Traders in Financial Futures - Options and Futures Combined 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 167,759
Positions
4,769 78,339 6,778 33,651 10,315 5,548 49,884 21,852 20,333 6,437 1,014 510 39,848 23,069
Changes from: February 20, 2018 Total Change is: 3,006
-1,745 -9,710 325 -2,569 17 739 3,200 6,881 2,174 1,322 -440 -68 -372 3,089
Percent of Open Interest Represented by Each Category of Trader
2.8 46.7 4.0 20.1 6.1 3.3 29.7 13.0 12.1 3.8 0.6 0.3 23.8 13.8
Number of Traders in Each Category Total Traders: 94
. 10 9 18 5 5 22 26 22 9 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 69,488
Positions
23,672 18,678 369 4,965 4,799 404 24,442 28,477 1,767 480 1,568 0 13,389 13,426
Changes from: February 20, 2018 Total Change is: -123
-29 330 194 -200 -436 0 -221 -710 314 0 0 0 -181 186
Percent of Open Interest Represented by Each Category of Trader
34.1 26.9 0.5 7.1 6.9 0.6 35.2 41.0 2.5 0.7 2.3 0.0 19.3 19.3
Number of Traders in Each Category Total Traders: 47
. 6 4 5 6 . 10 15 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 252,645
Positions
42,438 61,521 29,794 27,945 59,505 6,021 68,475 22,220 35,300 1,318 9,114 2,144 39,210 27,026
Changes from: February 20, 2018 Total Change is: 7,655
-1,486 4,591 3,705 1,652 -2,608 -217 4,810 1,371 -993 -46 -5 -421 651 2,233
Percent of Open Interest Represented by Each Category of Trader
16.8 24.4 11.8 11.1 23.6 2.4 27.1 8.8 14.0 0.5 3.6 0.8 15.5 10.7
Number of Traders in Each Category Total Traders: 118
7 9 11 20 19 11 36 20 26 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 304,217
Positions
117,800 111,380 11,115 31,814 15,191 12,939 65,825 97,826 25,247 1,463 840 1,532 36,482 28,146
Changes from: February 20, 2018 Total Change is: -9,885
-2,940 4,517 921 -1,547 2,540 -93 511 -14,140 -2,908 -850 5 -348 -2,632 -380
Percent of Open Interest Represented by Each Category of Trader
38.7 36.6 3.7 10.5 5.0 4.3 21.6 32.2 8.3 0.5 0.3 0.5 12.0 9.3
Number of Traders in Each Category Total Traders: 133
7 12 14 23 17 14 34 33 26 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 666,606
Positions
80,953 301,763 41,996 241,092 110,419 27,827 86,808 49,678 63,199 22,175 6,526 7,844 94,712 57,354
Changes from: February 20, 2018 Total Change is: 4,799
176 -6,898 6,137 -10,190 -1,318 776 6,081 1,675 1,253 173 -654 -247 640 4,075
Percent of Open Interest Represented by Each Category of Trader
12.1 45.3 6.3 36.2 16.6 4.2 13.0 7.5 9.5 3.3 1.0 1.2 14.2 8.6
Number of Traders in Each Category Total Traders: 275
22 10 18 85 29 47 45 42 37 30 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 25,649
Positions
2,012 8,316 441 9,973 7,787 2,511 3,768 1,601 11 0 0 0 6,933 4,982
Changes from: February 20, 2018 Total Change is: -608
53 -166 0 -1,266 1,968 70 1,167 -3,023 0 0 0 0 -632 543
Percent of Open Interest Represented by Each Category of Trader
7.8 32.4 1.7 38.9 30.4 9.8 14.7 6.2 0.0 0.0 0.0 0.0 27.0 19.4
Number of Traders in Each Category Total Traders: 20
. . . 7 5 9 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 140,576
Positions
13,532 44,552 12,164 13,025 18,189 3,496 52,013 19,019 14,436 173 621 1,011 30,726 27,087
Changes from: February 20, 2018 Total Change is: 3,613
-1,228 -1,558 1,815 -244 -913 47 2,329 1,222 1,452 -500 3 -30 -27 1,575
Percent of Open Interest Represented by Each Category of Trader
9.6 31.7 8.7 9.3 12.9 2.5 37.0 13.5 10.3 0.1 0.4 0.7 21.9 19.3
Number of Traders in Each Category Total Traders: 90
9 8 12 12 10 7 29 18 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 189,989
Positions
5,693 92,229 362 83,053 13,182 0 89,502 68,297 2,017 2,474 9,469 0 6,887 4,433
Changes from: February 20, 2018 Total Change is: -7,059
-98 -5,085 114 2,089 -2,596 0 -9,164 175 -220 316 274 0 -96 279
Percent of Open Interest Represented by Each Category of Trader
3.0 48.5 0.2 43.7 6.9 0.0 47.1 35.9 1.1 1.3 5.0 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 141
. 9 . 18 8 0 55 25 8 11 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 60,763
Positions
18,140 36,564 1,789 11,542 864 449 14,577 10,415 2,272 1,348 502 696 9,950 7,211
Changes from: February 20, 2018 Total Change is: 224
-80 2,778 76 498 -208 146 -1,971 -1,477 806 101 -1,532 136 512 -502
Percent of Open Interest Represented by Each Category of Trader
29.9 60.2 2.9 19.0 1.4 0.7 24.0 17.1 3.7 2.2 0.8 1.1 16.4 11.9
Number of Traders in Each Category Total Traders: 104
15 22 5 14 . 4 28 12 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 121,525
Positions
36,279 73,128 3,578 23,084 1,728 898 29,153 20,830 4,543 2,696 1,005 1,393 19,900 14,422
Changes from: February 20, 2018 Total Change is: 448
-159 5,556 153 995 -415 292 -3,942 -2,953 1,612 201 -3,065 273 1,023 -1,005
Percent of Open Interest Represented by Each Category of Trader
29.9 60.2 2.9 19.0 1.4 0.7 24.0 17.1 3.7 2.2 0.8 1.1 16.4 11.9
Number of Traders in Each Category Total Traders: 104
15 22 5 14 . 4 28 12 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 971,176
Positions
57,642 199,647 103,085 326,202 144,283 62,722 69,423 110,853 184,763 35,466 40,065 36,790 95,085 88,970
Changes from: February 20, 2018 Total Change is: -11,358
-11,593 1,414 13,257 4,311 -4,965 1,255 3,754 292 -14,272 572 -1,357 -3,131 -5,512 -3,852
Percent of Open Interest Represented by Each Category of Trader
5.9 20.6 10.6 33.6 14.9 6.5 7.1 11.4 19.0 3.7 4.1 3.8 9.8 9.2
Number of Traders in Each Category Total Traders: 650
38 39 51 160 93 112 85 123 123 70 41 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 127,097
Positions
40,168 31,947 4,343 9,658 11,204 2,648 12,891 17,403 24,871 3,689 2,039 5,339 23,490 27,303
Changes from: February 20, 2018 Total Change is: 2,727
1,691 8,975 420 293 -1,117 183 5,255 -1,273 -2,579 2 -241 -551 -1,987 -1,090
Percent of Open Interest Represented by Each Category of Trader
31.6 25.1 3.4 7.6 8.8 2.1 10.1 13.7 19.6 2.9 1.6 4.2 18.5 21.5
Number of Traders in Each Category Total Traders: 71
10 12 11 7 5 5 12 15 25 6 . 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 4,220,396
Positions
322,465 1,073,596 258,614 1,585,075 667,750 298,011 383,956 568,548 698,164 171,216 202,461 144,919 357,975 308,333
Changes from: February 20, 2018 Total Change is: -70,427
-6,613 21,999 4,381 19,931 -19,401 5,520 2,680 18,007 -68,652 1,975 -6,452 -12,022 -17,628 -13,807
Percent of Open Interest Represented by Each Category of Trader
7.6 25.4 6.1 37.6 15.8 7.1 9.1 13.5 16.5 4.1 4.8 3.4 8.5 7.3
Number of Traders in Each Category Total Traders: 638
35 42 49 159 92 110 85 119 120 64 42 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 50,056
Positions
15,614 7,674 3,288 10,347 13,421 620 6,894 11,140 3,329 2,476 1,920 874 6,614 7,791
Changes from: February 20, 2018 Total Change is: 95
-1,238 2,394 -108 1,712 1,275 -204 -1,497 -4,343 976 127 -164 76 250 192
Percent of Open Interest Represented by Each Category of Trader
31.2 15.3 6.6 20.7 26.8 1.2 13.8 22.3 6.7 4.9 3.8 1.7 13.2 15.6
Number of Traders in Each Category Total Traders: 249
27 17 10 46 29 23 32 58 27 17 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 250,279
Positions
78,069 38,368 16,438 51,737 67,104 3,102 34,469 55,698 16,644 12,381 9,602 4,370 33,070 38,953
Changes from: February 20, 2018 Total Change is: 474
-6,189 11,968 -539 8,562 6,376 -1,019 -7,486 -21,714 4,878 636 -818 381 1,250 961
Percent of Open Interest Represented by Each Category of Trader
31.2 15.3 6.6 20.7 26.8 1.2 13.8 22.3 6.7 4.9 3.8 1.7 13.2 15.6
Number of Traders in Each Category Total Traders: 249
27 17 10 46 29 23 32 58 27 17 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 533,201
Positions
79,605 142,313 4,312 216,583 205,762 34,818 149,594 111,413 10,107 18,514 7,100 1,711 17,956 15,665
Changes from: February 20, 2018 Total Change is: -3,498
-7,985 630 73 -1,510 -1,774 -1,242 8,507 -2,532 -2,564 400 3,721 -155 979 345
Percent of Open Interest Represented by Each Category of Trader
14.9 26.7 0.8 40.6 38.6 6.5 28.1 20.9 1.9 3.5 1.3 0.3 3.4 2.9
Number of Traders in Each Category Total Traders: 286
17 26 6 74 48 30 46 54 25 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,045,055
Positions
52,765 729,525 5,113 610,827 146,256 85,788 178,498 35,251 14,547 56,223 13,355 1,713 39,582 13,508
Changes from: February 20, 2018 Total Change is: 4,204
273 6,541 690 -2,529 -7,532 3,007 -7,809 -613 -481 50 322 0 11,004 2,271
Percent of Open Interest Represented by Each Category of Trader
5.0 69.8 0.5 58.4 14.0 8.2 17.1 3.4 1.4 5.4 1.3 0.2 3.8 1.3
Number of Traders in Each Category Total Traders: 392
28 19 11 154 45 60 70 26 14 44 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 987,488
Positions
20,191 51,479 37,280 345,835 224,093 175,357 96,896 140,602 112,765 24,860 19,447 12,968 161,336 213,496
Changes from: February 20, 2018 Total Change is: -150,152
1,037 -11,776 -42,833 -2,122 -5,177 -27,124 -14,791 14,587 -64,937 1,031 -1,303 -11,619 11,206 31
Percent of Open Interest Represented by Each Category of Trader
2.0 5.2 3.8 35.0 22.7 17.8 9.8 14.2 11.4 2.5 2.0 1.3 16.3 21.6
Number of Traders in Each Category Total Traders: 180
10 16 20 43 35 42 27 33 44 8 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,004,937
Positions
12,689 130,024 11,978 491,915 104,054 142,315 57,099 391,288 93,022 40,317 8,837 0 155,602 123,418
Changes from: February 20, 2018 Total Change is: -4,561
5,716 3,088 575 -6,506 18,321 590 6,474 -4,415 -18,974 -17,549 0 -2,883 27,996 -863
Percent of Open Interest Represented by Each Category of Trader
1.3 12.9 1.2 48.9 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 16 21 24 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,974,003
Positions
80,105 153,964 32,544 727,556 353,738 221,229 361,964 460,898 213,883 168,551 306,407 7,163 161,008 224,177
Changes from: February 20, 2018 Total Change is: -207,110
832 -34,090 7,899 15,208 -22,378 -13,484 -65,974 -35,385 -126,931 -42,083 -20,664 -5,583 23,006 43,507
Percent of Open Interest Represented by Each Category of Trader
4.1 7.8 1.6 36.9 17.9 11.2 18.3 23.3 10.8 8.5 15.5 0.4 8.2 11.4
Number of Traders in Each Category Total Traders: 340
19 37 23 78 52 60 50 60 55 20 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,520,297
Positions
153,307 221,522 268,223 1,560,418 958,837 536,795 434,229 788,907 717,060 343,243 224,948 101,124 405,899 702,882
Changes from: February 20, 2018 Total Change is: -620,135
15,111 26,977 -145,899 2,623 -102,036 -57,947 -39,393 14,681 -380,260 -17,712 10,451 -34,773 38,115 48,671
Percent of Open Interest Represented by Each Category of Trader
3.4 4.9 5.9 34.5 21.2 11.9 9.6 17.5 15.9 7.6 5.0 2.2 9.0 15.5
Number of Traders in Each Category Total Traders: 439
29 33 45 78 97 101 59 92 101 22 29 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,773,956
Positions
98,721 310,779 115,999 1,710,526 819,192 490,868 262,737 773,132 441,492 229,309 247,109 41,148 383,156 534,238
Changes from: February 20, 2018 Total Change is: -344,000
13,614 -17,306 -37,138 7,311 -49,207 -49,535 -42,879 30,563 -268,973 -29,319 -23,418 -18,933 81,853 89,946
Percent of Open Interest Represented by Each Category of Trader
2.6 8.2 3.1 45.3 21.7 13.0 7.0 20.5 11.7 6.1 6.5 1.1 10.2 14.2
Number of Traders in Each Category Total Traders: 340
13 35 30 64 61 74 42 73 68 22 30 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,254,771
Positions
548,355 411,005 676,887 17,373 42,802 80,963 251,944 323,654 419,915 58,509 76,398 157,720 43,104 65,427
Changes from: February 20, 2018 Total Change is: 234,025
9,523 46,998 57,705 12,977 -1,970 13,552 2,539 -26,335 95,028 -964 3,460 39,202 4,463 6,384
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 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is34,324,197
Positions
7,572,429 977,469 5,041,972 113,987 3,165,833 2,959,022 263,416 2,504,760 15,166,788 25,349 502,254 2,389,697 791,538 1,616,403
Changes from: February 20, 2018 Total Change is: 1,721,539
286,140 35,446 264,296 28,756 194,804 42,071 -51,487 -9,521 921,918 -13,889 50,870 268,231 -24,497 -46,578
Percent of Open Interest Represented by Each Category of Trader
22.1 2.8 14.7 0.3 9.2 8.6 0.8 7.3 44.2 0.1 1.5 7.0 2.3 4.7
Number of Traders in Each Category Total Traders: 325
30 51 78 7 36 39 40 99 117 14 29 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 38,097
Positions
0 4,533 0 7,791 9,107 536 8,609 14,312 4,330 9,464 1,910 17 7,350 3,351
Changes from: February 20, 2018 Total Change is: -1,511
-100 0 0 21 -380 -5 -2,133 -930 -253 366 292 0 594 -235
Percent of Open Interest Represented by Each Category of Trader
0.0 11.9 0.0 20.5 23.9 1.4 22.6 37.6 11.4 24.8 5.0 0.0 19.3 8.8
Number of Traders in Each Category Total Traders: 125
0 . 0 9 8 . 23 35 13 35 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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