Traders in Financial Futures - Options and Futures Combined Positions as of February 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 162,175
Positions
35,999 13,992 4,280 42,767 32,403 7,352 13,677 56,531 14,686 16,613 775 129 26,672 32,028
Changes from: February 19, 2019 Total Change is: 6,243
-4,832 5,161 -312 7,877 -6,492 2,061 2,010 6,781 140 189 24 76 -966 -1,195
Percent of Open Interest Represented by Each Category of Trader
22.2 8.6 2.6 26.4 20.0 4.5 8.4 34.9 9.1 10.2 0.5 0.1 16.4 19.7
Number of Traders in Each Category Total Traders: 109
7 7 7 16 15 12 17 30 17 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 75,962
Positions
46,569 2,628 207 1,725 26,684 1,316 16,159 19,695 890 438 919 0 8,658 23,623
Changes from: February 19, 2019 Total Change is: 604
381 -494 2 248 1,812 649 -185 -625 -303 0 0 0 -187 -437
Percent of Open Interest Represented by Each Category of Trader
61.3 3.5 0.3 2.3 35.1 1.7 21.3 25.9 1.2 0.6 1.2 0.0 11.4 31.1
Number of Traders in Each Category Total Traders: 58
7 . . . 18 5 12 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 247,977
Positions
59,739 27,580 13,649 50,326 70,236 7,747 39,127 50,571 32,401 12,215 7,545 432 32,340 37,815
Changes from: February 19, 2019 Total Change is: 7,835
-14,043 1,632 3,415 2,258 -8,364 658 6,052 6,601 2,941 -54 58 126 6,483 769
Percent of Open Interest Represented by Each Category of Trader
24.1 11.1 5.5 20.3 28.3 3.1 15.8 20.4 13.1 4.9 3.0 0.2 13.0 15.2
Number of Traders in Each Category Total Traders: 125
9 7 8 14 26 12 25 32 25 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 211,423
Positions
75,228 62,022 9,176 33,859 39,293 11,758 27,530 31,494 21,237 3,688 2,836 279 28,668 33,328
Changes from: February 19, 2019 Total Change is: 5,080
930 -8,851 866 449 4,797 78 1,403 2,977 2,590 -1,291 146 27 30 2,451
Percent of Open Interest Represented by Each Category of Trader
35.6 29.3 4.3 16.0 18.6 5.6 13.0 14.9 10.0 1.7 1.3 0.1 13.6 15.8
Number of Traders in Each Category Total Traders: 119
5 11 10 19 20 13 26 30 21 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 584,331
Positions
48,407 116,155 18,147 300,997 174,194 31,255 27,830 112,978 42,677 19,433 21,529 767 94,817 66,628
Changes from: February 19, 2019 Total Change is: -6,143
2,987 -4,637 694 -9,392 5,311 -321 700 -9,476 2,003 -223 1,103 103 -2,693 -922
Percent of Open Interest Represented by Each Category of Trader
8.3 19.9 3.1 51.5 29.8 5.3 4.8 19.3 7.3 3.3 3.7 0.1 16.2 11.4
Number of Traders in Each Category Total Traders: 296
18 9 14 97 39 49 31 56 34 22 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 31,357
Positions
0 13,776 0 12,646 6,796 2,586 3,428 0 31 0 727 5 12,661 7,436
Changes from: February 19, 2019 Total Change is: 933
0 -21 0 -458 -70 -17 1,686 0 21 0 0 0 -299 1,020
Percent of Open Interest Represented by Each Category of Trader
0.0 43.9 0.0 40.3 21.7 8.2 10.9 0.0 0.1 0.0 2.3 0.0 40.4 23.7
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 8 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 146,099
Positions
54,546 9,989 6,569 19,618 37,564 4,518 18,099 31,282 12,828 5,404 3,275 413 24,104 39,661
Changes from: February 19, 2019 Total Change is: 2,555
-1,725 486 1,042 5,405 400 879 -1,871 1,776 -508 973 -1,987 195 -1,835 272
Percent of Open Interest Represented by Each Category of Trader
37.3 6.8 4.5 13.4 25.7 3.1 12.4 21.4 8.8 3.7 2.2 0.3 16.5 27.1
Number of Traders in Each Category Total Traders: 91
9 6 7 12 22 10 16 21 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 50,213
Positions
0 30,051 505 43,378 574 0 3,616 14,873 544 444 2,670 0 1,726 996
Changes from: February 19, 2019 Total Change is: 845
0 0 0 136 -22 0 674 854 343 -6 0 0 -302 -330
Percent of Open Interest Represented by Each Category of Trader
0.0 59.8 1.0 86.4 1.1 0.0 7.2 29.6 1.1 0.9 5.3 0.0 3.4 2.0
Number of Traders in Each Category Total Traders: 37
0 6 . 8 . 0 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 237,754
Positions
642 126,094 1,301 145,621 15,730 325 78,190 55,161 1,703 2,754 23,517 0 7,219 13,923
Changes from: February 19, 2019 Total Change is: 2,992
-69 910 87 5,199 2,258 -521 -2,809 130 771 210 -70 0 124 -573
Percent of Open Interest Represented by Each Category of Trader
0.3 53.0 0.5 61.2 6.6 0.1 32.9 23.2 0.7 1.2 9.9 0.0 3.0 5.9
Number of Traders in Each Category Total Traders: 174
. 9 . 30 13 . 55 36 9 12 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 21,065
Positions
325 1,584 5,703 1,171 2,893 0 9,316 8,602 701 800 390 0 3,049 1,192
Changes from: February 19, 2019 Total Change is: 6,167
0 0 5,676 283 -156 0 -206 -23 214 140 15 0 60 441
Percent of Open Interest Represented by Each Category of Trader
1.5 7.5 27.1 5.6 13.7 0.0 44.2 40.8 3.3 3.8 1.9 0.0 14.5 5.7
Number of Traders in Each Category Total Traders: 32
. . . . 4 0 7 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 35,430
Positions
9,588 2,209 75 12,043 8,790 667 7,567 13,921 2,139 119 2,508 0 3,232 5,121
Changes from: February 19, 2019 Total Change is: -1,357
-747 -357 -4 357 -346 214 -1,090 -719 -32 -136 40 0 81 -152
Percent of Open Interest Represented by Each Category of Trader
27.1 6.2 0.2 34.0 24.8 1.9 21.4 39.3 6.0 0.3 7.1 0.0 9.1 14.5
Number of Traders in Each Category Total Traders: 76
5 4 . 10 9 4 21 21 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 44,067
Positions
11,677 20,821 1,102 9,752 3,810 1,555 10,689 4,608 1,031 1,293 1,357 456 6,512 9,328
Changes from: February 19, 2019 Total Change is: 1,743
-476 2,617 51 1,460 218 282 588 -395 -126 -2 -285 70 -104 -689
Percent of Open Interest Represented by Each Category of Trader
26.5 47.2 2.5 22.1 8.6 3.5 24.3 10.5 2.3 2.9 3.1 1.0 14.8 21.2
Number of Traders in Each Category Total Traders: 100
14 19 8 16 . 5 22 15 4 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 88,134
Positions
23,354 41,642 2,204 19,504 7,619 3,110 21,379 9,215 2,061 2,587 2,714 913 13,023 18,656
Changes from: February 19, 2019 Total Change is: 3,485
-952 5,234 102 2,920 436 564 1,176 -789 -252 -3 -570 139 -208 -1,379
Percent of Open Interest Represented by Each Category of Trader
26.5 47.2 2.5 22.1 8.6 3.5 24.3 10.5 2.3 2.9 3.1 1.0 14.8 21.2
Number of Traders in Each Category Total Traders: 100
14 19 8 16 . 5 22 15 4 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 31,491
Positions
10,509 26,653 0 18,218 1,289 544 360 2,159 0 0 446 0 1,860 400
Changes from: February 19, 2019 Total Change is: 245
250 790 0 -290 71 -82 0 -356 0 0 0 0 367 -178
Percent of Open Interest Represented by Each Category of Trader
33.4 84.6 0.0 57.9 4.1 1.7 1.1 6.9 0.0 0.0 1.4 0.0 5.9 1.3
Number of Traders in Each Category Total Traders: 23
. 7 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 810,464
Positions
49,568 102,964 82,932 256,269 132,250 65,123 53,961 84,197 161,598 15,800 53,583 16,266 108,946 111,551
Changes from: February 19, 2019 Total Change is: 15,004
-6,828 8,147 9,579 10,063 -8,307 -138 3,012 4,566 7,599 -1,135 2,252 -7,860 711 -835
Percent of Open Interest Represented by Each Category of Trader
6.1 12.7 10.2 31.6 16.3 8.0 6.7 10.4 19.9 1.9 6.6 2.0 13.4 13.8
Number of Traders in Each Category Total Traders: 632
32 40 42 167 103 139 82 103 104 58 47 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 90,637
Positions
24,375 7,744 10,555 3,326 7,965 1,973 12,742 2,096 15,639 213 29 435 21,379 44,202
Changes from: February 19, 2019 Total Change is: 3,336
-894 1,887 1,447 31 63 -511 -642 -2,169 3,846 159 19 101 -200 -1,346
Percent of Open Interest Represented by Each Category of Trader
26.9 8.5 11.6 3.7 8.8 2.2 14.1 2.3 17.3 0.2 0.0 0.5 23.6 48.8
Number of Traders in Each Category Total Traders: 50
7 6 7 . . . 11 10 19 7 . 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 13,559
Positions
2,796 11,020 20 7,767 857 141 483 574 0 0 0 0 2,352 947
Changes from: February 19, 2019 Total Change is: -382
-40 -104 20 -418 0 40 0 0 0 0 0 0 16 -338
Percent of Open Interest Represented by Each Category of Trader
20.6 81.3 0.1 57.3 6.3 1.0 3.6 4.2 0.0 0.0 0.0 0.0 17.3 7.0
Number of Traders in Each Category Total Traders: 23
. 9 . 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 3,599,137
Positions
232,186 582,317 255,668 1,270,202 626,914 310,265 265,626 470,037 670,265 77,934 267,767 79,156 437,834 336,749
Changes from: February 19, 2019 Total Change is: 58,339
-21,288 39,677 32,284 48,505 -43,503 3,523 14,243 29,646 22,792 -6,472 11,167 -39,803 4,556 2,557
Percent of Open Interest Represented by Each Category of Trader
6.5 16.2 7.1 35.3 17.4 8.6 7.4 13.1 18.6 2.2 7.4 2.2 12.2 9.4
Number of Traders in Each Category Total Traders: 617
31 41 39 167 101 138 80 99 99 54 44 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 16,335
Positions
6,082 11,544 0 7,861 2,503 1,003 0 804 7 0 0 0 1,382 474
Changes from: February 19, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
37.2 70.7 0.0 48.1 15.3 6.1 0.0 4.9 0.0 0.0 0.0 0.0 8.5 2.9
Number of Traders in Each Category Total Traders: 20
. 9 0 . . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 15,707
Positions
11,657 12,614 31 2,881 1,400 78 228 387 0 0 825 0 832 372
Changes from: February 19, 2019 Total Change is: -1,264
-46 -87 31 -214 0 -141 0 -213 0 0 0 0 -894 -854
Percent of Open Interest Represented by Each Category of Trader
74.2 80.3 0.2 18.3 8.9 0.5 1.5 2.5 0.0 0.0 5.3 0.0 5.3 2.4
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 18,428
Positions
8,812 10,863 0 4,989 3,333 951 1,444 1,271 0 0 890 0 2,232 1,120
Changes from: February 19, 2019 Total Change is: 1,060
1,083 349 0 636 715 -3 0 211 0 0 0 0 -656 -212
Percent of Open Interest Represented by Each Category of Trader
47.8 58.9 0.0 27.1 18.1 5.2 7.8 6.9 0.0 0.0 4.8 0.0 12.1 6.1
Number of Traders in Each Category Total Traders: 29
6 6 0 7 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 67,602
Positions
9,111 14,331 2,101 41,439 36,207 2,674 2,341 3,907 233 263 4,187 0 9,440 3,962
Changes from: February 19, 2019 Total Change is: 79
-2,004 2,911 -503 1,835 -283 -558 907 -857 79 0 -292 0 323 -418
Percent of Open Interest Represented by Each Category of Trader
13.5 21.2 3.1 61.3 53.6 4.0 3.5 5.8 0.3 0.4 6.2 0.0 14.0 5.9
Number of Traders in Each Category Total Traders: 81
4 9 . 34 18 14 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 48,332
Positions
17,542 10,853 418 12,603 13,715 905 6,079 8,309 3,675 1,442 1,511 52 5,615 8,894
Changes from: February 19, 2019 Total Change is: 596
-298 57 70 725 449 -32 148 122 161 -282 -326 27 75 67
Percent of Open Interest Represented by Each Category of Trader
36.3 22.5 0.9 26.1 28.4 1.9 12.6 17.2 7.6 3.0 3.1 0.1 11.6 18.4
Number of Traders in Each Category Total Traders: 249
25 18 8 52 35 27 28 60 28 10 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 241,662
Positions
87,712 54,264 2,091 63,016 68,577 4,523 30,396 41,547 18,376 7,210 7,553 261 28,077 44,470
Changes from: February 19, 2019 Total Change is: 2,979
-1,488 287 352 3,627 2,245 -159 738 608 807 -1,409 -1,630 134 376 334
Percent of Open Interest Represented by Each Category of Trader
36.3 22.5 0.9 26.1 28.4 1.9 12.6 17.2 7.6 3.0 3.1 0.1 11.6 18.4
Number of Traders in Each Category Total Traders: 249
25 18 8 52 35 27 28 60 28 10 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 514,351
Positions
95,324 95,133 12,956 257,965 219,444 42,086 69,108 82,532 9,331 7,885 31,869 38 19,658 20,961
Changes from: February 19, 2019 Total Change is: 15,503
-3,603 14,528 2,662 1,403 -4,746 1,167 13,081 667 260 -1,373 719 7 1,899 238
Percent of Open Interest Represented by Each Category of Trader
18.5 18.5 2.5 50.2 42.7 8.2 13.4 16.0 1.8 1.5 6.2 0.0 3.8 4.1
Number of Traders in Each Category Total Traders: 291
26 19 8 75 56 41 42 52 33 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 29,234
Positions
4,970 3,316 0 10,434 1,546 520 4,699 20,303 597 1,959 0 0 6,055 2,952
Changes from: February 19, 2019 Total Change is: -172
1 -150 0 0 980 -32 -507 -892 93 482 0 0 -209 -171
Percent of Open Interest Represented by Each Category of Trader
17.0 11.3 0.0 35.7 5.3 1.8 16.1 69.4 2.0 6.7 0.0 0.0 20.7 10.1
Number of Traders in Each Category Total Traders: 35
. . 0 12 4 . 5 5 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 71,349
Positions
14,416 14,999 1,446 17,994 6,672 2,195 24,114 7,756 1,231 310 933 0 9,643 36,117
Changes from: February 19, 2019 Total Change is: -1,827
-768 837 80 -591 -180 -83 -1,172 -3,009 50 -24 533 0 681 -55
Percent of Open Interest Represented by Each Category of Trader
20.2 21.0 2.0 25.2 9.4 3.1 33.8 10.9 1.7 0.4 1.3 0.0 13.5 50.6
Number of Traders in Each Category Total Traders: 69
14 8 . 16 7 8 12 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 326,655
Positions
32,283 201,624 3,136 241,974 75,533 20,908 13,759 17,294 115 6,354 1,481 0 8,126 6,564
Changes from: February 19, 2019 Total Change is: 15,588
3,589 15,936 -82 15,549 -2,061 -580 -2,685 3,070 -100 160 0 0 -263 -595
Percent of Open Interest Represented by Each Category of Trader
9.9 61.7 1.0 74.1 23.1 6.4 4.2 5.3 0.0 1.9 0.5 0.0 2.5 2.0
Number of Traders in Each Category Total Traders: 168
13 11 5 66 35 28 14 20 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 1,384,358
Positions
84,453 938,642 5,044 1,038,286 217,207 103,348 88,514 89,371 1,951 29,188 15,497 208 33,366 13,090
Changes from: February 19, 2019 Total Change is: 207
782 6,131 1,617 4,940 -10,547 -46 -2,513 -1,825 287 -4,166 4,039 -283 -411 834
Percent of Open Interest Represented by Each Category of Trader
6.1 67.8 0.4 75.0 15.7 7.5 6.4 6.5 0.1 2.1 1.1 0.0 2.4 0.9
Number of Traders in Each Category Total Traders: 433
25 20 11 188 62 84 67 31 12 32 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 78,951
Positions
30,331 47,979 30,306 6,750 0 305 10,182 0 300 752 0 0 25 61
Changes from: February 19, 2019 Total Change is: 1,948
898 578 1,370 -490 0 0 170 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.4 60.8 38.4 8.5 0.0 0.4 12.9 0.0 0.4 1.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 15 7 8 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 1,281,128
Positions
12,117 105,744 20,757 472,573 343,176 226,366 94,411 149,835 205,321 26,928 31,605 6,388 216,267 191,936
Changes from: February 19, 2019 Total Change is: 61,470
753 6,359 -21,799 -14,709 -30,305 11,502 5,829 39,896 37,645 3,393 1,614 -1,966 40,821 18,522
Percent of Open Interest Represented by Each Category of Trader
0.9 8.3 1.6 36.9 26.8 17.7 7.4 11.7 16.0 2.1 2.5 0.5 16.9 15.0
Number of Traders in Each Category Total Traders: 187
7 18 15 60 29 54 22 32 40 11 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 1,199,603
Positions
7,692 196,122 8,284 697,358 42,348 182,494 26,194 615,954 32,273 32,756 0 951 211,601 121,178
Changes from: February 19, 2019 Total Change is: -25,222
115 -42,227 -1,118 -28,371 2,680 -8,149 1,220 12,885 -19,245 -10,909 0 700 40,535 29,252
Percent of Open Interest Represented by Each Category of Trader
0.6 16.3 0.7 58.1 3.5 15.2 2.2 51.3 2.7 2.7 0.0 0.1 17.6 10.1
Number of Traders in Each Category Total Traders: 127
. 12 9 62 12 44 9 26 21 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 3,121,826
Positions
136,289 270,871 51,268 1,291,244 387,835 288,254 554,611 1,626,096 140,457 403,664 161,501 31,651 224,390 163,893
Changes from: February 19, 2019 Total Change is: -155,123
-1,106 31,276 12,095 -34,189 75,135 -3,887 53,048 -102,267 -186,619 -32,496 -13,886 12,214 25,817 20,815
Percent of Open Interest Represented by Each Category of Trader
4.4 8.7 1.6 41.4 12.4 9.2 17.8 52.1 4.5 12.9 5.2 1.0 7.2 5.2
Number of Traders in Each Category Total Traders: 324
19 26 17 106 28 69 52 53 42 22 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 4,694,256
Positions
194,263 318,345 169,420 1,888,450 905,953 748,027 344,992 1,304,902 496,386 262,275 217,521 60,799 529,644 472,902
Changes from: February 19, 2019 Total Change is: -180,276
16,314 -53,551 -48,796 -60,391 11,844 -30,006 21,414 32,826 -111,496 -23,740 -10,225 5,753 50,672 23,375
Percent of Open Interest Represented by Each Category of Trader
4.1 6.8 3.6 40.2 19.3 15.9 7.3 27.8 10.6 5.6 4.6 1.3 11.3 10.1
Number of Traders in Each Category Total Traders: 393
24 29 35 99 72 104 63 67 88 21 17 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 744,615
Positions
26,870 62,677 3,666 268,639 222,541 95,672 130,930 126,338 23,865 57,836 15,714 500 136,637 193,642
Changes from: February 19, 2019 Total Change is: 54,276
4,644 -27,113 2,032 -3,903 10,660 4,026 5,517 7,156 16,954 -750 -53 0 25,756 40,614
Percent of Open Interest Represented by Each Category of Trader
3.6 8.4 0.5 36.1 29.9 12.8 17.6 17.0 3.2 7.8 2.1 0.1 18.4 26.0
Number of Traders in Each Category Total Traders: 106
4 8 6 26 35 37 14 12 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 4,654,363
Positions
150,972 406,532 98,970 2,346,405 779,439 640,918 539,498 1,698,630 271,559 198,853 308,181 10,266 396,921 439,868
Changes from: February 19, 2019 Total Change is: -210,092
36,682 -32,045 -43,333 -13,362 -8,089 -55,854 19,487 46,655 -164,781 -13,729 -28,713 -2,257 27,055 78,324
Percent of Open Interest Represented by Each Category of Trader
3.2 8.7 2.1 50.4 16.7 13.8 11.6 36.5 5.8 4.3 6.6 0.2 8.5 9.5
Number of Traders in Each Category Total Traders: 329
15 30 23 91 54 83 48 59 64 12 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 1,897,023
Positions
586,181 252,910 451,322 24,204 15,400 91,243 202,598 561,336 412,542 58,755 24,806 28,391 41,787 59,073
Changes from: February 19, 2019 Total Change is: 78,110
75,503 2,984 -13,805 -16,199 -600 14,153 8,344 57,355 2,623 -942 11,927 4,528 3,905 -1,056
Percent of Open Interest Represented by Each Category of Trader
30.9 13.3 23.8 1.3 0.8 4.8 10.7 29.6 21.7 3.1 1.3 1.5 2.2 3.1
Number of Traders in Each Category Total Traders: 164
23 37 50 4 4 4 33 41 48 9 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 is24,242,760
Positions
2,723,746 1,324,981 5,046,912 494,757 1,578,568 1,682,234 1,278,653 882,800 11,827,204 123,946 383,507 314,904 750,404 1,201,650
Changes from: February 19, 2019 Total Change is: 1,181,971
-109,518 -45,073 251,471 11,252 126,565 44,947 181,629 -26,945 710,070 1,632 -6,154 13,913 76,576 113,179
Percent of Open Interest Represented by Each Category of Trader
11.2 5.5 20.8 2.0 6.5 6.9 5.3 3.6 48.8 0.5 1.6 1.3 3.1 5.0
Number of Traders in Each Category Total Traders: 324
25 47 69 15 37 46 61 79 121 18 32 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 53,551
Positions
5,830 18,734 7,212 134 0 0 25,242 12,473 14,992 25 0 0 116 140
Changes from: February 19, 2019 Total Change is: 1,191
0 -891 -553 0 0 0 65 936 2,157 0 0 0 -478 -458
Percent of Open Interest Represented by Each Category of Trader
10.9 35.0 13.5 0.3 0.0 0.0 47.1 23.3 28.0 0.0 0.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 32
. 8 8 . 0 0 13 8 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 61,656
Positions
19,647 9,580 9,702 673 3,600 699 23,659 30,878 5,068 1,912 0 0 296 2,129
Changes from: February 19, 2019 Total Change is: 13,959
3,745 -1,495 314 273 855 595 9,818 13,944 -1,579 708 0 0 85 1,325
Percent of Open Interest Represented by Each Category of Trader
31.9 15.5 15.7 1.1 5.8 1.1 38.4 50.1 8.2 3.1 0.0 0.0 0.5 3.5
Number of Traders in Each Category Total Traders: 50
7 8 9 . . . 17 12 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 29,646
Positions
596 5,297 0 1,346 7,678 21 11,678 11,774 94 15,773 1,235 0 138 3,547
Changes from: February 19, 2019 Total Change is: -516
-3 1,059 0 0 -726 12 -695 -1,091 -17 168 0 0 19 247
Percent of Open Interest Represented by Each Category of Trader
2.0 17.9 0.0 4.5 25.9 0.1 39.4 39.7 0.3 53.2 4.2 0.0 0.5 12.0
Number of Traders in Each Category Total Traders: 34
. 5 0 . 10 . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 14,174
Positions
4,488 2,351 0 730 2,030 35 8,917 7,145 0 0 407 0 4 2,206
Changes from: February 19, 2019 Total Change is: -768
-830 -302 0 0 -13 -9 95 -138 0 0 0 0 -24 -306
Percent of Open Interest Represented by Each Category of Trader
31.7 16.6 0.0 5.2 14.3 0.2 62.9 50.4 0.0 0.0 2.9 0.0 0.0 15.6
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 73,230
Positions
1,830 4,788 32,094 0 220 0 17,665 8,099 21,364 30 6,385 246 1 34
Changes from: February 19, 2019 Total Change is: 397
0 250 0 0 0 0 396 -12 0 0 160 0 1 -1
Percent of Open Interest Represented by Each Category of Trader
2.5 6.5 43.8 0.0 0.3 0.0 24.1 11.1 29.2 0.0 8.7 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 5 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 3,463
Positions
55 0 0 0 27 0 299 1,730 183 1,196 1,163 40 1,690 320
Changes from: February 19, 2019 Total Change is: -153
0 0 0 0 0 0 -187 38 10 13 -175 -23 34 -3
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 0.0 0.8 0.0 8.6 50.0 5.3 34.5 33.6 1.2 48.8 9.2
Number of Traders in Each Category Total Traders: 39
. 0 0 0 . 0 6 11 . 17 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 3,324
Positions
0 124 0 54 283 27 1,575 1,885 105 739 624 0 824 276
Changes from: February 19, 2019 Total Change is: -640
0 27 -27 -116 118 -25 -259 -374 -163 35 -137 -51 -34 -8
Percent of Open Interest Represented by Each Category of Trader
0.0 3.7 0.0 1.6 8.5 0.8 47.4 56.7 3.2 22.2 18.8 0.0 24.8 8.3
Number of Traders in Each Category Total Traders: 44
0 . 0 . 4 . 10 13 . 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 64,633
Positions
222 36,734 0 18,894 2,353 455 31,649 15,432 6,352 2,574 463 373 4,115 2,472
Changes from: February 19, 2019 Total Change is: 5,489
86 -13 0 -1,757 5 46 2,315 850 4,441 -225 0 176 407 -16
Percent of Open Interest Represented by Each Category of Trader
0.3 56.8 0.0 29.2 3.6 0.7 49.0 23.9 9.8 4.0 0.7 0.6 6.4 3.8
Number of Traders in Each Category Total Traders: 100
. . 0 12 8 . 32 19 12 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 378,766
Positions
50,722 18,225 15,152 95,039 81,419 24,552 55,790 104,314 91,267 10,460 4,073 15,962 19,822 23,802
Changes from: February 19, 2019 Total Change is: 15,847
4,731 562 1,774 9,569 10,674 1,323 1,905 7,106 -6,116 1,547 -52 4,018 -2,904 -3,442
Percent of Open Interest Represented by Each Category of Trader
13.4 4.8 4.0 25.1 21.5 6.5 14.7 27.5 24.1 2.8 1.1 4.2 5.2 6.3
Number of Traders in Each Category Total Traders: 190
13 14 14 22 29 21 36 48 46 13 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 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 28,060
Positions
1,919 720 1,143 16,245 16,014 189 7,052 9,427 100 1,239 435 0 173 32
Changes from: February 19, 2019 Total Change is: -1,070
-30 -40 0 0 -1,062 0 -1,016 32 -1 0 -1 0 -23 2
Percent of Open Interest Represented by Each Category of Trader
6.8 2.6 4.1 57.9 57.1 0.7 25.1 33.6 0.4 4.4 1.6 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 45
. . . 11 . . 6 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 05, 2019