Traders in Financial Futures - Futures Only Positions as of March 21, 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 119,123
Positions
18,014 14,734 106 26,610 9,935 799 22,217 53,013 4,613 21,881 2,979 121 24,762 32,823
Changes from: March 14, 2017 Total Change is: -57,256
8,303 -18,269 -24,240 1,690 -621 -1,216 -40,358 592 1,168 10,558 -898 -11,764 -1,397 -2,008
Percent of Open Interest Represented by Each Category of Trader
15.1 12.4 0.1 22.3 8.3 0.7 18.7 44.5 3.9 18.4 2.5 0.1 20.8 27.6
Number of Traders in Each Category Total Traders: 88
6 . 4 9 9 4 21 27 15 10 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 42,613
Positions
17,460 0 0 1,978 1,787 0 8,861 21,978 1,315 5,263 419 0 7,736 17,114
Changes from: March 14, 2017 Total Change is: -3,010
2,495 -413 0 0 -1,651 0 -6,690 312 590 -331 419 0 926 -2,267
Percent of Open Interest Represented by Each Category of Trader
41.0 0.0 0.0 4.6 4.2 0.0 20.8 51.6 3.1 12.4 1.0 0.0 18.2 40.2
Number of Traders in Each Category Total Traders: 40
4 0 0 . . 0 11 18 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 252,480
Positions
145,930 5,259 385 10,379 88,561 4,385 30,744 96,391 6,403 27,213 12,028 1,298 25,743 37,770
Changes from: March 14, 2017 Total Change is: -7,465
-1,719 1,683 -196 96 -5,022 2,111 -6,545 -5,731 2,662 -3,266 611 0 -608 -3,583
Percent of Open Interest Represented by Each Category of Trader
57.8 2.1 0.2 4.1 35.1 1.7 12.2 38.2 2.5 10.8 4.8 0.5 10.2 15.0
Number of Traders in Each Category Total Traders: 126
10 5 4 7 27 9 24 43 21 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 191,626
Positions
83,939 19,327 674 24,546 55,193 5,180 30,818 63,636 3,083 23,297 1,956 1,314 18,775 41,263
Changes from: March 14, 2017 Total Change is: -11,021
-12,443 6,126 674 1,746 -7,168 714 -5,035 -5,020 48 995 -2,718 -89 2,369 -3,588
Percent of Open Interest Represented by Each Category of Trader
43.8 10.1 0.4 12.8 28.8 2.7 16.1 33.2 1.6 12.2 1.0 0.7 9.8 21.5
Number of Traders in Each Category Total Traders: 116
9 7 . 14 18 5 31 28 16 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 406,717
Positions
79,230 65,802 1,770 163,780 96,567 9,442 52,933 121,836 6,877 30,405 45,711 1,803 60,477 56,909
Changes from: March 14, 2017 Total Change is: 25,243
423 32,029 639 8,705 -8,811 785 9,293 -9,538 923 1,315 6,210 155 3,005 2,851
Percent of Open Interest Represented by Each Category of Trader
19.5 16.2 0.4 40.3 23.7 2.3 13.0 30.0 1.7 7.5 11.2 0.4 14.9 14.0
Number of Traders in Each Category Total Traders: 246
13 17 8 51 34 34 31 48 20 29 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 34,725
Positions
752 23,857 1 18,268 0 444 1,796 1,852 214 1,142 3,351 0 12,108 5,006
Changes from: March 14, 2017 Total Change is: 931
0 853 0 48 0 -24 -362 -559 -43 1,142 0 0 170 704
Percent of Open Interest Represented by Each Category of Trader
2.2 68.7 0.0 52.6 0.0 1.3 5.2 5.3 0.6 3.3 9.7 0.0 34.9 14.4
Number of Traders in Each Category Total Traders: 25
. 4 . 12 0 5 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 134,004
Positions
2,689 64,440 19 27,150 11,157 1,209 66,097 20,343 2,907 1,221 11,945 502 32,210 21,482
Changes from: March 14, 2017 Total Change is: 19,996
-35 23,717 19 6,748 -3,625 570 5,854 -1,319 372 -51 2,248 34 6,485 -2,020
Percent of Open Interest Represented by Each Category of Trader
2.0 48.1 0.0 20.3 8.3 0.9 49.3 15.2 2.2 0.9 8.9 0.4 24.0 16.0
Number of Traders in Each Category Total Traders: 102
4 8 . 10 9 5 34 20 11 4 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 28,263
Positions
1,251 24,749 277 4,697 0 0 19,868 2,380 0 843 117 0 1,327 740
Changes from: March 14, 2017 Total Change is: -5,683
224 455 -5,403 -1,430 0 0 1,398 -563 -101 245 10 0 -616 -81
Percent of Open Interest Represented by Each Category of Trader
4.4 87.6 1.0 16.6 0.0 0.0 70.3 8.4 0.0 3.0 0.4 0.0 4.7 2.6
Number of Traders in Each Category Total Traders: 31
. 6 . . 0 0 10 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 176,764
Positions
49,475 102,757 0 61,128 3,054 94 52,849 54,433 1,563 3,356 10,633 18 8,281 4,212
Changes from: March 14, 2017 Total Change is: 6,864
260 12,729 -5 -2,117 -721 -10 6,925 -6,428 355 63 299 0 1,393 645
Percent of Open Interest Represented by Each Category of Trader
28.0 58.1 0.0 34.6 1.7 0.1 29.9 30.8 0.9 1.9 6.0 0.0 4.7 2.4
Number of Traders in Each Category Total Traders: 134
. 12 0 14 5 . 41 30 8 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 28,221
Positions
103 22,013 387 7,068 0 0 18,248 3,293 479 0 1,374 0 1,936 675
Changes from: March 14, 2017 Total Change is: -644
0 -151 0 -87 0 0 -573 -684 117 0 71 0 -101 3
Percent of Open Interest Represented by Each Category of Trader
0.4 78.0 1.4 25.0 0.0 0.0 64.7 11.7 1.7 0.0 4.9 0.0 6.9 2.4
Number of Traders in Each Category Total Traders: 31
. . . 4 0 0 9 9 . 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 37,898
Positions
14,459 1,798 1 1,622 15,792 0 15,981 13,043 2,328 385 924 0 3,122 4,012
Changes from: March 14, 2017 Total Change is: 2,912
7,935 -1,376 1 60 -637 0 -3,729 5,033 29 -419 -265 0 -965 127
Percent of Open Interest Represented by Each Category of Trader
38.2 4.7 0.0 4.3 41.7 0.0 42.2 34.4 6.1 1.0 2.4 0.0 8.2 10.6
Number of Traders in Each Category Total Traders: 63
8 . . 4 4 0 15 23 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 27,017
Positions
11,345 1,394 10,680 774 275 0 2,920 13,634 72 0 100 0 1,226 862
Changes from: March 14, 2017 Total Change is: 389
638 181 0 -14 21 0 -257 239 46 0 0 0 -24 -98
Percent of Open Interest Represented by Each Category of Trader
42.0 5.2 39.5 2.9 1.0 0.0 10.8 50.5 0.3 0.0 0.4 0.0 4.5 3.2
Number of Traders in Each Category Total Traders: 29
5 . . . . 0 10 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 66,701
Positions
6,298 46,481 1,759 10,762 860 693 31,508 3,492 3,683 1,791 2,247 1 10,208 7,486
Changes from: March 14, 2017 Total Change is: -21,354
-2,023 -3,655 -12,459 -1,094 506 48 -4,372 -2,884 -241 282 -1,220 -207 -1,289 -1,243
Percent of Open Interest Represented by Each Category of Trader
9.4 69.7 2.6 16.1 1.3 1.0 47.2 5.2 5.5 2.7 3.4 0.0 15.3 11.2
Number of Traders in Each Category Total Traders: 118
11 22 . 13 4 6 37 14 7 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 133,401
Positions
12,595 92,961 3,517 21,523 1,720 1,386 63,015 6,984 7,366 3,581 4,494 2 20,416 14,971
Changes from: March 14, 2017 Total Change is: -42,707
-4,046 -7,309 -24,917 -2,188 1,012 96 -8,743 -5,768 -481 563 -2,440 -414 -2,577 -2,486
Percent of Open Interest Represented by Each Category of Trader
9.4 69.7 2.6 16.1 1.3 1.0 47.2 5.2 5.5 2.7 3.4 0.0 15.3 11.2
Number of Traders in Each Category Total Traders: 118
11 22 . 13 4 6 37 14 7 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 622,785
Positions
46,765 102,937 5,876 313,697 187,420 63,767 72,622 128,073 18,406 22,183 40,661 2,919 76,549 72,725
Changes from: March 14, 2017 Total Change is: -178,978
-16,551 -41,786 -61,155 -4,290 13,193 -26,792 -17,080 -1,120 -35,660 -561 -13,250 -3,762 -13,127 -8,647
Percent of Open Interest Represented by Each Category of Trader
7.5 16.5 0.9 50.4 30.1 10.2 11.7 20.6 3.0 3.6 6.5 0.5 12.3 11.7
Number of Traders in Each Category Total Traders: 605
36 33 20 130 86 89 81 134 68 49 56 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 49,191
Positions
1,000 7,201 2,000 18,214 16,718 929 2,405 6,470 0 2,540 190 0 22,103 15,683
Changes from: March 14, 2017 Total Change is: -44,095
-21,660 -17,254 -2,564 -6,251 -899 343 -4,749 -16,837 -1,052 -1,612 -753 -13 -6,537 -5,066
Percent of Open Interest Represented by Each Category of Trader
2.0 14.6 4.1 37.0 34.0 1.9 4.9 13.2 0.0 5.2 0.4 0.0 44.9 31.9
Number of Traders in Each Category Total Traders: 36
. 6 . 7 . . 4 14 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 2,867,968
Positions
230,627 480,480 17,580 1,481,447 857,543 310,158 365,220 622,153 77,895 98,216 202,356 14,594 272,231 285,209
Changes from: March 14, 2017 Total Change is: -674,415
-12,631 -160,838 -254,781 9,520 70,178 -135,390 -130,226 10,015 -104,469 -2,805 -70,543 -10,684 -32,949 -17,903
Percent of Open Interest Represented by Each Category of Trader
8.0 16.8 0.6 51.7 29.9 10.8 12.7 21.7 2.7 3.4 7.1 0.5 9.5 9.9
Number of Traders in Each Category Total Traders: 598
36 31 19 129 85 87 81 132 62 48 56 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 92,451
Positions
2,630 41,556 714 47,324 38,021 3,453 22,697 2,755 1,533 1,846 564 0 12,254 3,855
Changes from: March 14, 2017 Total Change is: -10,300
1,562 -4,731 -5,067 -3,732 553 -1,838 -1,080 -323 387 1,099 0 0 -1,631 719
Percent of Open Interest Represented by Each Category of Trader
2.8 44.9 0.8 51.2 41.1 3.7 24.6 3.0 1.7 2.0 0.6 0.0 13.3 4.2
Number of Traders in Each Category Total Traders: 86
6 8 . 32 14 13 18 4 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 47,727
Positions
2,519 15,147 318 14,871 5,536 1,309 18,770 15,236 1,214 2,050 3,322 207 6,470 5,439
Changes from: March 14, 2017 Total Change is: -13,194
-4,809 6,177 -5,974 6,309 -778 -7,370 280 -2,577 -477 -59 -467 15 -1,109 -1,742
Percent of Open Interest Represented by Each Category of Trader
5.3 31.7 0.7 31.2 11.6 2.7 39.3 31.9 2.5 4.3 7.0 0.4 13.6 11.4
Number of Traders in Each Category Total Traders: 236
11 23 5 34 22 14 55 57 20 15 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 238,636
Positions
12,593 75,734 1,591 74,356 27,678 6,543 93,849 76,179 6,071 10,248 16,610 1,034 32,351 27,196
Changes from: March 14, 2017 Total Change is: -65,972
-24,043 30,884 -29,872 31,543 -3,891 -36,848 1,400 -12,887 -2,387 -296 -2,336 76 -5,545 -8,711
Percent of Open Interest Represented by Each Category of Trader
5.3 31.7 0.7 31.2 11.6 2.7 39.3 31.9 2.5 4.3 7.0 0.4 13.6 11.4
Number of Traders in Each Category Total Traders: 236
11 23 5 34 22 14 55 57 20 15 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 549,826
Positions
45,564 114,603 3,259 259,551 138,490 39,530 146,913 197,239 14,284 13,034 17,170 821 26,870 24,430
Changes from: March 14, 2017 Total Change is: -77,514
-9,889 -3,100 -50,150 5,965 2,596 -11,097 -3,569 -4,596 -4,174 -168 -5,375 -1 -4,431 -1,617
Percent of Open Interest Represented by Each Category of Trader
8.3 20.8 0.6 47.2 25.2 7.2 26.7 35.9 2.6 2.4 3.1 0.1 4.9 4.4
Number of Traders in Each Category Total Traders: 339
22 19 4 84 42 32 59 78 26 18 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 33,346
Positions
1,112 17,948 0 15,607 490 44 1,790 4,056 0 5,467 2,705 0 9,326 8,103
Changes from: March 14, 2017 Total Change is: -653
15 -10 0 -311 0 10 -1,293 -39 0 -58 235 0 984 -849
Percent of Open Interest Represented by Each Category of Trader
3.3 53.8 0.0 46.8 1.5 0.1 5.4 12.2 0.0 16.4 8.1 0.0 28.0 24.3
Number of Traders in Each Category Total Traders: 44
4 5 0 17 . . . 6 0 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 56,910
Positions
8,022 5,713 131 10,408 8,120 2,198 23,861 9,007 35 1,941 1,624 0 10,314 30,082
Changes from: March 14, 2017 Total Change is: 1,124
-323 -942 61 -1,549 6,033 66 4,114 2,810 -706 226 294 0 -765 -6,492
Percent of Open Interest Represented by Each Category of Trader
14.1 10.0 0.2 18.3 14.3 3.9 41.9 15.8 0.1 3.4 2.9 0.0 18.1 52.9
Number of Traders in Each Category Total Traders: 72
5 9 . 12 6 7 21 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 271,013
Positions
19,180 142,585 1,580 167,940 61,654 13,845 54,803 7,588 2,760 1,831 1,030 170 8,904 39,801
Changes from: March 14, 2017 Total Change is: -50,914
-5,762 -39,969 -38,189 6,925 -2,230 -6,366 -779 -1,091 -2,231 -3,172 269 -439 -901 39,332
Percent of Open Interest Represented by Each Category of Trader
7.1 52.6 0.6 62.0 22.7 5.1 20.2 2.8 1.0 0.7 0.4 0.1 3.3 14.7
Number of Traders in Each Category Total Traders: 131
8 10 4 47 25 21 24 9 8 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 892,884
Positions
37,316 687,290 5,718 514,571 75,550 56,026 196,557 28,999 12,866 42,616 14,194 1,036 26,178 11,205
Changes from: March 14, 2017 Total Change is: -51,852
7,339 17,235 -45,913 -1,726 -8,924 -4,223 14,659 2,580 -7,767 -3,398 2,452 -2,443 -8,380 -4,849
Percent of Open Interest Represented by Each Category of Trader
4.2 77.0 0.6 57.6 8.5 6.3 22.0 3.2 1.4 4.8 1.6 0.1 2.9 1.3
Number of Traders in Each Category Total Traders: 324
22 18 7 105 29 43 65 22 19 46 17 5
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Traders in Financial Futures - Futures Only Positions as of March 21, 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 633,163
Positions
8,676 21,877 6,646 276,278 155,566 113,172 72,079 132,082 9,846 9,688 25,139 2,831 133,947 166,004
Changes from: March 14, 2017 Total Change is: -13,421
-9,831 7,650 329 -16,359 -19,154 6,188 -144 -2,975 1,467 -153 -6,776 -147 5,229 -3
Percent of Open Interest Represented by Each Category of Trader
1.4 3.5 1.0 43.6 24.6 17.9 11.4 20.9 1.6 1.5 4.0 0.4 21.2 26.2
Number of Traders in Each Category Total Traders: 148
6 10 4 35 30 30 25 26 18 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 712,569
Positions
4,113 144,601 1,837 407,664 49,131 89,522 44,336 285,974 16,562 29,794 12,976 341 118,400 111,625
Changes from: March 14, 2017 Total Change is: 10,497
-1,952 24,259 -8,272 9,901 2,933 2,859 5,582 1,451 -2,014 872 -3,522 0 3,521 -7,197
Percent of Open Interest Represented by Each Category of Trader
0.6 20.3 0.3 57.2 6.9 12.6 6.2 40.1 2.3 4.2 1.8 0.0 16.6 15.7
Number of Traders in Each Category Total Traders: 97
. 10 . 46 8 27 8 20 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 1,451,991
Positions
58,656 145,241 7,223 437,364 259,709 186,132 419,155 293,679 70,664 161,719 321,913 2,259 108,819 165,171
Changes from: March 14, 2017 Total Change is: 16,952
13,011 21,144 -1,066 15,650 -4,107 -8,929 3,903 -4,842 -10,067 1,239 20,038 978 2,233 3,803
Percent of Open Interest Represented by Each Category of Trader
4.0 10.0 0.5 30.1 17.9 12.8 28.9 20.2 4.9 11.1 22.2 0.2 7.5 11.4
Number of Traders in Each Category Total Traders: 280
11 31 11 55 36 44 45 45 31 20 37 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 3,069,674
Positions
106,339 197,922 30,669 1,282,613 925,682 362,991 459,776 710,155 80,053 411,548 199,686 18,080 317,605 544,436
Changes from: March 14, 2017 Total Change is: -85,689
-19,127 24,931 8,593 -26,714 -40,022 -3,617 16,761 -79,892 112 -54,832 1,837 -1,856 -5,009 4,225
Percent of Open Interest Represented by Each Category of Trader
3.5 6.4 1.0 41.8 30.2 11.8 15.0 23.1 2.6 13.4 6.5 0.6 10.3 17.7
Number of Traders in Each Category Total Traders: 395
21 45 11 53 78 63 62 67 40 26 43 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 332,751
Positions
15,901 27,165 2,356 110,983 129,040 17,644 97,059 37,173 8,547 10,218 6,629 0 70,043 104,197
Changes from: March 14, 2017 Total Change is: 1,973
1,661 -6,694 -22 -6,272 6,723 1,443 1,437 -238 660 -459 0 0 3,525 101
Percent of Open Interest Represented by Each Category of Trader
4.8 8.2 0.7 33.4 38.8 5.3 29.2 11.2 2.6 3.1 2.0 0.0 21.0 31.3
Number of Traders in Each Category Total Traders: 61
4 6 . 12 20 20 10 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,003,478
Positions
59,384 340,397 37,877 1,681,273 694,797 306,647 278,468 884,485 131,673 241,243 238,903 12,700 254,213 355,999
Changes from: March 14, 2017 Total Change is: -37,785
-1,580 -32,147 6,947 -39,586 56,940 -27,660 21,916 -7,316 1,761 -23,667 2,998 521 23,563 -39,829
Percent of Open Interest Represented by Each Category of Trader
2.0 11.3 1.3 56.0 23.1 10.2 9.3 29.4 4.4 8.0 8.0 0.4 8.5 11.9
Number of Traders in Each Category Total Traders: 313
11 39 8 59 43 58 31 78 38 19 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 1,657,675
Positions
561,849 193,293 414,907 7,127 1,710 15,193 155,159 369,817 376,055 6,123 139,407 81,990 39,272 65,303
Changes from: March 14, 2017 Total Change is: 90,298
37,519 6,279 48,832 -161 0 -69 8,487 2,916 18,149 -13,951 16,580 -5,048 -3,460 2,659
Percent of Open Interest Represented by Each Category of Trader
33.9 11.7 25.0 0.4 0.1 0.9 9.4 22.3 22.7 0.4 8.4 4.9 2.4 3.9
Number of Traders in Each Category Total Traders: 155
31 30 51 . . . 26 39 48 6 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 is12,492,509
Positions
5,612,329 835,703 2,228,232 104,869 1,514,444 584,280 236,452 3,253,654 1,757,176 848,700 589,649 495,270 625,201 1,234,101
Changes from: March 14, 2017 Total Change is: 161,028
188,396 173,290 70,251 15,670 9,657 4,563 20,510 98,382 -179,658 8,993 -7,548 -18,306 50,609 10,397
Percent of Open Interest Represented by Each Category of Trader
44.9 6.7 17.8 0.8 12.1 4.7 1.9 26.0 14.1 6.8 4.7 4.0 5.0 9.9
Number of Traders in Each Category Total Traders: 298
26 51 67 6 27 26 17 114 101 7 31 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 31,797
Positions
9,960 2,996 0 207 12,811 135 16,341 12,146 0 5,049 3,522 52 53 135
Changes from: March 14, 2017 Total Change is: 171
909 -93 0 -114 -100 44 -1,590 834 0 936 -525 -4 -10 15
Percent of Open Interest Represented by Each Category of Trader
31.3 9.4 0.0 0.7 40.3 0.4 51.4 38.2 0.0 15.9 11.1 0.2 0.2 0.4
Number of Traders in Each Category Total Traders: 49
5 5 0 . 12 . 4 10 0 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 27,704
Positions
6,658 2,771 0 561 9,037 146 19,438 9,207 0 759 6,346 136 6 61
Changes from: March 14, 2017 Total Change is: 1,001
1,201 380 0 -7 -91 -45 -252 865 -14 143 -88 -6 -19 0
Percent of Open Interest Represented by Each Category of Trader
24.0 10.0 0.0 2.0 32.6 0.5 70.2 33.2 0.0 2.7 22.9 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 38
4 . 0 . 4 . 8 9 0 . 5 .
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Traders in Financial Futures - Futures Only Positions as of March 21, 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 72,753
Positions
225 60,925 50 12,454 1,099 1,287 28,623 5,420 1,261 19,650 255 0 9,203 2,456
Changes from: March 14, 2017 Total Change is: -1,699
0 -49 0 -2,668 268 -159 561 -1,800 266 388 38 0 -87 -263
Percent of Open Interest Represented by Each Category of Trader
0.3 83.7 0.1 17.1 1.5 1.8 39.3 7.4 1.7 27.0 0.4 0.0 12.6 3.4
Number of Traders in Each Category Total Traders: 145
. 5 . 14 4 5 36 19 13 61 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 601,319
Positions
144,061 27,776 31,899 66,139 48,578 40,076 99,037 229,069 152,844 15,525 14,405 19,051 32,687 37,621
Changes from: March 14, 2017 Total Change is: 2,701
14,039 920 -246 -16,541 -964 5,880 17,586 11,465 -15,315 895 2,146 -3,213 -384 2,028
Percent of Open Interest Represented by Each Category of Trader
24.0 4.6 5.3 11.0 8.1 6.7 16.5 38.1 25.4 2.6 2.4 3.2 5.4 6.3
Number of Traders in Each Category Total Traders: 246
24 4 21 18 23 13 62 66 67 21 16 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 21, 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 35,150
Positions
50 7,734 0 22,560 0 0 6,531 26,889 369 5,515 109 0 125 49
Changes from: March 14, 2017 Total Change is: -35,535
0 7,364 -7,734 -20,082 0 0 734 -26,678 -1,828 28 30 0 -6,653 -6,689
Percent of Open Interest Represented by Each Category of Trader
0.1 22.0 0.0 64.2 0.0 0.0 18.6 76.5 1.0 15.7 0.3 0.0 0.4 0.1
Number of Traders in Each Category Total Traders: 35
. . 0 12 0 0 9 7 . 4 . 0
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Updated March 24, 2017