Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 146,552
Positions
39,318 10,087 1,083 40,525 34,249 4,921 10,118 52,837 6,939 16,068 728 67 27,513 35,641
Changes from: February 26, 2019 Total Change is: -1,069
3,232 -3,596 132 -2,613 2,168 36 -3,266 -4,597 44 -545 -11 -62 1,973 4,817
Percent of Open Interest Represented by Each Category of Trader
26.8 6.9 0.7 27.7 23.4 3.4 6.9 36.1 4.7 11.0 0.5 0.0 18.8 24.3
Number of Traders in Each Category Total Traders: 106
10 5 5 15 14 11 13 34 12 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 79,621
Positions
47,437 2,475 162 1,659 27,537 1,888 19,485 20,415 382 438 919 0 8,170 25,843
Changes from: February 26, 2019 Total Change is: 4,344
1,326 -153 -20 -66 853 572 2,972 720 -105 0 0 0 -335 2,477
Percent of Open Interest Represented by Each Category of Trader
59.6 3.1 0.2 2.1 34.6 2.4 24.5 25.6 0.5 0.6 1.2 0.0 10.3 32.5
Number of Traders in Each Category Total Traders: 59
8 . . . 19 4 12 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 193,497
Positions
51,876 31,052 5,230 54,351 60,456 4,976 32,435 44,357 6,301 11,783 7,610 0 26,545 33,515
Changes from: February 26, 2019 Total Change is: -8,568
-6,572 213 2,180 4,149 -6,866 409 -7,220 -6,188 691 -8 -98 0 -2,197 1,091
Percent of Open Interest Represented by Each Category of Trader
26.8 16.0 2.7 28.1 31.2 2.6 16.8 22.9 3.3 6.1 3.9 0.0 13.7 17.3
Number of Traders in Each Category Total Traders: 110
8 8 7 14 22 12 25 27 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 207,083
Positions
84,404 49,226 3,651 33,413 57,202 9,131 37,332 41,940 7,050 3,083 2,508 0 29,019 36,375
Changes from: February 26, 2019 Total Change is: 20,925
9,176 -10,775 -871 636 16,559 -44 7,213 9,250 2,665 -605 0 0 2,755 4,141
Percent of Open Interest Represented by Each Category of Trader
40.8 23.8 1.8 16.1 27.6 4.4 18.0 20.3 3.4 1.5 1.2 0.0 14.0 17.6
Number of Traders in Each Category Total Traders: 115
8 9 5 18 23 10 22 30 17 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 541,753
Positions
53,779 106,320 4,592 294,176 180,693 24,237 44,045 125,120 9,721 18,399 21,776 235 92,569 69,059
Changes from: February 26, 2019 Total Change is: 13,377
4,858 -9,967 -183 -2,563 6,935 -1,455 13,179 12,074 -1,414 -901 427 -26 1,882 6,986
Percent of Open Interest Represented by Each Category of Trader
9.9 19.6 0.8 54.3 33.4 4.5 8.1 23.1 1.8 3.4 4.0 0.0 17.1 12.7
Number of Traders in Each Category Total Traders: 276
19 9 10 93 38 41 30 51 20 21 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,380
Positions
0 12,035 0 10,325 7,959 2,820 4,805 0 101 0 727 5 13,324 7,733
Changes from: February 26, 2019 Total Change is: 30
0 -1,741 0 -2,321 1,163 234 1,377 0 70 0 0 0 670 304
Percent of Open Interest Represented by Each Category of Trader
0.0 38.4 0.0 32.9 25.4 9.0 15.3 0.0 0.3 0.0 2.3 0.0 42.5 24.6
Number of Traders in Each Category Total Traders: 24
0 . 0 10 7 8 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 141,773
Positions
62,429 10,140 3,998 14,827 45,028 3,430 23,882 33,618 4,624 5,345 2,632 0 23,238 38,303
Changes from: February 26, 2019 Total Change is: 11,271
8,160 -134 162 -4,175 7,878 494 5,479 2,257 348 -59 -1,000 0 862 1,266
Percent of Open Interest Represented by Each Category of Trader
44.0 7.2 2.8 10.5 31.8 2.4 16.8 23.7 3.3 3.8 1.9 0.0 16.4 27.0
Number of Traders in Each Category Total Traders: 94
10 5 5 12 21 10 19 22 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,281
Positions
0 30,064 500 44,744 566 0 2,836 15,419 0 444 2,670 0 1,757 1,062
Changes from: February 26, 2019 Total Change is: 68
0 13 -5 1,366 -8 0 -780 546 -544 0 0 0 31 66
Percent of Open Interest Represented by Each Category of Trader
0.0 59.8 1.0 89.0 1.1 0.0 5.6 30.7 0.0 0.9 5.3 0.0 3.5 2.1
Number of Traders in Each Category Total Traders: 37
0 6 . 8 . 0 11 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 246,641
Positions
837 128,507 800 149,840 10,899 960 84,068 67,071 873 1,906 23,719 0 7,357 13,812
Changes from: February 26, 2019 Total Change is: 10,057
329 2,178 0 4,256 -4,831 635 5,616 12,019 -101 -848 202 0 170 -45
Percent of Open Interest Represented by Each Category of Trader
0.3 52.1 0.3 60.8 4.4 0.4 34.1 27.2 0.4 0.8 9.6 0.0 3.0 5.6
Number of Traders in Each Category Total Traders: 165
. 10 . 30 11 . 56 32 6 8 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,907
Positions
2,205 5,897 0 856 4,166 0 9,535 4,081 284 516 450 0 2,511 1,029
Changes from: February 26, 2019 Total Change is: -5,158
1,880 4,313 -5,703 -315 1,273 0 219 -4,521 -417 -284 60 0 -538 -163
Percent of Open Interest Represented by Each Category of Trader
13.9 37.1 0.0 5.4 26.2 0.0 59.9 25.7 1.8 3.2 2.8 0.0 15.8 6.5
Number of Traders in Each Category Total Traders: 33
. . 0 . 4 0 10 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,314
Positions
9,903 1,583 2,078 12,268 11,325 409 9,219 14,426 2,254 217 2,084 0 2,966 5,155
Changes from: February 26, 2019 Total Change is: 3,907
321 -630 2,009 225 2,535 -258 1,650 509 128 98 -424 0 -266 38
Percent of Open Interest Represented by Each Category of Trader
25.2 4.0 5.3 31.2 28.8 1.0 23.4 36.7 5.7 0.6 5.3 0.0 7.5 13.1
Number of Traders in Each Category Total Traders: 78
6 . . 11 9 . 16 25 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 27,314
Positions
4,513 11,087 8,483 10,771 2,302 1 2,323 3,975 22 0 0 0 1,201 1,444
Changes from: February 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.5 40.6 31.1 39.4 8.4 0.0 8.5 14.6 0.1 0.0 0.0 0.0 4.4 5.3
Number of Traders in Each Category Total Traders: 20
. . . 4 4 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,409
Positions
11,295 20,122 1,792 10,237 5,083 1,558 10,470 4,531 409 1,686 1,897 0 6,964 9,018
Changes from: February 26, 2019 Total Change is: 1,702
-381 -782 915 485 1,273 3 -116 -327 134 135 616 0 528 -130
Percent of Open Interest Represented by Each Category of Trader
25.4 45.3 4.0 23.1 11.4 3.5 23.6 10.2 0.9 3.8 4.3 0.0 15.7 20.3
Number of Traders in Each Category Total Traders: 104
14 17 9 14 7 6 22 17 5 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 88,817
Positions
22,590 40,244 3,583 20,473 10,165 3,116 20,939 9,062 818 3,371 3,794 0 13,927 18,035
Changes from: February 26, 2019 Total Change is: 3,403
-761 -1,564 1,829 969 2,546 6 -232 -653 267 270 1,232 0 1,055 -260
Percent of Open Interest Represented by Each Category of Trader
25.4 45.3 4.0 23.1 11.4 3.5 23.6 10.2 0.9 3.8 4.3 0.0 15.7 20.3
Number of Traders in Each Category Total Traders: 104
14 17 9 14 7 6 22 17 5 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,569
Positions
12,701 27,219 0 17,636 1,493 337 360 2,187 0 0 446 0 1,535 887
Changes from: February 26, 2019 Total Change is: 1,078
2,192 566 0 -582 204 -207 0 28 0 0 0 0 -325 487
Percent of Open Interest Represented by Each Category of Trader
39.0 83.6 0.0 54.1 4.6 1.0 1.1 6.7 0.0 0.0 1.4 0.0 4.7 2.7
Number of Traders in Each Category Total Traders: 22
. 6 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 571,144
Positions
47,232 103,058 46,725 255,679 127,714 56,734 46,771 77,462 22,040 18,166 56,221 1,690 76,107 79,500
Changes from: February 26, 2019 Total Change is: -31,978
-1,433 -1,305 -11,205 -930 -2,795 -2,910 4,776 2,085 -2,385 1,089 2,614 -865 -18,115 -15,212
Percent of Open Interest Represented by Each Category of Trader
8.3 18.0 8.2 44.8 22.4 9.9 8.2 13.6 3.9 3.2 9.8 0.3 13.3 13.9
Number of Traders in Each Category Total Traders: 574
28 41 27 167 94 118 69 105 64 37 33 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,430
Positions
11,232 12,096 5,043 3,679 7,197 0 9,554 1,819 894 0 3 9 16,019 19,369
Changes from: February 26, 2019 Total Change is: -16,808
-13,171 3,740 -2,500 353 0 0 -2,833 -256 -10 0 -4 0 1,353 -17,778
Percent of Open Interest Represented by Each Category of Trader
24.2 26.1 10.9 7.9 15.5 0.0 20.6 3.9 1.9 0.0 0.0 0.0 34.5 41.7
Number of Traders in Each Category Total Traders: 30
5 6 . . . 0 8 6 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,345
Positions
2,800 11,015 0 7,802 857 141 540 344 0 0 0 0 2,062 988
Changes from: February 26, 2019 Total Change is: -214
4 -5 -20 35 0 0 57 -230 0 0 0 0 -290 41
Percent of Open Interest Represented by Each Category of Trader
21.0 82.5 0.0 58.5 6.4 1.1 4.0 2.6 0.0 0.0 0.0 0.0 15.5 7.4
Number of Traders in Each Category Total Traders: 24
. 10 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,623,571
Positions
249,320 524,131 139,086 1,267,188 609,774 276,485 231,651 423,779 60,166 90,831 281,088 8,406 300,438 300,656
Changes from: February 26, 2019 Total Change is: -75,848
22,288 -61,626 -7,122 -4,712 -12,272 -16,251 25,772 -569 398 5,447 13,090 -4,327 -97,341 12,831
Percent of Open Interest Represented by Each Category of Trader
9.5 20.0 5.3 48.3 23.2 10.5 8.8 16.2 2.3 3.5 10.7 0.3 11.5 11.5
Number of Traders in Each Category Total Traders: 572
29 40 21 168 93 117 69 104 60 37 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,666
Positions
7,039 12,658 0 7,861 2,992 1,165 201 554 0 0 0 0 1,400 297
Changes from: February 26, 2019 Total Change is: 1,331
957 1,114 0 0 489 162 201 -250 -7 0 0 0 18 -177
Percent of Open Interest Represented by Each Category of Trader
39.8 71.7 0.0 44.5 16.9 6.6 1.1 3.1 0.0 0.0 0.0 0.0 7.9 1.7
Number of Traders in Each Category Total Traders: 22
. 10 0 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,586
Positions
10,941 14,171 0 4,120 316 147 215 387 0 0 825 0 1,163 740
Changes from: February 26, 2019 Total Change is: 879
-716 1,557 -31 1,239 -1,084 69 -13 0 0 0 0 0 331 368
Percent of Open Interest Represented by Each Category of Trader
66.0 85.4 0.0 24.8 1.9 0.9 1.3 2.3 0.0 0.0 5.0 0.0 7.0 4.5
Number of Traders in Each Category Total Traders: 21
4 8 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,779
Positions
10,270 10,479 0 3,284 3,906 838 1,119 683 0 0 890 0 2,268 983
Changes from: February 26, 2019 Total Change is: -649
1,458 -384 0 -1,705 573 -113 -325 -588 0 0 0 0 36 -137
Percent of Open Interest Represented by Each Category of Trader
57.8 58.9 0.0 18.5 22.0 4.7 6.3 3.8 0.0 0.0 5.0 0.0 12.8 5.5
Number of Traders in Each Category Total Traders: 27
7 5 0 5 . . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 67,649
Positions
9,074 14,757 2,504 40,958 36,882 2,393 2,222 2,893 192 263 4,618 0 10,043 3,410
Changes from: February 26, 2019 Total Change is: 47
-37 426 403 -481 675 -281 -119 -1,014 -41 0 431 0 603 -552
Percent of Open Interest Represented by Each Category of Trader
13.4 21.8 3.7 60.5 54.5 3.5 3.3 4.3 0.3 0.4 6.8 0.0 14.8 5.0
Number of Traders in Each Category Total Traders: 80
6 9 4 32 18 14 5 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,534
Positions
18,959 10,895 513 12,461 13,401 824 5,462 8,975 1,577 1,502 1,711 10 5,226 8,628
Changes from: February 26, 2019 Total Change is: 1,877
1,394 57 256 -155 -313 -58 -477 444 772 82 333 -1 63 387
Percent of Open Interest Represented by Each Category of Trader
40.7 23.4 1.1 26.8 28.8 1.8 11.7 19.3 3.4 3.2 3.7 0.0 11.2 18.5
Number of Traders in Each Category Total Traders: 234
24 18 6 51 36 26 29 49 21 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 232,670
Positions
94,796 54,476 2,564 62,304 67,007 4,120 27,312 44,877 7,884 7,510 8,556 48 26,132 43,138
Changes from: February 26, 2019 Total Change is: 9,383
6,971 284 1,279 -773 -1,566 -289 -2,384 2,219 3,859 411 1,665 -5 314 1,937
Percent of Open Interest Represented by Each Category of Trader
40.7 23.4 1.1 26.8 28.8 1.8 11.7 19.3 3.4 3.2 3.7 0.0 11.2 18.5
Number of Traders in Each Category Total Traders: 234
24 18 6 51 36 26 29 49 21 9 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 513,085
Positions
101,248 89,610 13,138 256,955 221,922 40,429 70,951 87,076 5,604 5,404 36,077 30 19,326 19,199
Changes from: February 26, 2019 Total Change is: 3,681
6,177 -5,523 263 -1,010 2,448 -1,600 1,700 3,573 702 -2,466 4,208 -8 -77 -382
Percent of Open Interest Represented by Each Category of Trader
19.7 17.5 2.6 50.1 43.3 7.9 13.8 17.0 1.1 1.1 7.0 0.0 3.8 3.7
Number of Traders in Each Category Total Traders: 297
25 20 10 73 55 43 49 52 23 9 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,260
Positions
4,606 3,327 0 10,047 2,511 556 3,937 19,686 6,325 2,712 0 2,197 8,880 4,658
Changes from: February 26, 2019 Total Change is: 10,026
-364 11 0 -387 965 36 -762 -617 5,728 753 0 2,197 2,825 1,706
Percent of Open Interest Represented by Each Category of Trader
11.7 8.5 0.0 25.6 6.4 1.4 10.0 50.1 16.1 6.9 0.0 5.6 22.6 11.9
Number of Traders in Each Category Total Traders: 40
. . 0 10 5 4 7 6 7 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 87,241
Positions
14,096 15,453 10,962 17,692 6,413 2,316 25,778 7,968 6,086 331 1,541 309 9,671 36,193
Changes from: February 26, 2019 Total Change is: 15,892
-320 454 9,516 -302 -259 121 1,664 212 4,855 21 608 309 28 76
Percent of Open Interest Represented by Each Category of Trader
16.2 17.7 12.6 20.3 7.4 2.7 29.5 9.1 7.0 0.4 1.8 0.4 11.1 41.5
Number of Traders in Each Category Total Traders: 77
15 10 9 15 7 8 14 12 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 309,532
Positions
32,394 189,762 3,429 225,063 77,721 19,440 13,769 10,807 147 6,519 1,471 0 8,771 6,755
Changes from: February 26, 2019 Total Change is: -17,123
111 -11,862 293 -16,911 2,188 -1,468 10 -6,487 32 165 -10 0 645 191
Percent of Open Interest Represented by Each Category of Trader
10.5 61.3 1.1 72.7 25.1 6.3 4.4 3.5 0.0 2.1 0.5 0.0 2.8 2.2
Number of Traders in Each Category Total Traders: 160
14 10 5 64 36 28 15 12 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,365,338
Positions
85,208 918,751 28,500 1,000,120 209,516 101,948 80,649 75,366 3,159 31,386 14,974 1,396 32,972 11,728
Changes from: February 26, 2019 Total Change is: -19,020
755 -19,891 23,456 -38,166 -7,691 -1,400 -7,865 -14,005 1,208 2,198 -523 1,188 -394 -1,362
Percent of Open Interest Represented by Each Category of Trader
6.2 67.3 2.1 73.3 15.3 7.5 5.9 5.5 0.2 2.3 1.1 0.1 2.4 0.9
Number of Traders in Each Category Total Traders: 422
27 20 13 190 58 82 58 30 16 32 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 82,296
Positions
31,504 49,448 32,182 6,578 0 305 10,702 0 300 700 0 0 25 61
Changes from: February 26, 2019 Total Change is: 3,345
1,173 1,469 1,876 -172 0 0 520 0 0 -52 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.3 60.1 39.1 8.0 0.0 0.4 13.0 0.0 0.4 0.9 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
4 15 7 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 963,855
Positions
7,536 83,290 5,705 439,971 344,689 185,997 103,562 128,400 25,735 28,175 30,638 1,364 165,810 158,037
Changes from: February 26, 2019 Total Change is: -177,980
-3,109 -25,011 -3,476 -22,876 499 -13,201 -8,681 -24,145 -91,585 1,558 -588 -770 -35,840 -19,703
Percent of Open Interest Represented by Each Category of Trader
0.8 8.6 0.6 45.6 35.8 19.3 10.7 13.3 2.7 2.9 3.2 0.1 17.2 16.4
Number of Traders in Each Category Total Traders: 183
4 20 7 56 32 48 29 28 10 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,132,104
Positions
11,076 177,989 2,415 665,795 49,349 186,370 30,659 587,757 29,044 45,188 2,993 251 161,306 95,936
Changes from: February 26, 2019 Total Change is: -67,490
3,384 -18,133 -5,869 -31,567 7,001 3,880 4,466 -28,204 -3,221 12,432 2,993 -700 -50,295 -25,237
Percent of Open Interest Represented by Each Category of Trader
1.0 15.7 0.2 58.8 4.4 16.5 2.7 51.9 2.6 4.0 0.3 0.0 14.2 8.5
Number of Traders in Each Category Total Traders: 132
5 12 6 62 16 51 8 24 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,926,538
Positions
103,477 228,660 18,431 1,369,635 475,390 237,050 497,998 1,583,566 73,548 403,364 167,049 22,311 200,724 120,533
Changes from: February 26, 2019 Total Change is: -180,484
-32,811 -42,211 -32,837 76,360 87,360 -48,533 -57,387 -44,403 -53,744 -300 5,016 -8,808 -22,424 -42,324
Percent of Open Interest Represented by Each Category of Trader
3.5 7.8 0.6 46.8 16.2 8.1 17.0 54.1 2.5 13.8 5.7 0.8 6.9 4.1
Number of Traders in Each Category Total Traders: 320
17 27 10 106 33 71 50 50 32 21 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,781,543
Positions
148,635 212,908 44,253 1,770,240 861,288 639,751 284,319 1,221,197 172,591 276,915 215,980 24,335 420,504 389,240
Changes from: February 26, 2019 Total Change is: -448,081
-39,795 -99,690 -32,461 -129,927 -15,567 -44,655 -61,548 -121,548 -65,673 16,850 -2,301 -6,989 -83,883 -59,197
Percent of Open Interest Represented by Each Category of Trader
3.9 5.6 1.2 46.8 22.8 16.9 7.5 32.3 4.6 7.3 5.7 0.6 11.1 10.3
Number of Traders in Each Category Total Traders: 392
25 30 12 103 70 91 56 74 36 20 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 664,646
Positions
25,823 48,313 7,353 276,669 244,769 89,965 85,620 104,117 6,481 60,056 13,208 500 112,179 149,940
Changes from: February 26, 2019 Total Change is: -79,969
-1,047 -14,364 3,687 8,030 22,228 -5,707 -45,310 -22,221 -17,384 2,220 -2,506 0 -24,458 -43,702
Percent of Open Interest Represented by Each Category of Trader
3.9 7.3 1.1 41.6 36.8 13.5 12.9 15.7 1.0 9.0 2.0 0.1 16.9 22.6
Number of Traders in Each Category Total Traders: 107
4 9 . 28 35 37 12 11 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,203,625
Positions
75,466 375,223 57,409 2,356,466 720,769 560,049 441,050 1,676,392 162,815 194,590 306,088 3,301 352,479 341,579
Changes from: February 26, 2019 Total Change is: -242,863
-71,108 -42,794 -825 1,614 -51,540 -45,954 -98,590 -26,208 14,779 -3,992 -2,127 -200 -38,587 -87,994
Percent of Open Interest Represented by Each Category of Trader
1.8 8.9 1.4 56.1 17.1 13.3 10.5 39.9 3.9 4.6 7.3 0.1 8.4 8.1
Number of Traders in Each Category Total Traders: 319
12 31 11 97 46 80 34 66 29 9 24 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,644,146
Positions
506,647 283,710 425,351 47,382 15,239 59,788 168,239 432,539 331,665 47,442 19,327 23,466 34,166 53,061
Changes from: February 26, 2019 Total Change is: -252,173
-79,534 30,800 -25,971 23,178 -161 -31,455 -34,299 -128,797 -80,756 -11,563 -5,367 -4,675 -7,098 -5,791
Percent of Open Interest Represented by Each Category of Trader
30.8 17.3 25.9 2.9 0.9 3.6 10.2 26.3 20.2 2.9 1.2 1.4 2.1 3.2
Number of Traders in Each Category Total Traders: 148
19 36 50 . 5 4 28 36 42 6 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is12,665,700
Positions
2,971,110 1,452,721 2,689,619 491,027 1,616,938 1,053,837 1,469,671 1,294,402 2,965,271 131,305 266,100 187,801 706,059 1,139,011
Changes from: February 26, 2019 Total Change is: 252,776
145,544 103,766 25,092 46,272 171,719 68,093 30,575 18,188 -63,000 17,691 -25,069 -20,781 3,290 -25,232
Percent of Open Interest Represented by Each Category of Trader
23.5 11.5 21.2 3.9 12.8 8.3 11.6 10.2 23.4 1.0 2.1 1.5 5.6 9.0
Number of Traders in Each Category Total Traders: 272
26 43 64 13 33 40 54 57 95 11 21 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 59,715
Positions
5,623 16,535 8,125 604 0 0 23,892 13,539 20,874 25 0 0 572 642
Changes from: February 26, 2019 Total Change is: 6,164
-207 -2,199 913 470 0 0 -1,350 1,066 5,882 0 0 0 456 502
Percent of Open Interest Represented by Each Category of Trader
9.4 27.7 13.6 1.0 0.0 0.0 40.0 22.7 35.0 0.0 0.0 0.0 1.0 1.1
Number of Traders in Each Category Total Traders: 32
. 7 8 . 0 0 13 9 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 63,463
Positions
8,213 14,113 12,496 2,484 3,600 884 31,458 26,515 5,313 1,208 0 0 1,407 542
Changes from: February 26, 2019 Total Change is: 1,807
-11,434 4,533 2,794 1,811 0 185 7,799 -4,363 245 -704 0 0 1,111 -1,587
Percent of Open Interest Represented by Each Category of Trader
12.9 22.2 19.7 3.9 5.7 1.4 49.6 41.8 8.4 1.9 0.0 0.0 2.2 0.9
Number of Traders in Each Category Total Traders: 55
7 10 9 . . . 17 16 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,483
Positions
531 5,547 0 1,229 7,698 42 12,452 11,523 106 15,046 1,235 0 77 3,332
Changes from: February 26, 2019 Total Change is: -163
-65 250 0 -117 20 21 774 -251 12 -727 0 0 -61 -215
Percent of Open Interest Represented by Each Category of Trader
1.8 18.8 0.0 4.2 26.1 0.1 42.2 39.1 0.4 51.0 4.2 0.0 0.3 11.3
Number of Traders in Each Category Total Traders: 35
. 5 0 . 10 . . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,950
Positions
3,367 2,447 0 568 2,030 27 9,976 7,080 0 0 407 0 12 1,959
Changes from: February 26, 2019 Total Change is: -224
-1,121 96 0 -162 0 -8 1,059 -65 0 0 0 0 8 -247
Percent of Open Interest Represented by Each Category of Trader
24.1 17.5 0.0 4.1 14.6 0.2 71.5 50.8 0.0 0.0 2.9 0.0 0.1 14.0
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 73,685
Positions
1,830 5,386 32,094 0 220 0 18,120 7,213 21,364 30 7,135 246 1 27
Changes from: February 26, 2019 Total Change is: 455
0 598 0 0 0 0 455 -886 0 0 750 0 0 -7
Percent of Open Interest Represented by Each Category of Trader
2.5 7.3 43.6 0.0 0.3 0.0 24.6 9.8 29.0 0.0 9.7 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 . 0 4 . . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,896
Positions
55 0 0 0 27 0 488 2,154 242 1,246 1,136 53 1,812 284
Changes from: February 26, 2019 Total Change is: 433
0 0 0 0 0 0 189 424 59 50 -27 13 122 -36
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 0.7 0.0 12.5 55.3 6.2 32.0 29.2 1.4 46.5 7.3
Number of Traders in Each Category Total Traders: 41
. 0 0 0 . 0 9 11 4 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,226
Positions
0 124 0 33 228 27 1,347 1,812 138 823 559 0 858 338
Changes from: February 26, 2019 Total Change is: -98
0 0 0 -21 -55 0 -228 -73 33 84 -65 0 34 62
Percent of Open Interest Represented by Each Category of Trader
0.0 3.8 0.0 1.0 7.1 0.8 41.8 56.2 4.3 25.5 17.3 0.0 26.6 10.5
Number of Traders in Each Category Total Traders: 40
0 . 0 . . . 8 11 4 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,897
Positions
142 36,709 0 18,839 2,217 444 22,629 6,708 5,883 2,141 519 296 4,523 2,121
Changes from: February 26, 2019 Total Change is: -9,702
-80 -25 0 -55 -136 -11 -9,012 -8,724 -467 -447 59 -54 424 -344
Percent of Open Interest Represented by Each Category of Trader
0.3 66.9 0.0 34.3 4.0 0.8 41.2 12.2 10.7 3.9 0.9 0.5 8.2 3.9
Number of Traders in Each Category Total Traders: 94
. . 0 12 7 . 34 16 10 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 341,448
Positions
52,638 16,224 14,703 94,122 84,256 25,628 53,752 103,178 49,867 9,850 3,769 15,442 25,446 28,381
Changes from: February 26, 2019 Total Change is: -37,318
1,916 -2,001 -449 -917 2,837 1,076 -2,038 -1,136 -41,400 -610 -304 -520 5,624 4,579
Percent of Open Interest Represented by Each Category of Trader
15.4 4.8 4.3 27.6 24.7 7.5 15.7 30.2 14.6 2.9 1.1 4.5 7.5 8.3
Number of Traders in Each Category Total Traders: 190
15 10 13 24 30 24 38 45 44 12 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,382
Positions
1,858 690 1,143 16,365 13,607 189 5,261 10,151 124 1,239 429 0 203 49
Changes from: February 26, 2019 Total Change is: -1,678
-61 -30 0 120 -2,407 0 -1,791 724 24 0 -6 0 30 17
Percent of Open Interest Represented by Each Category of Trader
7.0 2.6 4.3 62.0 51.6 0.7 19.9 38.5 0.5 4.7 1.6 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 45
. . . 11 4 . 4 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 08, 2019