Traders in Financial Futures - Futures Only Positions as of April 3, 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 127,509
Positions
24,980 3,813 1,274 31,751 23,639 2,702 18,988 56,697 7,826 10,690 1,014 392 28,906 30,152
Changes from: March 27, 2018 Total Change is: -59
433 861 -4 1,955 443 -390 -4,956 695 98 -5 0 -5 2,815 -1,757
Percent of Open Interest Represented by Each Category of Trader
19.6 3.0 1.0 24.9 18.5 2.1 14.9 44.5 6.1 8.4 0.8 0.3 22.7 23.6
Number of Traders in Each Category Total Traders: 101
12 . 6 11 11 4 21 32 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 48,734
Positions
15,683 1,145 0 2,133 6,645 362 19,076 22,593 256 480 2,154 0 10,744 15,579
Changes from: March 27, 2018 Total Change is: 4,085
3,901 716 0 -46 1,018 -11 1,340 1,397 -8 0 480 0 -1,091 493
Percent of Open Interest Represented by Each Category of Trader
32.2 2.3 0.0 4.4 13.6 0.7 39.1 46.4 0.5 1.0 4.4 0.0 22.0 32.0
Number of Traders in Each Category Total Traders: 49
7 . 0 4 8 . 12 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 172,017
Positions
3,219 47,114 602 25,815 58,861 4,398 96,486 26,062 3,033 1,234 8,864 28 37,202 23,055
Changes from: March 27, 2018 Total Change is: -4,930
1,744 4,274 -139 -3,540 319 38 -1,438 -8,980 165 -871 111 16 -905 -734
Percent of Open Interest Represented by Each Category of Trader
1.9 27.4 0.3 15.0 34.2 2.6 56.1 15.2 1.8 0.7 5.2 0.0 21.6 13.4
Number of Traders in Each Category Total Traders: 122
5 12 5 18 17 8 44 19 20 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 148,818
Positions
12,756 54,623 1,313 32,389 22,668 7,735 55,151 31,879 3,300 2,169 1,010 0 34,005 26,290
Changes from: March 27, 2018 Total Change is: -13,220
5,988 993 190 -3,362 803 1,005 -13,453 -16,083 -1,633 -4 80 0 -1,951 1,425
Percent of Open Interest Represented by Each Category of Trader
8.6 36.7 0.9 21.8 15.2 5.2 37.1 21.4 2.2 1.5 0.7 0.0 22.9 17.7
Number of Traders in Each Category Total Traders: 116
6 12 7 20 17 11 30 24 16 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 493,677
Positions
40,980 262,324 2,274 239,595 82,839 27,279 68,333 49,189 13,171 25,064 6,506 771 76,210 49,324
Changes from: March 27, 2018 Total Change is: -20,372
2,923 -14,057 162 -3,965 -515 1,095 -18,051 -9,680 2,945 719 392 0 -6,200 -714
Percent of Open Interest Represented by Each Category of Trader
8.3 53.1 0.5 48.5 16.8 5.5 13.8 10.0 2.7 5.1 1.3 0.2 15.4 10.0
Number of Traders in Each Category Total Traders: 258
18 11 10 81 32 41 41 41 25 23 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 36,675
Positions
0 25,831 214 19,625 1,717 1,208 957 1,610 233 0 771 5 14,433 5,086
Changes from: March 27, 2018 Total Change is: 127
0 27 0 -136 -9 0 48 -169 -40 0 0 0 255 318
Percent of Open Interest Represented by Each Category of Trader
0.0 70.4 0.6 53.5 4.7 3.3 2.6 4.4 0.6 0.0 2.1 0.0 39.4 13.9
Number of Traders in Each Category Total Traders: 27
0 4 . 15 . 6 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 108,830
Positions
32,589 16,260 335 4,643 27,524 2,057 42,762 31,135 3,288 506 750 0 22,650 27,481
Changes from: March 27, 2018 Total Change is: 4,033
10,763 -526 -312 -1,600 2,206 94 -6,634 1,128 239 0 -77 0 1,483 1,281
Percent of Open Interest Represented by Each Category of Trader
29.9 14.9 0.3 4.3 25.3 1.9 39.3 28.6 3.0 0.5 0.7 0.0 20.8 25.3
Number of Traders in Each Category Total Traders: 80
10 5 . 7 10 5 24 21 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 28,550
Positions
2,000 26,207 0 16,183 0 0 7,987 1,488 48 355 110 0 1,977 697
Changes from: March 27, 2018 Total Change is: -624
0 -3 0 -1,744 0 0 1,187 -549 0 209 -12 0 -276 -60
Percent of Open Interest Represented by Each Category of Trader
7.0 91.8 0.0 56.7 0.0 0.0 28.0 5.2 0.2 1.2 0.4 0.0 6.9 2.4
Number of Traders in Each Category Total Traders: 28
. 4 0 . 0 0 14 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 209,945
Positions
9,482 90,360 905 85,478 15,354 0 101,433 89,646 352 3,558 10,473 0 8,737 2,855
Changes from: March 27, 2018 Total Change is: 9,998
-211 16,496 871 3,420 -249 -218 5,981 -6,266 -320 256 192 0 219 -508
Percent of Open Interest Represented by Each Category of Trader
4.5 43.0 0.4 40.7 7.3 0.0 48.3 42.7 0.2 1.7 5.0 0.0 4.2 1.4
Number of Traders in Each Category Total Traders: 165
. 9 . 25 7 0 71 22 . 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 30,426
Positions
15,485 0 246 5,583 19,246 0 5,801 7,981 959 0 750 0 2,352 1,244
Changes from: March 27, 2018 Total Change is: -1,874
8,209 -2,069 -3,898 -188 -1,244 0 -5,732 5,279 -129 0 -5 0 -136 192
Percent of Open Interest Represented by Each Category of Trader
50.9 0.0 0.8 18.3 63.3 0.0 19.1 26.2 3.2 0.0 2.5 0.0 7.7 4.1
Number of Traders in Each Category Total Traders: 24
. 0 . . . 0 9 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 47,079
Positions
3,622 22,567 0 5,274 5,439 28 31,976 12,808 1,029 170 556 0 4,980 4,652
Changes from: March 27, 2018 Total Change is: 351
649 39 0 -666 -9 0 273 259 99 9 6 0 -13 -43
Percent of Open Interest Represented by Each Category of Trader
7.7 47.9 0.0 11.2 11.6 0.1 67.9 27.2 2.2 0.4 1.2 0.0 10.6 9.9
Number of Traders in Each Category Total Traders: 87
6 . 0 12 6 . 35 21 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 11,396
Positions
0 7,899 0 7,636 0 0 1,567 2,109 562 0 112 0 1,631 714
Changes from: March 27, 2018 Total Change is: 190
0 62 0 -133 -105 0 293 174 0 0 -13 0 30 72
Percent of Open Interest Represented by Each Category of Trader
0.0 69.3 0.0 67.0 0.0 0.0 13.8 18.5 4.9 0.0 1.0 0.0 14.3 6.3
Number of Traders in Each Category Total Traders: 22
0 . 0 4 0 0 7 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 48,454
Positions
17,025 30,376 973 11,295 998 293 9,051 6,766 1,123 1,541 1,836 3 7,152 6,088
Changes from: March 27, 2018 Total Change is: -3,414
585 -2,826 159 -520 -1,088 36 -2,789 -227 -314 283 1,057 -94 -760 -118
Percent of Open Interest Represented by Each Category of Trader
35.1 62.7 2.0 23.3 2.1 0.6 18.7 14.0 2.3 3.2 3.8 0.0 14.8 12.6
Number of Traders in Each Category Total Traders: 99
15 18 5 12 . . 27 12 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 96,907
Positions
34,049 60,751 1,945 22,589 1,995 586 18,101 13,531 2,246 3,081 3,672 6 14,304 12,175
Changes from: March 27, 2018 Total Change is: -6,828
1,170 -5,651 318 -1,040 -2,176 72 -5,578 -454 -628 565 2,113 -187 -1,520 -235
Percent of Open Interest Represented by Each Category of Trader
35.1 62.7 2.0 23.3 2.1 0.6 18.7 14.0 2.3 3.2 3.8 0.0 14.8 12.6
Number of Traders in Each Category Total Traders: 99
15 18 5 12 . . 27 12 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 672,875
Positions
49,957 163,550 37,232 251,341 150,205 82,123 85,108 83,782 24,702 29,894 36,367 4,324 108,194 90,591
Changes from: March 27, 2018 Total Change is: 27,414
8,186 -7,520 9,075 -4,223 10,524 -761 1,449 2,903 -1,150 -661 981 1,069 14,432 12,294
Percent of Open Interest Represented by Each Category of Trader
7.4 24.3 5.5 37.4 22.3 12.2 12.6 12.5 3.7 4.4 5.4 0.6 16.1 13.5
Number of Traders in Each Category Total Traders: 579
32 41 28 153 100 99 82 97 70 39 35 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 62,386
Positions
26,338 5,209 300 6,018 4,706 44 8,868 6,725 241 3,392 892 0 17,185 44,269
Changes from: March 27, 2018 Total Change is: 11,833
7,484 -860 0 34 -2 -57 3,178 -189 -204 122 628 0 1,276 12,517
Percent of Open Interest Represented by Each Category of Trader
42.2 8.3 0.5 9.6 7.5 0.1 14.2 10.8 0.4 5.4 1.4 0.0 27.5 71.0
Number of Traders in Each Category Total Traders: 46
12 4 . 4 . . 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 25,262
Positions
24,014 6,144 0 0 14,690 312 0 2,057 36 0 1,624 0 900 399
Changes from: March 27, 2018 Total Change is: 14
88 0 0 0 288 0 0 0 0 0 0 0 -74 -274
Percent of Open Interest Represented by Each Category of Trader
95.1 24.3 0.0 0.0 58.2 1.2 0.0 8.1 0.1 0.0 6.4 0.0 3.6 1.6
Number of Traders in Each Category Total Traders: 22
8 . 0 0 8 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 13,087
Positions
2,399 11,983 0 5,078 0 460 2,163 0 2 1,033 0 1 1,951 641
Changes from: March 27, 2018 Total Change is: 1,585
75 2,810 0 1,796 -1,094 -206 0 0 0 -50 0 1 -31 74
Percent of Open Interest Represented by Each Category of Trader
18.3 91.6 0.0 38.8 0.0 3.5 16.5 0.0 0.0 7.9 0.0 0.0 14.9 4.9
Number of Traders in Each Category Total Traders: 20
. 7 0 6 0 . . 0 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 3,052,445
Positions
196,977 870,585 105,779 1,234,369 735,246 402,645 418,351 422,436 85,151 136,620 181,483 17,510 455,043 231,610
Changes from: March 27, 2018 Total Change is: 77,903
16,451 -20,362 32,433 -21,179 52,739 -3,628 -5,409 18,697 -7,969 -877 4,805 2,303 65,778 -1,115
Percent of Open Interest Represented by Each Category of Trader
6.5 28.5 3.5 40.4 24.1 13.2 13.7 13.8 2.8 4.5 5.9 0.6 14.9 7.6
Number of Traders in Each Category Total Traders: 577
29 44 23 154 99 99 81 97 64 38 35 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 35,425
Positions
3,985 33,491 0 15,472 0 1,249 11,747 0 0 582 320 0 2,390 365
Changes from: March 27, 2018 Total Change is: 4,855
-250 5,087 0 5,360 0 0 0 0 0 0 0 0 -255 -232
Percent of Open Interest Represented by Each Category of Trader
11.2 94.5 0.0 43.7 0.0 3.5 33.2 0.0 0.0 1.6 0.9 0.0 6.7 1.0
Number of Traders in Each Category Total Traders: 29
. 12 0 9 0 . 4 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 25,589
Positions
18,566 11,644 0 1,189 11,122 321 4,398 0 0 0 1,785 0 1,115 717
Changes from: March 27, 2018 Total Change is: 2,026
3,246 179 0 -1,318 1,859 0 -41 0 0 0 0 0 139 -12
Percent of Open Interest Represented by Each Category of Trader
72.6 45.5 0.0 4.6 43.5 1.3 17.2 0.0 0.0 0.0 7.0 0.0 4.4 2.8
Number of Traders in Each Category Total Traders: 21
6 5 0 . 5 . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 78,804
Positions
7,278 28,540 425 40,368 37,559 5,447 13,370 867 1,220 0 220 0 10,696 4,526
Changes from: March 27, 2018 Total Change is: -191
2,269 954 -312 -556 945 647 -2,364 -1,085 -290 0 -887 0 415 -163
Percent of Open Interest Represented by Each Category of Trader
9.2 36.2 0.5 51.2 47.7 6.9 17.0 1.1 1.5 0.0 0.3 0.0 13.6 5.7
Number of Traders in Each Category Total Traders: 79
5 10 . 31 16 12 12 4 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 50,750
Positions
14,471 7,506 2,562 11,736 12,331 932 11,646 17,569 821 1,638 2,861 39 6,904 6,128
Changes from: March 27, 2018 Total Change is: 3,853
2,495 -2,699 904 -496 2,090 -77 1,000 4,270 -15 -99 -20 14 127 -614
Percent of Open Interest Represented by Each Category of Trader
28.5 14.8 5.0 23.1 24.3 1.8 22.9 34.6 1.6 3.2 5.6 0.1 13.6 12.1
Number of Traders in Each Category Total Traders: 261
22 20 9 49 36 18 44 57 16 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 253,749
Positions
72,354 37,532 12,811 58,682 61,654 4,659 58,232 87,844 4,107 8,189 14,304 197 34,518 30,641
Changes from: March 27, 2018 Total Change is: 19,267
12,474 -13,493 4,519 -2,479 10,449 -384 5,002 21,349 -75 -494 -99 71 633 -3,070
Percent of Open Interest Represented by Each Category of Trader
28.5 14.8 5.0 23.1 24.3 1.8 22.9 34.6 1.6 3.2 5.6 0.1 13.6 12.1
Number of Traders in Each Category Total Traders: 261
22 20 9 49 36 18 44 57 16 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 482,368
Positions
43,512 116,434 2,046 226,783 204,229 40,271 121,948 92,866 10,016 20,597 788 1 17,194 15,717
Changes from: March 27, 2018 Total Change is: 424
2,980 3,199 174 -1,752 3,119 2,584 -3,258 -7,687 1,042 9 -1,696 -15 -1,340 -296
Percent of Open Interest Represented by Each Category of Trader
9.0 24.1 0.4 47.0 42.3 8.3 25.3 19.3 2.1 4.3 0.2 0.0 3.6 3.3
Number of Traders in Each Category Total Traders: 284
21 22 . 78 44 37 53 50 20 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 8,706
Positions
1,572 2,064 1,079 360 211 0 1,675 1,017 0 745 260 30 3,245 4,045
Changes from: March 27, 2018 Total Change is: -324
168 83 597 0 -388 0 -606 -790 0 0 0 0 -483 174
Percent of Open Interest Represented by Each Category of Trader
18.1 23.7 12.4 4.1 2.4 0.0 19.2 11.7 0.0 8.6 3.0 0.3 37.3 46.5
Number of Traders in Each Category Total Traders: 23
6 5 . . . 0 4 . 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 44,359
Positions
892 34,386 0 23,220 3,654 1,192 10,901 1,509 557 1,093 204 0 6,504 2,857
Changes from: March 27, 2018 Total Change is: -2,953
253 -4,337 0 -1,640 2,111 460 -1,776 -452 261 -946 204 0 435 -1,200
Percent of Open Interest Represented by Each Category of Trader
2.0 77.5 0.0 52.3 8.2 2.7 24.6 3.4 1.3 2.5 0.5 0.0 14.7 6.4
Number of Traders in Each Category Total Traders: 42
. 4 0 17 . 6 7 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 64,511
Positions
26,233 6,975 789 15,269 26,142 2,388 10,444 8,125 493 217 1,678 0 8,678 17,921
Changes from: March 27, 2018 Total Change is: -2,283
-3,177 2,863 -439 -551 -475 1,045 1,183 187 -128 -76 276 -2 -138 -5,610
Percent of Open Interest Represented by Each Category of Trader
40.7 10.8 1.2 23.7 40.5 3.7 16.2 12.6 0.8 0.3 2.6 0.0 13.5 27.8
Number of Traders in Each Category Total Traders: 63
8 6 . 13 6 8 18 9 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 280,390
Positions
27,322 160,102 3,524 191,349 73,643 19,134 25,506 9,680 1,315 1,829 2,670 0 10,411 10,322
Changes from: March 27, 2018 Total Change is: 10,773
2,871 -3,164 -218 10,241 3,992 -595 -1,879 4,040 270 -242 921 0 325 5,527
Percent of Open Interest Represented by Each Category of Trader
9.7 57.1 1.3 68.2 26.3 6.8 9.1 3.5 0.5 0.7 1.0 0.0 3.7 3.7
Number of Traders in Each Category Total Traders: 147
8 12 4 55 28 19 27 11 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 1,067,881
Positions
40,437 744,465 5,989 667,825 136,081 81,729 165,079 48,487 13,367 50,824 20,492 1,701 40,930 15,570
Changes from: March 27, 2018 Total Change is: 9,669
597 5,682 765 26,071 -3,205 -4,513 -10,037 7,912 583 -5,543 1,186 447 1,299 812
Percent of Open Interest Represented by Each Category of Trader
3.8 69.7 0.6 62.5 12.7 7.7 15.5 4.5 1.3 4.8 1.9 0.2 3.8 1.5
Number of Traders in Each Category Total Traders: 394
27 20 6 157 48 63 60 32 16 41 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 107,179
Positions
25,137 38,770 66,557 10,392 0 250 581 899 580 3,636 30 0 46 93
Changes from: March 27, 2018 Total Change is: 80
-54 -736 816 -17 0 250 -728 0 0 61 0 -250 2 0
Percent of Open Interest Represented by Each Category of Trader
23.5 36.2 62.1 9.7 0.0 0.2 0.5 0.8 0.5 3.4 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 12 8 7 0 . . . . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 773,737
Positions
16,988 45,078 11,119 344,369 222,686 142,340 66,838 137,365 23,691 27,753 9,214 14 140,625 182,230
Changes from: March 27, 2018 Total Change is: -26,495
1,643 -11,741 -3,667 -10,856 -12,633 1,626 -21,891 -3,584 3,154 1,667 413 -11 1,840 -52
Percent of Open Interest Represented by Each Category of Trader
2.2 5.8 1.4 44.5 28.8 18.4 8.6 17.8 3.1 3.6 1.2 0.0 18.2 23.6
Number of Traders in Each Category Total Traders: 167
12 15 4 41 32 37 20 32 15 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 938,134
Positions
8,206 159,992 382 537,852 106,593 131,846 61,503 405,369 19,573 56,359 5,455 759 121,654 108,165
Changes from: March 27, 2018 Total Change is: -12,166
160 -9,326 -257 5,902 3,528 -11,752 1,135 13,366 -5,077 459 0 0 -2,736 -2,648
Percent of Open Interest Represented by Each Category of Trader
0.9 17.1 0.0 57.3 11.4 14.1 6.6 43.2 2.1 6.0 0.6 0.1 13.0 11.5
Number of Traders in Each Category Total Traders: 120
. 13 . 46 14 32 12 23 16 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 1,918,159
Positions
56,156 185,189 14,041 678,164 433,944 234,893 535,083 522,718 104,978 145,517 235,124 19,042 130,285 168,230
Changes from: March 27, 2018 Total Change is: 4,098
-9,587 -22,896 4,836 -54,112 39,264 9,963 42,513 27,260 -10,654 21,845 -36,688 -27 -679 -6,960
Percent of Open Interest Represented by Each Category of Trader
2.9 9.7 0.7 35.4 22.6 12.2 27.9 27.3 5.5 7.6 12.3 1.0 6.8 8.8
Number of Traders in Each Category Total Traders: 346
12 34 6 73 50 55 62 63 35 22 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 3,439,319
Positions
137,718 197,002 71,277 1,550,790 796,907 441,584 392,149 980,966 130,639 348,523 263,618 19,718 346,921 537,608
Changes from: March 27, 2018 Total Change is: -65,963
28,033 -9,078 -7,060 12,816 -100,906 -2,361 -101,834 89,351 814 -3,112 -3,924 -4,031 10,772 -28,768
Percent of Open Interest Represented by Each Category of Trader
4.0 5.7 2.1 45.1 23.2 12.8 11.4 28.5 3.8 10.1 7.7 0.6 10.1 15.6
Number of Traders in Each Category Total Traders: 437
24 39 13 85 91 94 48 99 50 22 29 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 553,135
Positions
25,828 25,357 9,412 146,693 159,747 51,455 161,589 83,581 11,075 42,401 38,599 0 104,682 173,909
Changes from: March 27, 2018 Total Change is: 2,870
3,398 838 990 -8,121 -12,672 3,081 -9,350 3,572 560 8,207 7,952 0 4,105 -1,451
Percent of Open Interest Represented by Each Category of Trader
4.7 4.6 1.7 26.5 28.9 9.3 29.2 15.1 2.0 7.7 7.0 0.0 18.9 31.4
Number of Traders in Each Category Total Traders: 94
5 5 . 19 26 26 15 10 9 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 3,397,735
Positions
67,092 340,029 28,530 1,864,180 765,441 490,676 341,207 880,871 130,637 214,222 301,207 6,235 254,956 454,109
Changes from: March 27, 2018 Total Change is: 11,352
-536 -53,322 2,288 81,389 -58,126 23,564 -27,036 97,328 -8,781 -24,880 16,315 -408 -34,248 -7,506
Percent of Open Interest Represented by Each Category of Trader
2.0 10.0 0.8 54.9 22.5 14.4 10.0 25.9 3.8 6.3 8.9 0.2 7.5 13.4
Number of Traders in Each Category Total Traders: 319
13 32 9 71 54 66 39 64 33 18 28 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 2,325,474
Positions
601,144 434,481 590,082 21,277 18,191 116,581 233,510 319,482 495,188 86,085 142,743 147,892 33,715 60,834
Changes from: March 27, 2018 Total Change is: -135,832
13,874 -42,188 -47,608 -4,769 -1,412 2,219 -47,143 3,458 -33,457 -3,586 -2,944 -11,819 -3,543 -2,081
Percent of Open Interest Represented by Each Category of Trader
25.9 18.7 25.4 0.9 0.8 5.0 10.0 13.7 21.3 3.7 6.1 6.4 1.4 2.6
Number of Traders in Each Category Total Traders: 167
27 34 47 . 5 7 25 43 44 8 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 is16,917,039
Positions
8,115,701 873,528 2,113,053 292,551 2,803,585 1,769,244 410,832 4,340,214 2,589,354 202,541 320,113 770,885 652,878 1,337,063
Changes from: March 27, 2018 Total Change is: 1,202
-176,251 -54,221 166,721 106,444 -17,111 -90,697 550 9,269 -61,583 -44,975 1,234 40,025 60,968 7,565
Percent of Open Interest Represented by Each Category of Trader
48.0 5.2 12.5 1.7 16.6 10.5 2.4 25.7 15.3 1.2 1.9 4.6 3.9 7.9
Number of Traders in Each Category Total Traders: 321
39 43 77 9 36 40 27 104 111 12 24 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 29,255
Positions
18,240 4,593 0 81 8,870 219 1,440 11,318 0 9,009 3,914 264 2 77
Changes from: March 27, 2018 Total Change is: 2,032
-580 -811 0 2 431 0 181 2,477 0 2,467 9 -34 -4 -40
Percent of Open Interest Represented by Each Category of Trader
62.3 15.7 0.0 0.3 30.3 0.7 4.9 38.7 0.0 30.8 13.4 0.9 0.0 0.3
Number of Traders in Each Category Total Traders: 49
. 6 0 . 13 . 4 12 0 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 19,670
Positions
1,864 2,736 0 220 3,353 706 16,836 9,918 0 40 2,900 0 4 57
Changes from: March 27, 2018 Total Change is: 474
684 88 0 0 -35 0 -208 312 0 0 95 0 -2 14
Percent of Open Interest Represented by Each Category of Trader
9.5 13.9 0.0 1.1 17.0 3.6 85.6 50.4 0.0 0.2 14.7 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 36
. 5 0 . 9 . 4 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 6,198
Positions
55 0 0 379 0 0 1,810 4,773 53 1,198 455 79 2,624 838
Changes from: March 27, 2018 Total Change is: -124
0 0 0 90 0 0 -411 44 12 -80 -149 -9 274 -22
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 6.1 0.0 0.0 29.2 77.0 0.9 19.3 7.3 1.3 42.3 13.5
Number of Traders in Each Category Total Traders: 56
. 0 0 . 0 0 7 16 . 22 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 31,226
Positions
0 3,977 0 7,964 6,360 665 9,267 16,112 664 6,552 977 3 6,111 2,468
Changes from: March 27, 2018 Total Change is: -4,465
0 -80 0 273 -334 59 -2,403 -2,443 -971 -1,685 -170 3 259 -529
Percent of Open Interest Represented by Each Category of Trader
0.0 12.7 0.0 25.5 20.4 2.1 29.7 51.6 2.1 21.0 3.1 0.0 19.6 7.9
Number of Traders in Each Category Total Traders: 129
0 . 0 9 9 . 28 35 9 36 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 377,503
Positions
29,997 102,929 35,689 75,814 24,290 19,159 90,584 71,740 68,797 8,497 7,412 16,466 32,500 31,021
Changes from: March 27, 2018 Total Change is: -17,323
-445 -4,130 7,279 -559 2,250 1,092 -10,617 -14,909 -11,420 1,220 3,730 -3,871 -2 2,656
Percent of Open Interest Represented by Each Category of Trader
7.9 27.3 9.5 20.1 6.4 5.1 24.0 19.0 18.2 2.3 2.0 4.4 8.6 8.2
Number of Traders in Each Category Total Traders: 204
10 16 18 30 20 18 57 36 52 11 11 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 3, 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 45,339
Positions
815 0 0 27,533 36 166 10,045 44,923 85 6,487 124 0 208 5
Changes from: March 27, 2018 Total Change is: -6,155
0 0 0 -6,082 2 0 -223 -6,159 0 148 0 0 2 2
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 60.7 0.1 0.4 22.2 99.1 0.2 14.3 0.3 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 44
. 0 0 11 . . 10 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 6, 2018