category of Trader
6.9 89.8 0.0 61.4 0.0 0.0 23.3 7.0 0.2 0.5 0.4 0.0 7.7 2.6
Number of Traders in Each Category Total Traders: 25
. 4 0 . 0 0 12 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 200,884
Positions
10,022 74,018 251 82,058 15,603 218 95,531 96,083 970 3,302 10,281 0 8,531 3,460
Changes from: March 20, 2018 Total Change is: 17,430
-4,432 15,404 -192 2,717 4,452 215 17,581 -536 -1,161 1,114 -140 0 1,588 -612
Percent of Open Interest Represented by Each Category of Trader
5.0 36.8 0.1 40.8 7.8 0.1 47.6 47.8 0.5 1.6 5.1 0.0 4.2 1.7
Number of Traders in Each Category Total Traders: 154
. 10 . 23 8 . 64 21 7 13 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 32,300
Positions
7,276 2,069 4,144 5,771 20,490 0 11,533 2,702 1,088 0 755 0 2,488 1,052
Changes from: March 20, 2018 Total Change is: 9,479
0 -54 4,144 -176 5,014 0 4,807 -128 494 0 -25 0 210 34
Percent of Open Interest Represented by Each Category of Trader
22.5 6.4 12.8 17.9 63.4 0.0 35.7 8.4 3.4 0.0 2.3 0.0 7.7 3.3
Number of Traders in Each Category Total Traders: 26
. . . . . 0 11 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 46,728
Positions
2,973 22,528 0 5,940 5,448 28 31,703 12,549 930 161 550 0 4,993 4,695
Changes from: March 20, 2018 Total Change is: 2,246
1,031 -869 0 -1,318 392 0 3,024 2,343 -29 -121 -103 0 -341 512
Percent of Open Interest Represented by Each Category of Trader
6.4 48.2 0.0 12.7 11.7 0.1 67.8 26.9 2.0 0.3 1.2 0.0 10.7 10.0
Number of Traders in Each Category Total Traders: 81
4 . 0 12 6 . 35 16 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 11,206
Positions
0 7,837 0 7,769 105 0 1,274 1,935 562 0 125 0 1,601 642
Changes from: March 20, 2018 Total Change is: -66
0 424 0 -208 0 0 -80 -399 80 0 -38 0 142 -133
Percent of Open Interest Represented by Each Category of Trader
0.0 69.9 0.0 69.3 0.9 0.0 11.4 17.3 5.0 0.0 1.1 0.0 14.3 5.7
Number of Traders in Each Category Total Traders: 20
0 . 0 . . 0 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 53,170
Positions
16,298 33,201 1,076 11,815 2,086 257 12,060 7,010 1,796 1,341 1,007 432 8,096 6,305
Changes from: March 20, 2018 Total Change is: -991
-145 493 -431 135 -65 -29 -692 -1,171 184 30 124 101 -144 -197
Percent of Open Interest Represented by Each Category of Trader
30.7 62.4 2.0 22.2 3.9 0.5 22.7 13.2 3.4 2.5 1.9 0.8 15.2 11.9
Number of Traders in Each Category Total Traders: 104
14 18 4 14 . . 31 11 12 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 106,339
Positions
32,596 66,402 2,153 23,629 4,171 514 24,119 14,019 3,592 2,681 2,015 864 16,191 12,609
Changes from: March 20, 2018 Total Change is: -1,982
-291 986 -861 270 -129 -57 -1,384 -2,342 367 60 248 202 -287 -395
Percent of Open Interest Represented by Each Category of Trader
30.7 62.4 2.0 22.2 3.9 0.5 22.7 13.2 3.4 2.5 1.9 0.8 15.2 11.9
Number of Traders in Each Category Total Traders: 104
14 18 4 14 . . 31 11 12 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 21,819
Positions
491 18,861 0 17,149 0 64 2,057 1,967 156 500 0 0 1,402 771
Changes from: March 20, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.3 86.4 0.0 78.6 0.0 0.3 9.4 9.0 0.7 2.3 0.0 0.0 6.4 3.5
Number of Traders in Each Category Total Traders: 20
. 8 0 5 0 . . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 860,874
Positions
41,306 168,660 52,798 255,720 139,028 86,994 78,314 77,541 167,621 29,557 35,886 37,612 110,952 94,734
Changes from: March 20, 2018 Total Change is: 111,469
10,146 7,703 22,680 -30,547 3,951 16,936 14,732 -12,149 40,895 1,647 1,099 11,204 23,778 19,151
Percent of Open Interest Represented by Each Category of Trader
4.8 19.6 6.1 29.7 16.1 10.1 9.1 9.0 19.5 3.4 4.2 4.4 12.9 11.0
Number of Traders in Each Category Total Traders: 634
33 40 40 149 103 107 91 108 122 70 40 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 85,461
Positions
17,920 5,912 4,626 6,223 4,708 829 7,556 8,464 16,638 3,373 862 5,964 22,331 37,458
Changes from: March 20, 2018 Total Change is: 29,185
13,008 -2,463 2,604 -82 -577 144 4,013 5,393 5,122 41 673 2,074 2,261 16,216
Percent of Open Interest Represented by Each Category of Trader
21.0 6.9 5.4 7.3 5.5 1.0 8.8 9.9 19.5 3.9 1.0 7.0 26.1 43.8
Number of Traders in Each Category Total Traders: 58
11 . 9 6 . 4 9 16 20 7 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 25,248
Positions
23,926 6,144 0 0 14,402 312 0 2,057 36 0 1,624 0 974 673
Changes from: March 20, 2018 Total Change is: 163
470 0 0 0 -73 0 0 62 0 0 0 0 -307 174
Percent of Open Interest Represented by Each Category of Trader
94.8 24.3 0.0 0.0 57.0 1.2 0.0 8.1 0.1 0.0 6.4 0.0 3.9 2.7
Number of Traders in Each Category Total Traders: 21
8 . 0 0 7 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 11,502
Positions
2,324 9,173 0 3,282 1,094 666 2,163 0 2 1,083 0 0 1,982 567
Changes from: March 20, 2018 Total Change is: 318
88 250 0 -243 102 -102 50 0 0 345 0 0 180 68
Percent of Open Interest Represented by Each Category of Trader
20.2 79.8 0.0 28.5 9.5 5.8 18.8 0.0 0.0 9.4 0.0 0.0 17.2 4.9
Number of Traders in Each Category Total Traders: 20
. 7 0 5 . . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 3,877,065
Positions
181,275 878,082 176,514 1,255,127 679,244 423,181 407,436 399,034 701,271 135,185 179,387 153,974 443,104 286,380
Changes from: March 20, 2018 Total Change is: 411,419
26,418 91,562 59,645 -152,457 22,512 84,090 85,675 -55,629 146,787 11,879 5,983 41,796 107,587 14,673
Percent of Open Interest Represented by Each Category of Trader
4.7 22.6 4.6 32.4 17.5 10.9 10.5 10.3 18.1 3.5 4.6 4.0 11.4 7.4
Number of Traders in Each Category Total Traders: 623
32 41 37 149 102 106 88 106 118 66 39 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 30,570
Positions
4,235 28,404 0 10,112 0 1,249 11,747 0 0 582 320 0 2,645 597
Changes from: March 20, 2018 Total Change is: 2,346
413 1,890 0 2,638 0 0 -323 0 0 -234 320 0 -148 136
Percent of Open Interest Represented by Each Category of Trader
13.9 92.9 0.0 33.1 0.0 4.1 38.4 0.0 0.0 1.9 1.0 0.0 8.7 2.0
Number of Traders in Each Category Total Traders: 27
. 10 0 9 0 . 4 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 23,563
Positions
15,320 11,465 0 2,507 9,263 321 4,439 0 0 0 1,785 0 976 729
Changes from: March 20, 2018 Total Change is: 2,370
2,263 -426 0 -36 3,422 0 121 -576 0 0 0 0 22 -50
Percent of Open Interest Represented by Each Category of Trader
65.0 48.7 0.0 10.6 39.3 1.4 18.8 0.0 0.0 0.0 7.6 0.0 4.1 3.1
Number of Traders in Each Category Total Traders: 21
6 5 0 . 4 . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 78,995
Positions
5,009 27,586 737 40,924 36,614 4,800 15,734 1,952 1,510 0 1,107 0 10,281 4,689
Changes from: March 20, 2018 Total Change is: -896
1,416 -3,960 199 -1,627 2,634 927 -1,251 -1,219 124 0 0 0 -684 399
Percent of Open Interest Represented by Each Category of Trader
6.3 34.9 0.9 51.8 46.3 6.1 19.9 2.5 1.9 0.0 1.4 0.0 13.0 5.9
Number of Traders in Each Category Total Traders: 81
6 6 . 32 16 13 16 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 51,224
Positions
11,983 10,218 2,000 12,310 10,273 1,117 10,852 13,295 2,753 1,575 2,974 1,287 7,347 7,307
Changes from: March 20, 2018 Total Change is: 1,894
2,792 -2,005 1,245 -3,002 -574 367 63 1,918 193 -31 67 468 -201 216
Percent of Open Interest Represented by Each Category of Trader
23.4 19.9 3.9 24.0 20.1 2.2 21.2 26.0 5.4 3.1 5.8 2.5 14.3 14.3
Number of Traders in Each Category Total Traders: 259
22 21 9 50 29 21 44 57 26 14 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 256,121
Positions
59,916 51,089 10,002 61,549 51,364 5,583 54,261 66,476 13,765 7,873 14,871 6,437 36,736 36,534
Changes from: March 20, 2018 Total Change is: 9,470
13,961 -10,023 6,224 -15,009 -2,872 1,833 317 9,590 965 -154 334 2,338 -1,005 1,082
Percent of Open Interest Represented by Each Category of Trader
23.4 19.9 3.9 24.0 20.1 2.2 21.2 26.0 5.4 3.1 5.8 2.5 14.3 14.3
Number of Traders in Each Category Total Traders: 259
22 21 9 50 29 21 44 57 26 14 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 492,355
Positions
39,871 113,484 2,802 228,535 201,110 37,687 126,008 99,583 15,702 19,613 2,484 3,253 18,884 16,250
Changes from: March 20, 2018 Total Change is: 2,570
3,911 -9,074 -797 -4,478 -342 3,608 -2,561 5,572 1,318 1,306 -580 1,004 -740 1,862
Percent of Open Interest Represented by Each Category of Trader
8.1 23.0 0.6 46.4 40.8 7.7 25.6 20.2 3.2 4.0 0.5 0.7 3.8 3.3
Number of Traders in Each Category Total Traders: 291
15 24 . 77 45 36 51 58 26 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 9,030
Positions
1,404 1,981 482 360 599 0 2,281 1,807 0 745 260 30 3,728 3,871
Changes from: March 20, 2018 Total Change is: 1,342
-150 447 307 -306 374 0 1,548 669 0 0 -400 0 -57 -55
Percent of Open Interest Represented by Each Category of Trader
15.5 21.9 5.3 4.0 6.6 0.0 25.3 20.0 0.0 8.3 2.9 0.3 41.3 42.9
Number of Traders in Each Category Total Traders: 21
6 . . . . 0 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 47,312
Positions
639 38,723 0 24,860 1,543 732 12,677 1,961 296 2,039 0 0 6,069 4,057
Changes from: March 20, 2018 Total Change is: 523
-154 2,548 0 -70 0 590 -334 -1,891 0 1,007 -1,389 0 -516 665
Percent of Open Interest Represented by Each Category of Trader
1.4 81.8 0.0 52.5 3.3 1.5 26.8 4.1 0.6 4.3 0.0 0.0 12.8 8.6
Number of Traders in Each Category Total Traders: 43
. 5 0 19 . 6 8 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 66,794
Positions
29,410 4,112 1,228 15,820 26,617 1,343 9,261 7,938 621 293 1,402 2 8,816 23,531
Changes from: March 20, 2018 Total Change is: -1,602
2,272 1,181 542 -1,995 1,206 -209 -1,181 2,545 109 -1,187 -181 2 45 -6,797
Percent of Open Interest Represented by Each Category of Trader
44.0 6.2 1.8 23.7 39.8 2.0 13.9 11.9 0.9 0.4 2.1 0.0 13.2 35.2
Number of Traders in Each Category Total Traders: 65
10 7 . 15 5 7 14 12 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 269,617
Positions
24,451 163,266 3,742 181,108 69,651 19,729 27,385 5,640 1,045 2,071 1,749 0 10,086 4,795
Changes from: March 20, 2018 Total Change is: -3,673
31 -2,871 142 -3,680 8,578 911 -824 -8,617 -9 -863 1,044 0 619 -2,851
Percent of Open Interest Represented by Each Category of Trader
9.1 60.6 1.4 67.2 25.8 7.3 10.2 2.1 0.4 0.8 0.6 0.0 3.7 1.8
Number of Traders in Each Category Total Traders: 148
7 14 4 57 28 22 27 9 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 1,058,212
Positions
39,840 738,783 5,224 641,754 139,286 86,242 175,116 40,575 12,784 56,367 19,306 1,254 39,631 14,758
Changes from: March 20, 2018 Total Change is: -8,095
-7,150 -19,246 1,145 -3,794 10,137 3,918 1,283 -3,936 -145 -2,640 805 110 -822 -883
Percent of Open Interest Represented by Each Category of Trader
3.8 69.8 0.5 60.6 13.2 8.1 16.5 3.8 1.2 5.3 1.8 0.1 3.7 1.4
Number of Traders in Each Category Total Traders: 388
25 20 6 151 48 60 66 28 16 43 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 107,099
Positions
25,191 39,506 65,741 10,409 0 0 1,309 899 580 3,575 30 250 44 93
Changes from: March 20, 2018 Total Change is: -772
1,397 -432 -340 0 0 0 -830 0 0 -1,000 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
23.5 36.9 61.4 9.7 0.0 0.0 1.2 0.8 0.5 3.3 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 27, 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 921,475
Positions
14,755 56,130 38,265 349,084 234,293 165,215 88,798 132,401 78,741 26,002 8,178 11,081 149,535 197,170
Changes from: March 20, 2018 Total Change is: -18,217
-1,856 10,916 929 1,548 -4,443 1,614 2,036 -5,878 -24,249 -5,210 -156 -2,059 9,031 5,110
Percent of Open Interest Represented by Each Category of Trader
1.6 6.1 4.2 37.9 25.4 17.9 9.6 14.4 8.5 2.8 0.9 1.2 16.2 21.4
Number of Traders in Each Category Total Traders: 187
9 20 22 45 35 42 27 34 41 9 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 950,685
Positions
8,046 169,318 639 531,950 103,065 143,598 60,370 391,831 24,901 55,900 5,455 759 124,523 111,119
Changes from: March 20, 2018 Total Change is: 4,068
-1,297 5,513 484 2,460 1,042 -3,324 -3,534 4,036 -65 747 -300 0 8,597 -3,318
Percent of Open Interest Represented by Each Category of Trader
0.8 17.8 0.1 56.0 10.8 15.1 6.4 41.2 2.6 5.9 0.6 0.1 13.1 11.7
Number of Traders in Each Category Total Traders: 119
. 14 4 46 14 33 15 20 21 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 1,971,358
Positions
65,284 208,744 12,593 735,842 394,483 227,351 496,328 502,148 153,979 123,536 270,667 24,041 132,404 177,351
Changes from: March 20, 2018 Total Change is: -19,704
-20,169 -25,276 1,231 -74,977 32,711 13,461 78,182 -11,088 -27,140 7,440 -1,950 -535 2,804 -1,117
Percent of Open Interest Represented by Each Category of Trader
3.3 10.6 0.6 37.3 20.0 11.5 25.2 25.5 7.8 6.3 13.7 1.2 6.7 9.0
Number of Traders in Each Category Total Traders: 349
13 35 9 80 49 60 58 63 50 21 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 4,068,563
Positions
100,031 224,217 222,309 1,541,435 906,994 513,704 493,579 855,554 412,219 356,501 273,901 68,165 360,620 591,500
Changes from: March 20, 2018 Total Change is: -232,781
-45,075 15,862 -30,177 31,492 -20,498 -20,890 -16,689 -59,936 -126,649 -29,006 18,199 -8,284 12,497 -408
Percent of Open Interest Represented by Each Category of Trader
2.5 5.5 5.5 37.9 22.3 12.6 12.1 21.0 10.1 8.8 6.7 1.7 8.9 14.5
Number of Traders in Each Category Total Traders: 440
22 41 36 80 102 99 57 79 83 23 36 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 550,265
Positions
22,430 24,519 8,422 154,814 172,419 48,374 170,939 80,009 10,515 34,194 30,647 0 100,577 175,360
Changes from: March 20, 2018 Total Change is: -3,124
3,202 -525 1,499 14,453 -8,687 -1,602 -23,501 -2,815 -1,320 604 2,855 0 3,541 7,471
Percent of Open Interest Represented by Each Category of Trader
4.1 4.5 1.5 28.1 31.3 8.8 31.1 14.5 1.9 6.2 5.6 0.0 18.3 31.9
Number of Traders in Each Category Total Traders: 92
5 6 . 19 27 27 14 9 8 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 3,615,214
Positions
64,780 397,228 72,416 1,778,052 810,796 509,555 360,081 761,911 273,802 234,933 290,266 25,055 296,538 474,184
Changes from: March 20, 2018 Total Change is: -102,787
-24,957 72,683 -27,643 -18,240 -90,590 38,547 11,288 -13,645 -91,869 -7,175 1,022 -2,236 19,497 10,943
Percent of Open Interest Represented by Each Category of Trader
1.8 11.0 2.0 49.2 22.4 14.1 10.0 21.1 7.6 6.5 8.0 0.7 8.2 13.1
Number of Traders in Each Category Total Traders: 324
10 38 22 66 53 64 47 60 58 18 32 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 2,463,293
Positions
587,270 476,201 638,158 26,046 19,603 114,362 280,634 316,875 529,272 89,560 145,687 159,822 38,169 63,313
Changes from: March 20, 2018 Total Change is: 176,486
76,679 15,993 41,657 17,027 -584 13,131 -9,956 2,690 47,784 -15,994 50,221 6,190 -32 -596
Percent of Open Interest Represented by Each Category of Trader
23.8 19.3 25.9 1.1 0.8 4.6 11.4 12.9 21.5 3.6 5.9 6.5 1.5 2.6
Number of Traders in Each Category Total Traders: 168
25 39 50 . 5 7 28 40 46 9 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 is31,417,960
Positions
7,921,368 1,124,064 4,440,679 158,636 3,248,565 2,822,758 317,914 2,821,739 13,039,294 172,311 622,767 1,913,972 631,027 1,384,122
Changes from: March 20, 2018 Total Change is: -662,872
253,379 115,667 -12,491 57,905 50,780 -194,376 -2,347 270,089 -747,254 50,583 -73,902 -74,048 5,775 2,662
Percent of Open Interest Represented by Each Category of Trader
25.2 3.6 14.1 0.5 10.3 9.0 1.0 9.0 41.5 0.5 2.0 6.1 2.0 4.4
Number of Traders in Each Category Total Traders: 344
39 42 77 10 40 43 35 119 121 17 31 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 27,223
Positions
18,820 5,404 0 79 8,439 219 1,259 8,841 0 6,542 3,905 298 6 117
Changes from: March 20, 2018 Total Change is: -1,466
-570 -182 0 11 0 -11 -759 -1,409 0 -352 -80 215 0 1
Percent of Open Interest Represented by Each Category of Trader
69.1 19.9 0.0 0.3 31.0 0.8 4.6 32.5 0.0 24.0 14.3 1.1 0.0 0.4
Number of Traders in Each Category Total Traders: 49
. 6 0 . 13 . 4 12 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 19,196
Positions
1,180 2,648 0 220 3,388 706 17,044 9,606 0 40 2,805 0 6 43
Changes from: March 20, 2018 Total Change is: 196
764 -272 0 142 37 -30 -656 352 0 0 100 0 -24 9
Percent of Open Interest Represented by Each Category of Trader
6.1 13.8 0.0 1.1 17.6 3.7 88.8 50.0 0.0 0.2 14.6 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 38
. 6 0 . 9 . 5 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 6,322
Positions
55 0 0 289 0 0 2,221 4,729 41 1,278 604 88 2,350 860
Changes from: March 20, 2018 Total Change is: 61
0 0 0 69 0 0 7 242 10 -51 -97 -1 27 -93
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 4.6 0.0 0.0 35.1 74.8 0.6 20.2 9.6 1.4 37.2 13.6
Number of Traders in Each Category Total Traders: 54
. 0 0 . 0 0 7 15 . 21 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 35,807
Positions
0 4,057 0 7,691 6,694 606 11,610 18,546 1,735 8,282 1,151 11 5,872 3,007
Changes from: March 20, 2018 Total Change is: 5,780
0 0 0 109 601 20 4,832 4,341 143 900 71 -1 -223 606
Percent of Open Interest Represented by Each Category of Trader
0.0 11.3 0.0 21.5 18.7 1.7 32.4 51.8 4.8 23.1 3.2 0.0 16.4 8.4
Number of Traders in Each Category Total Traders: 137
0 . 0 7 9 . 27 37 12 44 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 394,826
Positions
30,442 107,059 28,410 76,373 22,040 18,067 101,201 86,649 80,217 7,277 3,682 20,337 32,502 28,365
Changes from: March 20, 2018 Total Change is: -22,567
-19,158 18,749 -9,624 12,823 -4,634 -8,130 20,929 126 -18,278 -5,395 -669 1,366 2,900 -1,473
Percent of Open Interest Represented by Each Category of Trader
7.7 27.1 7.2 19.3 5.6 4.6 25.6 21.9 20.3 1.8 0.9 5.2 8.2 7.2
Number of Traders in Each Category Total Traders: 215
10 16 17 26 20 14 69 38 53 14 10 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 27, 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 51,494
Positions
815 0 0 33,615 34 166 10,268 51,082 85 6,339 124 0 206 3
Changes from: March 20, 2018 Total Change is: -5,513
-629 0 0 -1,324 34 0 -209 -2,164 -3,360 41 -4 0 -32 -19
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 65.3 0.1 0.3 19.9 99.2 0.2 12.3 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 43
. 0 0 11 . . 9 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 30, 2018