Traders in Financial Futures - Futures Only Positions as of March 19, 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 167,282
Positions
52,261 4,296 6,427 39,276 33,476 5,494 11,604 61,333 5,807 11,344 1,163 56 35,013 49,230
Changes from: March 12, 2019 Total Change is: 7,343
6,226 -3,245 5,626 -649 -5,668 477 -1,062 8,049 -2,489 -2,216 426 -17 1,447 4,184
Percent of Open Interest Represented by Each Category of Trader
31.2 2.6 3.8 23.5 20.0 3.3 6.9 36.7 3.5 6.8 0.7 0.0 20.9 29.4
Number of Traders in Each Category Total Traders: 98
10 . 6 14 16 12 14 29 11 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 75,896
Positions
46,903 2,708 379 3,370 27,295 1,264 15,457 19,754 297 440 919 0 7,786 23,280
Changes from: March 12, 2019 Total Change is: -9,676
545 545 -4,908 960 270 -196 -3,207 253 -1,343 0 0 0 -1,527 -4,297
Percent of Open Interest Represented by Each Category of Trader
61.8 3.6 0.5 4.4 36.0 1.7 20.4 26.0 0.4 0.6 1.2 0.0 10.3 30.7
Number of Traders in Each Category Total Traders: 57
5 4 . 4 18 4 11 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 140,283
Positions
10,466 12,278 3,277 50,963 54,760 4,168 28,346 25,396 5,161 11,509 7,811 0 26,393 27,432
Changes from: March 12, 2019 Total Change is: -51,655
-42,802 -19,333 -4,106 943 -6,676 -74 -634 -13,219 -4,155 -700 437 0 -127 -4,529
Percent of Open Interest Represented by Each Category of Trader
7.5 8.8 2.3 36.3 39.0 3.0 20.2 18.1 3.7 8.2 5.6 0.0 18.8 19.6
Number of Traders in Each Category Total Traders: 101
7 6 6 12 23 13 19 27 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 158,074
Positions
57,582 1,395 1,217 35,378 62,093 7,848 26,345 43,563 4,596 3,533 1,456 0 21,575 35,906
Changes from: March 12, 2019 Total Change is: -38,692
-23,328 -44,004 -2,461 1,257 3,358 -2,183 -1,257 8,127 -1,207 -418 -1,050 0 -9,095 728
Percent of Open Interest Represented by Each Category of Trader
36.4 0.9 0.8 22.4 39.3 5.0 16.7 27.6 2.9 2.2 0.9 0.0 13.6 22.7
Number of Traders in Each Category Total Traders: 115
9 5 . 20 25 12 22 30 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 483,172
Positions
32,568 77,657 984 290,890 172,261 28,402 26,752 113,593 8,703 18,177 22,348 272 76,424 58,952
Changes from: March 12, 2019 Total Change is: -53,552
-21,045 -16,663 -3,331 836 -8,135 -1,048 -8,735 -5,068 -7,155 448 91 140 -13,662 -12,383
Percent of Open Interest Represented by Each Category of Trader
6.7 16.1 0.2 60.2 35.7 5.9 5.5 23.5 1.8 3.8 4.6 0.1 15.8 12.2
Number of Traders in Each Category Total Traders: 274
17 11 9 90 40 43 34 46 21 20 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 27,017
Positions
0 6,565 0 10,887 8,252 2,825 535 1,489 0 0 583 8 12,762 7,295
Changes from: March 12, 2019 Total Change is: -6,254
0 -5,189 -66 522 -653 10 -3,959 1,489 -1,371 0 0 0 -1,390 -474
Percent of Open Interest Represented by Each Category of Trader
0.0 24.3 0.0 40.3 30.5 10.5 2.0 5.5 0.0 0.0 2.2 0.0 47.2 27.0
Number of Traders in Each Category Total Traders: 24
0 . 0 11 6 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 142,382
Positions
66,476 2,553 219 13,522 48,216 3,265 23,521 41,608 3,540 5,464 3,380 0 26,375 39,601
Changes from: March 12, 2019 Total Change is: -20,691
-4,228 -7,802 -11,621 -103 -1,231 407 -1,810 5,424 -4,032 110 31 0 586 -1,867
Percent of Open Interest Represented by Each Category of Trader
46.7 1.8 0.2 9.5 33.9 2.3 16.5 29.2 2.5 3.8 2.4 0.0 18.5 27.8
Number of Traders in Each Category Total Traders: 90
7 . . 13 20 12 20 24 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 56,119
Positions
0 43,344 500 50,072 801 0 3,116 9,620 0 578 972 0 1,853 882
Changes from: March 12, 2019 Total Change is: -9,847
0 11,591 -12,924 1,147 219 0 1,233 -6,725 -2 279 -1,698 0 420 -308
Percent of Open Interest Represented by Each Category of Trader
0.0 77.2 0.9 89.2 1.4 0.0 5.6 17.1 0.0 1.0 1.7 0.0 3.3 1.6
Number of Traders in Each Category Total Traders: 35
0 4 . 9 . 0 10 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 235,008
Positions
2,804 131,080 893 129,854 10,770 780 90,403 57,693 61 2,827 30,848 0 7,386 2,883
Changes from: March 12, 2019 Total Change is: -38,056
-17,642 3,007 -3,450 -893 1,477 -535 6,488 -13,873 -23,079 705 -203 -331 681 -1,069
Percent of Open Interest Represented by Each Category of Trader
1.2 55.8 0.4 55.3 4.6 0.3 38.5 24.5 0.0 1.2 13.1 0.0 3.1 1.2
Number of Traders in Each Category Total Traders: 172
. 11 . 30 13 . 57 31 4 11 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 20,594
Positions
2,205 4,307 0 846 9,688 0 14,378 4,553 442 335 465 0 2,388 1,139
Changes from: March 12, 2019 Total Change is: 1,796
-1,710 4,307 -563 235 2,521 0 4,621 -3,543 -641 -260 5 0 114 -290
Percent of Open Interest Represented by Each Category of Trader
10.7 20.9 0.0 4.1 47.0 0.0 69.8 22.1 2.1 1.6 2.3 0.0 11.6 5.5
Number of Traders in Each Category Total Traders: 34
. . 0 . 4 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 36,146
Positions
11,496 1,352 0 12,003 13,096 595 6,572 12,383 1,926 138 2,104 0 3,416 4,690
Changes from: March 12, 2019 Total Change is: -6,180
1,783 191 -3,863 578 240 -227 -3,011 658 -1,275 -84 -542 0 -81 -1,362
Percent of Open Interest Represented by Each Category of Trader
31.8 3.7 0.0 33.2 36.2 1.6 18.2 34.3 5.3 0.4 5.8 0.0 9.5 13.0
Number of Traders in Each Category Total Traders: 75
4 . 0 12 13 4 18 20 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 13,355
Positions
6,130 2,167 3,000 504 2,853 1 2,689 3,895 0 131 0 0 900 1,439
Changes from: March 12, 2019 Total Change is: -17,086
1,486 -8,909 -8,498 -2,548 389 0 -7,283 19 -126 -12 0 0 -105 39
Percent of Open Interest Represented by Each Category of Trader
45.9 16.2 22.5 3.8 21.4 0.0 20.1 29.2 0.0 1.0 0.0 0.0 6.7 10.8
Number of Traders in Each Category Total Traders: 20
. . . . 5 . 4 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 39,831
Positions
7,099 18,129 1,163 9,960 5,048 1,505 11,088 4,488 662 1,768 1,555 0 6,587 7,283
Changes from: March 12, 2019 Total Change is: -8,782
-3,141 -5,506 -4,518 497 2,148 -406 596 699 -390 248 -254 0 -1,668 -556
Percent of Open Interest Represented by Each Category of Trader
17.8 45.5 2.9 25.0 12.7 3.8 27.8 11.3 1.7 4.4 3.9 0.0 16.5 18.3
Number of Traders in Each Category Total Traders: 96
13 15 . 16 6 6 18 15 8 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 79,662
Positions
14,198 36,257 2,326 19,920 10,095 3,009 22,176 8,975 1,324 3,536 3,110 0 13,173 14,566
Changes from: March 12, 2019 Total Change is: -17,563
-6,282 -11,012 -9,036 994 4,296 -811 1,191 1,398 -779 495 -508 0 -3,335 -1,111
Percent of Open Interest Represented by Each Category of Trader
17.8 45.5 2.9 25.0 12.7 3.8 27.8 11.3 1.7 4.4 3.9 0.0 16.5 18.3
Number of Traders in Each Category Total Traders: 96
13 15 . 16 6 6 18 15 8 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 22,202
Positions
2,142 17,911 0 17,913 1,453 450 370 1,258 0 0 452 0 1,327 678
Changes from: March 12, 2019 Total Change is: -14,430
-10,017 -9,767 -3,256 -468 764 32 370 -1,178 0 0 6 0 -1,091 -1,031
Percent of Open Interest Represented by Each Category of Trader
9.6 80.7 0.0 80.7 6.5 2.0 1.7 5.7 0.0 0.0 2.0 0.0 6.0 3.1
Number of Traders in Each Category Total Traders: 23
. 5 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 520,024
Positions
44,218 124,814 6,506 278,096 125,293 55,552 40,446 77,158 10,714 16,936 53,444 1,411 66,144 65,132
Changes from: March 12, 2019 Total Change is: -100,236
6,925 17,342 -67,705 19,448 3,424 -13,072 -3,239 6,533 -23,670 -183 -702 -499 -18,241 -21,888
Percent of Open Interest Represented by Each Category of Trader
8.5 24.0 1.3 53.5 24.1 10.7 7.8 14.8 2.1 3.3 10.3 0.3 12.7 12.5
Number of Traders in Each Category Total Traders: 556
25 43 20 161 97 116 62 108 47 33 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 20,316
Positions
186 7,207 1,000 3,663 1,097 0 4,556 615 0 0 0 0 10,911 10,397
Changes from: March 12, 2019 Total Change is: -24,013
-8,654 -8,543 -4,493 -31 0 0 -4,844 -1,269 -321 0 -3 -9 -5,661 -9,375
Percent of Open Interest Represented by Each Category of Trader
0.9 35.5 4.9 18.0 5.4 0.0 22.4 3.0 0.0 0.0 0.0 0.0 53.7 51.2
Number of Traders in Each Category Total Traders: 18
. 4 . . . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 14,160
Positions
4,573 11,559 0 6,606 857 268 540 349 0 0 0 0 2,173 1,127
Changes from: March 12, 2019 Total Change is: -7,780
1,458 1,466 -6,389 2,087 0 10 53 5 -229 0 0 0 -4,770 -2,643
Percent of Open Interest Represented by Each Category of Trader
32.3 81.6 0.0 46.7 6.1 1.9 3.8 2.5 0.0 0.0 0.0 0.0 15.3 8.0
Number of Traders in Each Category Total Traders: 23
6 6 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 2,498,540
Positions
225,422 593,294 22,269 1,377,648 626,463 272,276 196,647 399,911 36,375 84,679 267,219 7,057 276,167 273,676
Changes from: March 12, 2019 Total Change is: -381,117
-7,504 44,029 -230,663 97,395 17,120 -65,361 -19,217 11,768 -89,503 -914 -3,495 -2,449 -62,901 -62,563
Percent of Open Interest Represented by Each Category of Trader
9.0 23.7 0.9 55.1 25.1 10.9 7.9 16.0 1.5 3.4 10.7 0.3 11.1 11.0
Number of Traders in Each Category Total Traders: 555
26 41 16 161 97 116 62 108 44 33 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 9,668
Positions
1,024 8,954 1 5,773 359 0 914 0 0 0 0 0 1,956 354
Changes from: March 12, 2019 Total Change is: -9,736
-4,436 -4,291 -4,607 111 0 -428 10 0 0 0 0 0 -386 -410
Percent of Open Interest Represented by Each Category of Trader
10.6 92.6 0.0 59.7 3.7 0.0 9.5 0.0 0.0 0.0 0.0 0.0 20.2 3.7
Number of Traders in Each Category Total Traders: 21
. 11 . 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 10,561
Positions
2,303 5,193 144 3,609 3,996 694 1,436 0 0 0 0 0 2,375 534
Changes from: March 12, 2019 Total Change is: -10,540
-6,370 -5,461 -3,506 627 129 -650 317 0 -286 0 0 0 -672 -766
Percent of Open Interest Represented by Each Category of Trader
21.8 49.2 1.4 34.2 37.8 6.6 13.6 0.0 0.0 0.0 0.0 0.0 22.5 5.1
Number of Traders in Each Category Total Traders: 22
. 8 . 4 . . 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 63,173
Positions
8,184 13,286 746 39,510 37,115 2,493 1,183 1,695 269 268 4,048 0 10,520 3,521
Changes from: March 12, 2019 Total Change is: -13,675
-462 -1,191 -10,519 -1,713 -663 58 -257 -370 45 0 -570 0 -827 -465
Percent of Open Interest Represented by Each Category of Trader
13.0 21.0 1.2 62.5 58.8 3.9 1.9 2.7 0.4 0.4 6.4 0.0 16.7 5.6
Number of Traders in Each Category Total Traders: 74
5 8 4 31 18 13 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 39,868
Positions
13,371 7,370 64 12,976 12,696 701 4,748 9,362 464 1,829 1,524 16 5,700 7,671
Changes from: March 12, 2019 Total Change is: -11,699
-7,371 -1,875 -3,273 1,900 -1,175 -585 -1,076 -1,429 -1,147 528 -134 -177 -498 -1,905
Percent of Open Interest Represented by Each Category of Trader
33.5 18.5 0.2 32.5 31.8 1.8 11.9 23.5 1.2 4.6 3.8 0.0 14.3 19.2
Number of Traders in Each Category Total Traders: 229
23 16 . 51 36 26 29 47 9 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 199,340
Positions
66,853 36,852 319 64,879 63,480 3,503 23,740 46,809 2,322 9,144 7,621 79 28,501 38,355
Changes from: March 12, 2019 Total Change is: -58,497
-36,857 -9,376 -16,363 9,498 -5,873 -2,926 -5,379 -7,147 -5,735 2,639 -669 -885 -2,489 -9,523
Percent of Open Interest Represented by Each Category of Trader
33.5 18.5 0.2 32.5 31.8 1.8 11.9 23.5 1.2 4.6 3.8 0.0 14.3 19.2
Number of Traders in Each Category Total Traders: 229
23 16 . 51 36 26 29 47 9 10 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 452,624
Positions
67,597 73,775 3,985 245,417 220,953 39,555 66,800 62,123 3,325 6,178 30,844 30 19,737 18,034
Changes from: March 12, 2019 Total Change is: -122,266
-32,514 -12,186 -55,829 -4,065 -5,756 -16,600 1,479 -20,934 -8,140 -483 83 0 -6,114 -2,904
Percent of Open Interest Represented by Each Category of Trader
14.9 16.3 0.9 54.2 48.8 8.7 14.8 13.7 0.7 1.4 6.8 0.0 4.4 4.0
Number of Traders in Each Category Total Traders: 284
26 15 5 73 55 42 43 50 22 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 23,372
Positions
1,922 0 0 10,747 1,968 460 4,174 17,499 9 1,067 216 0 4,993 3,220
Changes from: March 12, 2019 Total Change is: -752
227 0 0 469 -686 31 -1,956 538 -2 0 -609 0 479 -24
Percent of Open Interest Represented by Each Category of Trader
8.2 0.0 0.0 46.0 8.4 2.0 17.9 74.9 0.0 4.6 0.9 0.0 21.4 13.8
Number of Traders in Each Category Total Traders: 32
. 0 0 12 5 4 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 55,750
Positions
3,994 15,076 54 15,046 7,112 2,350 25,999 6,663 20 240 400 0 8,047 24,075
Changes from: March 12, 2019 Total Change is: 4,251
1,831 548 50 1,512 -161 -87 2,524 -1,436 11 -446 0 0 -1,144 5,326
Percent of Open Interest Represented by Each Category of Trader
7.2 27.0 0.1 27.0 12.8 4.2 46.6 12.0 0.0 0.4 0.7 0.0 14.4 43.2
Number of Traders in Each Category Total Traders: 64
10 7 . 13 7 6 15 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 307,841
Positions
24,543 185,199 3,741 226,985 78,113 18,553 16,204 13,899 107 7,264 1,409 0 10,444 6,820
Changes from: March 12, 2019 Total Change is: -65,016
-10,298 -8,708 -29,710 -5,546 328 -6,845 2,082 -1,419 -2,292 -133 0 0 -12,274 -16,370
Percent of Open Interest Represented by Each Category of Trader
8.0 60.2 1.2 73.7 25.4 6.0 5.3 4.5 0.0 2.4 0.5 0.0 3.4 2.2
Number of Traders in Each Category Total Traders: 163
13 13 4 65 34 27 17 13 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 1,283,983
Positions
61,159 885,688 3,107 958,199 181,705 106,626 82,343 77,788 2,306 32,680 14,083 1,517 36,046 11,163
Changes from: March 12, 2019 Total Change is: -301,791
-22,380 -4,891 -214,124 15,322 -21,237 -15,090 3,406 10,244 -1,566 1,470 -311 144 -68,973 -54,960
Percent of Open Interest Represented by Each Category of Trader
4.8 69.0 0.2 74.6 14.2 8.3 6.4 6.1 0.2 2.5 1.1 0.1 2.8 0.9
Number of Traders in Each Category Total Traders: 413
23 21 7 180 60 78 61 27 15 34 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 88,961
Positions
32,057 51,998 36,297 6,467 0 305 12,810 0 300 700 0 0 25 61
Changes from: March 12, 2019 Total Change is: 326
301 610 -239 -156 0 0 420 0 0 0 0 0 0 -45
Percent of Open Interest Represented by Each Category of Trader
36.0 58.5 40.8 7.3 0.0 0.3 14.4 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 15 8 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 954,431
Positions
6,143 91,198 6,068 432,101 335,786 179,437 112,443 149,115 12,796 28,046 28,720 3,532 173,865 147,779
Changes from: March 12, 2019 Total Change is: -12,811
299 -5,369 2,307 -6,021 -16,258 -3,811 -2,572 11,332 -2,942 1,110 -3,343 2,184 -3,365 3,089
Percent of Open Interest Represented by Each Category of Trader
0.6 9.6 0.6 45.3 35.2 18.8 11.8 15.6 1.3 2.9 3.0 0.4 18.2 15.5
Number of Traders in Each Category Total Traders: 184
6 19 7 59 28 49 28 29 10 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 1,117,572
Positions
8,930 188,768 517 663,096 47,132 182,542 35,149 577,743 21,763 45,249 2,993 251 160,075 95,863
Changes from: March 12, 2019 Total Change is: -2,955
-831 6,024 326 5,973 -4,030 -2,940 -2,611 1,442 -5,629 1,545 0 0 1,212 1,852
Percent of Open Interest Represented by Each Category of Trader
0.8 16.9 0.0 59.3 4.2 16.3 3.1 51.7 1.9 4.0 0.3 0.0 14.3 8.6
Number of Traders in Each Category Total Traders: 132
4 13 4 62 15 50 8 25 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 3,042,838
Positions
112,847 235,443 12,905 1,475,490 518,321 241,594 494,677 1,661,818 45,571 426,294 166,835 25,015 208,445 135,336
Changes from: March 12, 2019 Total Change is: 64,884
-1,456 21,444 -8,551 49,273 7,799 -7,256 1,723 52,376 -7,365 8,159 -1,253 2,495 27,862 5,195
Percent of Open Interest Represented by Each Category of Trader
3.7 7.7 0.4 48.5 17.0 7.9 16.3 54.6 1.5 14.0 5.5 0.8 6.9 4.4
Number of Traders in Each Category Total Traders: 325
15 28 4 109 30 69 52 51 27 25 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 3,862,855
Positions
159,896 191,813 56,731 1,806,266 937,885 626,692 337,579 1,292,981 110,205 298,166 242,175 19,875 447,445 384,498
Changes from: March 12, 2019 Total Change is: 28,359
14,404 -21,848 -1,895 22,932 77,655 -35,972 24,309 24,277 -11,441 18,077 10,880 229 -2,284 -13,526
Percent of Open Interest Represented by Each Category of Trader
4.1 5.0 1.5 46.8 24.3 16.2 8.7 33.5 2.9 7.7 6.3 0.5 11.6 10.0
Number of Traders in Each Category Total Traders: 409
29 30 9 112 64 90 61 75 38 20 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 677,231
Positions
22,302 46,729 1,106 282,219 267,963 83,956 101,402 103,865 5,542 56,528 12,908 500 123,676 154,662
Changes from: March 12, 2019 Total Change is: 8,575
3,433 -11,106 -2,684 -8,040 18,528 853 6,219 4,267 -723 -2,097 0 0 11,614 -560
Percent of Open Interest Represented by Each Category of Trader
3.3 6.9 0.2 41.7 39.6 12.4 15.0 15.3 0.8 8.3 1.9 0.1 18.3 22.8
Number of Traders in Each Category Total Traders: 103
. 8 . 27 32 36 14 12 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 4,230,113
Positions
59,449 426,417 32,168 2,422,022 752,435 509,655 475,753 1,745,228 117,941 205,127 290,427 3,072 404,926 352,770
Changes from: March 12, 2019 Total Change is: -23,824
6,133 7,609 -11,291 33,544 -16,432 -10,542 -30,766 43,363 -28,476 8,323 -16,476 -30 9,281 8,451
Percent of Open Interest Represented by Each Category of Trader
1.4 10.1 0.8 57.3 17.8 12.0 11.2 41.3 2.8 4.8 6.9 0.1 9.6 8.3
Number of Traders in Each Category Total Traders: 333
8 40 10 94 46 82 48 65 35 10 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 1,736,387
Positions
566,411 274,266 440,473 54,973 17,849 62,903 141,061 476,837 370,916 44,841 13,915 22,545 32,264 56,683
Changes from: March 12, 2019 Total Change is: 21,788
35,760 -24,384 12,962 -4,457 3,000 -3,429 -58,093 1,613 40,143 2,723 -3,712 -3,606 -215 -799
Percent of Open Interest Represented by Each Category of Trader
32.6 15.8 25.4 3.2 1.0 3.6 8.1 27.5 21.4 2.6 0.8 1.3 1.9 3.3
Number of Traders in Each Category Total Traders: 154
17 41 48 . 7 4 23 41 42 7 4 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 is11,701,527
Positions
2,552,200 1,314,956 2,622,123 493,801 1,421,013 1,056,042 1,425,413 1,243,141 2,596,014 138,671 215,731 164,613 652,650 1,067,894
Changes from: March 12, 2019 Total Change is:-1,067,873
-90,942 -261,620 -253,003 10,801 -40,059 -50,447 -272,514 19,328 -382,461 4,524 -46,726 -16,324 -17,507 -36,561
Percent of Open Interest Represented by Each Category of Trader
21.8 11.2 22.4 4.2 12.1 9.0 12.2 10.6 22.2 1.2 1.8 1.4 5.6 9.1
Number of Traders in Each Category Total Traders: 272
28 40 62 13 36 39 45 64 91 12 17 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 69,474
Positions
8,778 24,564 5,102 1,107 0 0 35,774 21,027 18,150 25 0 0 538 631
Changes from: March 12, 2019 Total Change is: 5,014
2,345 1,015 -369 503 0 0 3,833 5,656 -977 0 0 0 -321 -311
Percent of Open Interest Represented by Each Category of Trader
12.6 35.4 7.3 1.6 0.0 0.0 51.5 30.3 26.1 0.0 0.0 0.0 0.8 0.9
Number of Traders in Each Category Total Traders: 35
. 7 8 . 0 0 10 13 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 79,953
Positions
12,619 21,004 12,565 2,313 3,600 984 43,764 35,082 6,193 1,208 0 0 307 525
Changes from: March 12, 2019 Total Change is: 12,586
2,074 520 3,368 -310 0 310 7,068 8,482 20 0 0 0 56 -114
Percent of Open Interest Represented by Each Category of Trader
15.8 26.3 15.7 2.9 4.5 1.2 54.7 43.9 7.7 1.5 0.0 0.0 0.4 0.7
Number of Traders in Each Category Total Traders: 58
5 11 11 . . . 22 15 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 23,668
Positions
2,368 3,482 0 1,243 7,904 0 12,913 7,500 83 7,002 1,224 0 59 3,475
Changes from: March 12, 2019 Total Change is: -4,068
1,836 -1,737 -2,335 5 147 -44 -594 -117 0 -2,947 -99 0 11 117
Percent of Open Interest Represented by Each Category of Trader
10.0 14.7 0.0 5.3 33.4 0.0 54.6 31.7 0.4 29.6 5.2 0.0 0.2 14.7
Number of Traders in Each Category Total Traders: 37
. 4 0 . 11 0 4 6 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 13,492
Positions
2,906 2,632 0 562 2,175 9 10,004 5,967 0 0 207 0 11 2,502
Changes from: March 12, 2019 Total Change is: -2,970
-310 129 -2,753 0 159 -44 137 -396 0 0 -200 0 0 135
Percent of Open Interest Represented by Each Category of Trader
21.5 19.5 0.0 4.2 16.1 0.1 74.1 44.2 0.0 0.0 1.5 0.0 0.1 18.5
Number of Traders in Each Category Total Traders: 26
4 . 0 . 8 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 74,159
Positions
1,830 4,680 32,430 0 220 0 18,283 8,045 21,334 30 7,175 246 6 29
Changes from: March 12, 2019 Total Change is: -373
0 -614 149 0 0 0 -339 240 -188 0 40 0 5 0
Percent of Open Interest Represented by Each Category of Trader
2.5 6.3 43.7 0.0 0.3 0.0 24.7 10.8 28.8 0.0 9.7 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 4 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 3,350
Positions
55 0 0 0 27 0 453 2,248 48 1,272 791 0 1,522 236
Changes from: March 12, 2019 Total Change is: -759
0 0 0 0 0 0 -143 1 -338 -29 -218 -66 -183 -138
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 0.0 0.8 0.0 13.5 67.1 1.4 38.0 23.6 0.0 45.4 7.0
Number of Traders in Each Category Total Traders: 40
. 0 0 0 . 0 6 11 . 18 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 3,681
Positions
0 124 0 156 177 0 1,460 2,528 129 767 285 166 1,003 272
Changes from: March 12, 2019 Total Change is: 201
0 0 0 59 -18 -40 1 271 -58 16 -58 62 161 42
Percent of Open Interest Represented by Each Category of Trader
0.0 3.4 0.0 4.2 4.8 0.0 39.7 68.7 3.5 20.8 7.7 4.5 27.2 7.4
Number of Traders in Each Category Total Traders: 44
0 . 0 . . 0 10 14 5 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 44,215
Positions
272 25,584 0 19,375 1,570 392 17,578 13,789 818 1,909 345 58 3,813 1,659
Changes from: March 12, 2019 Total Change is: -16,020
140 -11,402 0 -1,148 0 3 -6,231 4,097 -6,915 -426 -269 -112 -1,331 -1,422
Percent of Open Interest Represented by Each Category of Trader
0.6 57.9 0.0 43.8 3.6 0.9 39.8 31.2 1.9 4.3 0.8 0.1 8.6 3.8
Number of Traders in Each Category Total Traders: 92
. . 0 14 6 . 33 18 7 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 401,402
Positions
61,711 20,470 20,815 119,393 108,757 26,170 46,827 119,403 61,239 13,091 3,889 7,766 44,390 32,893
Changes from: March 12, 2019 Total Change is: 44,636
6,800 -1,528 2,067 18,589 25,548 1,955 -1,544 16,655 895 2,692 463 -6,134 19,316 4,715
Percent of Open Interest Represented by Each Category of Trader
15.4 5.1 5.2 29.7 27.1 6.5 11.7 29.7 15.3 3.3 1.0 1.9 11.1 8.2
Number of Traders in Each Category Total Traders: 211
17 12 16 17 37 24 38 55 50 17 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 19, 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 29,336
Positions
885 700 1,603 20,138 12,557 213 4,552 13,243 576 1,160 385 0 209 59
Changes from: March 12, 2019 Total Change is: -5,269
-773 -18 160 -7 -4,418 0 -867 2,827 179 4 -44 0 -3,965 -3,955
Percent of Open Interest Represented by Each Category of Trader
3.0 2.4 5.5 68.6 42.8 0.7 15.5 45.1 2.0 4.0 1.3 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 41
. . . 11 4 . . 10 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 22, 2019