Traders in Financial Futures - Options and Futures Combined 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 135,355
Positions
17,446 14,660 3,535 27,210 9,257 2,256 20,617 52,009 13,860 21,267 3,022 2,522 26,642 34,235
Changes from: March 14, 2017 Total Change is: -57,512
8,589 -18,783 -24,149 2,011 -134 -1,564 -40,365 950 838 10,347 -888 -11,799 -1,421 -1,984
Percent of Open Interest Represented by Each Category of Trader
12.9 10.8 2.6 20.1 6.8 1.7 15.2 38.4 10.2 15.7 2.2 1.9 19.7 25.3
Number of Traders in Each Category Total Traders: 91
6 . 7 9 9 5 18 32 18 10 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 44,313
Positions
17,285 0 657 1,978 1,787 0 8,859 21,808 2,351 5,263 419 0 7,921 17,292
Changes from: March 14, 2017 Total Change is: -3,045
2,203 -413 84 0 -1,651 0 -6,595 194 596 -331 419 0 999 -2,273
Percent of Open Interest Represented by Each Category of Trader
39.0 0.0 1.5 4.5 4.0 0.0 20.0 49.2 5.3 11.9 0.9 0.0 17.9 39.0
Number of Traders in Each Category Total Traders: 40
4 0 . . . 0 11 18 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 289,361
Positions
150,500 4,482 8,040 10,379 90,741 4,860 29,245 97,457 28,206 27,763 12,009 2,826 27,542 40,741
Changes from: March 14, 2017 Total Change is: -3,310
4,298 -152 -2,542 96 -1,964 782 -6,453 -2,003 4,108 -2,900 592 289 -986 -2,419
Percent of Open Interest Represented by Each Category of Trader
52.0 1.5 2.8 3.6 31.4 1.7 10.1 33.7 9.7 9.6 4.2 1.0 9.5 14.1
Number of Traders in Each Category Total Traders: 130
9 6 9 7 27 10 21 50 28 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 231,525
Positions
91,161 19,214 10,876 23,342 56,469 7,501 27,497 64,746 24,091 23,512 1,731 3,301 20,244 43,595
Changes from: March 14, 2017 Total Change is: -4,800
-6,815 6,296 48 293 -4,348 254 -5,193 -4,249 3,272 1,024 -2,741 -156 2,472 -3,177
Percent of Open Interest Represented by Each Category of Trader
39.4 8.3 4.7 10.1 24.4 3.2 11.9 28.0 10.4 10.2 0.7 1.4 8.7 18.8
Number of Traders in Each Category Total Traders: 120
10 7 8 14 18 8 27 35 24 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 477,634
Positions
84,052 70,344 17,863 163,840 97,019 12,551 51,196 120,287 43,371 31,397 45,024 8,083 65,280 63,092
Changes from: March 14, 2017 Total Change is: 38,468
2,600 32,734 1,542 8,317 -8,304 2,058 8,018 -9,364 8,792 1,571 4,473 1,759 3,811 4,779
Percent of Open Interest Represented by Each Category of Trader
17.6 14.7 3.7 34.3 20.3 2.6 10.7 25.2 9.1 6.6 9.4 1.7 13.7 13.2
Number of Traders in Each Category Total Traders: 253
14 16 16 50 35 36 29 52 34 31 26 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 154,077
Positions
2,430 62,329 6,033 26,545 11,270 2,789 65,006 21,120 12,512 2,451 11,916 2,770 33,541 23,338
Changes from: March 14, 2017 Total Change is: 22,916
-701 22,065 1,682 6,143 -4,184 1,078 5,687 -364 1,665 753 2,574 158 6,449 -1,758
Percent of Open Interest Represented by Each Category of Trader
1.6 40.5 3.9 17.2 7.3 1.8 42.2 13.7 8.1 1.6 7.7 1.8 21.8 15.1
Number of Traders in Each Category Total Traders: 104
. 9 6 9 10 6 33 22 19 4 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 177,399
Positions
49,475 102,941 28 61,128 3,054 94 52,983 54,585 1,778 3,535 10,633 18 8,360 4,268
Changes from: March 14, 2017 Total Change is: 6,962
255 12,770 -8 -2,117 -721 -10 7,022 -6,313 307 110 299 0 1,403 639
Percent of Open Interest Represented by Each Category of Trader
27.9 58.0 0.0 34.5 1.7 0.1 29.9 30.8 1.0 2.0 6.0 0.0 4.7 2.4
Number of Traders in Each Category Total Traders: 135
. 12 . 14 5 . 42 29 10 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 67,336
Positions
6,322 46,481 1,840 10,762 856 697 31,486 3,454 3,957 1,774 2,247 151 10,347 7,653
Changes from: March 14, 2017 Total Change is: -21,858
-2,149 -3,655 -12,455 -1,094 502 52 -4,289 -3,001 -387 108 -1,227 -346 -1,297 -1,340
Percent of Open Interest Represented by Each Category of Trader
9.4 69.0 2.7 16.0 1.3 1.0 46.8 5.1 5.9 2.6 3.3 0.2 15.4 11.4
Number of Traders in Each Category Total Traders: 120
11 22 . 13 4 7 37 15 9 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 134,671
Positions
12,644 92,961 3,680 21,523 1,712 1,394 62,971 6,908 7,914 3,547 4,494 302 20,695 15,306
Changes from: March 14, 2017 Total Change is: -43,715
-4,298 -7,310 -24,911 -2,188 1,004 104 -8,578 -6,002 -774 215 -2,454 -692 -2,594 -2,680
Percent of Open Interest Represented by Each Category of Trader
9.4 69.0 2.7 16.0 1.3 1.0 46.8 5.1 5.9 2.6 3.3 0.2 15.4 11.4
Number of Traders in Each Category Total Traders: 120
11 22 . 13 4 7 37 15 9 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 806,449
Positions
52,481 100,770 15,283 299,908 195,114 82,331 75,151 121,349 135,587 23,234 38,356 27,410 95,064 90,249
Changes from: March 14, 2017 Total Change is: -255,779
-17,338 -39,073 -67,438 5,368 12,239 -43,263 -17,677 2,431 -85,266 -921 -8,176 -15,367 -13,878 -11,866
Percent of Open Interest Represented by Each Category of Trader
6.5 12.5 1.9 37.2 24.2 10.2 9.3 15.0 16.8 2.9 4.8 3.4 11.8 11.2
Number of Traders in Each Category Total Traders: 682
38 31 38 130 90 98 91 132 116 102 67 90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 110,921
Positions
5,797 6,316 6,818 9,214 28,447 13,503 9,179 1,235 28,360 4,083 138 2,909 31,058 23,195
Changes from: March 14, 2017 Total Change is: -86,195
-21,948 -13,202 -8,299 -4,901 -10,894 -6,928 -7,841 -13,141 -24,046 -1,683 -35 -2,627 -7,921 -7,023
Percent of Open Interest Represented by Each Category of Trader
5.2 5.7 6.1 8.3 25.6 12.2 8.3 1.1 25.6 3.7 0.1 2.6 28.0 20.9
Number of Traders in Each Category Total Traders: 59
5 6 6 6 . . 16 8 22 8 6 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,477,642
Positions
237,313 476,164 38,433 1,481,235 861,102 316,372 361,404 632,114 504,588 103,085 198,418 115,179 320,034 335,272
Changes from: March 14, 2017 Total Change is: -847,921
-11,656 -164,066 -260,988 7,213 71,529 -137,542 -129,016 -1,974 -226,259 -3,755 -48,276 -56,132 -29,785 -24,212
Percent of Open Interest Represented by Each Category of Trader
6.8 13.7 1.1 42.6 24.8 9.1 10.4 18.2 14.5 3.0 5.7 3.3 9.2 9.6
Number of Traders in Each Category Total Traders: 663
37 30 33 130 88 95 85 133 112 97 63 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 50,093
Positions
2,519 15,097 446 14,871 5,536 1,309 18,727 15,308 2,672 2,221 3,440 675 6,653 5,611
Changes from: March 14, 2017 Total Change is: -14,172
-4,809 6,134 -5,995 6,309 -778 -7,370 14 -2,254 -1,206 97 -764 -58 -1,155 -1,881
Percent of Open Interest Represented by Each Category of Trader
5.0 30.1 0.9 29.7 11.1 2.6 37.4 30.6 5.3 4.4 6.9 1.3 13.3 11.2
Number of Traders in Each Category Total Traders: 242
11 23 6 34 22 14 56 59 30 17 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 250,465
Positions
12,593 75,483 2,232 74,356 27,678 6,543 93,634 76,538 13,361 11,105 17,201 3,376 33,265 28,053
Changes from: March 14, 2017 Total Change is: -70,859
-24,043 30,668 -29,973 31,543 -3,891 -36,848 72 -11,271 -6,028 484 -3,820 -292 -5,774 -9,403
Percent of Open Interest Represented by Each Category of Trader
5.0 30.1 0.9 29.7 11.1 2.6 37.4 30.6 5.3 4.4 6.9 1.3 13.3 11.2
Number of Traders in Each Category Total Traders: 242
11 23 6 34 22 14 56 59 30 17 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 552,213
Positions
45,564 114,603 3,259 259,463 138,490 39,618 145,878 197,552 15,884 13,087 15,869 2,446 27,014 24,492
Changes from: March 14, 2017 Total Change is: -78,626
-9,889 -3,100 -50,150 5,946 2,596 -11,078 -3,503 -4,785 -4,752 -72 -4,957 -653 -4,475 -1,747
Percent of Open Interest Represented by Each Category of Trader
8.3 20.8 0.6 47.0 25.1 7.2 26.4 35.8 2.9 2.4 2.9 0.4 4.9 4.4
Number of Traders in Each Category Total Traders: 339
22 19 4 84 42 32 58 79 29 19 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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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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 - Options and Futures Combined Positions as of March 21, 2017
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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 785,661
Positions
8,115 21,684 24,574 280,663 158,581 130,954 66,015 126,537 99,246 10,369 22,558 21,503 144,223 180,025
Changes from: March 14, 2017 Total Change is: -22,454
-8,431 7,465 772 -18,511 -21,932 7,377 3,114 -7,247 689 -3,753 -2,651 -6,305 2,594 -622
Percent of Open Interest Represented by Each Category of Trader
1.0 2.8 3.1 35.7 20.2 16.7 8.4 16.1 12.6 1.3 2.9 2.7 18.4 22.9
Number of Traders in Each Category Total Traders: 156
6 11 12 36 31 35 27 26 41 8 11 12
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017
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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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 712,930
Positions
4,113 144,601 1,837 407,664 49,131 89,522 44,336 285,974 16,562 29,794 12,976 341 118,761 111,986
Changes from: March 14, 2017 Total Change is: 10,772
-1,952 24,259 -8,272 9,901 2,933 2,859 5,582 1,451 -2,014 872 -3,522 0 3,796 -6,922
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 16.7 15.7
Number of Traders in Each Category Total Traders: 97
. 10 . 46 8 27 8 20 11 . . .
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Traders in Financial Futures - Options and Futures Combined 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 1,471,153
Positions
58,771 144,218 10,427 437,332 261,940 186,538 419,680 291,279 83,573 160,739 322,593 4,615 109,478 165,971
Changes from: March 14, 2017 Total Change is: 10,987
13,250 20,535 -1,452 15,628 -4,778 -8,770 2,605 -4,994 -11,832 439 20,515 382 739 1,382
Percent of Open Interest Represented by Each Category of Trader
4.0 9.8 0.7 29.7 17.8 12.7 28.5 19.8 5.7 10.9 21.9 0.3 7.4 11.3
Number of Traders in Each Category Total Traders: 281
11 31 14 55 36 44 47 44 38 19 38 11
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017
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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 3,696,225
Positions
87,262 227,419 167,693 1,319,351 929,678 462,502 440,129 680,813 384,103 415,347 196,630 72,761 347,076 574,626
Changes from: March 14, 2017 Total Change is: -140,218
-12,653 38,118 548 -46,470 -45,486 24,076 32,461 -78,642 -58,488 -50,757 967 -18,531 -10,404 -2,780
Percent of Open Interest Represented by Each Category of Trader
2.4 6.2 4.5 35.7 25.2 12.5 11.9 18.4 10.4 11.2 5.3 2.0 9.4 15.5
Number of Traders in Each Category Total Traders: 412
22 45 48 54 79 74 65 70 87 33 44 30
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017
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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 332,985
Positions
15,901 27,165 2,356 110,983 129,040 17,644 97,082 37,173 8,596 10,218 6,629 0 70,205 104,382
Changes from: March 14, 2017 Total Change is: 2,010
1,661 -6,694 -22 -6,272 6,723 1,443 1,421 -238 709 -459 0 0 3,528 89
Percent of Open Interest Represented by Each Category of Trader
4.8 8.2 0.7 33.3 38.8 5.3 29.2 11.2 2.6 3.1 2.0 0.0 21.1 31.3
Number of Traders in Each Category Total Traders: 61
4 6 . 12 20 20 10 5 6 . . 0
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Traders in Financial Futures - Options and Futures Combined 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 3,260,519
Positions
46,651 337,737 101,679 1,668,495 695,343 335,996 273,926 847,498 296,495 236,952 240,088 39,147 261,179 366,536
Changes from: March 14, 2017 Total Change is: -99,800
-12,706 -37,613 2,089 -57,831 54,458 -18,494 5,284 -23,497 -11,353 -12,692 -9,018 -10,810 16,711 -45,562
Percent of Open Interest Represented by Each Category of Trader
1.4 10.4 3.1 51.2 21.3 10.3 8.4 26.0 9.1 7.3 7.4 1.2 8.0 11.2
Number of Traders in Each Category Total Traders: 318
10 40 29 59 43 60 41 71 72 19 35 20
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017
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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 1,659,255
Positions
561,849 193,293 414,907 7,127 1,710 15,193 155,173 369,770 377,136 6,123 139,407 81,990 39,757 65,849
Changes from: March 14, 2017 Total Change is: 90,565
37,519 6,279 48,832 -161 0 -69 8,429 2,870 18,387 -13,951 16,580 -5,048 -3,372 2,734
Percent of Open Interest Represented by Each Category of Trader
33.9 11.6 25.0 0.4 0.1 0.9 9.4 22.3 22.7 0.4 8.4 4.9 2.4 4.0
Number of Traders in Each Category Total Traders: 155
31 30 51 . . . 26 39 48 6 13 10
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Traders in Financial Futures - Options and Futures Combined Positions as of March 21, 2017
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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 is21,798,227
Positions
5,556,665 1,005,999 3,559,682 121,136 1,709,102 876,226 277,169 2,759,931 8,674,290 763,952 629,271 1,299,992 669,115 1,283,733
Changes from: March 14, 2017 Total Change is:-1,310,349
244,428 115,091 24,679 6,502 55,730 -142,055 -59,018 141,018 -1,242,757 13,166 -44,478 -210,355 55,060 -7,222
Percent of Open Interest Represented by Each Category of Trader
25.5 4.6 16.3 0.6 7.8 4.0 1.3 12.7 39.8 3.5 2.9 6.0 3.1 5.9
Number of Traders in Each Category Total Traders: 330
23 56 71 5 31 34 34 118 119 12 39 38
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Traders in Financial Futures - Options and Futures Combined 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 .
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 72,994
Positions
225 61,000 54 12,494 1,099 1,287 28,676 5,446 1,315 19,619 257 58 9,265 2,477
Changes from: March 14, 2017 Total Change is: -1,742
0 -48 -8 -2,688 268 -159 531 -1,858 278 363 43 10 -69 -268
Percent of Open Interest Represented by Each Category of Trader
0.3 83.6 0.1 17.1 1.5 1.8 39.3 7.5 1.8 26.9 0.4 0.1 12.7 3.4
Number of Traders in Each Category Total Traders: 150
. 5 . 16 4 5 37 20 15 60 5 .
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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