Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 165,654
Positions
2,916 60,439 8,265 28,335 12,029 7,063 51,874 22,022 23,152 8,217 1,044 783 35,049 30,857
Changes from: February 27, 2018 Total Change is: -2,105
-1,853 -17,900 1,486 -5,316 1,714 1,515 1,990 171 2,819 1,780 30 273 -4,799 7,788
Percent of Open Interest Represented by Each Category of Trader
1.8 36.5 5.0 17.1 7.3 4.3 31.3 13.3 14.0 5.0 0.6 0.5 21.2 18.6
Number of Traders in Each Category Total Traders: 97
. 10 9 13 8 5 22 29 27 9 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 62,940
Positions
26,990 17,479 383 3,776 4,726 373 14,579 23,283 1,504 480 1,618 0 14,855 13,574
Changes from: February 27, 2018 Total Change is: -6,548
3,317 -1,199 14 -1,189 -73 -31 -9,863 -5,194 -263 0 50 0 1,467 149
Percent of Open Interest Represented by Each Category of Trader
42.9 27.8 0.6 6.0 7.5 0.6 23.2 37.0 2.4 0.8 2.6 0.0 23.6 21.6
Number of Traders in Each Category Total Traders: 46
4 5 4 5 6 . 10 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 252,828
Positions
42,695 58,288 31,020 25,599 58,377 6,339 69,618 28,009 35,445 2,349 8,901 2,144 37,618 24,304
Changes from: February 27, 2018 Total Change is: 183
258 -3,232 1,226 -2,346 -1,128 318 1,143 5,789 145 1,031 -213 1 -1,592 -2,722
Percent of Open Interest Represented by Each Category of Trader
16.9 23.1 12.3 10.1 23.1 2.5 27.5 11.1 14.0 0.9 3.5 0.8 14.9 9.6
Number of Traders in Each Category Total Traders: 122
7 9 11 20 18 10 38 22 29 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 322,547
Positions
120,246 130,236 12,959 31,773 17,803 13,542 71,845 86,612 29,075 2,072 907 1,502 39,533 29,910
Changes from: February 27, 2018 Total Change is: 18,330
2,446 18,856 1,844 -41 2,612 603 6,019 -11,214 3,828 609 66 -30 3,051 1,764
Percent of Open Interest Represented by Each Category of Trader
37.3 40.4 4.0 9.9 5.5 4.2 22.3 26.9 9.0 0.6 0.3 0.5 12.3 9.3
Number of Traders in Each Category Total Traders: 131
9 9 13 20 19 14 37 29 27 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 654,353
Positions
87,557 304,133 35,884 244,660 104,771 27,201 69,977 44,821 67,820 20,797 7,553 6,818 93,640 55,352
Changes from: February 27, 2018 Total Change is: -12,253
6,604 2,370 -6,112 3,568 -5,648 -626 -16,831 -4,857 4,621 -1,378 1,027 -1,026 -1,072 -2,002
Percent of Open Interest Represented by Each Category of Trader
13.4 46.5 5.5 37.4 16.0 4.2 10.7 6.8 10.4 3.2 1.2 1.0 14.3 8.5
Number of Traders in Each Category Total Traders: 280
22 11 21 87 30 45 51 39 42 24 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 36,085
Positions
0 21,877 0 18,923 1,310 1,302 435 6,835 235 0 771 5 15,185 3,750
Changes from: February 27, 2018 Total Change is: 917
0 152 0 582 0 0 0 922 -21 0 0 0 356 -136
Percent of Open Interest Represented by Each Category of Trader
0.0 60.6 0.0 52.4 3.6 3.6 1.2 18.9 0.7 0.0 2.1 0.0 42.1 10.4
Number of Traders in Each Category Total Traders: 27
0 . 0 16 . 6 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 135,831
Positions
12,665 31,560 11,968 8,283 21,026 5,472 51,308 20,284 17,501 140 1,118 964 27,531 25,938
Changes from: February 27, 2018 Total Change is: -4,745
-868 -12,992 -196 -4,742 2,836 1,976 -705 1,265 3,065 -33 497 -47 -3,195 -1,149
Percent of Open Interest Represented by Each Category of Trader
9.3 23.2 8.8 6.1 15.5 4.0 37.8 14.9 12.9 0.1 0.8 0.7 20.3 19.1
Number of Traders in Each Category Total Traders: 89
7 8 11 11 12 6 25 21 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 39,805
Positions
748 32,396 3,205 19,148 0 0 13,787 2,992 0 758 150 0 2,159 1,062
Changes from: February 27, 2018 Total Change is: -11,168
748 -14,003 2,979 1,290 0 0 -16,157 9 -151 -18 150 0 141 -152
Percent of Open Interest Represented by Each Category of Trader
1.9 81.4 8.1 48.1 0.0 0.0 34.6 7.5 0.0 1.9 0.4 0.0 5.4 2.7
Number of Traders in Each Category Total Traders: 32
. 5 . . 0 0 12 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 192,896
Positions
10,229 91,051 360 85,336 10,263 5 86,592 75,856 1,868 1,629 9,780 50 6,827 3,663
Changes from: February 27, 2018 Total Change is: 2,907
4,536 -1,178 -3 2,283 -2,919 5 -2,910 7,559 -149 -845 311 50 -60 -770
Percent of Open Interest Represented by Each Category of Trader
5.3 47.2 0.2 44.2 5.3 0.0 44.9 39.3 1.0 0.8 5.1 0.0 3.5 1.9
Number of Traders in Each Category Total Traders: 152
4 10 . 18 8 . 63 27 9 8 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 22,228
Positions
8,276 2,125 0 5,754 13,331 0 4,972 3,854 836 481 795 0 1,909 1,287
Changes from: February 27, 2018 Total Change is: -25,116
7,855 -17,006 -7,858 47 -1,008 0 -23,617 1,932 -1,582 -74 -10 0 113 416
Percent of Open Interest Represented by Each Category of Trader
37.2 9.6 0.0 25.9 60.0 0.0 22.4 17.3 3.8 2.2 3.6 0.0 8.6 5.8
Number of Traders in Each Category Total Traders: 24
. . 0 . . 0 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 59,354
Positions
18,539 21,874 138 6,903 3,603 0 27,277 28,021 988 165 530 0 5,344 4,200
Changes from: February 27, 2018 Total Change is: 911
-344 3,715 -51 -93 0 0 1,696 -2,092 -627 -220 -134 0 550 100
Percent of Open Interest Represented by Each Category of Trader
31.2 36.9 0.2 11.6 6.1 0.0 46.0 47.2 1.7 0.3 0.9 0.0 9.0 7.1
Number of Traders in Each Category Total Traders: 86
4 6 . 11 4 0 37 18 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 14,040
Positions
278 7,714 2,297 7,921 105 0 1,549 2,404 448 0 219 0 1,547 853
Changes from: February 27, 2018 Total Change is: -604
278 -29 -221 -175 -405 0 -372 114 1 0 0 0 -115 -64
Percent of Open Interest Represented by Each Category of Trader
2.0 54.9 16.4 56.4 0.7 0.0 11.0 17.1 3.2 0.0 1.6 0.0 11.0 6.1
Number of Traders in Each Category Total Traders: 22
. . . 4 . 0 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 60,156
Positions
17,551 36,647 2,489 11,880 337 217 14,764 9,086 1,859 1,442 2,106 853 9,100 6,562
Changes from: February 27, 2018 Total Change is: -607
-588 83 700 338 -528 -233 188 -1,329 -413 94 1,604 157 -850 -649
Percent of Open Interest Represented by Each Category of Trader
29.2 60.9 4.1 19.7 0.6 0.4 24.5 15.1 3.1 2.4 3.5 1.4 15.1 10.9
Number of Traders in Each Category Total Traders: 108
18 18 8 15 . . 27 13 10 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 120,312
Positions
35,103 73,294 4,979 23,759 673 433 29,529 18,172 3,718 2,885 4,213 1,707 18,200 13,124
Changes from: February 27, 2018 Total Change is: -1,213
-1,176 166 1,401 675 -1,055 -465 375 -2,658 -825 188 3,208 314 -1,700 -1,298
Percent of Open Interest Represented by Each Category of Trader
29.2 60.9 4.1 19.7 0.6 0.4 24.5 15.1 3.1 2.4 3.5 1.4 15.1 10.9
Number of Traders in Each Category Total Traders: 108
18 18 8 15 . . 27 13 10 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 951,043
Positions
61,077 187,648 103,570 306,567 146,099 64,516 72,102 105,555 179,216 31,686 41,450 37,344 94,965 85,644
Changes from: February 27, 2018 Total Change is: -20,134
3,436 -11,999 486 -19,635 1,816 1,794 2,679 -5,298 -5,547 -3,780 1,386 554 -120 -3,326
Percent of Open Interest Represented by Each Category of Trader
6.4 19.7 10.9 32.2 15.4 6.8 7.6 11.1 18.8 3.3 4.4 3.9 10.0 9.0
Number of Traders in Each Category Total Traders: 647
37 39 55 153 99 107 86 120 129 64 48 65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 115,125
Positions
40,859 24,070 4,027 8,500 10,217 2,029 8,254 19,495 19,663 3,706 2,683 4,985 23,103 27,956
Changes from: February 27, 2018 Total Change is: -11,972
691 -7,877 -315 -1,158 -987 -619 -4,637 2,093 -5,208 16 643 -354 -387 652
Percent of Open Interest Represented by Each Category of Trader
35.5 20.9 3.5 7.4 8.9 1.8 7.2 16.9 17.1 3.2 2.3 4.3 20.1 24.3
Number of Traders in Each Category Total Traders: 72
11 11 9 6 5 5 10 16 22 7 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 23,952
Positions
21,280 5,762 857 0 12,838 268 0 2,000 77 0 1,624 0 1,470 526
Changes from: February 27, 2018 Total Change is: 913
645 -815 857 -335 834 0 0 -39 0 0 0 0 -254 76
Percent of Open Interest Represented by Each Category of Trader
88.8 24.1 3.6 0.0 53.6 1.1 0.0 8.4 0.3 0.0 6.8 0.0 6.1 2.2
Number of Traders in Each Category Total Traders: 24
7 5 . 0 8 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 13,959
Positions
3,240 11,802 0 3,114 946 645 3,920 0 2 738 0 0 2,300 564
Changes from: February 27, 2018 Total Change is: -403
1,983 -1,641 0 -2,715 946 354 -237 0 2 0 0 0 210 -64
Percent of Open Interest Represented by Each Category of Trader
23.2 84.5 0.0 22.3 6.8 4.6 28.1 0.0 0.0 5.3 0.0 0.0 16.5 4.0
Number of Traders in Each Category Total Traders: 22
4 7 0 5 . . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 4,179,588
Positions
329,644 1,046,443 269,164 1,493,525 682,598 309,242 418,516 529,571 698,495 154,468 208,406 147,226 359,310 288,443
Changes from: February 27, 2018 Total Change is: -40,808
7,178 -27,153 10,550 -91,551 14,849 11,231 34,559 -38,977 331 -16,748 5,945 2,307 1,335 -19,890
Percent of Open Interest Represented by Each Category of Trader
7.9 25.0 6.4 35.7 16.3 7.4 10.0 12.7 16.7 3.7 5.0 3.5 8.6 6.9
Number of Traders in Each Category Total Traders: 631
34 42 53 153 97 105 85 114 123 59 47 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 29,880
Positions
6,960 28,169 0 6,083 0 1,451 12,202 0 0 582 0 0 2,602 260
Changes from: February 27, 2018 Total Change is: -715
-262 -209 0 305 0 0 -311 -509 0 -243 0 0 -204 3
Percent of Open Interest Represented by Each Category of Trader
23.3 94.3 0.0 20.4 0.0 4.9 40.8 0.0 0.0 1.9 0.0 0.0 8.7 0.9
Number of Traders in Each Category Total Traders: 27
. 9 0 9 0 . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 15,663
Positions
7,071 11,811 0 5,833 1,108 987 0 1,229 13 317 0 0 1,442 515
Changes from: February 27, 2018 Total Change is: 1,560
0 3,548 0 1,972 -1,530 -350 0 0 0 0 0 0 -62 -108
Percent of Open Interest Represented by Each Category of Trader
45.1 75.4 0.0 37.2 7.1 6.3 0.0 7.8 0.1 2.0 0.0 0.0 9.2 3.3
Number of Traders in Each Category Total Traders: 22
5 8 0 6 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 74,945
Positions
4,590 27,079 529 38,141 33,924 3,990 16,003 2,955 893 0 1,107 0 10,799 4,468
Changes from: February 27, 2018 Total Change is: 845
-343 11 -96 1,693 529 -419 1,435 88 -307 0 6 0 -1,118 1,033
Percent of Open Interest Represented by Each Category of Trader
6.1 36.1 0.7 50.9 45.3 5.3 21.4 3.9 1.2 0.0 1.5 0.0 14.4 6.0
Number of Traders in Each Category Total Traders: 78
5 7 . 29 15 11 16 4 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 52,504
Positions
14,804 8,563 4,988 8,659 14,158 569 9,655 10,533 3,852 1,841 1,423 1,007 7,128 7,410
Changes from: February 27, 2018 Total Change is: 2,448
-809 889 1,701 -1,688 737 -51 2,761 -607 523 -635 -498 133 513 -380
Percent of Open Interest Represented by Each Category of Trader
28.2 16.3 9.5 16.5 27.0 1.1 18.4 20.1 7.3 3.5 2.7 1.9 13.6 14.1
Number of Traders in Each Category Total Traders: 250
21 18 11 43 32 22 40 63 29 14 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 262,519
Positions
74,022 42,815 24,940 43,296 70,791 2,847 48,274 52,664 19,260 9,206 7,114 5,037 35,638 37,051
Changes from: February 27, 2018 Total Change is: 12,240
-4,047 4,447 8,503 -8,441 3,687 -255 13,805 -3,034 2,616 -3,175 -2,488 667 2,567 -1,902
Percent of Open Interest Represented by Each Category of Trader
28.2 16.3 9.5 16.5 27.0 1.1 18.4 20.1 7.3 3.5 2.7 1.9 13.6 14.1
Number of Traders in Each Category Total Traders: 250
21 18 11 43 32 22 40 63 29 14 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 526,453
Positions
81,630 132,383 5,890 211,316 209,994 35,405 141,647 103,961 13,382 16,922 7,988 2,434 17,826 15,015
Changes from: February 27, 2018 Total Change is: -6,748
2,025 -9,930 1,579 -5,267 4,232 587 -7,948 -7,452 3,275 -1,592 889 722 -130 -650
Percent of Open Interest Represented by Each Category of Trader
15.5 25.1 1.1 40.1 39.9 6.7 26.9 19.7 2.5 3.2 1.5 0.5 3.4 2.9
Number of Traders in Each Category Total Traders: 282
17 25 9 70 48 36 48 52 29 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 26,727
Positions
12,381 16,815 930 988 889 0 5,730 2,524 3 1,145 670 230 5,320 4,666
Changes from: February 27, 2018 Total Change is: 2,205
-689 2,531 222 306 0 0 2,191 -158 2 0 -1,000 0 173 608
Percent of Open Interest Represented by Each Category of Trader
46.3 62.9 3.5 3.7 3.3 0.0 21.4 9.4 0.0 4.3 2.5 0.9 19.9 17.5
Number of Traders in Each Category Total Traders: 48
15 11 . . . 0 7 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 65,703
Positions
1,610 34,057 5,909 24,544 1,543 119 18,246 1,819 3,053 3,234 14,051 343 8,645 4,809
Changes from: February 27, 2018 Total Change is: 9,762
450 0 5,909 -2,018 -8 0 979 67 2,706 -37 -545 280 1,493 1,353
Percent of Open Interest Represented by Each Category of Trader
2.5 51.8 9.0 37.4 2.3 0.2 27.8 2.8 4.6 4.9 21.4 0.5 13.2 7.3
Number of Traders in Each Category Total Traders: 53
. 4 4 18 . 4 12 5 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 90,073
Positions
19,764 16,486 10,204 18,019 14,498 2,680 10,229 13,324 4,616 9,165 1,595 772 14,624 25,898
Changes from: February 27, 2018 Total Change is: 7,519
-802 -249 9,460 -5,542 2,943 -115 -3,231 -742 2,868 -528 487 709 4,700 -7,842
Percent of Open Interest Represented by Each Category of Trader
21.9 18.3 11.3 20.0 16.1 3.0 11.4 14.8 5.1 10.2 1.8 0.9 16.2 28.8
Number of Traders in Each Category Total Traders: 86
13 13 9 17 6 8 12 18 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 268,135
Positions
26,257 158,974 4,041 177,916 65,471 19,171 27,327 12,508 1,867 2,318 1,173 0 9,238 4,930
Changes from: February 27, 2018 Total Change is: 3,573
1,660 1,612 187 4,975 596 -1,302 -807 3,297 392 -305 65 0 -1,227 -1,274
Percent of Open Interest Represented by Each Category of Trader
9.8 59.3 1.5 66.4 24.4 7.1 10.2 4.7 0.7 0.9 0.4 0.0 3.4 1.8
Number of Traders in Each Category Total Traders: 149
6 14 6 55 28 22 28 11 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 1,065,140
Positions
60,004 738,437 17,350 616,719 139,193 85,628 173,697 36,617 17,560 53,097 13,404 1,970 39,115 14,981
Changes from: February 27, 2018 Total Change is: 20,085
7,239 8,912 12,237 5,892 -7,063 -160 -4,801 1,366 3,013 -3,126 49 257 -467 1,473
Percent of Open Interest Represented by Each Category of Trader
5.6 69.3 1.6 57.9 13.1 8.0 16.3 3.4 1.6 5.0 1.3 0.2 3.7 1.4
Number of Traders in Each Category Total Traders: 385
29 17 12 146 46 56 73 23 16 45 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 107,809
Positions
24,323 40,490 65,749 10,073 0 0 2,179 649 620 4,575 30 250 40 21
Changes from: February 27, 2018 Total Change is: 2,070
-364 -304 2,324 0 0 0 20 0 0 55 0 250 -215 -200
Percent of Open Interest Represented by Each Category of Trader
22.6 37.6 61.0 9.3 0.0 0.0 2.0 0.6 0.6 4.2 0.0 0.2 0.0 0.0
Number of Traders in Each Category Total Traders: 35
4 12 8 7 0 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 968,518
Positions
21,957 48,128 40,495 359,924 228,836 168,896 95,580 154,171 100,339 27,054 18,412 14,178 140,096 195,064
Changes from: February 27, 2018 Total Change is: -18,970
1,766 -3,351 3,215 14,089 4,743 -6,461 -1,315 13,569 -12,427 2,194 -1,035 1,210 -21,240 -18,432
Percent of Open Interest Represented by Each Category of Trader
2.3 5.0 4.2 37.2 23.6 17.4 9.9 15.9 10.4 2.8 1.9 1.5 14.5 20.1
Number of Traders in Each Category Total Traders: 185
10 18 19 46 33 45 27 35 45 8 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 967,739
Positions
10,345 138,588 5,800 507,138 106,462 138,196 66,160 389,514 66,835 32,953 5,755 0 140,313 116,590
Changes from: February 27, 2018 Total Change is: -37,198
-2,344 8,564 -6,178 15,223 2,408 -4,119 9,061 -1,774 -26,188 -7,364 -3,082 0 -15,289 -6,829
Percent of Open Interest Represented by Each Category of Trader
1.1 14.3 0.6 52.4 11.0 14.3 6.8 40.2 6.9 3.4 0.6 0.0 14.5 12.0
Number of Traders in Each Category Total Traders: 123
4 13 6 44 20 36 15 21 21 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 1,906,975
Positions
91,079 167,458 11,659 714,147 376,491 222,617 393,592 434,085 192,771 147,075 304,631 6,048 127,987 191,216
Changes from: February 27, 2018 Total Change is: -67,028
10,974 13,494 -20,885 -13,408 22,753 1,387 31,627 -26,814 -21,112 -21,476 -1,776 -1,115 -33,021 -32,961
Percent of Open Interest Represented by Each Category of Trader
4.8 8.8 0.6 37.4 19.7 11.7 20.6 22.8 10.1 7.7 16.0 0.3 6.7 10.0
Number of Traders in Each Category Total Traders: 334
19 33 13 78 51 59 51 58 52 19 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 4,339,285
Positions
91,637 192,590 270,045 1,557,813 962,349 529,191 494,633 826,835 609,456 349,679 252,984 87,275 349,554 608,558
Changes from: February 27, 2018 Total Change is: -181,012
-61,670 -28,932 1,822 -2,605 3,512 -7,603 60,404 37,928 -107,603 6,436 28,036 -13,848 -56,345 -94,324
Percent of Open Interest Represented by Each Category of Trader
2.1 4.4 6.2 35.9 22.2 12.2 11.4 19.1 14.0 8.1 5.8 2.0 8.1 14.0
Number of Traders in Each Category Total Traders: 446
23 38 45 77 101 98 54 97 100 21 35 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 555,916
Positions
26,101 29,271 19,240 120,151 158,746 61,425 184,061 78,501 18,808 33,625 22,541 0 92,505 167,384
Changes from: February 27, 2018 Total Change is: -22,929
12,464 645 5,712 1,889 -1,779 1,541 -18,173 3,100 -11,334 3,432 -2,677 0 -18,460 -18,137
Percent of Open Interest Represented by Each Category of Trader
4.7 5.3 3.5 21.6 28.6 11.0 33.1 14.1 3.4 6.0 4.1 0.0 16.6 30.1
Number of Traders in Each Category Total Traders: 94
6 7 9 20 27 31 15 9 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 3,702,813
Positions
93,438 337,603 102,865 1,785,834 867,545 487,542 301,703 769,813 381,250 243,750 260,092 40,002 266,429 456,101
Changes from: February 27, 2018 Total Change is: -71,143
-5,283 26,824 -13,134 75,308 48,353 -3,327 38,966 -3,318 -60,242 14,441 12,983 -1,146 -116,727 -78,138
Percent of Open Interest Represented by Each Category of Trader
2.5 9.1 2.8 48.2 23.4 13.2 8.1 20.8 10.3 6.6 7.0 1.1 7.2 12.3
Number of Traders in Each Category Total Traders: 340
12 36 27 65 61 69 39 77 70 22 28 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 2,012,859
Positions
470,018 355,018 582,113 14,636 52,225 76,910 233,383 297,308 393,869 77,401 64,821 133,039 31,490 57,557
Changes from: February 27, 2018 Total Change is: -241,912
-78,337 -55,987 -94,774 -2,737 9,423 -4,053 -18,562 -26,346 -26,046 18,892 -11,577 -24,681 -11,614 -7,871
Percent of Open Interest Represented by Each Category of Trader
23.4 17.6 28.9 0.7 2.6 3.8 11.6 14.8 19.6 3.8 3.2 6.6 1.6 2.9
Number of Traders in Each Category Total Traders: 169
26 39 52 . 7 7 25 40 44 13 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 is34,195,004
Positions
7,860,560 1,055,122 4,888,799 89,251 3,411,323 3,080,320 266,141 2,500,699 15,025,155 48,916 470,717 2,290,844 645,019 1,472,025
Changes from: February 27, 2018 Total Change is: -129,193
288,131 77,654 -153,173 -24,737 245,490 121,298 2,726 -4,061 -141,633 23,567 -31,536 -98,853 -146,519 -144,378
Percent of Open Interest Represented by Each Category of Trader
23.0 3.1 14.3 0.3 10.0 9.0 0.8 7.3 43.9 0.1 1.4 6.7 1.9 4.3
Number of Traders in Each Category Total Traders: 334
34 44 74 6 40 41 40 106 119 15 31 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 43,440
Positions
19,328 11,786 940 56 8,339 193 7,123 8,782 9,015 6,579 4,013 201 5 171
Changes from: February 27, 2018 Total Change is: 4,334
996 -21 940 3 76 0 -171 152 3,143 -560 42 0 -17 2
Percent of Open Interest Represented by Each Category of Trader
44.5 27.1 2.2 0.1 19.2 0.4 16.4 20.2 20.8 15.1 9.2 0.5 0.0 0.4
Number of Traders in Each Category Total Traders: 46
. 6 . . 14 . . 11 . 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 27,642
Positions
1,804 12,447 1 171 3,034 683 24,917 8,568 0 40 2,831 0 26 78
Changes from: February 27, 2018 Total Change is: 722
50 649 1 -70 -86 70 645 139 0 0 -85 0 26 34
Percent of Open Interest Represented by Each Category of Trader
6.5 45.0 0.0 0.6 11.0 2.5 90.1 31.0 0.0 0.1 10.2 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 33
. 6 . . 8 . . 8 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 5,563
Positions
55 0 0 0 110 0 1,451 3,824 175 1,276 447 43 2,563 964
Changes from: February 27, 2018 Total Change is: -469
0 0 0 0 6 0 -110 83 107 -497 -930 42 -11 223
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 0.0 2.0 0.0 26.1 68.7 3.1 22.9 8.0 0.8 46.1 17.3
Number of Traders in Each Category Total Traders: 46
. 0 0 0 . 0 7 9 . 18 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 37,792
Positions
0 4,843 0 7,711 6,511 553 7,193 16,958 4,512 10,735 1,319 18 7,070 3,078
Changes from: February 27, 2018 Total Change is: -305
0 310 0 -80 -2,596 17 -1,416 2,645 182 1,271 -591 0 -280 -273
Percent of Open Interest Represented by Each Category of Trader
0.0 12.8 0.0 20.4 17.2 1.5 19.0 44.9 11.9 28.4 3.5 0.0 18.7 8.1
Number of Traders in Each Category Total Traders: 132
0 4 0 8 8 . 26 34 19 37 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 398,050
Positions
44,961 76,748 39,124 67,982 40,177 17,139 93,942 90,345 80,454 7,601 4,676 15,559 31,288 33,828
Changes from: February 27, 2018 Total Change is: -9,796
-3,966 8,323 2,508 -3,290 -7,906 -7,804 10,778 -11,351 -4,103 -4,375 -689 -1,093 1,549 12,319
Percent of Open Interest Represented by Each Category of Trader
11.3 19.3 9.8 17.1 10.1 4.3 23.6 22.7 20.2 1.9 1.2 3.9 7.9 8.5
Number of Traders in Each Category Total Traders: 208
15 12 21 22 25 21 63 35 61 11 10 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 6, 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 51,065
Positions
1,389 0 0 33,446 183 166 9,742 50,408 183 5,850 124 0 289 1
Changes from: February 27, 2018 Total Change is: -234
0 0 0 -269 -18 0 195 -314 98 -263 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
2.7 0.0 0.0 65.5 0.4 0.3 19.1 98.7 0.4 11.5 0.2 0.0 0.6 0.0
Number of Traders in Each Category Total Traders: 45
5 0 0 11 . . 8 7 . 12 . 0
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Updated March 9, 2018