Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 151,412
Positions
27,254 4,631 7,229 31,693 22,505 5,293 16,707 56,956 21,512 10,792 1,014 415 30,517 31,855
Changes from: March 27, 2018 Total Change is: 478
1,671 1,158 -1,021 1,967 1,217 -783 -4,878 959 677 78 0 -105 2,871 -1,625
Percent of Open Interest Represented by Each Category of Trader
18.0 3.1 4.8 20.9 14.9 3.5 11.0 37.6 14.2 7.1 0.7 0.3 20.2 21.0
Number of Traders in Each Category Total Traders: 103
10 4 10 11 11 5 17 37 22 10 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 49,357
Positions
15,683 1,145 0 2,133 6,645 362 19,076 22,593 256 480 2,154 0 11,367 16,202
Changes from: March 27, 2018 Total Change is: 4,238
3,901 716 0 -46 1,018 -11 1,340 1,397 -8 0 480 0 -938 646
Percent of Open Interest Represented by Each Category of Trader
31.8 2.3 0.0 4.3 13.5 0.7 38.6 45.8 0.5 1.0 4.4 0.0 23.0 32.8
Number of Traders in Each Category Total Traders: 49
7 . 0 4 8 . 12 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 213,596
Positions
5,658 47,535 12,839 24,649 58,861 6,599 94,730 25,012 27,649 1,323 8,864 1,337 38,811 24,900
Changes from: March 27, 2018 Total Change is: -10,340
-125 6,569 -1,531 -1,772 319 -1,716 87 -8,729 -3,434 -798 111 -186 -866 -1,743
Percent of Open Interest Represented by Each Category of Trader
2.6 22.3 6.0 11.5 27.6 3.1 44.4 11.7 12.9 0.6 4.1 0.6 18.2 11.7
Number of Traders in Each Category Total Traders: 125
6 11 11 18 17 11 44 21 29 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 184,509
Positions
10,876 54,769 14,881 32,537 22,746 10,123 54,501 29,106 22,568 1,829 1,019 1,403 35,791 27,895
Changes from: March 27, 2018 Total Change is: -12,959
5,288 2,240 97 -1,897 220 736 -14,082 -16,318 -788 4 82 22 -2,338 751
Percent of Open Interest Represented by Each Category of Trader
5.9 29.7 8.1 17.6 12.3 5.5 29.5 15.8 12.2 1.0 0.6 0.8 19.4 15.1
Number of Traders in Each Category Total Traders: 118
7 11 13 21 16 13 30 25 26 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 572,873
Positions
42,182 260,679 27,042 242,558 81,508 31,158 67,945 53,435 52,031 23,526 7,137 5,070 81,361 54,814
Changes from: March 27, 2018 Total Change is: -18,966
-2,329 -11,490 1,751 -2,440 -2,291 1,200 -9,810 -5,933 -1,560 -273 555 171 -5,676 -1,371
Percent of Open Interest Represented by Each Category of Trader
7.4 45.5 4.7 42.3 14.2 5.4 11.9 9.3 9.1 4.1 1.2 0.9 14.2 9.6
Number of Traders in Each Category Total Traders: 282
20 10 19 85 30 44 41 53 43 26 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 36,675
Positions
0 25,831 214 19,625 1,717 1,208 957 1,610 233 0 771 5 14,433 5,086
Changes from: March 27, 2018 Total Change is: 127
0 27 0 -136 -9 0 48 -169 -40 0 0 0 255 318
Percent of Open Interest Represented by Each Category of Trader
0.0 70.4 0.6 53.5 4.7 3.3 2.6 4.4 0.6 0.0 2.1 0.0 39.4 13.9
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 April 3, 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 134,340
Positions
30,335 17,894 10,384 4,865 26,166 4,651 42,678 29,567 15,701 571 618 668 24,486 28,691
Changes from: March 27, 2018 Total Change is: 4,319
10,568 -472 108 -1,987 1,533 488 -7,132 274 1,041 -6 0 -90 1,328 1,437
Percent of Open Interest Represented by Each Category of Trader
22.6 13.3 7.7 3.6 19.5 3.5 31.8 22.0 11.7 0.4 0.5 0.5 18.2 21.4
Number of Traders in Each Category Total Traders: 86
9 7 8 8 12 7 24 22 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 28,550
Positions
2,000 26,207 0 16,183 0 0 7,987 1,488 48 355 110 0 1,977 697
Changes from: March 27, 2018 Total Change is: -624
0 -3 0 -1,744 0 0 1,187 -549 0 209 -12 0 -276 -60
Percent of Open Interest Represented by Each Category of Trader
7.0 91.8 0.0 56.7 0.0 0.0 28.0 5.2 0.2 1.2 0.4 0.0 6.9 2.4
Number of Traders in Each Category Total Traders: 28
. 4 0 . 0 0 14 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 211,120
Positions
9,946 90,720 1,038 85,478 15,354 0 101,604 89,912 659 3,651 10,473 0 8,744 2,964
Changes from: March 27, 2018 Total Change is: 10,236
-77 16,703 786 3,420 -249 -218 6,072 -6,172 -311 349 192 0 213 -496
Percent of Open Interest Represented by Each Category of Trader
4.7 43.0 0.5 40.5 7.3 0.0 48.1 42.6 0.3 1.7 5.0 0.0 4.1 1.4
Number of Traders in Each Category Total Traders: 166
. 10 4 25 7 0 70 23 5 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 30,426
Positions
15,485 0 246 5,583 19,246 0 5,801 7,981 959 0 750 0 2,352 1,244
Changes from: March 27, 2018 Total Change is: -1,874
8,209 -2,069 -3,898 -188 -1,244 0 -5,732 5,279 -129 0 -5 0 -136 192
Percent of Open Interest Represented by Each Category of Trader
50.9 0.0 0.8 18.3 63.3 0.0 19.1 26.2 3.2 0.0 2.5 0.0 7.7 4.1
Number of Traders in Each Category Total Traders: 24
. 0 . . . 0 9 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 47,079
Positions
3,622 22,567 0 5,274 5,439 28 31,976 12,808 1,029 170 556 0 4,980 4,652
Changes from: March 27, 2018 Total Change is: 351
649 39 0 -666 -9 0 273 259 99 9 6 0 -13 -43
Percent of Open Interest Represented by Each Category of Trader
7.7 47.9 0.0 11.2 11.6 0.1 67.9 27.2 2.2 0.4 1.2 0.0 10.6 9.9
Number of Traders in Each Category Total Traders: 87
6 . 0 12 6 . 35 21 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 11,396
Positions
0 7,899 0 7,636 0 0 1,567 2,109 562 0 112 0 1,631 714
Changes from: March 27, 2018 Total Change is: 190
0 62 0 -133 -105 0 293 174 0 0 -13 0 30 72
Percent of Open Interest Represented by Each Category of Trader
0.0 69.3 0.0 67.0 0.0 0.0 13.8 18.5 4.9 0.0 1.0 0.0 14.3 6.3
Number of Traders in Each Category Total Traders: 22
0 . 0 4 0 0 7 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 49,894
Positions
16,888 30,385 1,238 11,295 998 293 9,282 6,796 1,524 1,531 1,962 498 7,347 6,201
Changes from: March 27, 2018 Total Change is: -3,276
590 -2,816 161 -520 -1,088 36 -2,778 -213 -272 190 954 66 -749 -104
Percent of Open Interest Represented by Each Category of Trader
33.8 60.9 2.5 22.6 2.0 0.6 18.6 13.6 3.1 3.1 3.9 1.0 14.7 12.4
Number of Traders in Each Category Total Traders: 103
14 19 6 12 . . 27 12 12 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 99,787
Positions
33,776 60,770 2,475 22,589 1,995 586 18,563 13,593 3,047 3,061 3,923 995 14,693 12,402
Changes from: March 27, 2018 Total Change is: -6,552
1,180 -5,632 322 -1,040 -2,176 72 -5,556 -426 -545 380 1,909 131 -1,498 -207
Percent of Open Interest Represented by Each Category of Trader
33.8 60.9 2.5 22.6 2.0 0.6 18.6 13.6 3.1 3.1 3.9 1.0 14.7 12.4
Number of Traders in Each Category Total Traders: 103
14 19 6 12 . . 27 12 12 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 863,756
Positions
50,176 160,527 58,176 251,289 149,728 86,303 76,031 78,624 152,344 29,316 36,707 35,575 124,547 105,773
Changes from: March 27, 2018 Total Change is: 2,882
8,870 -8,133 5,378 -4,430 10,700 -691 -2,283 1,083 -15,277 -242 821 -2,036 13,595 11,039
Percent of Open Interest Represented by Each Category of Trader
5.8 18.6 6.7 29.1 17.3 10.0 8.8 9.1 17.6 3.4 4.2 4.1 14.4 12.2
Number of Traders in Each Category Total Traders: 629
35 39 43 153 103 111 86 107 116 61 45 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 90,236
Positions
26,073 4,850 3,217 6,193 4,842 643 10,147 8,012 12,332 3,509 1,193 4,917 23,205 50,229
Changes from: March 27, 2018 Total Change is: 4,775
8,153 -1,062 -1,409 -30 134 -186 2,591 -451 -4,306 136 332 -1,047 874 12,771
Percent of Open Interest Represented by Each Category of Trader
28.9 5.4 3.6 6.9 5.4 0.7 11.2 8.9 13.7 3.9 1.3 5.4 25.7 55.7
Number of Traders in Each Category Total Traders: 62
14 . 10 5 4 4 9 17 20 7 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 25,262
Positions
24,014 6,144 0 0 14,690 312 0 2,057 36 0 1,624 0 900 399
Changes from: March 27, 2018 Total Change is: 14
88 0 0 0 288 0 0 0 0 0 0 0 -74 -274
Percent of Open Interest Represented by Each Category of Trader
95.1 24.3 0.0 0.0 58.2 1.2 0.0 8.1 0.1 0.0 6.4 0.0 3.6 1.6
Number of Traders in Each Category Total Traders: 22
8 . 0 0 8 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 13,087
Positions
2,399 11,983 0 5,078 0 460 2,163 0 2 1,033 0 1 1,951 641
Changes from: March 27, 2018 Total Change is: 1,585
75 2,810 0 1,796 -1,094 -206 0 0 0 -50 0 1 -31 74
Percent of Open Interest Represented by Each Category of Trader
18.3 91.6 0.0 38.8 0.0 3.5 16.5 0.0 0.0 7.9 0.0 0.0 14.9 4.9
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 April 3, 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 3,867,602
Positions
199,916 857,784 195,392 1,233,235 732,182 420,546 383,391 407,027 646,090 134,974 183,512 147,351 506,707 277,717
Changes from: March 27, 2018 Total Change is: -9,463
18,641 -20,298 18,878 -21,892 52,938 -2,634 -24,045 7,993 -55,180 -211 4,125 -6,622 63,603 -8,663
Percent of Open Interest Represented by Each Category of Trader
5.2 22.2 5.1 31.9 18.9 10.9 9.9 10.5 16.7 3.5 4.7 3.8 13.1 7.2
Number of Traders in Each Category Total Traders: 617
32 42 39 154 101 110 85 102 111 57 44 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 35,425
Positions
3,985 33,491 0 15,472 0 1,249 11,747 0 0 582 320 0 2,390 365
Changes from: March 27, 2018 Total Change is: 4,855
-250 5,087 0 5,360 0 0 0 0 0 0 0 0 -255 -232
Percent of Open Interest Represented by Each Category of Trader
11.2 94.5 0.0 43.7 0.0 3.5 33.2 0.0 0.0 1.6 0.9 0.0 6.7 1.0
Number of Traders in Each Category Total Traders: 29
. 12 0 9 0 . 4 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 25,589
Positions
18,566 11,644 0 1,189 11,122 321 4,398 0 0 0 1,785 0 1,115 717
Changes from: March 27, 2018 Total Change is: 2,026
3,246 179 0 -1,318 1,859 0 -41 0 0 0 0 0 139 -12
Percent of Open Interest Represented by Each Category of Trader
72.6 45.5 0.0 4.6 43.5 1.3 17.2 0.0 0.0 0.0 7.0 0.0 4.4 2.8
Number of Traders in Each Category Total Traders: 21
6 5 0 . 5 . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 78,804
Positions
7,278 28,540 425 40,368 37,559 5,447 13,370 867 1,220 0 220 0 10,696 4,526
Changes from: March 27, 2018 Total Change is: -191
2,269 954 -312 -556 945 647 -2,364 -1,085 -290 0 -887 0 415 -163
Percent of Open Interest Represented by Each Category of Trader
9.2 36.2 0.5 51.2 47.7 6.9 17.0 1.1 1.5 0.0 0.3 0.0 13.6 5.7
Number of Traders in Each Category Total Traders: 79
5 10 . 31 16 12 12 4 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 55,264
Positions
14,483 7,509 2,995 11,757 12,343 1,026 11,807 17,574 2,856 1,554 2,942 1,395 7,392 6,625
Changes from: March 27, 2018 Total Change is: 4,039
2,500 -2,709 995 -553 2,070 -91 954 4,278 103 -21 -32 107 45 -681
Percent of Open Interest Represented by Each Category of Trader
26.2 13.6 5.4 21.3 22.3 1.9 21.4 31.8 5.2 2.8 5.3 2.5 13.4 12.0
Number of Traders in Each Category Total Traders: 267
22 20 11 50 36 20 44 57 25 15 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 276,318
Positions
72,417 37,544 14,974 58,783 61,713 5,129 59,033 87,868 14,279 7,769 14,711 6,974 36,960 33,127
Changes from: March 27, 2018 Total Change is: 20,197
12,501 -13,545 4,973 -2,766 10,348 -454 4,772 21,392 514 -103 -160 537 224 -3,407
Percent of Open Interest Represented by Each Category of Trader
26.2 13.6 5.4 21.3 22.3 1.9 21.4 31.8 5.2 2.8 5.3 2.5 13.4 12.0
Number of Traders in Each Category Total Traders: 267
22 20 11 50 36 20 44 57 25 15 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 491,386
Positions
42,848 116,434 2,981 226,783 204,229 40,271 122,194 91,321 16,422 19,529 788 2,978 17,381 15,963
Changes from: March 27, 2018 Total Change is: -969
2,977 2,950 178 -1,752 3,119 2,584 -3,815 -8,262 720 -83 -1,696 -275 -1,503 -287
Percent of Open Interest Represented by Each Category of Trader
8.7 23.7 0.6 46.2 41.6 8.2 24.9 18.6 3.3 4.0 0.2 0.6 3.5 3.2
Number of Traders in Each Category Total Traders: 285
21 22 . 78 44 37 55 48 26 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 8,706
Positions
1,572 2,064 1,079 360 211 0 1,675 1,017 0 745 260 30 3,245 4,045
Changes from: March 27, 2018 Total Change is: -324
168 83 597 0 -388 0 -606 -790 0 0 0 0 -483 174
Percent of Open Interest Represented by Each Category of Trader
18.1 23.7 12.4 4.1 2.4 0.0 19.2 11.7 0.0 8.6 3.0 0.3 37.3 46.5
Number of Traders in Each Category Total Traders: 23
6 5 . . . 0 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 44,359
Positions
892 34,386 0 23,220 3,654 1,192 10,901 1,509 557 1,093 204 0 6,504 2,857
Changes from: March 27, 2018 Total Change is: -2,953
253 -4,337 0 -1,640 2,111 460 -1,776 -452 261 -946 204 0 435 -1,200
Percent of Open Interest Represented by Each Category of Trader
2.0 77.5 0.0 52.3 8.2 2.7 24.6 3.4 1.3 2.5 0.5 0.0 14.7 6.4
Number of Traders in Each Category Total Traders: 42
. 4 0 17 . 6 7 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 64,511
Positions
26,233 6,975 789 15,269 26,142 2,388 10,444 8,125 493 217 1,678 0 8,678 17,921
Changes from: March 27, 2018 Total Change is: -2,283
-3,177 2,863 -439 -551 -475 1,045 1,183 187 -128 -76 276 -2 -138 -5,610
Percent of Open Interest Represented by Each Category of Trader
40.7 10.8 1.2 23.7 40.5 3.7 16.2 12.6 0.8 0.3 2.6 0.0 13.5 27.8
Number of Traders in Each Category Total Traders: 63
8 6 . 13 6 8 18 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 280,390
Positions
27,322 160,102 3,524 191,349 73,643 19,134 25,506 9,680 1,315 1,829 2,670 0 10,411 10,322
Changes from: March 27, 2018 Total Change is: 10,773
2,871 -3,164 -218 10,241 3,992 -595 -1,879 4,040 270 -242 921 0 325 5,527
Percent of Open Interest Represented by Each Category of Trader
9.7 57.1 1.3 68.2 26.3 6.8 9.1 3.5 0.5 0.7 1.0 0.0 3.7 3.7
Number of Traders in Each Category Total Traders: 147
8 12 4 55 28 19 27 11 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 1,067,881
Positions
40,437 744,465 5,989 667,825 136,081 81,729 165,079 48,487 13,367 50,824 20,492 1,701 40,930 15,570
Changes from: March 27, 2018 Total Change is: 9,669
597 5,682 765 26,071 -3,205 -4,513 -10,037 7,912 583 -5,543 1,186 447 1,299 812
Percent of Open Interest Represented by Each Category of Trader
3.8 69.7 0.6 62.5 12.7 7.7 15.5 4.5 1.3 4.8 1.9 0.2 3.8 1.5
Number of Traders in Each Category Total Traders: 394
27 20 6 157 48 63 60 32 16 41 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 107,179
Positions
25,137 38,770 66,557 10,392 0 250 581 899 580 3,636 30 0 46 93
Changes from: March 27, 2018 Total Change is: 80
-54 -736 816 -17 0 250 -728 0 0 61 0 -250 2 0
Percent of Open Interest Represented by Each Category of Trader
23.5 36.2 62.1 9.7 0.0 0.2 0.5 0.8 0.5 3.4 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 12 8 7 0 . . . . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 902,184
Positions
15,679 45,608 35,695 337,854 224,248 168,602 66,197 123,560 85,540 27,570 7,634 13,560 151,487 197,737
Changes from: March 27, 2018 Total Change is: -19,291
925 -10,522 -2,570 -11,230 -10,045 3,386 -22,601 -8,841 6,799 1,568 -544 2,479 1,953 567
Percent of Open Interest Represented by Each Category of Trader
1.7 5.1 4.0 37.4 24.9 18.7 7.3 13.7 9.5 3.1 0.8 1.5 16.8 21.9
Number of Traders in Each Category Total Traders: 177
11 16 21 43 31 42 26 31 38 10 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 938,524
Positions
8,206 159,992 382 537,852 106,593 131,846 61,475 405,221 19,821 56,359 5,455 759 121,824 108,455
Changes from: March 27, 2018 Total Change is: -12,161
160 -9,326 -257 5,902 3,528 -11,752 1,105 13,390 -5,080 459 0 0 -2,698 -2,665
Percent of Open Interest Represented by Each Category of Trader
0.9 17.0 0.0 57.3 11.4 14.0 6.6 43.2 2.1 6.0 0.6 0.1 13.0 11.6
Number of Traders in Each Category Total Traders: 120
. 13 . 46 14 32 11 24 17 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 1,969,361
Positions
55,954 185,868 16,500 680,727 433,684 237,466 538,850 529,024 139,306 145,429 233,731 23,168 131,960 170,614
Changes from: March 27, 2018 Total Change is: -1,997
-9,330 -22,877 3,907 -55,116 39,201 10,114 42,522 26,876 -14,672 21,893 -36,936 -873 -444 -6,737
Percent of Open Interest Represented by Each Category of Trader
2.8 9.4 0.8 34.6 22.0 12.1 27.4 26.9 7.1 7.4 11.9 1.2 6.7 8.7
Number of Traders in Each Category Total Traders: 347
11 35 9 74 50 58 65 60 49 23 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 4,023,792
Positions
117,367 209,766 230,962 1,556,876 800,517 517,837 395,685 945,156 414,406 349,582 270,775 68,413 372,663 565,960
Changes from: March 27, 2018 Total Change is: -44,771
17,337 -14,451 8,653 15,441 -106,477 4,134 -97,894 89,602 2,187 -6,919 -3,126 248 12,043 -25,540
Percent of Open Interest Represented by Each Category of Trader
2.9 5.2 5.7 38.7 19.9 12.9 9.8 23.5 10.3 8.7 6.7 1.7 9.3 14.1
Number of Traders in Each Category Total Traders: 451
22 42 34 87 91 103 60 92 93 22 35 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 553,135
Positions
25,828 25,357 9,412 146,693 159,747 51,455 161,589 83,581 11,075 42,401 38,599 0 104,682 173,909
Changes from: March 27, 2018 Total Change is: 2,870
3,398 838 990 -8,121 -12,672 3,081 -9,350 3,572 560 8,207 7,952 0 4,105 -1,451
Percent of Open Interest Represented by Each Category of Trader
4.7 4.6 1.7 26.5 28.9 9.3 29.2 15.1 2.0 7.7 7.0 0.0 18.9 31.4
Number of Traders in Each Category Total Traders: 94
5 5 . 19 26 26 15 10 9 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 3,650,094
Positions
61,624 345,267 76,092 1,875,907 754,206 531,212 325,510 862,610 284,252 208,670 304,892 26,972 259,855 464,591
Changes from: March 27, 2018 Total Change is: 34,880
-3,156 -51,961 3,676 97,855 -56,590 21,657 -34,571 100,699 10,450 -26,264 14,626 1,917 -36,683 -9,593
Percent of Open Interest Represented by Each Category of Trader
1.7 9.5 2.1 51.4 20.7 14.6 8.9 23.6 7.8 5.7 8.4 0.7 7.1 12.7
Number of Traders in Each Category Total Traders: 327
12 33 23 72 53 67 34 75 61 19 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 2,327,117
Positions
601,144 434,125 590,438 21,277 18,191 116,581 233,799 320,127 495,578 85,581 142,540 148,610 34,109 60,927
Changes from: March 27, 2018 Total Change is: -136,176
13,874 -42,076 -47,720 -4,769 -1,412 2,219 -46,835 3,252 -33,693 -3,979 -3,147 -11,212 -4,060 -2,386
Percent of Open Interest Represented by Each Category of Trader
25.8 18.7 25.4 0.9 0.8 5.0 10.0 13.8 21.3 3.7 6.1 6.4 1.5 2.6
Number of Traders in Each Category Total Traders: 167
27 34 47 . 5 7 25 43 44 8 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 is31,835,396
Positions
7,740,920 1,083,993 4,655,657 242,772 3,196,622 2,797,583 311,370 2,750,701 13,308,202 164,108 707,734 1,943,883 670,901 1,391,022
Changes from: March 27, 2018 Total Change is: 417,436
-180,449 -40,071 214,978 84,136 -51,943 -25,174 -6,544 -71,038 268,908 -8,203 84,966 29,911 39,874 6,899
Percent of Open Interest Represented by Each Category of Trader
24.3 3.4 14.6 0.8 10.0 8.8 1.0 8.6 41.8 0.5 2.2 6.1 2.1 4.4
Number of Traders in Each Category Total Traders: 341
35 48 79 9 40 43 38 111 121 15 32 36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 29,255
Positions
18,240 4,593 0 81 8,870 219 1,440 11,318 0 9,009 3,914 264 2 77
Changes from: March 27, 2018 Total Change is: 2,032
-580 -811 0 2 431 0 181 2,477 0 2,467 9 -34 -4 -40
Percent of Open Interest Represented by Each Category of Trader
62.3 15.7 0.0 0.3 30.3 0.7 4.9 38.7 0.0 30.8 13.4 0.9 0.0 0.3
Number of Traders in Each Category Total Traders: 49
. 6 0 . 13 . 4 12 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 19,670
Positions
1,864 2,736 0 220 3,353 706 16,836 9,918 0 40 2,900 0 4 57
Changes from: March 27, 2018 Total Change is: 474
684 88 0 0 -35 0 -208 312 0 0 95 0 -2 14
Percent of Open Interest Represented by Each Category of Trader
9.5 13.9 0.0 1.1 17.0 3.6 85.6 50.4 0.0 0.2 14.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 36
. 5 0 . 9 . 4 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 6,198
Positions
55 0 0 379 0 0 1,810 4,773 53 1,198 455 79 2,624 838
Changes from: March 27, 2018 Total Change is: -124
0 0 0 90 0 0 -411 44 12 -80 -149 -9 274 -22
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 6.1 0.0 0.0 29.2 77.0 0.9 19.3 7.3 1.3 42.3 13.5
Number of Traders in Each Category Total Traders: 56
. 0 0 . 0 0 7 16 . 22 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 31,371
Positions
0 3,977 0 7,964 6,360 665 9,243 16,161 739 6,605 979 14 6,141 2,476
Changes from: March 27, 2018 Total Change is: -4,436
0 -80 0 273 -334 59 -2,367 -2,385 -996 -1,677 -172 3 269 -531
Percent of Open Interest Represented by Each Category of Trader
0.0 12.7 0.0 25.4 20.3 2.1 29.5 51.5 2.4 21.1 3.1 0.0 19.6 7.9
Number of Traders in Each Category Total Traders: 131
0 . 0 9 9 . 28 35 12 37 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 377,503
Positions
29,997 102,929 35,689 75,814 24,290 19,159 90,584 71,740 68,797 8,497 7,412 16,466 32,500 31,021
Changes from: March 27, 2018 Total Change is: -17,323
-445 -4,130 7,279 -559 2,250 1,092 -10,617 -14,909 -11,420 1,220 3,730 -3,871 -2 2,656
Percent of Open Interest Represented by Each Category of Trader
7.9 27.3 9.5 20.1 6.4 5.1 24.0 19.0 18.2 2.3 2.0 4.4 8.6 8.2
Number of Traders in Each Category Total Traders: 204
10 16 18 30 20 18 57 36 52 11 11 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 3, 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 45,339
Positions
815 0 0 27,533 36 166 10,045 44,923 85 6,487 124 0 208 5
Changes from: March 27, 2018 Total Change is: -6,155
0 0 0 -6,082 2 0 -223 -6,159 0 148 0 0 2 2
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 60.7 0.1 0.4 22.2 99.1 0.2 14.3 0.3 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 44
. 0 0 11 . . 10 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 6, 2018