Traders in Financial Futures - Futures Only Positions as of February 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 145,351
Positions
5,735 75,024 374 33,124 12,016 3,160 51,165 24,152 7,659 6,269 1,014 385 37,480 21,567
Changes from: February 20, 2018 Total Change is: 519
-862 -10,707 -535 -2,786 952 -32 3,827 7,627 902 1,182 -440 -191 -986 2,943
Percent of Open Interest Represented by Each Category of Trader
3.9 51.6 0.3 22.8 8.3 2.2 35.2 16.6 5.3 4.3 0.7 0.3 25.8 14.8
Number of Traders in Each Category Total Traders: 90
. 10 5 17 6 4 24 22 15 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 69,018
Positions
23,769 18,678 197 4,965 4,799 404 24,442 28,477 1,767 480 1,568 0 12,994 13,128
Changes from: February 20, 2018 Total Change is: -119
23 393 140 -200 -436 0 -221 -710 314 0 0 0 -175 180
Percent of Open Interest Represented by Each Category of Trader
34.4 27.1 0.3 7.2 7.0 0.6 35.4 41.3 2.6 0.7 2.3 0.0 18.8 19.0
Number of Traders in Each Category Total Traders: 47
. 6 . 5 6 . 10 15 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 196,913
Positions
42,421 58,960 8,049 28,383 60,036 3,595 67,571 23,889 8,604 1,271 9,114 0 37,019 24,666
Changes from: February 20, 2018 Total Change is: 8,795
385 3,802 3,551 1,164 -2,551 -21 3,004 1,186 704 -155 -25 0 163 2,149
Percent of Open Interest Represented by Each Category of Trader
21.5 29.9 4.1 14.4 30.5 1.8 34.3 12.1 4.4 0.6 4.6 0.0 18.8 12.5
Number of Traders in Each Category Total Traders: 115
8 8 5 20 19 6 34 20 20 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 263,066
Positions
112,117 108,175 1,412 34,319 13,637 9,156 65,290 98,619 5,224 1,403 773 152 33,993 25,918
Changes from: February 20, 2018 Total Change is: -8,205
-2,844 4,651 394 -1,504 2,752 -156 -270 -15,943 429 -987 -5 -102 -3,165 -225
Percent of Open Interest Represented by Each Category of Trader
42.6 41.1 0.5 13.0 5.2 3.5 24.8 37.5 2.0 0.5 0.3 0.1 12.9 9.9
Number of Traders in Each Category Total Traders: 127
7 12 7 25 14 10 35 29 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 567,463
Positions
82,842 303,236 9,391 242,187 110,489 20,965 86,607 53,046 13,629 22,411 5,754 1,242 88,189 49,711
Changes from: February 20, 2018 Total Change is: -71
2,525 -6,185 2,547 -10,851 -822 448 4,289 10 643 324 -680 -227 231 4,195
Percent of Open Interest Represented by Each Category of Trader
14.6 53.4 1.7 42.7 19.5 3.7 15.3 9.3 2.4 3.9 1.0 0.2 15.5 8.8
Number of Traders in Each Category Total Traders: 257
21 11 13 84 29 41 43 39 23 23 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 35,168
Positions
0 21,725 0 18,341 1,310 1,302 435 5,913 256 0 771 5 14,829 3,886
Changes from: February 20, 2018 Total Change is: -257
0 -274 0 -240 267 0 0 110 -65 0 0 0 48 -295
Percent of Open Interest Represented by Each Category of Trader
0.0 61.8 0.0 52.2 3.7 3.7 1.2 16.8 0.7 0.0 2.2 0.0 42.2 11.0
Number of Traders in Each Category Total Traders: 26
0 . 0 16 . 6 . 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,281
Positions
1,668 8,340 417 9,973 7,419 2,511 3,768 1,601 11 0 0 0 6,933 4,982
Changes from: February 20, 2018 Total Change is: -672
-11 -166 0 -1,266 1,904 70 1,167 -3,023 0 0 0 0 -632 543
Percent of Open Interest Represented by Each Category of Trader
6.6 33.0 1.6 39.4 29.3 9.9 14.9 6.3 0.0 0.0 0.0 0.0 27.4 19.7
Number of Traders in Each Category Total Traders: 20
. . . 7 5 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 111,306
Positions
14,522 43,021 1,820 11,618 16,703 2,005 50,098 19,461 2,461 18 618 169 28,595 25,048
Changes from: February 20, 2018 Total Change is: 147
-456 -2,677 435 -912 -1,276 29 1,427 1,456 293 -546 0 24 -147 1,863
Percent of Open Interest Represented by Each Category of Trader
13.0 38.7 1.6 10.4 15.0 1.8 45.0 17.5 2.2 0.0 0.6 0.2 25.7 22.5
Number of Traders in Each Category Total Traders: 83
9 8 7 10 10 5 28 16 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 50,973
Positions
0 46,399 226 17,858 0 0 29,944 2,983 151 776 0 0 2,018 1,214
Changes from: February 20, 2018 Total Change is: 1,957
-976 -24 0 4,382 0 0 -2,286 1,550 140 274 0 0 423 291
Percent of Open Interest Represented by Each Category of Trader
0.0 91.0 0.4 35.0 0.0 0.0 58.7 5.9 0.3 1.5 0.0 0.0 4.0 2.4
Number of Traders in Each Category Total Traders: 30
0 5 . 4 0 0 12 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 189,222
Positions
5,735 92,160 19 83,053 13,182 0 89,381 68,341 1,719 2,474 9,465 0 6,841 4,336
Changes from: February 20, 2018 Total Change is: -7,225
-59 -5,080 -1 2,089 -2,596 0 -9,166 183 -313 316 277 0 -91 305
Percent of Open Interest Represented by Each Category of Trader
3.0 48.7 0.0 43.9 7.0 0.0 47.2 36.1 0.9 1.3 5.0 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 140
. 9 . 18 8 0 55 25 6 11 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 47,344
Positions
421 19,131 7,858 5,707 14,339 0 28,589 1,922 2,418 555 805 0 1,796 871
Changes from: February 20, 2018 Total Change is: 11,647
10 0 7,855 39 1,448 0 1,821 30 2,170 -260 20 -3 15 127
Percent of Open Interest Represented by Each Category of Trader
0.9 40.4 16.6 12.1 30.3 0.0 60.4 4.1 5.1 1.2 1.7 0.0 3.8 1.8
Number of Traders in Each Category Total Traders: 28
. . . . . 0 12 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 58,443
Positions
18,883 18,159 189 6,996 3,603 0 25,581 30,113 1,615 385 664 0 4,794 4,100
Changes from: February 20, 2018 Total Change is: 3,960
203 212 -2 649 401 0 1,959 2,527 1,045 153 117 0 -47 -340
Percent of Open Interest Represented by Each Category of Trader
32.3 31.1 0.3 12.0 6.2 0.0 43.8 51.5 2.8 0.7 1.1 0.0 8.2 7.0
Number of Traders in Each Category Total Traders: 92
4 6 . 12 4 0 34 23 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 14,644
Positions
0 7,743 2,518 8,096 510 0 1,921 2,290 447 0 219 0 1,662 917
Changes from: February 20, 2018 Total Change is: -17
0 -214 18 46 0 0 -254 23 36 0 0 0 137 120
Percent of Open Interest Represented by Each Category of Trader
0.0 52.9 17.2 55.3 3.5 0.0 13.1 15.6 3.1 0.0 1.5 0.0 11.3 6.3
Number of Traders in Each Category Total Traders: 23
0 4 . 4 . 0 6 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 59,086
Positions
18,074 36,564 1,564 11,542 864 449 14,521 10,467 1,738 1,517 445 0 9,681 6,996
Changes from: February 20, 2018 Total Change is: 123
-83 2,778 28 498 -208 146 -1,935 -1,494 741 220 -1,338 0 509 -531
Percent of Open Interest Represented by Each Category of Trader
30.6 61.9 2.6 19.5 1.5 0.8 24.6 17.7 2.9 2.6 0.8 0.0 16.4 11.8
Number of Traders in Each Category Total Traders: 102
15 22 4 14 . 4 28 12 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 118,171
Positions
36,148 73,127 3,128 23,084 1,728 898 29,042 20,934 3,475 3,034 889 0 19,362 13,992
Changes from: February 20, 2018 Total Change is: 246
-166 5,555 56 995 -415 292 -3,870 -2,987 1,482 440 -2,676 0 1,017 -1,061
Percent of Open Interest Represented by Each Category of Trader
30.6 61.9 2.6 19.5 1.5 0.8 24.6 17.7 2.9 2.6 0.8 0.0 16.4 11.8
Number of Traders in Each Category Total Traders: 102
15 22 4 14 . 4 28 12 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 751,478
Positions
54,221 200,610 79,703 326,170 146,268 56,755 76,565 105,300 39,281 33,155 44,497 5,817 79,811 73,249
Changes from: February 20, 2018 Total Change is: 8,208
-13,550 1,526 13,243 4,116 -4,865 823 1,067 -3,321 3,846 992 -1,482 84 -2,414 -1,647
Percent of Open Interest Represented by Each Category of Trader
7.2 26.7 10.6 43.4 19.5 7.6 10.2 14.0 5.2 4.4 5.9 0.8 10.6 9.7
Number of Traders in Each Category Total Traders: 608
34 42 36 159 92 105 85 114 78 44 35 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 85,229
Positions
40,012 32,259 435 9,539 11,204 1,195 13,282 16,614 249 2,963 1,836 0 17,554 21,437
Changes from: February 20, 2018 Total Change is: 7,418
1,588 9,220 35 453 -1,117 -15 5,461 -916 249 -48 -49 0 -305 11
Percent of Open Interest Represented by Each Category of Trader
46.9 37.8 0.5 11.2 13.1 1.4 15.6 19.5 0.3 3.5 2.2 0.0 20.6 25.2
Number of Traders in Each Category Total Traders: 61
11 10 . 5 5 4 12 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 23,039
Positions
20,635 6,577 0 335 12,004 268 0 2,039 77 0 1,624 0 1,724 450
Changes from: February 20, 2018 Total Change is: 402
300 -53 0 0 573 0 0 -300 0 0 401 0 102 -219
Percent of Open Interest Represented by Each Category of Trader
89.6 28.5 0.0 1.5 52.1 1.2 0.0 8.9 0.3 0.0 7.0 0.0 7.5 2.0
Number of Traders in Each Category Total Traders: 23
6 5 0 . 7 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 14,362
Positions
1,257 13,443 0 5,829 0 291 4,157 0 0 738 0 0 2,090 628
Changes from: February 20, 2018 Total Change is: -26
45 -52 0 23 0 0 141 0 0 0 0 0 -235 26
Percent of Open Interest Represented by Each Category of Trader
8.8 93.6 0.0 40.6 0.0 2.0 28.9 0.0 0.0 5.1 0.0 0.0 14.6 4.4
Number of Traders in Each Category Total Traders: 24
. 8 0 7 0 . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 3,331,246
Positions
305,463 1,076,172 161,923 1,585,511 677,675 275,441 412,143 539,154 99,433 151,466 213,809 28,579 311,287 259,060
Changes from: February 20, 2018 Total Change is: 3,949
-14,424 22,794 4,777 18,156 -18,899 4,349 -6,757 3,189 2,773 5,203 -7,159 417 -10,545 -8,292
Percent of Open Interest Represented by Each Category of Trader
9.2 32.3 4.9 47.6 20.3 8.3 12.4 16.2 3.0 4.5 6.4 0.9 9.3 7.8
Number of Traders in Each Category Total Traders: 603
31 45 32 159 91 103 84 115 72 44 34 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 30,595
Positions
7,222 28,378 0 5,778 0 1,451 12,513 509 0 825 0 0 2,806 257
Changes from: February 20, 2018 Total Change is: 850
262 547 -3 148 0 0 771 509 0 0 0 0 -328 -203
Percent of Open Interest Represented by Each Category of Trader
23.6 92.8 0.0 18.9 0.0 4.7 40.9 1.7 0.0 2.7 0.0 0.0 9.2 0.8
Number of Traders in Each Category Total Traders: 31
. 9 0 9 0 . 6 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 14,103
Positions
7,071 8,263 0 3,861 2,638 1,337 0 1,229 13 317 0 0 1,504 623
Changes from: February 20, 2018 Total Change is: 71
0 126 0 119 0 -38 0 81 -81 -4 0 0 75 -17
Percent of Open Interest Represented by Each Category of Trader
50.1 58.6 0.0 27.4 18.7 9.5 0.0 8.7 0.1 2.2 0.0 0.0 10.7 4.4
Number of Traders in Each Category Total Traders: 22
5 8 0 5 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 24,292
Positions
17,628 17,415 0 1,207 3,052 321 4,064 521 0 0 1,785 0 1,072 1,198
Changes from: February 20, 2018 Total Change is: -128
-227 -487 0 -245 157 55 1 0 0 0 43 0 288 104
Percent of Open Interest Represented by Each Category of Trader
72.6 71.7 0.0 5.0 12.6 1.3 16.7 2.1 0.0 0.0 7.3 0.0 4.4 4.9
Number of Traders in Each Category Total Traders: 20
6 4 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 74,100
Positions
4,933 27,068 625 36,448 33,395 4,409 14,568 2,867 1,200 0 1,101 0 11,917 3,435
Changes from: February 20, 2018 Total Change is: -1,410
-1,592 661 -31 201 -905 -616 -229 293 12 0 0 0 845 -824
Percent of Open Interest Represented by Each Category of Trader
6.7 36.5 0.8 49.2 45.1 6.0 19.7 3.9 1.6 0.0 1.5 0.0 16.1 4.6
Number of Traders in Each Category Total Traders: 78
6 7 . 30 14 10 13 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 46,287
Positions
15,610 7,721 3,009 10,351 13,420 615 6,859 11,042 1,329 2,205 1,858 81 6,228 7,212
Changes from: February 20, 2018 Total Change is: -172
-1,226 2,443 -186 1,710 1,276 -200 -1,413 -4,354 830 67 -159 2 244 176
Percent of Open Interest Represented by Each Category of Trader
33.7 16.7 6.5 22.4 29.0 1.3 14.8 23.9 2.9 4.8 4.0 0.2 13.5 15.6
Number of Traders in Each Category Total Traders: 243
26 18 9 46 29 22 30 57 20 18 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 231,434
Positions
78,051 38,604 15,047 51,754 67,099 3,074 34,295 55,210 6,644 11,025 9,292 404 31,140 36,060
Changes from: February 20, 2018 Total Change is: -859
-6,132 12,214 -928 8,549 6,378 -1,000 -7,064 -21,770 4,151 335 -796 12 1,218 880
Percent of Open Interest Represented by Each Category of Trader
33.7 16.7 6.5 22.4 29.0 1.3 14.8 23.9 2.9 4.8 4.0 0.2 13.5 15.6
Number of Traders in Each Category Total Traders: 243
26 18 9 46 29 22 30 57 20 18 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 524,534
Positions
80,215 142,313 3,412 216,583 205,762 34,818 148,524 111,206 4,951 18,514 6,870 9 17,508 15,193
Changes from: February 20, 2018 Total Change is: -3,682
-7,683 630 -224 -1,510 -1,774 -1,242 7,831 -2,615 -2,397 420 3,491 -7 1,130 456
Percent of Open Interest Represented by Each Category of Trader
15.3 27.1 0.7 41.3 39.2 6.6 28.3 21.2 0.9 3.5 1.3 0.0 3.3 2.9
Number of Traders in Each Category Total Traders: 286
17 26 5 74 48 30 46 54 20 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 24,522
Positions
13,070 14,284 708 682 889 0 3,539 2,682 1 1,145 1,670 230 5,147 4,058
Changes from: February 20, 2018 Total Change is: 1,010
540 611 -29 0 0 0 109 241 0 0 -210 0 390 397
Percent of Open Interest Represented by Each Category of Trader
53.3 58.2 2.9 2.8 3.6 0.0 14.4 10.9 0.0 4.7 6.8 0.9 21.0 16.5
Number of Traders in Each Category Total Traders: 45
14 10 . . . 0 7 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 55,941
Positions
1,160 34,057 0 26,562 1,551 119 17,267 1,752 347 3,271 14,596 63 7,152 3,456
Changes from: February 20, 2018 Total Change is: -543
-82 21 0 99 0 -5 419 -394 51 -180 -488 63 -908 209
Percent of Open Interest Represented by Each Category of Trader
2.1 60.9 0.0 47.5 2.8 0.2 30.9 3.1 0.6 5.8 26.1 0.1 12.8 6.2
Number of Traders in Each Category Total Traders: 52
. 4 0 19 . 4 13 4 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 82,554
Positions
20,566 16,735 744 23,561 11,555 2,795 13,460 14,066 1,748 9,693 1,108 63 9,924 33,740
Changes from: February 20, 2018 Total Change is: -2,617
-1,474 2,951 57 1,416 -213 -58 -3,006 -1,073 686 -524 0 63 223 -5,030
Percent of Open Interest Represented by Each Category of Trader
24.9 20.3 0.9 28.5 14.0 3.4 16.3 17.0 2.1 11.7 1.3 0.1 12.0 40.9
Number of Traders in Each Category Total Traders: 89
16 13 . 20 4 5 14 17 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 264,562
Positions
24,597 157,362 3,854 172,941 64,875 20,473 28,134 9,211 1,475 2,623 1,108 0 10,465 6,204
Changes from: February 20, 2018 Total Change is: -4,114
1,065 613 -574 -4,022 -2,934 -1,100 -678 -1,164 -165 534 0 0 826 1,210
Percent of Open Interest Represented by Each Category of Trader
9.3 59.5 1.5 65.4 24.5 7.7 10.6 3.5 0.6 1.0 0.4 0.0 4.0 2.3
Number of Traders in Each Category Total Traders: 147
6 14 4 54 27 21 29 9 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 1,044,484
Positions
52,765 729,497 4,841 610,827 146,256 85,788 178,498 35,251 14,547 56,195 13,355 1,441 39,582 13,508
Changes from: February 20, 2018 Total Change is: 4,195
273 6,547 682 -2,529 -7,532 3,007 -7,809 -613 -481 52 318 -4 11,004 2,271
Percent of Open Interest Represented by Each Category of Trader
5.1 69.8 0.5 58.5 14.0 8.2 17.1 3.4 1.4 5.4 1.3 0.1 3.8 1.3
Number of Traders in Each Category Total Traders: 392
28 19 11 154 45 60 70 26 14 44 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 105,739
Positions
24,687 40,794 63,425 10,073 0 0 2,159 649 620 4,520 30 0 255 221
Changes from: February 20, 2018 Total Change is: 398
586 6 392 0 0 0 -42 538 -538 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
23.3 38.6 60.0 9.5 0.0 0.0 2.0 0.6 0.6 4.3 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 33
4 12 8 7 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 841,865
Positions
20,456 51,896 11,541 337,177 223,545 155,155 104,651 140,209 36,301 24,946 20,256 716 150,922 202,246
Changes from: February 20, 2018 Total Change is: -13,490
-10,133 -8,401 -12,314 787 -12,704 -2,347 -9,559 13,416 4,736 -1,062 -2,791 -384 16,786 7,299
Percent of Open Interest Represented by Each Category of Trader
2.4 6.2 1.4 40.1 26.6 18.4 12.4 16.7 4.3 3.0 2.4 0.1 17.9 24.0
Number of Traders in Each Category Total Traders: 173
8 18 11 44 32 35 28 28 24 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 1,004,836
Positions
12,689 130,024 11,978 491,915 104,054 142,315 57,097 391,298 92,983 40,317 8,837 0 155,542 123,347
Changes from: February 20, 2018 Total Change is: -3,310
5,716 3,088 575 -6,506 18,321 600 6,151 -4,697 -17,813 -17,549 0 -2,883 28,399 -501
Percent of Open Interest Represented by Each Category of Trader
1.3 12.9 1.2 49.0 10.4 14.2 5.7 38.9 9.3 4.0 0.9 0.0 15.5 12.3
Number of Traders in Each Category Total Traders: 124
6 13 7 41 20 36 15 22 23 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 1,912,697
Positions
80,585 153,508 28,719 719,942 353,547 220,801 363,838 456,723 167,418 168,551 306,748 2,721 160,122 222,512
Changes from: February 20, 2018 Total Change is: -136,419
222 -33,736 11,088 9,151 -22,568 -13,875 -69,268 -48,454 -51,248 -44,604 -20,414 -880 22,995 43,668
Percent of Open Interest Represented by Each Category of Trader
4.2 8.0 1.5 37.6 18.5 11.5 19.0 23.9 8.8 8.8 16.0 0.1 8.4 11.6
Number of Traders in Each Category Total Traders: 337
19 36 20 76 52 58 53 57 43 20 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 3,707,544
Positions
145,107 233,532 91,847 1,541,989 891,689 457,568 435,308 840,581 285,304 341,893 209,587 34,596 373,932 662,840
Changes from: February 20, 2018 Total Change is: -129,221
29,079 -43,969 20,902 41,130 -116,975 -16,884 -178,419 -2,125 -34,579 -16,576 20,401 -18,273 44,399 62,281
Percent of Open Interest Represented by Each Category of Trader
3.9 6.3 2.5 41.6 24.1 12.3 11.7 22.7 7.7 9.2 5.7 0.9 10.1 17.9
Number of Traders in Each Category Total Traders: 422
25 37 29 78 95 94 55 88 69 20 24 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 578,845
Positions
13,637 28,626 13,528 118,262 160,525 59,884 202,234 75,401 30,142 30,193 25,218 0 110,965 185,521
Changes from: February 20, 2018 Total Change is: 7,233
4,449 7,704 -3,138 -1,370 -38,718 -1,478 -5,954 11,841 4,966 2,313 4,315 0 7,445 21,741
Percent of Open Interest Represented by Each Category of Trader
2.4 4.9 2.3 20.4 27.7 10.3 34.9 13.0 5.2 5.2 4.4 0.0 19.2 32.1
Number of Traders in Each Category Total Traders: 95
4 6 6 16 31 31 16 11 13 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 3,469,039
Positions
106,402 306,352 49,476 1,706,992 817,506 457,058 294,837 828,414 228,608 233,402 242,425 12,590 379,674 526,610
Changes from: February 20, 2018 Total Change is: -167,499
16,379 -32,683 -3,510 17,229 -58,866 -33,480 -121,106 -15,435 -98,698 -40,349 -18,277 -623 96,659 94,073
Percent of Open Interest Represented by Each Category of Trader
3.1 8.8 1.4 49.2 23.6 13.2 8.5 23.9 6.6 6.7 7.0 0.4 10.9 15.2
Number of Traders in Each Category Total Traders: 332
15 33 19 62 62 72 43 69 49 20 28 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 2,253,690
Positions
548,355 411,005 676,887 17,373 42,802 80,963 251,530 323,625 419,544 58,879 76,398 157,350 42,809 65,116
Changes from: February 20, 2018 Total Change is: 233,966
9,523 46,998 57,705 12,977 -1,970 13,552 2,443 -26,352 95,038 -945 3,460 39,183 4,490 6,352
Percent of Open Interest Represented by Each Category of Trader
24.3 18.2 30.0 0.8 1.9 3.6 11.2 14.4 18.6 2.6 3.4 7.0 1.9 2.9
Number of Traders in Each Category Total Traders: 175
27 36 54 . 6 7 28 44 47 13 11 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 is16,883,183
Positions
7,985,247 711,355 2,345,759 98,458 2,966,839 1,525,934 429,890 3,974,065 2,816,578 240,443 327,771 755,820 685,054 1,459,062
Changes from: February 20, 2018 Total Change is: 610,330
377,272 29,944 55,684 13,646 108,542 47,717 -55,939 202,071 107,934 24,564 55,377 129,613 -90,161 -126,552
Percent of Open Interest Represented by Each Category of Trader
47.3 4.2 13.9 0.6 17.6 9.0 2.5 23.5 16.7 1.4 1.9 4.5 4.1 8.6
Number of Traders in Each Category Total Traders: 302
35 46 76 7 32 36 32 89 105 8 24 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 39,106
Positions
18,332 11,807 0 53 8,263 193 7,294 8,630 5,872 7,139 3,971 201 22 169
Changes from: February 20, 2018 Total Change is: 7,465
1,841 1,481 0 0 -136 11 -766 109 5,872 405 -9 100 2 37
Percent of Open Interest Represented by Each Category of Trader
46.9 30.2 0.0 0.1 21.1 0.5 18.7 22.1 15.0 18.3 10.2 0.5 0.1 0.4
Number of Traders in Each Category Total Traders: 47
. 6 0 . 14 . 4 11 . 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 26,920
Positions
1,754 11,798 0 241 3,120 613 24,272 8,429 0 40 2,916 0 0 44
Changes from: February 20, 2018 Total Change is: 318
25 359 0 -378 -41 58 642 -56 0 0 1 0 -29 -3
Percent of Open Interest Represented by Each Category of Trader
6.5 43.8 0.0 0.9 11.6 2.3 90.2 31.3 0.0 0.1 10.8 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 34
. 6 0 . 7 . . 9 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 6,032
Positions
55 0 0 0 104 0 1,561 3,741 68 1,773 1,377 1 2,574 741
Changes from: February 20, 2018 Total Change is: -18
0 0 0 0 -151 0 454 334 61 -695 -199 0 162 -63
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 0.0 1.7 0.0 25.9 62.0 1.1 29.4 22.8 0.0 42.7 12.3
Number of Traders in Each Category Total Traders: 51
. 0 0 0 . 0 7 9 . 23 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 37,902
Positions
0 4,533 0 7,791 9,107 536 8,641 14,295 4,192 9,418 1,913 1 7,323 3,325
Changes from: February 20, 2018 Total Change is: -1,526
-100 0 0 21 -380 -5 -2,127 -947 -307 368 292 0 624 -179
Percent of Open Interest Represented by Each Category of Trader
0.0 12.0 0.0 20.6 24.0 1.4 22.8 37.7 11.1 24.8 5.0 0.0 19.3 8.8
Number of Traders in Each Category Total Traders: 125
0 . 0 9 8 . 22 36 11 34 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 407,846
Positions
48,927 68,425 36,616 71,272 48,083 24,943 83,164 101,696 84,557 11,976 5,365 16,652 29,739 21,509
Changes from: February 20, 2018 Total Change is: -17,425
-666 2,109 1,848 1,068 -3,498 -7,185 -10,684 3,395 -5,152 3,296 296 168 -118 -9,406
Percent of Open Interest Represented by Each Category of Trader
12.0 16.8 9.0 17.5 11.8 6.1 20.4 24.9 20.7 2.9 1.3 4.1 7.3 5.3
Number of Traders in Each Category Total Traders: 223
17 12 19 24 24 23 61 46 61 15 8 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 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 51,299
Positions
1,389 0 0 33,715 201 166 9,547 50,722 85 6,113 124 0 284 1
Changes from: February 20, 2018 Total Change is: 2,192
30 0 0 156 0 0 1,940 2,204 0 65 0 0 1 -12
Percent of Open Interest Represented by Each Category of Trader
2.7 0.0 0.0 65.7 0.4 0.3 18.6 98.9 0.2 11.9 0.2 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 48
5 0 0 11 . . 9 8 . 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 2, 2018