Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 171,289
Positions
46,233 7,751 3,479 39,535 38,807 6,715 12,148 52,933 14,445 13,575 755 73 35,085 46,331
Changes from: March 5, 2019 Total Change is: 11,351
7,694 -3,827 -892 -1,459 4,581 618 1,910 1,458 -228 -2,493 -4 6 6,195 9,638
Percent of Open Interest Represented by Each Category of Trader
27.0 4.5 2.0 23.1 22.7 3.9 7.1 30.9 8.4 7.9 0.4 0.0 20.5 27.0
Number of Traders in Each Category Total Traders: 104
9 . 7 14 16 12 14 33 16 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 86,813
Positions
46,754 2,163 5,834 2,410 27,025 1,460 18,664 19,774 1,716 440 919 0 9,536 27,923
Changes from: March 5, 2019 Total Change is: 6,220
-1,343 -312 5,646 751 -512 -428 -354 -769 825 2 0 0 1,122 1,770
Percent of Open Interest Represented by Each Category of Trader
53.9 2.5 6.7 2.8 31.1 1.7 21.5 22.8 2.0 0.5 1.1 0.0 11.0 32.2
Number of Traders in Each Category Total Traders: 57
8 . 5 4 16 5 11 13 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 220,454
Positions
52,967 33,866 12,803 50,656 61,585 5,388 29,606 37,956 26,470 12,250 7,436 443 29,871 34,507
Changes from: March 5, 2019 Total Change is: -9,936
50 1,354 926 -2,403 183 -4,203 -3,018 -4,230 -1,545 -73 36 47 282 -2,504
Percent of Open Interest Represented by Each Category of Trader
24.0 15.4 5.8 23.0 27.9 2.4 13.4 17.2 12.0 5.6 3.4 0.2 13.5 15.7
Number of Traders in Each Category Total Traders: 113
7 8 10 11 24 13 27 27 21 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 215,768
Positions
80,910 43,918 9,446 34,129 58,425 11,086 25,569 35,129 17,682 4,118 2,803 286 32,543 36,994
Changes from: March 5, 2019 Total Change is: -19,245
-3,546 -9,319 751 -870 5,328 -2,478 -7,338 -5,194 -7,188 1,035 -412 56 334 -788
Percent of Open Interest Represented by Each Category of Trader
37.5 20.4 4.4 15.8 27.1 5.1 11.9 16.3 8.2 1.9 1.3 0.1 15.1 17.1
Number of Traders in Each Category Total Traders: 120
7 9 10 21 24 14 23 26 24 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 585,955
Positions
56,345 92,732 16,711 293,631 179,661 33,749 30,319 120,368 42,779 17,768 22,621 619 94,033 76,714
Changes from: March 5, 2019 Total Change is: -14,555
5,682 -16,470 -3,001 -6,044 2,695 2,377 -11,129 -5,201 1,882 -404 448 -299 -3,619 3,013
Percent of Open Interest Represented by Each Category of Trader
9.6 15.8 2.9 50.1 30.7 5.8 5.2 20.5 7.3 3.0 3.9 0.1 16.0 13.1
Number of Traders in Each Category Total Traders: 286
20 10 16 95 38 52 29 52 36 22 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 33,275
Positions
0 11,754 66 10,365 8,905 2,815 4,494 0 1,371 0 583 8 14,156 7,773
Changes from: March 5, 2019 Total Change is: 1,889
0 -281 66 40 946 -5 -311 0 1,270 0 -144 3 826 34
Percent of Open Interest Represented by Each Category of Trader
0.0 35.3 0.2 31.1 26.8 8.5 13.5 0.0 4.1 0.0 1.8 0.0 42.5 23.4
Number of Traders in Each Category Total Traders: 23
0 . . 10 7 8 . 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 175,841
Positions
70,537 9,262 14,837 14,121 49,423 3,775 25,021 36,101 13,605 5,354 4,077 297 28,295 44,465
Changes from: March 5, 2019 Total Change is: 19,728
8,632 -119 7,306 -1,555 4,435 -323 936 1,747 1,098 20 1,118 194 3,421 4,273
Percent of Open Interest Represented by Each Category of Trader
40.1 5.3 8.4 8.0 28.1 2.1 14.2 20.5 7.7 3.0 2.3 0.2 16.1 25.3
Number of Traders in Each Category Total Traders: 96
9 5 9 11 22 12 17 25 20 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 65,966
Positions
0 31,753 13,424 48,925 582 0 1,883 16,345 2 299 2,670 0 1,433 1,190
Changes from: March 5, 2019 Total Change is: 15,685
0 1,689 12,924 4,181 16 0 -953 926 2 -145 0 0 -324 128
Percent of Open Interest Represented by Each Category of Trader
0.0 48.1 20.3 74.2 0.9 0.0 2.9 24.8 0.0 0.5 4.0 0.0 2.2 1.8
Number of Traders in Each Category Total Traders: 34
0 5 . 8 . 0 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 273,543
Positions
20,446 128,111 4,474 130,747 9,293 1,315 83,867 71,449 23,509 2,122 31,051 331 6,731 4,009
Changes from: March 5, 2019 Total Change is: 25,683
19,591 -161 3,066 -19,097 -1,606 355 61 4,420 21,812 216 7,332 331 -652 -9,866
Percent of Open Interest Represented by Each Category of Trader
7.5 46.8 1.6 47.8 3.4 0.5 30.7 26.1 8.6 0.8 11.4 0.1 2.5 1.5
Number of Traders in Each Category Total Traders: 166
. 11 . 29 12 . 49 36 14 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 18,798
Positions
3,915 0 563 611 7,167 0 9,757 8,096 1,083 595 460 0 2,274 1,429
Changes from: March 5, 2019 Total Change is: 2,891
1,710 -5,897 563 -245 3,001 0 222 4,015 799 79 10 0 -237 400
Percent of Open Interest Represented by Each Category of Trader
20.8 0.0 3.0 3.3 38.1 0.0 51.9 43.1 5.8 3.2 2.4 0.0 12.1 7.6
Number of Traders in Each Category Total Traders: 37
. 0 . . 4 0 10 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 42,328
Positions
9,713 1,161 3,863 11,425 12,856 822 9,583 11,725 3,202 222 2,646 0 3,498 6,053
Changes from: March 5, 2019 Total Change is: 3,001
-193 -422 1,784 -843 1,531 413 364 -2,697 938 5 562 0 533 892
Percent of Open Interest Represented by Each Category of Trader
22.9 2.7 9.1 27.0 30.4 1.9 22.6 27.7 7.6 0.5 6.3 0.0 8.3 14.3
Number of Traders in Each Category Total Traders: 80
6 . 5 10 12 . 22 18 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 30,441
Positions
4,644 11,076 11,498 3,052 2,464 1 9,972 3,876 126 143 0 0 1,005 1,400
Changes from: March 5, 2019 Total Change is: 3,127
131 -11 3,015 -7,719 162 0 7,649 -99 104 143 0 0 -196 -44
Percent of Open Interest Represented by Each Category of Trader
15.3 36.4 37.8 10.0 8.1 0.0 32.8 12.7 0.4 0.5 0.0 0.0 3.3 4.6
Number of Traders in Each Category Total Traders: 21
. . . 4 4 . . 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 50,229
Positions
10,302 23,618 5,848 9,463 2,900 1,910 10,681 3,802 1,746 1,376 1,811 552 8,351 8,041
Changes from: March 5, 2019 Total Change is: 4,379
-993 3,586 3,828 -774 -2,183 352 161 -457 519 -56 -125 36 1,307 -1,176
Percent of Open Interest Represented by Each Category of Trader
20.5 47.0 11.6 18.8 5.8 3.8 21.3 7.6 3.5 2.7 3.6 1.1 16.6 16.0
Number of Traders in Each Category Total Traders: 104
15 18 14 14 5 7 19 17 9 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 100,457
Positions
20,603 47,237 11,696 18,926 5,799 3,820 21,362 7,604 3,493 2,752 3,622 1,104 16,701 16,083
Changes from: March 5, 2019 Total Change is: 8,758
-1,987 7,173 7,655 -1,547 -4,366 704 322 -915 1,037 -111 -251 71 2,614 -2,351
Percent of Open Interest Represented by Each Category of Trader
20.5 47.0 11.6 18.8 5.8 3.8 21.3 7.6 3.5 2.7 3.6 1.1 16.6 16.0
Number of Traders in Each Category Total Traders: 104
15 18 14 14 5 7 19 17 9 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 36,632
Positions
12,159 27,678 3,256 18,381 689 418 0 2,436 0 0 446 0 2,418 1,709
Changes from: March 5, 2019 Total Change is: 4,063
-542 459 3,256 745 -804 81 -360 249 0 0 0 0 883 822
Percent of Open Interest Represented by Each Category of Trader
33.2 75.6 8.9 50.2 1.9 1.1 0.0 6.6 0.0 0.0 1.2 0.0 6.6 4.7
Number of Traders in Each Category Total Traders: 24
. 7 . 11 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 813,014
Positions
39,227 106,292 98,377 258,368 123,157 72,983 53,052 77,016 162,805 15,523 54,599 15,627 97,052 102,159
Changes from: March 5, 2019 Total Change is: 55,958
-8,890 5,508 28,254 2,986 -5,964 11,416 -4,032 -8,005 19,541 -733 -2,008 104 7,313 7,113
Percent of Open Interest Represented by Each Category of Trader
4.8 13.1 12.1 31.8 15.1 9.0 6.5 9.5 20.0 1.9 6.7 1.9 11.9 12.6
Number of Traders in Each Category Total Traders: 618
32 38 56 156 105 141 73 109 116 61 43 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 69,210
Positions
8,919 15,016 8,072 3,694 1,269 1,260 9,248 2,007 15,561 125 18 232 22,099 25,774
Changes from: March 5, 2019 Total Change is: -1,238
-2,470 3,435 826 15 -6,133 -178 -137 107 797 29 17 -42 -79 -66
Percent of Open Interest Represented by Each Category of Trader
12.9 21.7 11.7 5.3 1.8 1.8 13.4 2.9 22.5 0.2 0.0 0.3 31.9 37.2
Number of Traders in Each Category Total Traders: 50
7 10 12 . . . 10 10 19 4 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 21,940
Positions
3,115 10,093 6,389 4,519 857 258 487 344 229 0 0 0 6,943 3,770
Changes from: March 5, 2019 Total Change is: 8,595
315 -922 6,389 -3,283 0 117 -53 0 229 0 0 0 4,881 2,782
Percent of Open Interest Represented by Each Category of Trader
14.2 46.0 29.1 20.6 3.9 1.2 2.2 1.6 1.0 0.0 0.0 0.0 31.6 17.2
Number of Traders in Each Category Total Traders: 25
5 9 4 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 3,719,021
Positions
239,207 544,046 363,851 1,278,855 614,925 353,130 262,588 418,609 692,658 77,033 272,944 76,932 374,768 381,925
Changes from: March 5, 2019 Total Change is: 285,980
-15,024 27,446 120,062 13,151 -856 59,669 -19,222 -40,310 93,469 -3,773 -10,084 691 36,958 35,893
Percent of Open Interest Represented by Each Category of Trader
6.4 14.6 9.8 34.4 16.5 9.5 7.1 11.3 18.6 2.1 7.3 2.1 10.1 10.3
Number of Traders in Each Category Total Traders: 608
33 37 53 156 104 140 72 106 113 57 42 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 25,576
Positions
6,029 12,809 8,616 7,657 1,793 1,191 201 252 0 0 0 0 1,882 915
Changes from: March 5, 2019 Total Change is: 7,910
-1,010 151 8,616 -204 -1,199 26 0 -302 0 0 0 0 482 618
Percent of Open Interest Represented by Each Category of Trader
23.6 50.1 33.7 29.9 7.0 4.7 0.8 1.0 0.0 0.0 0.0 0.0 7.4 3.6
Number of Traders in Each Category Total Traders: 22
. 11 5 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,404
Positions
5,460 13,245 4,608 5,662 359 428 904 0 0 0 0 0 2,342 764
Changes from: March 5, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
28.1 68.3 23.7 29.2 1.9 2.2 4.7 0.0 0.0 0.0 0.0 0.0 12.1 3.9
Number of Traders in Each Category Total Traders: 25
6 8 10 6 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 17,996
Positions
12,448 14,743 854 2,041 316 147 215 387 0 0 0 0 2,291 1,549
Changes from: March 5, 2019 Total Change is: 1,410
1,507 572 854 -2,079 0 0 0 0 0 0 -825 0 1,128 809
Percent of Open Interest Represented by Each Category of Trader
69.2 81.9 4.7 11.3 1.8 0.8 1.2 2.2 0.0 0.0 0.0 0.0 12.7 8.6
Number of Traders in Each Category Total Traders: 20
4 9 4 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 14,239
Positions
7,348 6,212 2,728 2,341 615 257 0 2,865 710 0 0 0 855 852
Changes from: March 5, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
51.6 43.6 19.2 16.4 4.3 1.8 0.0 20.1 5.0 0.0 0.0 0.0 6.0 6.0
Number of Traders in Each Category Total Traders: 22
7 6 4 . . . 0 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 21,101
Positions
8,673 10,654 3,650 2,982 3,867 1,344 1,119 0 286 0 0 0 3,047 1,300
Changes from: March 5, 2019 Total Change is: 3,322
-1,597 175 3,650 -302 -39 506 0 -683 286 0 -890 0 779 317
Percent of Open Interest Represented by Each Category of Trader
41.1 50.5 17.3 14.1 18.3 6.4 5.3 0.0 1.4 0.0 0.0 0.0 14.4 6.2
Number of Traders in Each Category Total Traders: 24
7 5 6 4 . . 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 76,848
Positions
8,646 14,477 11,265 41,223 37,778 2,435 1,440 2,065 224 268 4,618 0 11,347 3,986
Changes from: March 5, 2019 Total Change is: 9,199
-428 -280 8,761 265 896 42 -782 -828 32 5 0 0 1,304 576
Percent of Open Interest Represented by Each Category of Trader
11.3 18.8 14.7 53.6 49.2 3.2 1.9 2.7 0.3 0.3 6.0 0.0 14.8 5.2
Number of Traders in Each Category Total Traders: 77
6 10 9 31 18 13 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 55,621
Positions
20,701 9,238 3,591 11,075 13,871 1,287 5,718 10,340 5,083 1,305 1,766 239 6,621 10,207
Changes from: March 5, 2019 Total Change is: 5,622
1,797 -1,658 2,866 -1,380 469 455 106 1,619 770 -209 -46 200 1,017 947
Percent of Open Interest Represented by Each Category of Trader
37.2 16.6 6.5 19.9 24.9 2.3 10.3 18.6 9.1 2.3 3.2 0.4 11.9 18.4
Number of Traders in Each Category Total Traders: 245
24 20 20 50 36 26 32 50 27 8 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 278,105
Positions
103,507 46,188 17,956 55,377 69,353 6,433 28,588 51,701 25,415 6,527 8,829 1,196 33,105 51,034
Changes from: March 5, 2019 Total Change is: 28,110
8,986 -8,290 14,329 -6,901 2,346 2,275 529 8,096 3,852 -1,044 -231 998 5,086 4,735
Percent of Open Interest Represented by Each Category of Trader
37.2 16.6 6.5 19.9 24.9 2.3 10.3 18.6 9.1 2.3 3.2 0.4 11.9 18.4
Number of Traders in Each Category Total Traders: 245
24 20 20 50 36 26 32 50 27 8 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 581,023
Positions
100,162 85,805 60,197 249,482 227,876 56,214 65,480 82,252 16,662 6,676 30,761 30 26,121 21,226
Changes from: March 5, 2019 Total Change is: 62,955
-1,132 -3,670 46,761 -7,473 4,903 15,730 -5,539 -3,932 6,751 1,255 -5,316 0 6,602 1,728
Percent of Open Interest Represented by Each Category of Trader
17.2 14.8 10.4 42.9 39.2 9.7 11.3 14.2 2.9 1.1 5.3 0.0 4.5 3.7
Number of Traders in Each Category Total Traders: 290
24 23 18 72 52 45 46 49 37 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 24,124
Positions
1,695 0 0 10,278 2,654 429 6,130 16,961 11 1,067 825 0 4,514 3,244
Changes from: March 5, 2019 Total Change is: -15,136
-2,911 -3,327 0 231 143 -127 2,193 -2,725 -6,314 -1,645 825 -2,197 -4,366 -1,414
Percent of Open Interest Represented by Each Category of Trader
7.0 0.0 0.0 42.6 11.0 1.8 25.4 70.3 0.0 4.4 3.4 0.0 18.7 13.4
Number of Traders in Each Category Total Traders: 32
. 0 0 11 5 4 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 51,499
Positions
2,163 14,528 4 13,534 7,273 2,437 23,475 8,099 9 686 400 0 9,191 18,749
Changes from: March 5, 2019 Total Change is: -35,742
-11,933 -925 -10,958 -4,158 860 121 -2,303 131 -6,077 355 -1,141 -309 -480 -17,444
Percent of Open Interest Represented by Each Category of Trader
4.2 28.2 0.0 26.3 14.1 4.7 45.6 15.7 0.0 1.3 0.8 0.0 17.8 36.4
Number of Traders in Each Category Total Traders: 59
6 6 . 13 7 7 16 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 372,857
Positions
34,841 193,907 33,451 232,531 77,785 25,398 14,122 15,318 2,399 7,397 1,409 0 22,718 23,190
Changes from: March 5, 2019 Total Change is: 63,325
2,447 4,145 30,022 7,468 64 5,958 353 4,511 2,252 878 -62 0 13,947 16,435
Percent of Open Interest Represented by Each Category of Trader
9.3 52.0 9.0 62.4 20.9 6.8 3.8 4.1 0.6 2.0 0.4 0.0 6.1 6.2
Number of Traders in Each Category Total Traders: 159
14 11 13 62 34 28 14 15 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 1,585,774
Positions
83,539 890,579 217,231 942,877 202,942 121,716 78,937 67,544 3,872 31,210 14,394 1,373 105,019 66,123
Changes from: March 5, 2019 Total Change is: 220,436
-1,669 -28,172 188,731 -57,243 -6,574 19,768 -1,712 -7,822 713 -176 -580 -23 72,047 54,395
Percent of Open Interest Represented by Each Category of Trader
5.3 56.2 13.7 59.5 12.8 7.7 5.0 4.3 0.2 2.0 0.9 0.1 6.6 4.2
Number of Traders in Each Category Total Traders: 421
28 20 25 184 63 86 58 28 18 31 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 88,635
Positions
31,756 51,388 36,536 6,623 0 305 12,390 0 300 700 0 0 25 106
Changes from: March 5, 2019 Total Change is: 6,339
252 1,940 4,354 45 0 0 1,688 0 0 0 0 0 0 45
Percent of Open Interest Represented by Each Category of Trader
35.8 58.0 41.2 7.5 0.0 0.3 14.0 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 15 7 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 1,153,204
Positions
7,185 99,020 16,520 443,983 352,112 218,011 105,366 132,288 138,982 27,356 32,621 6,505 189,296 157,145
Changes from: March 5, 2019 Total Change is: 13,664
-3,623 17,848 -2,490 -8,811 3,219 8,456 11,609 678 -610 784 1,671 -2,503 10,854 -12,603
Percent of Open Interest Represented by Each Category of Trader
0.6 8.6 1.4 38.5 30.5 18.9 9.1 11.5 12.1 2.4 2.8 0.6 16.4 13.6
Number of Traders in Each Category Total Traders: 199
6 18 15 59 32 56 31 34 49 9 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 1,120,568
Positions
9,761 182,744 191 657,124 51,162 185,482 37,760 576,304 27,410 43,704 2,993 251 158,885 94,031
Changes from: March 5, 2019 Total Change is: -11,575
-1,315 4,755 -2,224 -8,671 1,813 -888 7,105 -11,475 -1,644 -1,484 0 0 -2,454 -1,911
Percent of Open Interest Represented by Each Category of Trader
0.9 16.3 0.0 58.6 4.6 16.6 3.4 51.4 2.4 3.9 0.3 0.0 14.2 8.4
Number of Traders in Each Category Total Traders: 134
5 12 4 61 16 49 11 24 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 3,023,666
Positions
116,586 213,999 23,690 1,425,462 507,066 255,938 488,931 1,611,484 89,577 418,135 166,716 23,892 181,455 131,304
Changes from: March 5, 2019 Total Change is: 42,331
12,531 -16,693 4,643 58,503 37,102 7,606 -2,418 31,538 -31,912 14,771 214 1,034 -22,428 8,798
Percent of Open Interest Represented by Each Category of Trader
3.9 7.1 0.8 47.1 16.8 8.5 16.2 53.3 3.0 13.8 5.5 0.8 6.0 4.3
Number of Traders in Each Category Total Traders: 332
17 27 10 113 30 73 46 61 42 23 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 4,534,691
Positions
146,545 223,022 167,566 1,768,719 900,173 760,295 320,333 1,222,394 508,980 281,744 220,207 111,706 468,801 420,347
Changes from: March 5, 2019 Total Change is: 200,014
-6,547 -4,339 17,938 -7,633 21,217 52,114 42,051 23,153 29,014 -1,153 6,974 48,223 26,007 5,720
Percent of Open Interest Represented by Each Category of Trader
3.2 4.9 3.7 39.0 19.9 16.8 7.1 27.0 11.2 6.2 4.9 2.5 10.3 9.3
Number of Traders in Each Category Total Traders: 419
23 38 41 106 72 107 66 69 86 20 25 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 668,669
Positions
18,869 57,835 3,790 290,259 249,435 83,103 95,183 99,598 6,265 58,625 12,908 500 112,075 155,235
Changes from: March 5, 2019 Total Change is: 4,023
-6,954 9,522 -3,563 13,590 4,666 -6,862 9,563 -4,519 -216 -1,431 -300 0 -104 5,295
Percent of Open Interest Represented by Each Category of Trader
2.8 8.6 0.6 43.4 37.3 12.4 14.2 14.9 0.9 8.8 1.9 0.1 16.8 23.2
Number of Traders in Each Category Total Traders: 109
. 10 4 30 34 39 12 12 9 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 4,556,613
Positions
60,604 408,385 81,991 2,360,976 777,094 584,268 492,821 1,693,394 332,035 224,285 307,221 19,742 399,892 352,485
Changes from: March 5, 2019 Total Change is: 72,539
-10,406 37,648 -13,504 -7,521 46,836 -33,249 55,338 20,794 2,600 29,338 167 8,293 41,650 2,956
Percent of Open Interest Represented by Each Category of Trader
1.3 9.0 1.8 51.8 17.1 12.8 10.8 37.2 7.3 4.9 6.7 0.4 8.8 7.7
Number of Traders in Each Category Total Traders: 336
11 38 20 95 46 84 48 61 57 12 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 1,715,331
Positions
530,651 298,650 427,511 59,430 14,849 66,332 199,470 475,224 330,894 42,118 17,627 26,151 32,774 58,093
Changes from: March 5, 2019 Total Change is: 70,566
24,004 14,940 2,160 12,048 -390 6,544 31,161 42,685 -866 -5,124 -1,830 2,485 -1,846 4,837
Percent of Open Interest Represented by Each Category of Trader
30.9 17.4 24.9 3.5 0.9 3.9 11.6 27.7 19.3 2.5 1.0 1.5 1.9 3.4
Number of Traders in Each Category Total Traders: 149
22 35 51 . 7 4 24 37 40 6 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 is24,293,858
Positions
2,593,555 1,537,450 5,198,248 558,719 1,603,557 1,760,364 1,527,686 897,346 11,508,074 145,548 355,125 280,918 720,746 1,152,777
Changes from: March 5, 2019 Total Change is: 364,448
-224,370 115,832 157,193 7,286 -207,417 67,884 197,968 77,875 181,573 926 1,298 1,645 -25,657 -31,436
Percent of Open Interest Represented by Each Category of Trader
10.7 6.3 21.4 2.3 6.6 7.2 6.3 3.7 47.4 0.6 1.5 1.2 3.0 4.7
Number of Traders in Each Category Total Traders: 321
24 50 68 14 37 45 59 79 119 22 27 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 64,460
Positions
6,433 23,549 5,471 604 0 0 31,941 15,371 19,127 25 0 0 859 942
Changes from: March 5, 2019 Total Change is: 4,745
810 7,014 -2,654 0 0 0 8,049 1,832 -1,747 0 0 0 287 300
Percent of Open Interest Represented by Each Category of Trader
10.0 36.5 8.5 0.9 0.0 0.0 49.6 23.8 29.7 0.0 0.0 0.0 1.3 1.5
Number of Traders in Each Category Total Traders: 34
. 7 8 . 0 0 11 12 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 67,367
Positions
10,545 20,484 9,197 2,623 3,600 674 36,696 26,600 6,173 1,208 0 0 251 639
Changes from: March 5, 2019 Total Change is: 3,904
2,332 6,371 -3,299 139 0 -210 5,238 85 860 0 0 0 -1,156 97
Percent of Open Interest Represented by Each Category of Trader
15.7 30.4 13.7 3.9 5.3 1.0 54.5 39.5 9.2 1.8 0.0 0.0 0.4 0.9
Number of Traders in Each Category Total Traders: 57
8 8 10 . . . 18 17 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 27,736
Positions
532 5,219 2,335 1,238 7,757 44 13,507 7,617 83 9,949 1,323 0 48 3,358
Changes from: March 5, 2019 Total Change is: -1,747
1 -328 2,335 9 59 2 1,055 -3,906 -23 -5,097 88 0 -29 26
Percent of Open Interest Represented by Each Category of Trader
1.9 18.8 8.4 4.5 28.0 0.2 48.7 27.5 0.3 35.9 4.8 0.0 0.2 12.1
Number of Traders in Each Category Total Traders: 38
. 5 . . 10 . 4 6 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 16,462
Positions
3,216 2,503 2,753 562 2,016 53 9,867 6,363 0 0 407 0 11 2,367
Changes from: March 5, 2019 Total Change is: 2,512
-151 56 2,753 -6 -14 26 -109 -717 0 0 0 0 -1 408
Percent of Open Interest Represented by Each Category of Trader
19.5 15.2 16.7 3.4 12.2 0.3 59.9 38.7 0.0 0.0 2.5 0.0 0.1 14.4
Number of Traders in Each Category Total Traders: 26
. . . . 7 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 74,532
Positions
1,830 5,294 32,281 0 220 0 18,622 7,805 21,522 30 7,135 246 1 29
Changes from: March 5, 2019 Total Change is: 847
0 -92 187 0 0 0 502 592 158 0 0 0 0 2
Percent of Open Interest Represented by Each Category of Trader
2.5 7.1 43.3 0.0 0.3 0.0 25.0 10.5 28.9 0.0 9.6 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 . 0 . 5 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 4,109
Positions
55 0 0 0 27 0 596 2,247 386 1,301 1,009 66 1,705 374
Changes from: March 5, 2019 Total Change is: 213
0 0 0 0 0 0 108 93 144 55 -127 13 -107 90
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.0 0.7 0.0 14.5 54.7 9.4 31.7 24.6 1.6 41.5 9.1
Number of Traders in Each Category Total Traders: 38
. 0 0 0 . 0 6 10 4 17 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 3,480
Positions
0 124 0 97 195 40 1,459 2,257 187 751 343 104 842 230
Changes from: March 5, 2019 Total Change is: 254
0 0 0 64 -33 13 112 445 49 -72 -216 104 -16 -108
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 2.8 5.6 1.1 41.9 64.9 5.4 21.6 9.9 3.0 24.2 6.6
Number of Traders in Each Category Total Traders: 46
0 . 0 . . . 11 15 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 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 60,247
Positions
132 36,986 0 20,523 1,570 389 23,809 9,692 7,735 2,339 619 173 5,147 3,083
Changes from: March 5, 2019 Total Change is: 5,311
-10 277 0 1,684 -647 -55 1,172 2,984 1,850 195 78 -130 605 954
Percent of Open Interest Represented by Each Category of Trader
0.2 61.4 0.0 34.1 2.6 0.6 39.5 16.1 12.8 3.9 1.0 0.3 8.5 5.1
Number of Traders in Each Category Total Traders: 105
. . 0 14 6 . 40 14 11 19 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2019
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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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 356,766
Positions
54,911 21,998 18,748 100,804 83,209 24,215 48,371 102,748 60,344 10,399 3,426 13,900 25,074 28,178
Changes from: March 5, 2019 Total Change is: 15,318
2,273 5,774 4,045 6,682 -1,047 -1,413 -5,381 -430 10,477 549 -343 -1,542 -372 -203
Percent of Open Interest Represented by Each Category of Trader
15.4 6.2 5.3 28.3 23.3 6.8 13.6 28.8 16.9 2.9 1.0 3.9 7.0 7.9
Number of Traders in Each Category Total Traders: 201
14 11 15 24 31 23 35 53 47 14 8 12
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Traders in Financial Futures - Options and Futures Combined Positions as of March 12, 2019
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 34,605
Positions
1,658 718 1,443 20,145 16,975 213 5,419 10,416 397 1,156 429 0 4,174 4,014
Changes from: March 5, 2019 Total Change is: 8,223
-200 28 300 3,780 3,368 24 158 265 273 -83 0 0 3,971 3,965
Percent of Open Interest Represented by Each Category of Trader
4.8 2.1 4.2 58.2 49.1 0.6 15.7 30.1 1.1 3.3 1.2 0.0 12.1 11.6
Number of Traders in Each Category Total Traders: 43
. . . 11 4 . 4 9 . 7 . 0
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Updated March 15, 2019