Traders in Financial Futures - Futures Only Positions as of March 26, 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 144,311
Positions
38,297 512 911 42,690 34,226 5,134 13,917 60,123 6,236 11,208 1,563 47 25,871 35,559
Changes from: March 19, 2019 Total Change is: -22,971
-13,964 -3,784 -5,516 3,414 750 -360 2,313 -1,210 429 -136 400 -9 -9,142 -13,671
Percent of Open Interest Represented by Each Category of Trader
26.5 0.4 0.6 29.6 23.7 3.6 9.6 41.7 4.3 7.8 1.1 0.0 17.9 24.6
Number of Traders in Each Category Total Traders: 100
8 . . 15 15 11 20 26 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 72,539
Positions
45,027 2,569 377 3,007 25,263 342 13,875 19,867 317 676 919 0 8,918 22,885
Changes from: March 19, 2019 Total Change is: -3,357
-1,876 -139 -2 -363 -2,032 -922 -1,582 113 20 236 0 0 1,132 -395
Percent of Open Interest Represented by Each Category of Trader
62.1 3.5 0.5 4.1 34.8 0.5 19.1 27.4 0.4 0.9 1.3 0.0 12.3 31.5
Number of Traders in Each Category Total Traders: 52
5 . . 4 17 . 7 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 142,957
Positions
13,536 9,850 2,925 52,624 58,498 4,417 29,951 25,516 4,710 7,665 8,276 0 27,129 28,765
Changes from: March 19, 2019 Total Change is: 2,674
3,070 -2,428 -352 1,661 3,738 249 1,605 120 -451 -3,844 465 0 736 1,333
Percent of Open Interest Represented by Each Category of Trader
9.5 6.9 2.0 36.8 40.9 3.1 21.0 17.8 3.3 5.4 5.8 0.0 19.0 20.1
Number of Traders in Each Category Total Traders: 101
7 6 5 17 21 10 19 24 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 157,145
Positions
56,155 3,611 879 33,752 61,032 7,723 25,243 45,442 4,599 4,143 1,537 0 24,651 32,322
Changes from: March 19, 2019 Total Change is: -929
-1,427 2,216 -338 -1,626 -1,061 -125 -1,102 1,879 3 610 81 0 3,076 -3,584
Percent of Open Interest Represented by Each Category of Trader
35.7 2.3 0.6 21.5 38.8 4.9 16.1 28.9 2.9 2.6 1.0 0.0 15.7 20.6
Number of Traders in Each Category Total Traders: 123
11 5 4 20 26 10 22 33 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 486,804
Positions
31,375 79,934 2,001 289,890 169,190 28,009 27,064 115,577 5,685 17,752 20,859 215 84,813 65,334
Changes from: March 19, 2019 Total Change is: 3,632
-1,193 2,277 1,017 -1,000 -3,071 -393 312 1,984 -3,018 -425 -1,489 -57 8,389 6,382
Percent of Open Interest Represented by Each Category of Trader
6.4 16.4 0.4 59.5 34.8 5.8 5.6 23.7 1.2 3.6 4.3 0.0 17.4 13.4
Number of Traders in Each Category Total Traders: 273
16 12 9 91 41 40 33 44 18 20 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 26,711
Positions
0 6,021 0 10,358 9,337 2,882 536 1,041 0 0 583 8 12,927 6,839
Changes from: March 19, 2019 Total Change is: -306
0 -544 0 -529 1,085 57 1 -448 0 0 0 0 165 -456
Percent of Open Interest Represented by Each Category of Trader
0.0 22.5 0.0 38.8 35.0 10.8 2.0 3.9 0.0 0.0 2.2 0.0 48.4 25.6
Number of Traders in Each Category Total Traders: 22
0 . 0 11 6 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 141,322
Positions
68,602 2,620 88 15,724 48,167 3,062 23,472 41,744 3,138 5,534 4,251 0 21,702 38,252
Changes from: March 19, 2019 Total Change is: -1,060
2,126 67 -131 2,202 -49 -203 -49 136 -402 70 871 0 -4,673 -1,349
Percent of Open Interest Represented by Each Category of Trader
48.5 1.9 0.1 11.1 34.1 2.2 16.6 29.5 2.2 3.9 3.0 0.0 15.4 27.1
Number of Traders in Each Category Total Traders: 86
7 . . 13 19 10 20 19 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 57,752
Positions
0 46,111 500 52,243 0 0 2,919 9,063 0 299 1,022 0 1,791 1,056
Changes from: March 19, 2019 Total Change is: 1,633
0 2,767 0 2,171 -801 0 -197 -557 0 -279 50 0 -62 174
Percent of Open Interest Represented by Each Category of Trader
0.0 79.8 0.9 90.5 0.0 0.0 5.1 15.7 0.0 0.5 1.8 0.0 3.1 1.8
Number of Traders in Each Category Total Traders: 33
0 4 . 10 0 0 9 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 239,526
Positions
792 142,626 893 133,020 14,262 533 93,252 47,370 444 3,266 30,915 0 7,326 2,483
Changes from: March 19, 2019 Total Change is: 4,518
-2,012 11,546 0 3,166 3,492 -247 2,849 -10,323 383 439 67 0 -60 -400
Percent of Open Interest Represented by Each Category of Trader
0.3 59.5 0.4 55.5 6.0 0.2 38.9 19.8 0.2 1.4 12.9 0.0 3.1 1.0
Number of Traders in Each Category Total Traders: 171
4 9 . 32 11 . 54 31 4 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 34,143
Positions
2,518 1,518 9,639 937 16,371 0 17,950 4,295 413 135 515 0 2,551 1,392
Changes from: March 19, 2019 Total Change is: 13,549
313 -2,789 9,639 91 6,683 0 3,572 -258 -29 -200 50 0 163 253
Percent of Open Interest Represented by Each Category of Trader
7.4 4.4 28.2 2.7 47.9 0.0 52.6 12.6 1.2 0.4 1.5 0.0 7.5 4.1
Number of Traders in Each Category Total Traders: 34
. . . . 4 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 42,640
Positions
11,105 6,812 0 15,553 10,129 594 8,791 16,690 1,988 349 2,304 0 4,260 4,123
Changes from: March 19, 2019 Total Change is: 6,494
-391 5,460 0 3,550 -2,967 -1 2,219 4,307 62 211 200 0 844 -567
Percent of Open Interest Represented by Each Category of Trader
26.0 16.0 0.0 36.5 23.8 1.4 20.6 39.1 4.7 0.8 5.4 0.0 10.0 9.7
Number of Traders in Each Category Total Traders: 81
5 5 0 15 11 . 19 19 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 39,096
Positions
6,093 21,113 949 9,891 1,593 2,382 10,351 2,972 363 1,476 1,691 0 7,592 8,034
Changes from: March 19, 2019 Total Change is: -736
-1,006 2,984 -215 -69 -3,455 877 -737 -1,516 -299 -293 136 0 1,006 751
Percent of Open Interest Represented by Each Category of Trader
15.6 54.0 2.4 25.3 4.1 6.1 26.5 7.6 0.9 3.8 4.3 0.0 19.4 20.5
Number of Traders in Each Category Total Traders: 90
11 15 . 16 4 5 23 10 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 78,191
Positions
12,186 42,225 1,897 19,782 3,186 4,763 20,702 5,944 726 2,951 3,382 0 15,184 16,068
Changes from: March 19, 2019 Total Change is: -1,471
-2,012 5,968 -429 -138 -6,909 1,754 -1,474 -3,031 -598 -585 272 0 2,011 1,502
Percent of Open Interest Represented by Each Category of Trader
15.6 54.0 2.4 25.3 4.1 6.1 26.5 7.6 0.9 3.8 4.3 0.0 19.4 20.5
Number of Traders in Each Category Total Traders: 90
11 15 . 16 4 5 23 10 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 22,125
Positions
2,517 17,819 0 17,232 1,467 436 639 1,237 0 0 452 0 1,301 714
Changes from: March 19, 2019 Total Change is: -77
375 -92 0 -681 14 -14 269 -21 0 0 0 0 -26 36
Percent of Open Interest Represented by Each Category of Trader
11.4 80.5 0.0 77.9 6.6 2.0 2.9 5.6 0.0 0.0 2.0 0.0 5.9 3.2
Number of Traders in Each Category Total Traders: 24
. 5 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 526,058
Positions
47,723 136,092 6,007 271,531 119,075 56,230 45,050 69,708 10,099 15,768 54,557 1,766 71,884 72,524
Changes from: March 19, 2019 Total Change is: 6,034
3,505 11,278 -499 -6,564 -6,217 678 4,604 -7,451 -615 -1,168 1,113 354 5,740 7,392
Percent of Open Interest Represented by Each Category of Trader
9.1 25.9 1.1 51.6 22.6 10.7 8.6 13.3 1.9 3.0 10.4 0.3 13.7 13.8
Number of Traders in Each Category Total Traders: 549
30 39 19 167 88 118 65 97 50 32 31 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 25,217
Positions
1,838 13,316 0 3,663 1,097 0 4,588 732 0 0 0 0 15,128 10,072
Changes from: March 19, 2019 Total Change is: 4,901
1,652 6,109 -1,000 0 0 0 32 117 0 0 0 0 4,217 -325
Percent of Open Interest Represented by Each Category of Trader
7.3 52.8 0.0 14.5 4.4 0.0 18.2 2.9 0.0 0.0 0.0 0.0 60.0 39.9
Number of Traders in Each Category Total Traders: 23
. 7 0 . . 0 7 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 14,350
Positions
4,423 11,909 0 7,090 857 268 540 452 0 0 0 0 2,029 864
Changes from: March 19, 2019 Total Change is: 190
-150 350 0 484 0 0 0 103 0 0 0 0 -144 -263
Percent of Open Interest Represented by Each Category of Trader
30.8 83.0 0.0 49.4 6.0 1.9 3.8 3.1 0.0 0.0 0.0 0.0 14.1 6.0
Number of Traders in Each Category Total Traders: 25
6 6 0 8 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 2,504,206
Positions
234,958 619,412 24,504 1,344,827 595,376 275,666 220,875 363,443 31,930 78,838 272,786 8,828 283,780 312,261
Changes from: March 19, 2019 Total Change is: 5,666
9,536 26,118 2,235 -32,821 -31,087 3,390 24,228 -36,468 -4,445 -5,841 5,567 1,771 7,613 38,585
Percent of Open Interest Represented by Each Category of Trader
9.4 24.7 1.0 53.7 23.8 11.0 8.8 14.5 1.3 3.1 10.9 0.4 11.3 12.5
Number of Traders in Each Category Total Traders: 547
30 37 17 167 88 118 64 98 47 32 31 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 10,144
Positions
1,835 5,112 112 3,611 3,241 1,107 1,110 0 0 0 0 0 2,369 572
Changes from: March 19, 2019 Total Change is: -417
-468 -81 -32 2 -755 413 -326 0 0 0 0 0 -6 38
Percent of Open Interest Represented by Each Category of Trader
18.1 50.4 1.1 35.6 31.9 10.9 10.9 0.0 0.0 0.0 0.0 0.0 23.4 5.6
Number of Traders in Each Category Total Traders: 21
. 8 . 4 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 62,817
Positions
7,861 12,860 885 39,929 36,622 2,613 809 1,853 479 266 4,048 0 9,975 3,457
Changes from: March 19, 2019 Total Change is: -356
-323 -426 139 419 -493 120 -374 158 210 -2 0 0 -545 -64
Percent of Open Interest Represented by Each Category of Trader
12.5 20.5 1.4 63.6 58.3 4.2 1.3 2.9 0.8 0.4 6.4 0.0 15.9 5.5
Number of Traders in Each Category Total Traders: 78
6 8 4 33 18 13 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 38,725
Positions
10,043 9,214 37 13,662 9,631 666 5,958 9,449 694 1,739 1,422 17 5,909 7,596
Changes from: March 19, 2019 Total Change is: -1,143
-3,327 1,844 -27 686 -3,065 -34 1,210 87 229 -90 -103 1 209 -75
Percent of Open Interest Represented by Each Category of Trader
25.9 23.8 0.1 35.3 24.9 1.7 15.4 24.4 1.8 4.5 3.7 0.0 15.3 19.6
Number of Traders in Each Category Total Traders: 231
22 21 . 55 33 25 28 48 9 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 193,624
Positions
50,216 46,072 184 68,311 48,155 3,332 29,788 47,243 3,469 8,696 7,108 83 29,545 37,978
Changes from: March 19, 2019 Total Change is: -5,716
-16,637 9,220 -135 3,432 -15,325 -171 6,048 434 1,147 -448 -513 4 1,044 -377
Percent of Open Interest Represented by Each Category of Trader
25.9 23.8 0.1 35.3 24.9 1.7 15.4 24.4 1.8 4.5 3.7 0.0 15.3 19.6
Number of Traders in Each Category Total Traders: 231
22 21 . 55 33 25 28 48 9 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 457,021
Positions
72,350 65,568 5,002 241,897 215,471 39,877 65,341 74,234 6,487 7,203 32,474 78 18,786 17,830
Changes from: March 19, 2019 Total Change is: 4,397
4,753 -8,207 1,017 -3,520 -5,482 322 -1,459 12,111 3,162 1,025 1,630 48 -951 -204
Percent of Open Interest Represented by Each Category of Trader
15.8 14.3 1.1 52.9 47.1 8.7 14.3 16.2 1.4 1.6 7.1 0.0 4.1 3.9
Number of Traders in Each Category Total Traders: 301
29 17 5 73 54 42 46 54 22 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 23,990
Positions
1,913 0 0 10,388 1,754 444 4,692 18,475 10 1,069 365 0 5,474 2,942
Changes from: March 19, 2019 Total Change is: 618
-9 0 0 -359 -214 -16 518 976 1 2 149 0 481 -278
Percent of Open Interest Represented by Each Category of Trader
8.0 0.0 0.0 43.3 7.3 1.9 19.6 77.0 0.0 4.5 1.5 0.0 22.8 12.3
Number of Traders in Each Category Total Traders: 31
. 0 0 10 4 4 6 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 54,750
Positions
3,606 15,491 13 15,096 4,837 2,336 25,012 8,543 92 0 400 0 8,595 23,038
Changes from: March 19, 2019 Total Change is: -1,000
-388 415 -41 50 -2,275 -14 -987 1,880 72 -240 0 0 548 -1,037
Percent of Open Interest Represented by Each Category of Trader
6.6 28.3 0.0 27.6 8.8 4.3 45.7 15.6 0.2 0.0 0.7 0.0 15.7 42.1
Number of Traders in Each Category Total Traders: 62
8 10 . 12 6 7 14 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 317,440
Positions
29,167 190,256 3,655 235,491 81,643 18,443 14,175 14,611 155 6,773 1,409 0 9,581 7,268
Changes from: March 19, 2019 Total Change is: 9,599
4,624 5,057 -86 8,506 3,530 -110 -2,029 712 48 -491 0 0 -863 448
Percent of Open Interest Represented by Each Category of Trader
9.2 59.9 1.2 74.2 25.7 5.8 4.5 4.6 0.0 2.1 0.4 0.0 3.0 2.3
Number of Traders in Each Category Total Traders: 161
14 12 6 65 34 27 14 14 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,288,922
Positions
63,435 901,259 2,063 970,873 174,840 101,091 77,335 76,923 1,640 32,043 14,030 1,563 38,879 15,513
Changes from: March 19, 2019 Total Change is: 4,939
2,276 15,571 -1,044 12,674 -6,865 -5,535 -5,008 -865 -666 -637 -53 46 2,833 4,350
Percent of Open Interest Represented by Each Category of Trader
4.9 69.9 0.2 75.3 13.6 7.8 6.0 6.0 0.1 2.5 1.1 0.1 3.0 1.2
Number of Traders in Each Category Total Traders: 408
25 21 7 184 57 77 51 29 12 34 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 90,930
Positions
34,450 52,575 37,689 6,049 0 305 11,412 0 300 700 0 0 25 61
Changes from: March 19, 2019 Total Change is: 1,969
2,393 577 1,392 -418 0 0 -1,398 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
37.9 57.8 41.4 6.7 0.0 0.3 12.6 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 16 8 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 984,867
Positions
8,728 97,622 2,896 449,864 357,799 176,482 127,396 157,417 7,402 26,992 27,857 4,570 180,537 152,822
Changes from: March 19, 2019 Total Change is: 30,436
2,585 6,424 -3,172 17,763 22,013 -2,955 14,953 8,302 -5,394 -1,054 -863 1,038 6,672 5,043
Percent of Open Interest Represented by Each Category of Trader
0.9 9.9 0.3 45.7 36.3 17.9 12.9 16.0 0.8 2.7 2.8 0.5 18.3 15.5
Number of Traders in Each Category Total Traders: 187
5 18 . 62 27 50 29 32 7 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,140,212
Positions
8,774 195,158 198 685,109 47,080 189,939 31,479 582,465 15,712 43,810 6,915 1,729 163,462 101,016
Changes from: March 19, 2019 Total Change is: 22,640
-156 6,390 -319 22,013 -52 7,397 -3,670 4,722 -6,051 -1,439 3,922 1,478 3,387 5,153
Percent of Open Interest Represented by Each Category of Trader
0.8 17.1 0.0 60.1 4.1 16.7 2.8 51.1 1.4 3.8 0.6 0.2 14.3 8.9
Number of Traders in Each Category Total Traders: 128
. 12 . 62 15 48 9 22 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 3,133,763
Positions
123,714 305,463 6,500 1,592,236 470,543 226,400 512,280 1,774,450 41,324 421,450 169,017 25,027 184,832 115,039
Changes from: March 19, 2019 Total Change is: 90,925
10,867 70,020 -6,405 116,746 -47,778 -15,194 17,603 112,632 -4,247 -4,844 2,182 12 -23,613 -20,297
Percent of Open Interest Represented by Each Category of Trader
3.9 9.7 0.2 50.8 15.0 7.2 16.3 56.6 1.3 13.4 5.4 0.8 5.9 3.7
Number of Traders in Each Category Total Traders: 335
15 27 6 116 30 75 50 57 28 24 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 3,946,255
Positions
235,127 240,903 50,276 1,732,211 970,547 688,726 390,191 1,265,860 89,761 279,343 213,978 21,397 459,223 404,807
Changes from: March 19, 2019 Total Change is: 83,400
75,231 49,090 -6,455 -74,055 32,662 62,034 52,612 -27,121 -20,444 -18,823 -28,197 1,522 11,778 20,309
Percent of Open Interest Represented by Each Category of Trader
6.0 6.1 1.3 43.9 24.6 17.5 9.9 32.1 2.3 7.1 5.4 0.5 11.6 10.3
Number of Traders in Each Category Total Traders: 395
26 35 7 112 66 97 55 65 33 17 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 714,053
Positions
31,669 60,391 1,159 303,879 307,130 75,199 117,813 98,080 9,651 61,893 8,908 500 112,290 153,035
Changes from: March 19, 2019 Total Change is: 36,822
9,367 13,662 53 21,660 39,167 -8,757 16,411 -5,785 4,109 5,365 -4,000 0 -11,386 -1,627
Percent of Open Interest Represented by Each Category of Trader
4.4 8.5 0.2 42.6 43.0 10.5 16.5 13.7 1.4 8.7 1.2 0.1 15.7 21.4
Number of Traders in Each Category Total Traders: 111
5 9 . 30 30 35 19 11 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 4,268,476
Positions
91,453 377,092 33,696 2,369,498 786,034 582,977 466,565 1,783,596 76,052 231,079 267,922 4,741 412,415 356,366
Changes from: March 19, 2019 Total Change is: 38,363
32,004 -49,325 1,528 -52,524 33,599 73,322 -9,188 38,368 -41,889 25,952 -22,505 1,669 7,489 3,596
Percent of Open Interest Represented by Each Category of Trader
2.1 8.8 0.8 55.5 18.4 13.7 10.9 41.8 1.8 5.4 6.3 0.1 9.7 8.3
Number of Traders in Each Category Total Traders: 337
14 32 6 96 47 84 47 65 35 11 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 1,828,240
Positions
562,094 279,709 452,201 36,780 10,409 57,404 189,200 555,170 361,316 105,530 29,025 27,036 36,679 55,970
Changes from: March 19, 2019 Total Change is: 91,853
-4,317 5,443 11,728 -18,193 -7,440 -5,499 48,139 78,333 -9,600 60,689 15,110 4,491 4,415 -713
Percent of Open Interest Represented by Each Category of Trader
30.7 15.3 24.7 2.0 0.6 3.1 10.3 30.4 19.8 5.8 1.6 1.5 2.0 3.1
Number of Traders in Each Category Total Traders: 144
21 31 47 . 6 . 24 40 49 4 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 is12,361,864
Positions
2,690,662 1,477,051 2,587,504 505,542 1,575,627 924,615 1,464,160 1,209,127 3,114,538 263,516 242,242 159,335 651,992 1,071,825
Changes from: March 19, 2019 Total Change is: 660,337
138,462 162,095 -34,619 11,741 154,614 -131,427 38,747 -34,014 518,524 124,845 26,511 -5,278 -658 3,931
Percent of Open Interest Represented by Each Category of Trader
21.8 11.9 20.9 4.1 12.7 7.5 11.8 9.8 25.2 2.1 2.0 1.3 5.3 8.7
Number of Traders in Each Category Total Traders: 265
25 41 59 13 33 36 52 54 90 10 19 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 60,829
Positions
6,442 20,819 3,569 1,107 0 0 32,325 19,008 17,156 0 0 0 230 277
Changes from: March 19, 2019 Total Change is: -8,645
-2,336 -3,745 -1,533 0 0 0 -3,449 -2,019 -994 -25 0 0 -308 -354
Percent of Open Interest Represented by Each Category of Trader
10.6 34.2 5.9 1.8 0.0 0.0 53.1 31.2 28.2 0.0 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 33
. 9 6 . 0 0 10 10 16 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 78,306
Positions
11,250 26,253 10,285 3,135 1,200 500 44,456 32,318 7,207 1,208 0 0 265 543
Changes from: March 19, 2019 Total Change is: -1,647
-1,369 5,249 -2,280 822 -2,400 -484 692 -2,764 1,014 0 0 0 -42 18
Percent of Open Interest Represented by Each Category of Trader
14.4 33.5 13.1 4.0 1.5 0.6 56.8 41.3 9.2 1.5 0.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 57
6 11 11 . . . 19 17 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 23,278
Positions
2,375 4,307 0 1,266 6,630 0 11,989 7,748 83 7,545 1,200 0 20 3,310
Changes from: March 19, 2019 Total Change is: -390
7 825 0 23 -1,274 0 -924 248 0 543 -24 0 -39 -165
Percent of Open Interest Represented by Each Category of Trader
10.2 18.5 0.0 5.4 28.5 0.0 51.5 33.3 0.4 32.4 5.2 0.0 0.1 14.2
Number of Traders in Each Category Total Traders: 36
. 4 0 . 11 0 . 6 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 15,145
Positions
2,843 4,348 0 562 2,141 9 11,709 6,065 0 0 237 0 22 2,345
Changes from: March 19, 2019 Total Change is: 1,653
-63 1,716 0 0 -34 0 1,705 98 0 0 30 0 11 -157
Percent of Open Interest Represented by Each Category of Trader
18.8 28.7 0.0 3.7 14.1 0.1 77.3 40.0 0.0 0.0 1.6 0.0 0.1 15.5
Number of Traders in Each Category Total Traders: 26
. 5 0 . 7 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 3,037
Positions
55 0 0 0 27 0 229 1,889 137 1,172 784 0 1,444 200
Changes from: March 19, 2019 Total Change is: -313
0 0 0 0 0 0 -224 -359 89 -100 -7 0 -78 -36
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 0.0 0.9 0.0 7.5 62.2 4.5 38.6 25.8 0.0 47.5 6.6
Number of Traders in Each Category Total Traders: 34
. 0 0 0 . 0 5 9 4 15 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 3,428
Positions
0 124 0 35 241 0 1,238 2,105 276 687 88 262 930 332
Changes from: March 19, 2019 Total Change is: -253
0 0 0 -121 64 0 -222 -423 147 -80 -197 96 -73 60
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 1.0 7.0 0.0 36.1 61.4 8.1 20.0 2.6 7.6 27.1 9.7
Number of Traders in Each Category Total Traders: 41
0 . 0 . . 0 10 14 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 42,802
Positions
192 25,584 0 18,839 2,650 393 16,249 11,596 822 2,291 274 35 3,981 1,448
Changes from: March 19, 2019 Total Change is: -1,413
-80 0 0 -536 1,080 1 -1,329 -2,193 4 382 -71 -23 168 -211
Percent of Open Interest Represented by Each Category of Trader
0.4 59.8 0.0 44.0 6.2 0.9 38.0 27.1 1.9 5.4 0.6 0.1 9.3 3.4
Number of Traders in Each Category Total Traders: 93
. . 0 14 6 . 32 17 7 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 336,816
Positions
53,236 13,593 13,935 114,945 85,575 25,829 38,867 108,813 44,121 10,382 2,701 11,661 23,840 30,588
Changes from: March 19, 2019 Total Change is: -64,586
-8,475 -6,877 -6,880 -4,448 -23,182 -341 -7,960 -10,590 -17,118 -2,709 -1,188 3,895 -20,550 -2,305
Percent of Open Interest Represented by Each Category of Trader
15.8 4.0 4.1 34.1 25.4 7.7 11.5 32.3 13.1 3.1 0.8 3.5 7.1 9.1
Number of Traders in Each Category Total Traders: 191
15 12 15 18 33 23 32 53 48 11 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 26, 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 24,387
Positions
1,355 640 1,143 20,088 3,808 204 182 17,958 100 1,145 380 0 170 154
Changes from: March 19, 2019 Total Change is: -4,949
470 -60 -460 -50 -8,749 -9 -4,370 4,715 -476 -15 -5 0 -39 95
Percent of Open Interest Represented by Each Category of Trader
5.6 2.6 4.7 82.4 15.6 0.8 0.7 73.6 0.4 4.7 1.6 0.0 0.7 0.6
Number of Traders in Each Category Total Traders: 41
. . . 11 4 . . 10 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 3, 2019