Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 159,938
Positions
38,540 11,578 4,371 40,993 34,225 6,097 10,239 51,475 14,673 16,068 759 67 28,890 36,692
Changes from: February 26, 2019 Total Change is: -2,237
2,541 -2,413 91 -1,774 1,823 -1,255 -3,438 -5,056 -12 -545 -16 -62 2,218 4,664
Percent of Open Interest Represented by Each Category of Trader
24.1 7.2 2.7 25.6 21.4 3.8 6.4 32.2 9.2 10.0 0.5 0.0 18.1 22.9
Number of Traders in Each Category Total Traders: 110
10 5 8 15 14 12 14 36 18 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 80,593
Positions
48,097 2,475 188 1,659 27,537 1,888 19,018 20,543 891 438 919 0 8,414 26,153
Changes from: February 26, 2019 Total Change is: 4,631
1,528 -153 -19 -66 853 572 2,859 848 0 0 0 0 -244 2,530
Percent of Open Interest Represented by Each Category of Trader
59.7 3.1 0.2 2.1 34.2 2.3 23.6 25.5 1.1 0.5 1.1 0.0 10.4 32.5
Number of Traders in Each Category Total Traders: 59
8 . . . 19 4 11 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 230,390
Positions
52,917 32,512 11,877 53,058 61,402 9,591 32,624 42,187 28,015 12,322 7,399 396 29,589 37,011
Changes from: February 26, 2019 Total Change is: -17,587
-6,822 4,932 -1,772 2,732 -8,834 1,844 -6,504 -8,384 -4,386 107 -146 -36 -2,751 -805
Percent of Open Interest Represented by Each Category of Trader
23.0 14.1 5.2 23.0 26.7 4.2 14.2 18.3 12.2 5.3 3.2 0.2 12.8 16.1
Number of Traders in Each Category Total Traders: 124
7 9 10 14 24 14 27 30 24 10 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 235,013
Positions
84,456 53,238 8,695 34,998 53,097 13,564 32,907 40,322 24,870 3,083 3,215 230 32,209 37,783
Changes from: February 26, 2019 Total Change is: 23,590
9,228 -8,784 -481 1,139 13,803 1,806 5,377 8,829 3,633 -605 379 -49 3,541 4,454
Percent of Open Interest Represented by Each Category of Trader
35.9 22.7 3.7 14.9 22.6 5.8 14.0 17.2 10.6 1.3 1.4 0.1 13.7 16.1
Number of Traders in Each Category Total Traders: 121
8 9 10 20 22 13 19 36 23 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 600,510
Positions
50,663 109,202 19,712 299,676 176,966 31,371 41,448 125,570 40,897 18,173 22,173 917 97,653 73,701
Changes from: February 26, 2019 Total Change is: 16,179
2,256 -6,953 1,565 -1,321 2,772 116 13,618 12,592 -1,780 -1,261 644 150 2,836 7,073
Percent of Open Interest Represented by Each Category of Trader
8.4 18.2 3.3 49.9 29.5 5.2 6.9 20.9 6.8 3.0 3.7 0.2 16.3 12.3
Number of Traders in Each Category Total Traders: 290
18 10 14 96 38 45 29 56 33 23 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,386
Positions
0 12,035 0 10,325 7,959 2,820 4,805 0 101 0 727 5 13,330 7,739
Changes from: February 26, 2019 Total Change is: 29
0 -1,741 0 -2,321 1,163 234 1,377 0 70 0 0 0 669 303
Percent of Open Interest Represented by Each Category of Trader
0.0 38.3 0.0 32.9 25.4 9.0 15.3 0.0 0.3 0.0 2.3 0.0 42.5 24.7
Number of Traders in Each Category Total Traders: 24
0 . 0 10 7 8 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 156,113
Positions
61,905 9,381 7,531 15,676 44,988 4,098 24,085 34,355 12,506 5,334 2,958 103 24,874 40,192
Changes from: February 26, 2019 Total Change is: 10,014
7,360 -608 962 -3,942 7,424 -420 5,986 3,073 -321 -70 -317 -310 770 531
Percent of Open Interest Represented by Each Category of Trader
39.7 6.0 4.8 10.0 28.8 2.6 15.4 22.0 8.0 3.4 1.9 0.1 15.9 25.7
Number of Traders in Each Category Total Traders: 97
10 5 8 12 22 11 21 22 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 50,281
Positions
0 30,064 500 44,744 566 0 2,836 15,419 0 444 2,670 0 1,757 1,062
Changes from: February 26, 2019 Total Change is: 68
0 13 -5 1,366 -8 0 -780 546 -544 0 0 0 31 66
Percent of Open Interest Represented by Each Category of Trader
0.0 59.8 1.0 89.0 1.1 0.0 5.6 30.7 0.0 0.9 5.3 0.0 3.5 2.1
Number of Traders in Each Category Total Traders: 37
0 6 . 8 . 0 11 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 247,860
Positions
855 128,272 1,408 149,844 10,899 960 83,806 67,030 1,697 1,906 23,719 0 7,383 13,875
Changes from: February 26, 2019 Total Change is: 10,106
213 2,178 108 4,223 -4,831 635 5,616 11,868 -6 -848 202 0 165 -48
Percent of Open Interest Represented by Each Category of Trader
0.3 51.8 0.6 60.5 4.4 0.4 33.8 27.0 0.7 0.8 9.6 0.0 3.0 5.6
Number of Traders in Each Category Total Traders: 166
4 9 . 31 11 . 54 34 9 8 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 15,907
Positions
2,205 5,897 0 856 4,166 0 9,535 4,081 284 516 450 0 2,511 1,029
Changes from: February 26, 2019 Total Change is: -5,158
1,880 4,313 -5,703 -315 1,273 0 219 -4,521 -417 -284 60 0 -538 -163
Percent of Open Interest Represented by Each Category of Trader
13.9 37.1 0.0 5.4 26.2 0.0 59.9 25.7 1.8 3.2 2.8 0.0 15.8 6.5
Number of Traders in Each Category Total Traders: 33
. . 0 . 4 0 10 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 39,327
Positions
9,906 1,583 2,079 12,268 11,325 409 9,219 14,422 2,264 217 2,084 0 2,966 5,161
Changes from: February 26, 2019 Total Change is: 3,897
318 -627 2,004 225 2,535 -258 1,652 501 125 98 -424 0 -267 41
Percent of Open Interest Represented by Each Category of Trader
25.2 4.0 5.3 31.2 28.8 1.0 23.4 36.7 5.8 0.6 5.3 0.0 7.5 13.1
Number of Traders in Each Category Total Traders: 79
6 . 4 11 9 . 16 26 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 27,314
Positions
4,513 11,087 8,483 10,771 2,302 1 2,323 3,975 22 0 0 0 1,201 1,444
Changes from: February 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.5 40.6 31.1 39.4 8.4 0.0 8.5 14.6 0.1 0.0 0.0 0.0 4.4 5.3
Number of Traders in Each Category Total Traders: 20
. . . 4 4 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 45,850
Positions
11,295 20,032 2,021 10,237 5,083 1,558 10,520 4,259 1,228 1,432 1,936 516 7,044 9,217
Changes from: February 26, 2019 Total Change is: 1,783
-382 -789 919 485 1,273 3 -169 -348 197 138 579 60 532 -111
Percent of Open Interest Represented by Each Category of Trader
24.6 43.7 4.4 22.3 11.1 3.4 22.9 9.3 2.7 3.1 4.2 1.1 15.4 20.1
Number of Traders in Each Category Total Traders: 106
14 17 11 14 7 6 22 17 7 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 91,699
Positions
22,590 40,064 4,041 20,473 10,165 3,116 21,040 8,518 2,455 2,863 3,872 1,033 14,087 18,434
Changes from: February 26, 2019 Total Change is: 3,565
-764 -1,578 1,837 969 2,546 6 -338 -697 394 277 1,158 120 1,064 -222
Percent of Open Interest Represented by Each Category of Trader
24.6 43.7 4.4 22.3 11.1 3.4 22.9 9.3 2.7 3.1 4.2 1.1 15.4 20.1
Number of Traders in Each Category Total Traders: 106
14 17 11 14 7 6 22 17 7 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 32,569
Positions
12,701 27,219 0 17,636 1,493 337 360 2,187 0 0 446 0 1,535 887
Changes from: February 26, 2019 Total Change is: 1,078
2,192 566 0 -582 204 -207 0 28 0 0 0 0 -325 487
Percent of Open Interest Represented by Each Category of Trader
39.0 83.6 0.0 54.1 4.6 1.0 1.1 6.7 0.0 0.0 1.4 0.0 4.7 2.7
Number of Traders in Each Category Total Traders: 22
. 6 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 757,056
Positions
48,117 100,783 70,123 255,382 129,121 61,567 57,083 85,021 143,265 16,257 56,607 15,523 89,739 95,046
Changes from: February 26, 2019 Total Change is: -53,408
-1,451 -2,180 -12,810 -887 -3,130 -3,555 3,122 824 -18,334 456 3,024 -743 -19,207 -16,505
Percent of Open Interest Represented by Each Category of Trader
6.4 13.3 9.3 33.7 17.1 8.1 7.5 11.2 18.9 2.1 7.5 2.1 11.9 12.6
Number of Traders in Each Category Total Traders: 625
32 37 46 164 103 140 82 101 105 60 46 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 70,448
Positions
11,389 11,582 7,247 3,679 7,402 1,438 9,384 1,901 14,764 95 1 274 22,177 25,840
Changes from: February 26, 2019 Total Change is: -20,189
-12,985 3,837 -3,308 353 -563 -535 -3,358 -195 -875 -118 -28 -160 798 -18,362
Percent of Open Interest Represented by Each Category of Trader
16.2 16.4 10.3 5.2 10.5 2.0 13.3 2.7 21.0 0.1 0.0 0.4 31.5 36.7
Number of Traders in Each Category Total Traders: 46
5 7 7 . . . 10 10 19 7 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 13,345
Positions
2,800 11,015 0 7,802 857 141 540 344 0 0 0 0 2,062 988
Changes from: February 26, 2019 Total Change is: -214
4 -5 -20 35 0 0 57 -230 0 0 0 0 -290 41
Percent of Open Interest Represented by Each Category of Trader
21.0 82.5 0.0 58.5 6.4 1.1 4.0 2.6 0.0 0.0 0.0 0.0 15.5 7.4
Number of Traders in Each Category Total Traders: 24
. 10 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,433,041
Positions
254,231 516,601 243,789 1,265,704 615,781 293,461 281,810 458,919 599,189 80,806 283,028 76,242 337,810 346,032
Changes from: February 26, 2019 Total Change is: -166,096
22,044 -65,716 -11,880 -4,498 -11,133 -16,804 16,184 -11,117 -71,075 2,872 15,262 -2,915 -100,024 9,283
Percent of Open Interest Represented by Each Category of Trader
7.4 15.0 7.1 36.9 17.9 8.5 8.2 13.4 17.5 2.4 8.2 2.2 9.8 10.1
Number of Traders in Each Category Total Traders: 614
32 37 43 165 101 138 82 97 101 54 46 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 17,666
Positions
7,039 12,658 0 7,861 2,992 1,165 201 554 0 0 0 0 1,400 297
Changes from: February 26, 2019 Total Change is: 1,331
957 1,114 0 0 489 162 201 -250 -7 0 0 0 18 -177
Percent of Open Interest Represented by Each Category of Trader
39.8 71.7 0.0 44.5 16.9 6.6 1.1 3.1 0.0 0.0 0.0 0.0 7.9 1.7
Number of Traders in Each Category Total Traders: 22
. 10 0 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,586
Positions
10,941 14,171 0 4,120 316 147 215 387 0 0 825 0 1,163 740
Changes from: February 26, 2019 Total Change is: 879
-716 1,557 -31 1,239 -1,084 69 -13 0 0 0 0 0 331 368
Percent of Open Interest Represented by Each Category of Trader
66.0 85.4 0.0 24.8 1.9 0.9 1.3 2.3 0.0 0.0 5.0 0.0 7.0 4.5
Number of Traders in Each Category Total Traders: 21
4 8 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,779
Positions
10,270 10,479 0 3,284 3,906 838 1,119 683 0 0 890 0 2,268 983
Changes from: February 26, 2019 Total Change is: -649
1,458 -384 0 -1,705 573 -113 -325 -588 0 0 0 0 36 -137
Percent of Open Interest Represented by Each Category of Trader
57.8 58.9 0.0 18.5 22.0 4.7 6.3 3.8 0.0 0.0 5.0 0.0 12.8 5.5
Number of Traders in Each Category Total Traders: 27
7 5 0 5 . . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 67,649
Positions
9,074 14,757 2,504 40,958 36,882 2,393 2,222 2,893 192 263 4,618 0 10,043 3,410
Changes from: February 26, 2019 Total Change is: 47
-37 426 403 -481 675 -281 -119 -1,014 -41 0 431 0 603 -552
Percent of Open Interest Represented by Each Category of Trader
13.4 21.8 3.7 60.5 54.5 3.5 3.3 4.3 0.3 0.4 6.8 0.0 14.8 5.0
Number of Traders in Each Category Total Traders: 80
6 9 4 32 18 14 5 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 49,999
Positions
18,904 10,895 725 12,456 13,401 832 5,612 8,721 4,313 1,514 1,812 40 5,604 9,260
Changes from: February 26, 2019 Total Change is: 1,667
1,362 43 307 -148 -314 -73 -467 412 637 72 301 -13 -12 366
Percent of Open Interest Represented by Each Category of Trader
37.8 21.8 1.5 24.9 26.8 1.7 11.2 17.4 8.6 3.0 3.6 0.1 11.2 18.5
Number of Traders in Each Category Total Traders: 244
23 19 9 51 36 27 28 52 28 12 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 249,995
Positions
94,521 54,477 3,627 62,278 67,007 4,158 28,059 43,605 21,563 7,571 9,060 198 28,019 46,299
Changes from: February 26, 2019 Total Change is: 8,333
6,810 213 1,536 -738 -1,569 -365 -2,337 2,058 3,187 361 1,507 -63 -58 1,829
Percent of Open Interest Represented by Each Category of Trader
37.8 21.8 1.5 24.9 26.8 1.7 11.2 17.4 8.6 3.0 3.6 0.1 11.2 18.5
Number of Traders in Each Category Total Traders: 244
23 19 9 51 36 27 28 52 28 12 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 518,068
Positions
101,294 89,474 13,436 256,955 222,973 40,484 71,019 86,184 9,911 5,421 36,077 30 19,519 19,498
Changes from: February 26, 2019 Total Change is: 3,717
5,970 -5,659 480 -1,010 3,529 -1,602 1,911 3,652 580 -2,464 4,208 -8 -140 -1,463
Percent of Open Interest Represented by Each Category of Trader
19.6 17.3 2.6 49.6 43.0 7.8 13.7 16.6 1.9 1.0 7.0 0.0 3.8 3.8
Number of Traders in Each Category Total Traders: 298
25 20 11 73 55 44 49 52 30 10 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 39,260
Positions
4,606 3,327 0 10,047 2,511 556 3,937 19,686 6,325 2,712 0 2,197 8,880 4,658
Changes from: February 26, 2019 Total Change is: 10,026
-364 11 0 -387 965 36 -762 -617 5,728 753 0 2,197 2,825 1,706
Percent of Open Interest Represented by Each Category of Trader
11.7 8.5 0.0 25.6 6.4 1.4 10.0 50.1 16.1 6.9 0.0 5.6 22.6 11.9
Number of Traders in Each Category Total Traders: 40
. . 0 10 5 4 7 6 7 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 87,241
Positions
14,096 15,453 10,962 17,692 6,413 2,316 25,778 7,968 6,086 331 1,541 309 9,671 36,193
Changes from: February 26, 2019 Total Change is: 15,892
-320 454 9,516 -302 -259 121 1,664 212 4,855 21 608 309 28 76
Percent of Open Interest Represented by Each Category of Trader
16.2 17.7 12.6 20.3 7.4 2.7 29.5 9.1 7.0 0.4 1.8 0.4 11.1 41.5
Number of Traders in Each Category Total Traders: 77
15 10 9 15 7 8 14 12 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 309,532
Positions
32,394 189,762 3,429 225,063 77,721 19,440 13,769 10,807 147 6,519 1,471 0 8,771 6,755
Changes from: February 26, 2019 Total Change is: -17,123
111 -11,862 293 -16,911 2,188 -1,468 10 -6,487 32 165 -10 0 645 191
Percent of Open Interest Represented by Each Category of Trader
10.5 61.3 1.1 72.7 25.1 6.3 4.4 3.5 0.0 2.1 0.5 0.0 2.8 2.2
Number of Traders in Each Category Total Traders: 160
14 10 5 64 36 28 15 12 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,365,338
Positions
85,208 918,751 28,500 1,000,120 209,516 101,948 80,649 75,366 3,159 31,386 14,974 1,396 32,972 11,728
Changes from: February 26, 2019 Total Change is: -19,020
755 -19,891 23,456 -38,166 -7,691 -1,400 -7,865 -14,005 1,208 2,198 -523 1,188 -394 -1,362
Percent of Open Interest Represented by Each Category of Trader
6.2 67.3 2.1 73.3 15.3 7.5 5.9 5.5 0.2 2.3 1.1 0.1 2.4 0.9
Number of Traders in Each Category Total Traders: 422
27 20 13 190 58 82 58 30 16 32 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 82,296
Positions
31,504 49,448 32,182 6,578 0 305 10,702 0 300 700 0 0 25 61
Changes from: February 26, 2019 Total Change is: 3,345
1,173 1,469 1,876 -172 0 0 520 0 0 -52 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.3 60.1 39.1 8.0 0.0 0.4 13.0 0.0 0.4 0.9 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
4 15 7 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,139,540
Positions
10,808 81,173 19,010 452,794 348,893 209,555 93,757 131,610 139,593 26,572 30,950 9,008 178,442 169,748
Changes from: February 26, 2019 Total Change is: -141,588
-1,308 -24,572 -1,747 -19,779 5,717 -16,810 -654 -18,225 -65,728 -356 -655 2,620 -37,825 -22,188
Percent of Open Interest Represented by Each Category of Trader
0.9 7.1 1.7 39.7 30.6 18.4 8.2 11.5 12.2 2.3 2.7 0.8 15.7 14.9
Number of Traders in Each Category Total Traders: 196
6 19 15 59 31 53 25 36 40 11 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,132,143
Positions
11,076 177,989 2,415 665,795 49,349 186,370 30,655 587,779 29,054 45,188 2,993 251 161,339 95,943
Changes from: February 26, 2019 Total Change is: -67,460
3,384 -18,133 -5,869 -31,563 7,001 3,876 4,461 -28,174 -3,218 12,432 2,993 -700 -50,263 -25,235
Percent of Open Interest Represented by Each Category of Trader
1.0 15.7 0.2 58.8 4.4 16.5 2.7 51.9 2.6 4.0 0.3 0.0 14.3 8.5
Number of Traders in Each Category Total Traders: 132
5 12 6 62 16 51 7 25 15 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,981,335
Positions
104,055 230,692 19,047 1,366,959 469,965 248,331 491,349 1,579,946 121,489 403,364 166,502 22,858 203,883 122,506
Changes from: February 26, 2019 Total Change is: -140,491
-32,233 -40,179 -32,221 75,715 82,129 -39,923 -63,262 -46,150 -18,967 -300 5,001 -8,793 -20,507 -41,387
Percent of Open Interest Represented by Each Category of Trader
3.5 7.7 0.6 45.9 15.8 8.3 16.5 53.0 4.1 13.5 5.6 0.8 6.8 4.1
Number of Traders in Each Category Total Traders: 321
17 27 11 106 33 71 49 52 42 21 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,334,677
Positions
153,092 227,360 149,628 1,776,352 878,956 708,181 278,283 1,199,242 479,966 282,897 213,233 63,483 442,794 414,627
Changes from: February 26, 2019 Total Change is: -359,579
-41,170 -90,985 -19,792 -112,098 -26,997 -39,846 -66,709 -105,661 -16,420 20,621 -4,288 2,685 -86,850 -58,276
Percent of Open Interest Represented by Each Category of Trader
3.5 5.2 3.5 41.0 20.3 16.3 6.4 27.7 11.1 6.5 4.9 1.5 10.2 9.6
Number of Traders in Each Category Total Traders: 406
26 30 37 103 74 104 55 80 79 20 18 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 664,646
Positions
25,823 48,313 7,353 276,669 244,769 89,965 85,620 104,117 6,481 60,056 13,208 500 112,179 149,940
Changes from: February 26, 2019 Total Change is: -79,969
-1,047 -14,364 3,687 8,030 22,228 -5,707 -45,310 -22,221 -17,384 2,220 -2,506 0 -24,458 -43,702
Percent of Open Interest Represented by Each Category of Trader
3.9 7.3 1.1 41.6 36.8 13.5 12.9 15.7 1.0 9.0 2.0 0.1 16.9 22.6
Number of Traders in Each Category Total Traders: 107
4 9 . 28 35 37 12 11 7 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,484,074
Positions
71,010 370,737 95,495 2,368,498 730,258 617,516 437,483 1,672,600 329,435 194,946 307,054 11,449 358,242 349,530
Changes from: February 26, 2019 Total Change is: -170,289
-79,963 -35,795 -3,475 22,093 -49,181 -23,402 -102,014 -26,030 57,877 -3,907 -1,126 1,183 -38,679 -90,339
Percent of Open Interest Represented by Each Category of Trader
1.6 8.3 2.1 52.8 16.3 13.8 9.8 37.3 7.3 4.3 6.8 0.3 8.0 7.8
Number of Traders in Each Category Total Traders: 321
11 32 18 95 48 82 40 61 54 10 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,644,765
Positions
506,647 283,710 425,351 47,382 15,239 59,788 168,309 432,539 331,760 47,242 19,457 23,666 34,620 53,256
Changes from: February 26, 2019 Total Change is: -252,258
-79,534 30,800 -25,971 23,178 -161 -31,455 -34,289 -128,797 -80,782 -11,513 -5,350 -4,725 -7,167 -5,817
Percent of Open Interest Represented by Each Category of Trader
30.8 17.2 25.9 2.9 0.9 3.6 10.2 26.3 20.2 2.9 1.2 1.4 2.1 3.2
Number of Traders in Each Category Total Traders: 148
19 36 50 . 5 4 28 36 42 5 6 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,929,410
Positions
2,817,925 1,421,618 5,041,055 551,433 1,810,973 1,692,480 1,329,718 819,471 11,326,502 144,622 353,826 279,273 746,403 1,184,213
Changes from: February 26, 2019 Total Change is: -313,350
94,179 96,637 -5,857 56,676 232,405 10,246 51,065 -63,329 -500,702 20,676 -29,681 -35,631 -4,001 -17,438
Percent of Open Interest Represented by Each Category of Trader
11.8 5.9 21.1 2.3 7.6 7.1 5.6 3.4 47.3 0.6 1.5 1.2 3.1 4.9
Number of Traders in Each Category Total Traders: 311
21 49 68 14 36 45 56 78 113 19 29 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 59,715
Positions
5,623 16,535 8,125 604 0 0 23,892 13,539 20,874 25 0 0 572 642
Changes from: February 26, 2019 Total Change is: 6,164
-207 -2,199 913 470 0 0 -1,350 1,066 5,882 0 0 0 456 502
Percent of Open Interest Represented by Each Category of Trader
9.4 27.7 13.6 1.0 0.0 0.0 40.0 22.7 35.0 0.0 0.0 0.0 1.0 1.1
Number of Traders in Each Category Total Traders: 32
. 7 8 . 0 0 13 9 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 63,463
Positions
8,213 14,113 12,496 2,484 3,600 884 31,458 26,515 5,313 1,208 0 0 1,407 542
Changes from: February 26, 2019 Total Change is: 1,807
-11,434 4,533 2,794 1,811 0 185 7,799 -4,363 245 -704 0 0 1,111 -1,587
Percent of Open Interest Represented by Each Category of Trader
12.9 22.2 19.7 3.9 5.7 1.4 49.6 41.8 8.4 1.9 0.0 0.0 2.2 0.9
Number of Traders in Each Category Total Traders: 55
7 10 9 . . . 17 16 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,483
Positions
531 5,547 0 1,229 7,698 42 12,452 11,523 106 15,046 1,235 0 77 3,332
Changes from: February 26, 2019 Total Change is: -163
-65 250 0 -117 20 21 774 -251 12 -727 0 0 -61 -215
Percent of Open Interest Represented by Each Category of Trader
1.8 18.8 0.0 4.2 26.1 0.1 42.2 39.1 0.4 51.0 4.2 0.0 0.3 11.3
Number of Traders in Each Category Total Traders: 35
. 5 0 . 10 . . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,950
Positions
3,367 2,447 0 568 2,030 27 9,976 7,080 0 0 407 0 12 1,959
Changes from: February 26, 2019 Total Change is: -224
-1,121 96 0 -162 0 -8 1,059 -65 0 0 0 0 8 -247
Percent of Open Interest Represented by Each Category of Trader
24.1 17.5 0.0 4.1 14.6 0.2 71.5 50.8 0.0 0.0 2.9 0.0 0.1 14.0
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 73,685
Positions
1,830 5,386 32,094 0 220 0 18,120 7,213 21,364 30 7,135 246 1 27
Changes from: February 26, 2019 Total Change is: 455
0 598 0 0 0 0 455 -886 0 0 750 0 0 -7
Percent of Open Interest Represented by Each Category of Trader
2.5 7.3 43.6 0.0 0.3 0.0 24.6 9.8 29.0 0.0 9.7 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 . 0 4 . . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,896
Positions
55 0 0 0 27 0 488 2,154 242 1,246 1,136 53 1,812 284
Changes from: February 26, 2019 Total Change is: 433
0 0 0 0 0 0 189 424 59 50 -27 13 122 -36
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 0.7 0.0 12.5 55.3 6.2 32.0 29.2 1.4 46.5 7.3
Number of Traders in Each Category Total Traders: 41
. 0 0 0 . 0 9 11 4 15 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,226
Positions
0 124 0 33 228 27 1,347 1,812 138 823 559 0 858 338
Changes from: February 26, 2019 Total Change is: -98
0 0 0 -21 -55 0 -228 -73 33 84 -65 0 34 62
Percent of Open Interest Represented by Each Category of Trader
0.0 3.8 0.0 1.0 7.1 0.8 41.8 56.2 4.3 25.5 17.3 0.0 26.6 10.5
Number of Traders in Each Category Total Traders: 40
0 . 0 . . . 8 11 4 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 54,936
Positions
142 36,709 0 18,839 2,217 444 22,638 6,708 5,885 2,144 541 303 4,542 2,128
Changes from: February 26, 2019 Total Change is: -9,697
-80 -25 0 -55 -136 -11 -9,011 -8,724 -466 -430 79 -70 427 -343
Percent of Open Interest Represented by Each Category of Trader
0.3 66.8 0.0 34.3 4.0 0.8 41.2 12.2 10.7 3.9 1.0 0.6 8.3 3.9
Number of Traders in Each Category Total Traders: 96
. . 0 12 7 . 34 16 10 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 341,448
Positions
52,638 16,224 14,703 94,122 84,256 25,628 53,752 103,178 49,867 9,850 3,769 15,442 25,446 28,381
Changes from: February 26, 2019 Total Change is: -37,318
1,916 -2,001 -449 -917 2,837 1,076 -2,038 -1,136 -41,400 -610 -304 -520 5,624 4,579
Percent of Open Interest Represented by Each Category of Trader
15.4 4.8 4.3 27.6 24.7 7.5 15.7 30.2 14.6 2.9 1.1 4.5 7.5 8.3
Number of Traders in Each Category Total Traders: 190
15 10 13 24 30 24 38 45 44 12 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 26,382
Positions
1,858 690 1,143 16,365 13,607 189 5,261 10,151 124 1,239 429 0 203 49
Changes from: February 26, 2019 Total Change is: -1,678
-61 -30 0 120 -2,407 0 -1,791 724 24 0 -6 0 30 17
Percent of Open Interest Represented by Each Category of Trader
7.0 2.6 4.3 62.0 51.6 0.7 19.9 38.5 0.5 4.7 1.6 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 45
. . . 11 4 . 4 9 . 9 . 0
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Updated March 08, 2019