Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 127,568
Positions
24,547 2,952 1,278 29,796 23,196 3,092 23,944 56,002 7,728 10,695 1,014 397 26,091 31,909
Changes from: March 20, 2018 Total Change is: -52,672
17,744 -46,998 -16,206 2,817 329 -33 -52,254 12,476 530 -144 -646 -3 -5,123 -2,121
Percent of Open Interest Represented by Each Category of Trader
19.2 2.3 1.0 23.4 18.2 2.4 18.8 43.9 6.1 8.4 0.8 0.3 20.5 25.0
Number of Traders in Each Category Total Traders: 102
10 4 6 11 11 5 22 31 17 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 44,649
Positions
11,782 429 0 2,179 5,627 373 17,736 21,196 264 480 1,674 0 11,835 15,086
Changes from: March 20, 2018 Total Change is: 344
1,422 1 0 93 174 0 -1,828 -1,164 119 0 56 0 538 1,158
Percent of Open Interest Represented by Each Category of Trader
26.4 1.0 0.0 4.9 12.6 0.8 39.7 47.5 0.6 1.1 3.7 0.0 26.5 33.8
Number of Traders in Each Category Total Traders: 47
6 . 0 4 7 . 15 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 176,947
Positions
1,475 42,840 741 29,355 58,542 4,360 97,924 35,042 2,868 2,105 8,753 12 38,107 23,789
Changes from: March 20, 2018 Total Change is: 17,764
-8,776 6,078 503 2,203 265 256 19,848 7,587 768 180 0 0 2,782 2,307
Percent of Open Interest Represented by Each Category of Trader
0.8 24.2 0.4 16.6 33.1 2.5 55.3 19.8 1.6 1.2 4.9 0.0 21.5 13.4
Number of Traders in Each Category Total Traders: 122
5 12 4 19 18 7 41 20 23 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 162,038
Positions
6,768 53,630 1,123 35,751 21,865 6,730 68,604 47,962 4,933 2,173 930 0 35,956 24,865
Changes from: March 20, 2018 Total Change is: 1,788
-3,420 12,540 443 3,761 4,093 -1,256 -1,682 -11,465 776 -31 -45 0 3,197 -3,298
Percent of Open Interest Represented by Each Category of Trader
4.2 33.1 0.7 22.1 13.5 4.2 42.3 29.6 3.0 1.3 0.6 0.0 22.2 15.3
Number of Traders in Each Category Total Traders: 121
6 10 7 23 16 11 40 20 18 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 514,049
Positions
38,057 276,381 2,112 243,560 83,354 26,184 86,384 58,869 10,226 24,345 6,114 771 82,410 50,038
Changes from: March 20, 2018 Total Change is: 17,085
-808 14,820 -164 7,516 -6,619 188 10,844 8,993 -1,810 1,566 -1,505 10 -257 3,172
Percent of Open Interest Represented by Each Category of Trader
7.4 53.8 0.4 47.4 16.2 5.1 16.8 11.5 2.0 4.7 1.2 0.1 16.0 9.7
Number of Traders in Each Category Total Traders: 260
19 11 10 86 30 40 52 30 20 23 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 36,548
Positions
0 25,804 214 19,761 1,726 1,208 909 1,779 273 0 771 5 14,178 4,768
Changes from: March 20, 2018 Total Change is: 2,037
0 1,817 214 2,077 416 -73 470 -1,911 48 0 0 0 -699 1,526
Percent of Open Interest Represented by Each Category of Trader
0.0 70.6 0.6 54.1 4.7 3.3 2.5 4.9 0.7 0.0 2.1 0.0 38.8 13.0
Number of Traders in Each Category Total Traders: 27
0 4 . 15 . 6 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 104,797
Positions
21,826 16,786 647 6,243 25,318 1,963 49,396 30,007 3,049 506 827 0 21,167 26,200
Changes from: March 20, 2018 Total Change is: 7,542
14,306 -1,685 -80 -2,227 4,404 1 -3,900 4,866 -286 0 -464 0 -272 786
Percent of Open Interest Represented by Each Category of Trader
20.8 16.0 0.6 6.0 24.2 1.9 47.1 28.6 2.9 0.5 0.8 0.0 20.2 25.0
Number of Traders in Each Category Total Traders: 84
10 5 4 8 10 5 26 22 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 29,174
Positions
2,000 26,210 0 17,927 0 0 6,800 2,037 48 146 122 0 2,253 757
Changes from: March 20, 2018 Total Change is: 301
0 -19 0 -122 0 0 101 470 0 -8 -28 0 330 -122
Percent of Open Interest Represented by Each Category of Trader
6.9 89.8 0.0 61.4 0.0 0.0 23.3 7.0 0.2 0.5 0.4 0.0 7.7 2.6
Number of Traders in Each Category Total Traders: 25
. 4 0 . 0 0 12 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 199,947
Positions
9,693 73,864 34 82,058 15,603 218 95,452 95,912 672 3,302 10,281 0 8,518 3,363
Changes from: March 20, 2018 Total Change is: 17,410
-4,780 15,280 34 2,717 4,452 215 17,677 -630 -1,176 1,114 -140 0 1,609 -625
Percent of Open Interest Represented by Each Category of Trader
4.8 36.9 0.0 41.0 7.8 0.1 47.7 48.0 0.3 1.7 5.1 0.0 4.3 1.7
Number of Traders in Each Category Total Traders: 153
. 9 . 23 8 . 65 20 5 13 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 32,300
Positions
7,276 2,069 4,144 5,771 20,490 0 11,533 2,702 1,088 0 755 0 2,488 1,052
Changes from: March 20, 2018 Total Change is: 9,479
0 -54 4,144 -176 5,014 0 4,807 -128 494 0 -25 0 210 34
Percent of Open Interest Represented by Each Category of Trader
22.5 6.4 12.8 17.9 63.4 0.0 35.7 8.4 3.4 0.0 2.3 0.0 7.7 3.3
Number of Traders in Each Category Total Traders: 26
. . . . . 0 11 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 46,728
Positions
2,973 22,528 0 5,940 5,448 28 31,703 12,549 930 161 550 0 4,993 4,695
Changes from: March 20, 2018 Total Change is: 2,246
1,031 -869 0 -1,318 392 0 3,024 2,343 -29 -121 -103 0 -341 512
Percent of Open Interest Represented by Each Category of Trader
6.4 48.2 0.0 12.7 11.7 0.1 67.8 26.9 2.0 0.3 1.2 0.0 10.7 10.0
Number of Traders in Each Category Total Traders: 81
4 . 0 12 6 . 35 16 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 11,206
Positions
0 7,837 0 7,769 105 0 1,274 1,935 562 0 125 0 1,601 642
Changes from: March 20, 2018 Total Change is: -66
0 424 0 -208 0 0 -80 -399 80 0 -38 0 142 -133
Percent of Open Interest Represented by Each Category of Trader
0.0 69.9 0.0 69.3 0.9 0.0 11.4 17.3 5.0 0.0 1.1 0.0 14.3 5.7
Number of Traders in Each Category Total Traders: 20
0 . 0 . . 0 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,868
Positions
16,440 33,201 814 11,815 2,086 257 11,840 6,993 1,437 1,258 780 97 7,912 6,205
Changes from: March 20, 2018 Total Change is: -1,295
-121 493 -470 135 -65 -29 -766 -1,199 121 -24 -41 84 -225 -190
Percent of Open Interest Represented by Each Category of Trader
31.7 64.0 1.6 22.8 4.0 0.5 22.8 13.5 2.8 2.4 1.5 0.2 15.3 12.0
Number of Traders in Each Category Total Traders: 101
14 18 . 14 . . 31 11 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 103,735
Positions
32,879 66,402 1,627 23,629 4,171 514 23,679 13,985 2,874 2,516 1,559 193 15,824 12,410
Changes from: March 20, 2018 Total Change is: -2,590
-242 986 -940 270 -129 -57 -1,532 -2,397 241 -48 -81 167 -449 -380
Percent of Open Interest Represented by Each Category of Trader
31.7 64.0 1.6 22.8 4.0 0.5 22.8 13.5 2.8 2.4 1.5 0.2 15.3 12.0
Number of Traders in Each Category Total Traders: 101
14 18 . 14 . . 31 11 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 21,819
Positions
491 18,861 0 17,149 0 64 2,057 1,967 156 500 0 0 1,402 771
Changes from: March 20, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.3 86.4 0.0 78.6 0.0 0.3 9.4 9.0 0.7 2.3 0.0 0.0 6.4 3.5
Number of Traders in Each Category Total Traders: 20
. 8 0 5 0 . . 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 645,461
Positions
41,771 171,070 28,157 255,565 139,681 82,884 83,659 80,879 25,852 30,555 35,386 3,255 93,762 78,297
Changes from: March 20, 2018 Total Change is: 61,014
12,808 8,975 16,020 -30,136 4,416 15,711 16,880 -7,653 6,461 3,486 664 135 19,649 16,286
Percent of Open Interest Represented by Each Category of Trader
6.5 26.5 4.4 39.6 21.6 12.8 13.0 12.5 4.0 4.7 5.5 0.5 14.5 12.1
Number of Traders in Each Category Total Traders: 578
31 41 24 147 102 96 80 102 70 40 35 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 50,553
Positions
18,854 6,069 300 5,984 4,708 101 5,690 6,914 445 3,270 264 0 15,909 31,752
Changes from: March 20, 2018 Total Change is: 17,603
14,273 -2,352 0 -218 -502 -10 2,607 4,262 445 -245 125 0 751 15,635
Percent of Open Interest Represented by Each Category of Trader
37.3 12.0 0.6 11.8 9.3 0.2 11.3 13.7 0.9 6.5 0.5 0.0 31.5 62.8
Number of Traders in Each Category Total Traders: 45
10 4 . 4 . . 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 25,248
Positions
23,926 6,144 0 0 14,402 312 0 2,057 36 0 1,624 0 974 673
Changes from: March 20, 2018 Total Change is: 163
470 0 0 0 -73 0 0 62 0 0 0 0 -307 174
Percent of Open Interest Represented by Each Category of Trader
94.8 24.3 0.0 0.0 57.0 1.2 0.0 8.1 0.1 0.0 6.4 0.0 3.9 2.7
Number of Traders in Each Category Total Traders: 21
8 . 0 0 7 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 11,502
Positions
2,324 9,173 0 3,282 1,094 666 2,163 0 2 1,083 0 0 1,982 567
Changes from: March 20, 2018 Total Change is: 318
88 250 0 -243 102 -102 50 0 0 345 0 0 180 68
Percent of Open Interest Represented by Each Category of Trader
20.2 79.8 0.0 28.5 9.5 5.8 18.8 0.0 0.0 9.4 0.0 0.0 17.2 4.9
Number of Traders in Each Category Total Traders: 20
. 7 0 5 . . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,974,542
Positions
180,526 890,947 73,346 1,255,548 682,507 406,273 423,760 403,739 93,120 137,497 176,678 15,207 389,265 232,725
Changes from: March 20, 2018 Total Change is: 217,053
34,837 98,795 37,937 -149,721 24,458 78,735 89,931 -41,010 11,514 19,675 3,715 -346 94,491 3,255
Percent of Open Interest Represented by Each Category of Trader
6.1 30.0 2.5 42.2 22.9 13.7 14.2 13.6 3.1 4.6 5.9 0.5 13.1 7.8
Number of Traders in Each Category Total Traders: 576
30 42 19 148 101 96 80 101 65 39 35 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,570
Positions
4,235 28,404 0 10,112 0 1,249 11,747 0 0 582 320 0 2,645 597
Changes from: March 20, 2018 Total Change is: 2,346
413 1,890 0 2,638 0 0 -323 0 0 -234 320 0 -148 136
Percent of Open Interest Represented by Each Category of Trader
13.9 92.9 0.0 33.1 0.0 4.1 38.4 0.0 0.0 1.9 1.0 0.0 8.7 2.0
Number of Traders in Each Category Total Traders: 27
. 10 0 9 0 . 4 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 23,563
Positions
15,320 11,465 0 2,507 9,263 321 4,439 0 0 0 1,785 0 976 729
Changes from: March 20, 2018 Total Change is: 2,370
2,263 -426 0 -36 3,422 0 121 -576 0 0 0 0 22 -50
Percent of Open Interest Represented by Each Category of Trader
65.0 48.7 0.0 10.6 39.3 1.4 18.8 0.0 0.0 0.0 7.6 0.0 4.1 3.1
Number of Traders in Each Category Total Traders: 21
6 5 0 . 4 . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 78,995
Positions
5,009 27,586 737 40,924 36,614 4,800 15,734 1,952 1,510 0 1,107 0 10,281 4,689
Changes from: March 20, 2018 Total Change is: -896
1,416 -3,960 199 -1,627 2,634 927 -1,251 -1,219 124 0 0 0 -684 399
Percent of Open Interest Represented by Each Category of Trader
6.3 34.9 0.9 51.8 46.3 6.1 19.9 2.5 1.9 0.0 1.4 0.0 13.0 5.9
Number of Traders in Each Category Total Traders: 81
6 6 . 32 16 13 16 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 46,896
Positions
11,976 10,205 1,658 12,232 10,241 1,009 10,646 13,299 836 1,737 2,881 25 6,777 6,742
Changes from: March 20, 2018 Total Change is: 569
2,796 -2,019 1,132 -2,934 -607 263 -279 1,728 -141 117 72 2 -388 138
Percent of Open Interest Represented by Each Category of Trader
25.5 21.8 3.5 26.1 21.8 2.2 22.7 28.4 1.8 3.7 6.1 0.1 14.5 14.4
Number of Traders in Each Category Total Traders: 253
23 20 7 49 29 19 43 58 18 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 234,482
Positions
59,880 51,025 8,292 61,161 51,205 5,043 53,230 66,495 4,182 8,683 14,403 126 33,885 33,711
Changes from: March 20, 2018 Total Change is: 2,844
13,980 -10,096 5,661 -14,668 -3,035 1,313 -1,397 8,642 -704 586 361 12 -1,939 690
Percent of Open Interest Represented by Each Category of Trader
25.5 21.8 3.5 26.1 21.8 2.2 22.7 28.4 1.8 3.7 6.1 0.1 14.5 14.4
Number of Traders in Each Category Total Traders: 253
23 20 7 49 29 19 43 58 18 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 481,944
Positions
40,532 113,235 1,872 228,535 201,110 37,687 125,206 100,553 8,974 20,588 2,484 16 18,534 16,013
Changes from: March 20, 2018 Total Change is: 1,310
4,054 -9,323 -862 -4,478 -342 3,608 -3,499 5,375 1,165 2,253 -177 16 -947 1,850
Percent of Open Interest Represented by Each Category of Trader
8.4 23.5 0.4 47.4 41.7 7.8 26.0 20.9 1.9 4.3 0.5 0.0 3.8 3.3
Number of Traders in Each Category Total Traders: 290
16 23 . 77 45 36 50 59 20 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 9,030
Positions
1,404 1,981 482 360 599 0 2,281 1,807 0 745 260 30 3,728 3,871
Changes from: March 20, 2018 Total Change is: 1,342
-150 447 307 -306 374 0 1,548 669 0 0 -400 0 -57 -55
Percent of Open Interest Represented by Each Category of Trader
15.5 21.9 5.3 4.0 6.6 0.0 25.3 20.0 0.0 8.3 2.9 0.3 41.3 42.9
Number of Traders in Each Category Total Traders: 21
6 . . . . 0 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 47,312
Positions
639 38,723 0 24,860 1,543 732 12,677 1,961 296 2,039 0 0 6,069 4,057
Changes from: March 20, 2018 Total Change is: 523
-154 2,548 0 -70 0 590 -334 -1,891 0 1,007 -1,389 0 -516 665
Percent of Open Interest Represented by Each Category of Trader
1.4 81.8 0.0 52.5 3.3 1.5 26.8 4.1 0.6 4.3 0.0 0.0 12.8 8.6
Number of Traders in Each Category Total Traders: 43
. 5 0 19 . 6 8 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 66,794
Positions
29,410 4,112 1,228 15,820 26,617 1,343 9,261 7,938 621 293 1,402 2 8,816 23,531
Changes from: March 20, 2018 Total Change is: -1,602
2,272 1,181 542 -1,995 1,206 -209 -1,181 2,545 109 -1,187 -181 2 45 -6,797
Percent of Open Interest Represented by Each Category of Trader
44.0 6.2 1.8 23.7 39.8 2.0 13.9 11.9 0.9 0.4 2.1 0.0 13.2 35.2
Number of Traders in Each Category Total Traders: 65
10 7 . 15 5 7 14 12 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 269,617
Positions
24,451 163,266 3,742 181,108 69,651 19,729 27,385 5,640 1,045 2,071 1,749 0 10,086 4,795
Changes from: March 20, 2018 Total Change is: -3,673
31 -2,871 142 -3,680 8,578 911 -824 -8,617 -9 -863 1,044 0 619 -2,851
Percent of Open Interest Represented by Each Category of Trader
9.1 60.6 1.4 67.2 25.8 7.3 10.2 2.1 0.4 0.8 0.6 0.0 3.7 1.8
Number of Traders in Each Category Total Traders: 148
7 14 4 57 28 22 27 9 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,058,212
Positions
39,840 738,783 5,224 641,754 139,286 86,242 175,116 40,575 12,784 56,367 19,306 1,254 39,631 14,758
Changes from: March 20, 2018 Total Change is: -8,095
-7,150 -19,246 1,145 -3,794 10,137 3,918 1,283 -3,936 -145 -2,640 805 110 -822 -883
Percent of Open Interest Represented by Each Category of Trader
3.8 69.8 0.5 60.6 13.2 8.1 16.5 3.8 1.2 5.3 1.8 0.1 3.7 1.4
Number of Traders in Each Category Total Traders: 388
25 20 6 151 48 60 66 28 16 43 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 107,099
Positions
25,191 39,506 65,741 10,409 0 0 1,309 899 580 3,575 30 250 44 93
Changes from: March 20, 2018 Total Change is: -772
1,397 -432 -340 0 0 0 -830 0 0 -1,000 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
23.5 36.9 61.4 9.7 0.0 0.0 1.2 0.8 0.5 3.3 0.0 0.2 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 12 8 7 0 0 . . . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 800,232
Positions
15,345 56,819 14,786 355,225 235,319 140,714 88,729 140,949 20,537 26,086 8,801 25 138,785 182,282
Changes from: March 20, 2018 Total Change is: 8,789
-1,199 12,645 1,548 11,573 -4,352 -2,256 -7,216 -1,201 1,819 -3,343 -862 25 7,838 1,423
Percent of Open Interest Represented by Each Category of Trader
1.9 7.1 1.8 44.4 29.4 17.6 11.1 17.6 2.6 3.3 1.1 0.0 17.3 22.8
Number of Traders in Each Category Total Traders: 176
10 19 5 44 34 38 23 32 19 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 950,300
Positions
8,046 169,318 639 531,950 103,065 143,598 60,368 392,003 24,650 55,900 5,455 759 124,390 110,813
Changes from: March 20, 2018 Total Change is: 4,131
-1,297 5,513 484 2,463 1,042 -3,324 -3,536 4,026 -27 747 -300 0 8,621 -3,283
Percent of Open Interest Represented by Each Category of Trader
0.8 17.8 0.1 56.0 10.8 15.1 6.4 41.3 2.6 5.9 0.6 0.1 13.1 11.7
Number of Traders in Each Category Total Traders: 119
. 14 4 46 14 33 14 21 19 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,914,061
Positions
65,743 208,085 9,205 732,276 394,680 224,930 492,570 495,458 115,632 123,672 271,812 19,069 130,964 175,190
Changes from: March 20, 2018 Total Change is: -1,084
-19,710 -25,754 2,320 -75,415 32,873 12,224 76,519 -14,052 -7,306 7,489 -21 787 2,008 -2,155
Percent of Open Interest Represented by Each Category of Trader
3.4 10.9 0.5 38.3 20.6 11.8 25.7 25.9 6.0 6.5 14.2 1.0 6.8 9.2
Number of Traders in Each Category Total Traders: 348
14 34 6 78 50 58 58 63 37 21 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,505,282
Positions
109,685 206,080 78,337 1,537,974 897,813 443,945 493,983 891,615 129,825 351,635 267,542 23,749 336,149 566,376
Changes from: March 20, 2018 Total Change is: -19,672
-40,624 -29,128 26,031 39,924 18,471 -9,308 -30,950 -66,018 9,570 -29,627 22,986 1,777 13,535 5,947
Percent of Open Interest Represented by Each Category of Trader
3.1 5.9 2.2 43.9 25.6 12.7 14.1 25.4 3.7 10.0 7.6 0.7 9.6 16.2
Number of Traders in Each Category Total Traders: 429
23 40 12 82 99 91 46 85 47 20 34 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 550,265
Positions
22,430 24,519 8,422 154,814 172,419 48,374 170,939 80,009 10,515 34,194 30,647 0 100,577 175,360
Changes from: March 20, 2018 Total Change is: -3,124
3,202 -525 1,499 14,453 -8,687 -1,602 -23,501 -2,815 -1,320 604 2,855 0 3,541 7,471
Percent of Open Interest Represented by Each Category of Trader
4.1 4.5 1.5 28.1 31.3 8.8 31.1 14.5 1.9 6.2 5.6 0.0 18.3 31.9
Number of Traders in Each Category Total Traders: 92
5 6 . 19 27 27 14 9 8 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,386,383
Positions
67,628 393,351 26,242 1,782,791 823,567 467,112 368,243 783,543 139,418 239,102 284,892 6,643 289,204 461,615
Changes from: March 20, 2018 Total Change is: 6,319
-36,071 74,111 127 -4,675 -82,400 24,419 -5,231 -48,520 13,715 -3,319 14,951 -66 17,420 9,982
Percent of Open Interest Represented by Each Category of Trader
2.0 11.6 0.8 52.6 24.3 13.8 10.9 23.1 4.1 7.1 8.4 0.2 8.5 13.6
Number of Traders in Each Category Total Traders: 317
11 37 9 65 54 63 46 56 32 20 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,461,306
Positions
587,270 476,669 637,690 26,046 19,603 114,362 280,653 316,024 528,645 89,671 145,687 159,711 37,258 62,915
Changes from: March 20, 2018 Total Change is: 176,617
76,679 16,080 41,570 17,027 -584 13,131 -9,674 2,588 47,748 -16,264 50,044 6,689 -289 -649
Percent of Open Interest Represented by Each Category of Trader
23.9 19.4 25.9 1.1 0.8 4.6 11.4 12.8 21.5 3.6 5.9 6.5 1.5 2.6
Number of Traders in Each Category Total Traders: 168
25 39 50 . 5 7 28 40 46 9 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is16,915,837
Positions
8,291,952 927,749 1,946,332 186,107 2,820,696 1,859,941 410,282 4,330,945 2,650,937 247,516 318,879 730,860 591,910 1,329,498
Changes from: March 20, 2018 Total Change is: 430,875
215,438 163,832 3,239 62,050 -26,562 -32,031 39,732 226,412 27,326 48,668 5,410 58,276 8,177 4,973
Percent of Open Interest Represented by Each Category of Trader
49.0 5.5 11.5 1.1 16.7 11.0 2.4 25.6 15.7 1.5 1.9 4.3 3.5 7.9
Number of Traders in Each Category Total Traders: 320
42 38 75 9 36 40 24 110 113 12 22 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 27,223
Positions
18,820 5,404 0 79 8,439 219 1,259 8,841 0 6,542 3,905 298 6 117
Changes from: March 20, 2018 Total Change is: -1,466
-570 -182 0 11 0 -11 -759 -1,409 0 -352 -80 215 0 1
Percent of Open Interest Represented by Each Category of Trader
69.1 19.9 0.0 0.3 31.0 0.8 4.6 32.5 0.0 24.0 14.3 1.1 0.0 0.4
Number of Traders in Each Category Total Traders: 49
. 6 0 . 13 . 4 12 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 19,196
Positions
1,180 2,648 0 220 3,388 706 17,044 9,606 0 40 2,805 0 6 43
Changes from: March 20, 2018 Total Change is: 196
764 -272 0 142 37 -30 -656 352 0 0 100 0 -24 9
Percent of Open Interest Represented by Each Category of Trader
6.1 13.8 0.0 1.1 17.6 3.7 88.8 50.0 0.0 0.2 14.6 0.0 0.0 0.2
Number of Traders in Each Category Total Traders: 38
. 6 0 . 9 . 5 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 6,322
Positions
55 0 0 289 0 0 2,221 4,729 41 1,278 604 88 2,350 860
Changes from: March 20, 2018 Total Change is: 61
0 0 0 69 0 0 7 242 10 -51 -97 -1 27 -93
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 4.6 0.0 0.0 35.1 74.8 0.6 20.2 9.6 1.4 37.2 13.6
Number of Traders in Each Category Total Traders: 54
. 0 0 . 0 0 7 15 . 21 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 35,691
Positions
0 4,057 0 7,691 6,694 606 11,670 18,555 1,635 8,237 1,147 0 5,852 2,997
Changes from: March 20, 2018 Total Change is: 5,825
0 0 0 109 601 20 4,847 4,387 143 916 70 0 -210 604
Percent of Open Interest Represented by Each Category of Trader
0.0 11.4 0.0 21.5 18.8 1.7 32.7 52.0 4.6 23.1 3.2 0.0 16.4 8.4
Number of Traders in Each Category Total Traders: 135
0 . 0 7 9 . 26 38 9 43 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 394,826
Positions
30,442 107,059 28,410 76,373 22,040 18,067 101,201 86,649 80,217 7,277 3,682 20,337 32,502 28,365
Changes from: March 20, 2018 Total Change is: -22,567
-19,158 18,749 -9,624 12,823 -4,634 -8,130 20,929 126 -18,278 -5,395 -669 1,366 2,900 -1,473
Percent of Open Interest Represented by Each Category of Trader
7.7 27.1 7.2 19.3 5.6 4.6 25.6 21.9 20.3 1.8 0.9 5.2 8.2 7.2
Number of Traders in Each Category Total Traders: 215
10 16 17 26 20 14 69 38 53 14 10 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 27, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 51,494
Positions
815 0 0 33,615 34 166 10,268 51,082 85 6,339 124 0 206 3
Changes from: March 20, 2018 Total Change is: -5,513
-629 0 0 -1,324 34 0 -209 -2,164 -3,360 41 -4 0 -32 -19
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 65.3 0.1 0.3 19.9 99.2 0.2 12.3 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 43
. 0 0 11 . . 9 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 30, 2018