Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 176,379
Positions
9,711 33,003 24,346 24,920 10,556 2,015 62,575 52,421 3,445 11,323 3,877 11,885 26,159 34,831
Changes from: March 7, 2017 Total Change is: 28,778
4,172 -16,729 15,879 -2,941 2,123 17 10,549 17,777 -5,404 314 1,012 10,342 -4,150 3,761
Percent of Open Interest Represented by Each Category of Trader
5.5 18.7 13.8 14.1 6.0 1.1 35.5 29.7 2.0 6.4 2.2 6.7 14.8 19.7
Number of Traders in Each Category Total Traders: 102
7 8 7 9 9 . 22 30 13 12 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 45,623
Positions
14,965 413 0 1,978 3,438 0 15,551 21,666 725 5,594 0 0 6,810 19,381
Changes from: March 7, 2017 Total Change is: -10,885
-16,614 -8,009 -751 264 -1,083 0 1,752 256 -606 5,594 0 0 -524 -692
Percent of Open Interest Represented by Each Category of Trader
32.8 0.9 0.0 4.3 7.5 0.0 34.1 47.5 1.6 12.3 0.0 0.0 14.9 42.5
Number of Traders in Each Category Total Traders: 42
. . 0 . 4 0 13 17 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 259,945
Positions
147,649 3,576 581 10,283 93,583 2,274 37,289 102,122 3,741 30,479 11,417 1,298 26,351 41,353
Changes from: March 7, 2017 Total Change is: -2,567
-15,947 -4,873 -588 706 1,470 -666 -27 4,450 -1,991 19,742 -675 -1,257 -2,539 1,563
Percent of Open Interest Represented by Each Category of Trader
56.8 1.4 0.2 4.0 36.0 0.9 14.3 39.3 1.4 11.7 4.4 0.5 10.1 15.9
Number of Traders in Each Category Total Traders: 123
10 4 4 7 28 8 23 42 15 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 202,647
Positions
96,382 13,201 0 22,800 62,361 4,466 35,853 68,656 3,035 22,302 4,674 1,403 16,406 44,851
Changes from: March 7, 2017 Total Change is: -15,335
-795 -18,916 -4,669 -102 -4,399 920 7,102 13,360 -3,965 -15,537 2,325 1,374 337 -1,365
Percent of Open Interest Represented by Each Category of Trader
47.6 6.5 0.0 11.3 30.8 2.2 17.7 33.9 1.5 11.0 2.3 0.7 8.1 22.1
Number of Traders in Each Category Total Traders: 125
8 7 0 12 22 5 26 37 16 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 381,474
Positions
78,807 33,773 1,131 155,075 105,378 8,657 43,640 131,374 5,954 29,090 39,501 1,648 57,472 54,058
Changes from: March 7, 2017 Total Change is: -53,835
-32,223 -42,600 -4,005 4,581 1,982 -184 3,207 -9,649 -4,098 -20,767 15,749 207 -553 -11,237
Percent of Open Interest Represented by Each Category of Trader
20.7 8.9 0.3 40.7 27.6 2.3 11.4 34.4 1.6 7.6 10.4 0.4 15.1 14.2
Number of Traders in Each Category Total Traders: 238
14 14 6 48 34 31 25 53 17 29 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,794
Positions
752 23,004 1 18,220 0 468 2,158 2,411 257 0 3,351 0 11,938 4,302
Changes from: March 7, 2017 Total Change is: -3,909
-12 1,010 -569 953 0 10 440 1,398 82 0 1,075 0 -4,813 -6,915
Percent of Open Interest Represented by Each Category of Trader
2.2 68.1 0.0 53.9 0.0 1.4 6.4 7.1 0.8 0.0 9.9 0.0 35.3 12.7
Number of Traders in Each Category Total Traders: 24
. . . 12 0 5 . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 114,008
Positions
2,724 40,723 0 20,402 14,782 639 60,243 21,662 2,535 1,272 9,697 468 25,725 23,502
Changes from: March 7, 2017 Total Change is: -39,357
-1,323 -26,485 -13,968 -1,941 2,224 -751 -10,261 5,573 -7,640 148 3,138 -466 -3,155 -982
Percent of Open Interest Represented by Each Category of Trader
2.4 35.7 0.0 17.9 13.0 0.6 52.8 19.0 2.2 1.1 8.5 0.4 22.6 20.6
Number of Traders in Each Category Total Traders: 90
4 6 0 7 10 . 32 18 13 4 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,946
Positions
1,027 24,294 5,680 6,127 0 0 18,470 2,943 101 598 107 0 1,943 821
Changes from: March 7, 2017 Total Change is: 1,219
-1,019 -198 3,519 12 0 0 736 122 77 -104 -150 0 -2,002 -2,151
Percent of Open Interest Represented by Each Category of Trader
3.0 71.6 16.7 18.0 0.0 0.0 54.4 8.7 0.3 1.8 0.3 0.0 5.7 2.4
Number of Traders in Each Category Total Traders: 31
. 7 . . 0 0 12 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 169,900
Positions
49,215 90,028 5 63,245 3,775 104 45,924 60,861 1,208 3,293 10,334 18 6,888 3,567
Changes from: March 7, 2017 Total Change is: -39,554
-14,376 -2,622 -18,679 302 170 -15 11,149 1,552 -16,760 -146 -2,138 0 -1,029 -1,062
Percent of Open Interest Represented by Each Category of Trader
29.0 53.0 0.0 37.2 2.2 0.1 27.0 35.8 0.7 1.9 6.1 0.0 4.1 2.1
Number of Traders in Each Category Total Traders: 134
. 9 . 16 7 . 37 36 11 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,865
Positions
103 22,164 387 7,155 0 0 18,821 3,977 362 0 1,303 0 2,037 672
Changes from: March 7, 2017 Total Change is: -2,378
0 -973 0 187 0 0 -2,618 -1,526 159 0 -2 0 -106 -36
Percent of Open Interest Represented by Each Category of Trader
0.4 76.8 1.3 24.8 0.0 0.0 65.2 13.8 1.3 0.0 4.5 0.0 7.1 2.3
Number of Traders in Each Category Total Traders: 32
. . . 4 0 0 10 10 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,986
Positions
6,524 3,174 0 1,562 16,429 0 19,710 8,010 2,299 804 1,189 0 4,087 3,885
Changes from: March 7, 2017 Total Change is: -16,419
-1,226 -11,705 -2,164 -12 -1,909 0 -8,895 651 -1,642 -579 280 -149 -1,752 219
Percent of Open Interest Represented by Each Category of Trader
18.6 9.1 0.0 4.5 47.0 0.0 56.3 22.9 6.6 2.3 3.4 0.0 11.7 11.1
Number of Traders in Each Category Total Traders: 59
4 4 0 4 4 0 18 17 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,628
Positions
10,707 1,213 10,680 788 254 0 3,177 13,395 26 0 100 0 1,250 960
Changes from: March 7, 2017 Total Change is: -2,188
4,561 1,042 -1,925 -3 119 0 -3,517 -234 -1,340 0 0 0 36 150
Percent of Open Interest Represented by Each Category of Trader
40.2 4.6 40.1 3.0 1.0 0.0 11.9 50.3 0.1 0.0 0.4 0.0 4.7 3.6
Number of Traders in Each Category Total Traders: 24
4 . . . . 0 9 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 88,054
Positions
8,321 50,135 14,217 11,856 354 645 35,879 6,376 3,924 1,509 3,467 208 11,497 8,729
Changes from: March 7, 2017 Total Change is: 14,288
-547 4,648 12,486 1,895 -85 -194 -284 -834 299 -84 -1,568 42 676 -505
Percent of Open Interest Represented by Each Category of Trader
9.4 56.9 16.1 13.5 0.4 0.7 40.7 7.2 4.5 1.7 3.9 0.2 13.1 9.9
Number of Traders in Each Category Total Traders: 131
13 22 14 15 . 6 44 14 10 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 176,108
Positions
16,641 100,270 28,434 23,711 708 1,290 71,758 12,752 7,847 3,018 6,934 416 22,993 17,457
Changes from: March 7, 2017 Total Change is: 28,576
-1,093 9,295 24,971 3,789 -170 -388 -567 -1,668 598 -168 -3,135 83 1,351 -1,010
Percent of Open Interest Represented by Each Category of Trader
9.4 56.9 16.1 13.5 0.4 0.7 40.7 7.2 4.5 1.7 3.9 0.2 13.1 9.9
Number of Traders in Each Category Total Traders: 131
13 22 14 15 . 6 44 14 10 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 801,763
Positions
63,316 144,723 67,031 317,987 174,226 90,559 89,702 129,193 54,066 22,744 53,911 6,681 89,676 81,371
Changes from: March 7, 2017 Total Change is: 59,242
1,730 5,849 13,661 11,636 791 28,011 -3,542 8,258 8,883 -501 1,625 -1,193 557 -6,644
Percent of Open Interest Represented by Each Category of Trader
7.9 18.1 8.4 39.7 21.7 11.3 11.2 16.1 6.7 2.8 6.7 0.8 11.2 10.1
Number of Traders in Each Category Total Traders: 616
35 40 44 129 80 96 82 133 93 50 63 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 93,286
Positions
22,660 24,455 4,564 24,465 17,617 586 7,154 23,307 1,052 4,152 943 13 28,640 20,749
Changes from: March 7, 2017 Total Change is: -2,949
-1,241 2,297 541 -291 -867 -996 -1,938 2,065 653 -37 -153 -2,987 3,347 -3,502
Percent of Open Interest Represented by Each Category of Trader
24.3 26.2 4.9 26.2 18.9 0.6 7.7 25.0 1.1 4.5 1.0 0.0 30.7 22.2
Number of Traders in Each Category Total Traders: 53
4 11 5 9 . 4 11 11 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,542,383
Positions
243,258 641,318 272,361 1,471,927 787,365 445,548 495,446 612,138 182,364 101,021 272,899 25,278 305,180 303,112
Changes from: March 7, 2017 Total Change is: 310,956
14,214 17,122 66,242 60,079 8,732 144,590 -4,573 34,413 37,703 -2,529 8,681 9,181 -13,951 -15,708
Percent of Open Interest Represented by Each Category of Trader
6.9 18.1 7.7 41.6 22.2 12.6 14.0 17.3 5.1 2.9 7.7 0.7 8.6 8.6
Number of Traders in Each Category Total Traders: 610
36 39 43 128 79 93 80 133 89 49 62 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 102,751
Positions
1,068 46,287 5,781 51,056 37,468 5,291 23,777 3,078 1,146 747 564 0 13,885 3,136
Changes from: March 7, 2017 Total Change is: 7,065
-84 1,228 5,421 -544 -403 2,016 343 -7 -946 -9 0 0 868 -244
Percent of Open Interest Represented by Each Category of Trader
1.0 45.0 5.6 49.7 36.5 5.1 23.1 3.0 1.1 0.7 0.5 0.0 13.5 3.1
Number of Traders in Each Category Total Traders: 82
. 11 6 31 12 15 15 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,922
Positions
7,327 8,970 6,293 8,563 6,314 8,678 18,490 17,813 1,692 2,109 3,789 192 7,579 7,181
Changes from: March 7, 2017 Total Change is: 14,066
975 -1,123 6,017 569 521 5,761 -1,305 1,649 312 161 -272 157 1,420 1,045
Percent of Open Interest Represented by Each Category of Trader
12.0 14.7 10.3 14.1 10.4 14.2 30.4 29.2 2.8 3.5 6.2 0.3 12.4 11.8
Number of Traders in Each Category Total Traders: 242
16 20 20 38 28 16 57 49 23 14 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 304,608
Positions
36,636 44,850 31,463 42,813 31,569 43,391 92,449 89,066 8,458 10,544 18,946 958 37,896 35,907
Changes from: March 7, 2017 Total Change is: 70,328
4,874 -5,615 30,083 2,844 2,605 28,805 -6,525 8,243 1,559 803 -1,361 783 7,102 5,226
Percent of Open Interest Represented by Each Category of Trader
12.0 14.7 10.3 14.1 10.4 14.2 30.4 29.2 2.8 3.5 6.2 0.3 12.4 11.8
Number of Traders in Each Category Total Traders: 242
16 20 20 38 28 16 57 49 23 14 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 627,340
Positions
55,453 117,703 53,409 253,586 135,894 50,627 150,482 201,835 18,458 13,202 22,545 822 31,301 26,047
Changes from: March 7, 2017 Total Change is: 19,643
2,759 -33,697 45,539 -35,869 -11,994 11,247 -10,029 -28 3,259 2,951 581 83 -297 4,653
Percent of Open Interest Represented by Each Category of Trader
8.8 18.8 8.5 40.4 21.7 8.1 24.0 32.2 2.9 2.1 3.6 0.1 5.0 4.2
Number of Traders in Each Category Total Traders: 344
23 18 21 87 43 36 60 73 37 18 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,999
Positions
1,097 17,958 0 15,918 490 34 3,083 4,095 0 5,525 2,470 0 8,342 8,952
Changes from: March 7, 2017 Total Change is: -16,130
-315 4,733 -7,198 -1,343 0 -45 -536 1,303 -3,265 -28 -5,439 -1,993 -1,407 -4,226
Percent of Open Interest Represented by Each Category of Trader
3.2 52.8 0.0 46.8 1.4 0.1 9.1 12.0 0.0 16.3 7.3 0.0 24.5 26.3
Number of Traders in Each Category Total Traders: 47
4 5 0 18 . . 6 5 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,786
Positions
8,345 6,655 70 11,957 2,087 2,132 19,747 6,197 741 1,715 1,330 0 11,079 36,574
Changes from: March 7, 2017 Total Change is: -23,946
-10,032 -5,654 -2,919 683 -682 -102 2,057 -18,654 -3,025 679 -1,656 -167 -11,120 8,913
Percent of Open Interest Represented by Each Category of Trader
15.0 11.9 0.1 21.4 3.7 3.8 35.4 11.1 1.3 3.1 2.4 0.0 19.9 65.6
Number of Traders in Each Category Total Traders: 67
5 9 . 14 4 5 21 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 321,927
Positions
24,942 182,554 39,769 161,015 63,884 20,211 55,582 8,679 4,991 5,003 761 609 9,805 469
Changes from: March 7, 2017 Total Change is: 30,059
-1,293 -4,803 23,670 -944 377 5,736 -75 5,631 2,338 223 53 200 204 -3,143
Percent of Open Interest Represented by Each Category of Trader
7.7 56.7 12.4 50.0 19.8 6.3 17.3 2.7 1.6 1.6 0.2 0.2 3.0 0.1
Number of Traders in Each Category Total Traders: 136
8 12 10 46 25 25 26 7 13 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 944,736
Positions
29,977 670,055 51,631 516,297 84,474 60,249 181,898 26,419 20,633 46,014 11,742 3,479 34,558 16,054
Changes from: March 7, 2017 Total Change is: 42,712
-2,143 -3,534 40,874 -5,788 1,504 -1,667 -3,658 -3,085 5,895 2,897 -582 632 5,670 2,675
Percent of Open Interest Represented by Each Category of Trader
3.2 70.9 5.5 54.6 8.9 6.4 19.3 2.8 2.2 4.9 1.2 0.4 3.7 1.7
Number of Traders in Each Category Total Traders: 320
22 20 18 102 30 42 61 22 27 47 13 7
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Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 646,584
Positions
18,507 14,227 6,317 292,637 174,720 106,984 72,223 135,057 8,379 9,841 31,915 2,978 128,718 166,007
Changes from: March 7, 2017 Total Change is: -26,796
8,476 -12,389 -2,218 -34,862 -4,038 4,034 3,633 -4,870 -6,790 1,828 -7,508 69 -966 6,914
Percent of Open Interest Represented by Each Category of Trader
2.9 2.2 1.0 45.3 27.0 16.5 11.2 20.9 1.3 1.5 4.9 0.5 19.9 25.7
Number of Traders in Each Category Total Traders: 150
9 6 . 35 32 31 27 25 15 5 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 702,072
Positions
6,065 120,342 10,109 397,763 46,198 86,663 38,754 284,523 18,576 28,922 16,498 341 114,879 118,822
Changes from: March 7, 2017 Total Change is: -27,850
-4,705 1,640 -134 -3,706 -11,824 -1,142 -1,369 6,456 -14,138 -136 -1,998 0 -2,520 -6,710
Percent of Open Interest Represented by Each Category of Trader
0.9 17.1 1.4 56.7 6.6 12.3 5.5 40.5 2.6 4.1 2.3 0.0 16.4 16.9
Number of Traders in Each Category Total Traders: 103
. 12 4 47 8 27 8 21 11 . . .
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Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,435,039
Positions
45,645 124,097 8,289 421,714 263,816 195,061 415,252 298,521 80,731 160,480 301,875 1,281 106,586 161,368
Changes from: March 7, 2017 Total Change is: 18,871
8,510 -29,060 1,579 -1,176 -913 10,530 -16,167 -11,397 17,186 4,774 30,692 89 -6,454 165
Percent of Open Interest Represented by Each Category of Trader
3.2 8.6 0.6 29.4 18.4 13.6 28.9 20.8 5.6 11.2 21.0 0.1 7.4 11.2
Number of Traders in Each Category Total Traders: 273
10 29 12 54 35 41 44 46 28 20 35 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,155,363
Positions
125,466 172,991 22,076 1,309,327 965,704 366,608 443,015 790,047 79,941 466,380 197,849 19,936 322,614 540,211
Changes from: March 7, 2017 Total Change is: -99,116
-10,748 19,144 -1,891 -111,214 -69,995 -2,296 17,948 -670 -16,214 30,842 -12,453 -4,298 -1,245 -10,443
Percent of Open Interest Represented by Each Category of Trader
4.0 5.5 0.7 41.5 30.6 11.6 14.0 25.0 2.5 14.8 6.3 0.6 10.2 17.1
Number of Traders in Each Category Total Traders: 384
27 39 13 49 79 68 55 71 43 27 37 10
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Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 330,778
Positions
14,240 33,859 2,378 117,255 122,317 16,201 95,622 37,411 7,887 10,677 6,629 0 66,518 104,096
Changes from: March 7, 2017 Total Change is: -8,138
-2,143 2,720 -3,393 1,180 -3,514 -241 -6,168 2,097 -425 2,274 0 0 778 -5,382
Percent of Open Interest Represented by Each Category of Trader
4.3 10.2 0.7 35.4 37.0 4.9 28.9 11.3 2.4 3.2 2.0 0.0 20.1 31.5
Number of Traders in Each Category Total Traders: 66
5 7 . 13 21 20 11 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,041,263
Positions
60,964 372,544 30,930 1,720,859 637,857 334,307 256,552 891,801 129,912 264,910 235,905 12,179 230,650 395,828
Changes from: March 7, 2017 Total Change is: -41,374
-4,193 55,887 -10,155 -44,431 -82,072 7,349 13,010 -4,856 -3,815 4,652 -5,531 -56 -3,735 1,875
Percent of Open Interest Represented by Each Category of Trader
2.0 12.2 1.0 56.6 21.0 11.0 8.4 29.3 4.3 8.7 7.8 0.4 7.6 13.0
Number of Traders in Each Category Total Traders: 313
12 38 10 60 46 59 35 71 35 19 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,567,377
Positions
524,330 187,014 366,075 7,288 1,710 15,262 146,672 366,901 357,906 20,074 122,827 87,038 42,732 62,644
Changes from: March 7, 2017 Total Change is: 166,783
2,393 23,922 33,929 -2,355 -3,501 5,842 25,425 10,775 45,099 13,903 3,427 36,396 6,151 10,894
Percent of Open Interest Represented by Each Category of Trader
33.5 11.9 23.4 0.5 0.1 1.0 9.4 23.4 22.8 1.3 7.8 5.6 2.7 4.0
Number of Traders in Each Category Total Traders: 145
30 31 51 . . . 28 28 42 7 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,331,481
Positions
5,423,933 662,413 2,157,981 89,199 1,504,787 579,717 215,942 3,155,272 1,936,834 839,707 597,197 513,576 574,592 1,223,704
Changes from: March 7, 2017 Total Change is:-1,044,112
-110,558 -110,100 -295,837 48,655 -127,976 -76,050 -80,180 -81,112 -168,054 -118,522 106,637 -201,348 -42,218 -90,272
Percent of Open Interest Represented by Each Category of Trader
44.0 5.4 17.5 0.7 12.2 4.7 1.8 25.6 15.7 6.8 4.8 4.2 4.7 9.9
Number of Traders in Each Category Total Traders: 296
26 51 70 6 29 28 29 104 97 7 24 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,626
Positions
9,051 3,089 0 321 12,911 91 17,931 11,312 0 4,113 4,047 56 63 120
Changes from: March 7, 2017 Total Change is: -842
1,215 -1,290 -937 -13 -26 0 -878 1,659 -1 -188 -168 -30 -10 -49
Percent of Open Interest Represented by Each Category of Trader
28.6 9.8 0.0 1.0 40.8 0.3 56.7 35.8 0.0 13.0 12.8 0.2 0.2 0.4
Number of Traders in Each Category Total Traders: 49
. 7 0 . 12 . 6 10 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 26,703
Positions
5,457 2,391 0 568 9,128 191 19,690 8,342 14 616 6,434 142 25 61
Changes from: March 7, 2017 Total Change is: -21,082
-404 -18,533 -2,666 0 1 0 -17,952 -88 -25 -59 290 0 24 -61
Percent of Open Interest Represented by Each Category of Trader
20.4 9.0 0.0 2.1 34.2 0.7 73.7 31.2 0.1 2.3 24.1 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 37
4 . 0 . 4 . 6 10 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 74,452
Positions
225 60,974 50 15,122 831 1,446 28,062 7,220 995 19,262 217 0 9,290 2,719
Changes from: March 7, 2017 Total Change is: -9,059
-127 -3,711 -3,089 -1,236 0 25 -3,024 -373 -1,071 665 -502 0 -1,202 -338
Percent of Open Interest Represented by Each Category of Trader
0.3 81.9 0.1 20.3 1.1 1.9 37.7 9.7 1.3 25.9 0.3 0.0 12.5 3.7
Number of Traders in Each Category Total Traders: 145
. 4 . 15 . 4 40 19 7 57 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 598,618
Positions
130,022 26,856 32,145 82,680 49,542 34,196 81,451 217,604 168,159 14,630 12,259 22,264 33,071 35,593
Changes from: March 7, 2017 Total Change is: 1,706
-5,602 -400 8,497 -906 -443 -3,712 -5,017 -9,192 18,045 -20 493 -11,179 1,600 -403
Percent of Open Interest Represented by Each Category of Trader
21.7 4.5 5.4 13.8 8.3 5.7 13.6 36.4 28.1 2.4 2.0 3.7 5.5 5.9
Number of Traders in Each Category Total Traders: 251
24 . 21 18 26 17 65 65 61 22 16 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 14, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 70,685
Positions
50 370 7,734 42,642 0 0 5,797 53,567 2,197 5,487 79 0 6,778 6,738
Changes from: March 7, 2017 Total Change is: 32,429
-600 -230 7,734 16,375 -84 0 -1,019 16,626 1,828 1,462 -150 -7 6,656 6,712
Percent of Open Interest Represented by Each Category of Trader
0.1 0.5 10.9 60.3 0.0 0.0 8.2 75.8 3.1 7.8 0.1 0.0 9.6 9.5
Number of Traders in Each Category Total Traders: 37
. . . 12 0 0 10 7 . 4 . 0
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Updated March 17, 2017