Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 180,787
Positions
52,559 4,540 9,446 38,858 33,768 7,122 11,344 60,021 12,984 11,363 1,173 56 37,056 51,677
Changes from: March 12, 2019 Total Change is: 9,498
6,326 -3,211 5,967 -677 -5,039 407 -805 7,088 -1,462 -2,212 418 -17 1,971 5,346
Percent of Open Interest Represented by Each Category of Trader
29.1 2.5 5.2 21.5 18.7 3.9 6.3 33.2 7.2 6.3 0.6 0.0 20.5 28.6
Number of Traders in Each Category Total Traders: 99
9 . 8 14 16 14 15 28 16 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 76,938
Positions
47,184 2,677 829 3,370 27,295 1,264 15,457 19,939 377 440 919 0 8,017 23,638
Changes from: March 12, 2019 Total Change is: -9,875
430 514 -5,005 960 270 -196 -3,207 166 -1,338 0 0 0 -1,519 -4,285
Percent of Open Interest Represented by Each Category of Trader
61.3 3.5 1.1 4.4 35.5 1.6 20.1 25.9 0.5 0.6 1.2 0.0 10.4 30.7
Number of Traders in Each Category Total Traders: 57
5 4 . 4 18 4 11 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 170,881
Positions
10,163 13,196 9,857 51,466 56,020 4,776 28,715 24,793 24,237 11,704 7,826 397 29,565 29,780
Changes from: March 12, 2019 Total Change is: -49,573
-42,804 -20,671 -2,946 811 -5,565 -612 -891 -13,164 -2,234 -545 390 -46 -306 -4,727
Percent of Open Interest Represented by Each Category of Trader
5.9 7.7 5.8 30.1 32.8 2.8 16.8 14.5 14.2 6.8 4.6 0.2 17.3 17.4
Number of Traders in Each Category Total Traders: 112
7 7 9 12 24 13 21 30 20 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 175,691
Positions
58,912 1,379 4,821 35,378 62,234 8,508 24,810 42,917 15,658 3,610 1,727 398 23,596 38,048
Changes from: March 12, 2019 Total Change is: -40,077
-21,998 -42,539 -4,625 1,249 3,810 -2,578 -759 7,789 -2,024 -508 -1,076 113 -8,948 1,054
Percent of Open Interest Represented by Each Category of Trader
33.5 0.8 2.7 20.1 35.4 4.8 14.1 24.4 8.9 2.1 1.0 0.2 13.4 21.7
Number of Traders in Each Category Total Traders: 120
10 4 9 20 25 13 24 29 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 530,038
Positions
32,943 75,048 12,468 295,341 173,527 31,919 23,709 115,268 34,310 18,399 22,540 1,213 79,735 63,744
Changes from: March 12, 2019 Total Change is: -55,917
-23,402 -17,684 -4,243 1,710 -6,134 -1,830 -6,609 -5,100 -8,469 630 -81 594 -14,298 -12,970
Percent of Open Interest Represented by Each Category of Trader
6.2 14.2 2.4 55.7 32.7 6.0 4.5 21.7 6.5 3.5 4.3 0.2 15.0 12.0
Number of Traders in Each Category Total Traders: 289
18 10 13 93 40 49 34 50 33 23 21 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 27,025
Positions
0 6,565 0 10,887 8,252 2,825 535 1,489 0 0 583 8 12,770 7,303
Changes from: March 12, 2019 Total Change is: -6,250
0 -5,189 -66 522 -653 10 -3,959 1,489 -1,371 0 0 0 -1,386 -470
Percent of Open Interest Represented by Each Category of Trader
0.0 24.3 0.0 40.3 30.5 10.5 2.0 5.5 0.0 0.0 2.2 0.0 47.3 27.0
Number of Traders in Each Category Total Traders: 24
0 . 0 11 6 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 155,936
Positions
67,829 2,666 2,131 13,901 48,275 4,339 23,030 41,977 10,724 5,537 3,849 393 28,051 41,582
Changes from: March 12, 2019 Total Change is: -19,905
-2,708 -6,596 -12,706 -220 -1,148 565 -1,991 5,875 -2,881 183 -228 97 -244 -2,882
Percent of Open Interest Represented by Each Category of Trader
43.5 1.7 1.4 8.9 31.0 2.8 14.8 26.9 6.9 3.6 2.5 0.3 18.0 26.7
Number of Traders in Each Category Total Traders: 93
7 . 4 12 21 12 17 27 18 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 56,119
Positions
0 43,344 500 50,072 801 0 3,116 9,620 0 578 972 0 1,853 882
Changes from: March 12, 2019 Total Change is: -9,847
0 11,591 -12,924 1,147 219 0 1,233 -6,725 -2 279 -1,698 0 420 -308
Percent of Open Interest Represented by Each Category of Trader
0.0 77.2 0.9 89.2 1.4 0.0 5.6 17.1 0.0 1.0 1.7 0.0 3.3 1.6
Number of Traders in Each Category Total Traders: 35
0 4 . 9 . 0 10 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 235,532
Positions
2,804 131,036 1,065 129,854 10,770 780 90,369 57,662 425 2,827 30,848 0 7,408 2,947
Changes from: March 12, 2019 Total Change is: -38,011
-17,642 2,924 -3,409 -893 1,477 -535 6,502 -13,787 -23,085 705 -203 -331 677 -1,063
Percent of Open Interest Represented by Each Category of Trader
1.2 55.6 0.5 55.1 4.6 0.3 38.4 24.5 0.2 1.2 13.1 0.0 3.1 1.3
Number of Traders in Each Category Total Traders: 172
. 11 . 30 13 . 56 32 7 11 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,594
Positions
2,205 4,307 0 846 9,688 0 14,378 4,553 442 335 465 0 2,388 1,139
Changes from: March 12, 2019 Total Change is: 1,796
-1,710 4,307 -563 235 2,521 0 4,621 -3,543 -641 -260 5 0 114 -290
Percent of Open Interest Represented by Each Category of Trader
10.7 20.9 0.0 4.1 47.0 0.0 69.8 22.1 2.1 1.6 2.3 0.0 11.6 5.5
Number of Traders in Each Category Total Traders: 34
. . 0 . 4 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 36,153
Positions
11,496 1,352 0 12,003 13,096 595 6,572 12,389 1,927 138 2,104 0 3,422 4,691
Changes from: March 12, 2019 Total Change is: -6,175
1,783 191 -3,863 578 240 -227 -3,011 664 -1,275 -84 -542 0 -76 -1,362
Percent of Open Interest Represented by Each Category of Trader
31.8 3.7 0.0 33.2 36.2 1.6 18.2 34.3 5.3 0.4 5.8 0.0 9.5 13.0
Number of Traders in Each Category Total Traders: 75
4 . 0 12 13 4 18 20 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,355
Positions
6,130 2,167 3,000 504 2,853 1 2,689 3,895 0 131 0 0 900 1,439
Changes from: March 12, 2019 Total Change is: -17,086
1,486 -8,909 -8,498 -2,548 389 0 -7,283 19 -126 -12 0 0 -105 39
Percent of Open Interest Represented by Each Category of Trader
45.9 16.2 22.5 3.8 21.4 0.0 20.1 29.2 0.0 1.0 0.0 0.0 6.7 10.8
Number of Traders in Each Category Total Traders: 20
. . . . 5 . 4 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,156
Positions
7,059 18,128 1,258 9,960 5,048 1,505 11,102 4,396 860 1,768 1,555 0 6,645 7,406
Changes from: March 12, 2019 Total Change is: -10,073
-3,243 -5,490 -4,591 497 2,148 -406 421 595 -886 392 -256 -552 -1,706 -635
Percent of Open Interest Represented by Each Category of Trader
17.6 45.1 3.1 24.8 12.6 3.7 27.6 10.9 2.1 4.4 3.9 0.0 16.5 18.4
Number of Traders in Each Category Total Traders: 96
13 15 4 16 6 6 19 14 10 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 80,311
Positions
14,118 36,257 2,515 19,920 10,095 3,009 22,203 8,793 1,720 3,536 3,110 0 13,290 14,813
Changes from: March 12, 2019 Total Change is: -20,146
-6,485 -10,980 -9,181 994 4,296 -811 841 1,189 -1,773 784 -512 -1,104 -3,411 -1,270
Percent of Open Interest Represented by Each Category of Trader
17.6 45.1 3.1 24.8 12.6 3.7 27.6 10.9 2.1 4.4 3.9 0.0 16.5 18.4
Number of Traders in Each Category Total Traders: 96
13 15 4 16 6 6 19 14 10 4 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 22,202
Positions
2,142 17,911 0 17,913 1,453 450 370 1,258 0 0 452 0 1,327 678
Changes from: March 12, 2019 Total Change is: -14,430
-10,017 -9,767 -3,256 -468 764 32 370 -1,178 0 0 6 0 -1,091 -1,031
Percent of Open Interest Represented by Each Category of Trader
9.6 80.7 0.0 80.7 6.5 2.0 1.7 5.7 0.0 0.0 2.0 0.0 6.0 3.1
Number of Traders in Each Category Total Traders: 23
. 5 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 690,890
Positions
45,929 123,528 27,551 278,425 127,289 59,950 45,785 79,517 123,977 15,601 53,870 15,146 78,526 80,062
Changes from: March 12, 2019 Total Change is: -122,124
6,702 17,236 -70,826 20,057 4,132 -13,033 -7,267 2,501 -38,828 77 -729 -481 -18,526 -22,096
Percent of Open Interest Represented by Each Category of Trader
6.6 17.9 4.0 40.3 18.4 8.7 6.6 11.5 17.9 2.3 7.8 2.2 11.4 11.6
Number of Traders in Each Category Total Traders: 613
27 42 40 160 104 130 75 108 104 53 43 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 39,800
Positions
583 6,784 2,678 3,663 1,761 1,436 4,775 834 9,439 153 21 147 16,925 16,700
Changes from: March 12, 2019 Total Change is: -29,410
-8,337 -8,233 -5,394 -31 492 176 -4,472 -1,173 -6,121 29 3 -85 -5,174 -9,074
Percent of Open Interest Represented by Each Category of Trader
1.5 17.0 6.7 9.2 4.4 3.6 12.0 2.1 23.7 0.4 0.1 0.4 42.5 42.0
Number of Traders in Each Category Total Traders: 42
4 6 5 . . . 12 9 17 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 14,160
Positions
4,573 11,559 0 6,606 857 268 540 349 0 0 0 0 2,173 1,127
Changes from: March 12, 2019 Total Change is: -7,780
1,458 1,466 -6,389 2,087 0 10 53 5 -229 0 0 0 -4,770 -2,643
Percent of Open Interest Represented by Each Category of Trader
32.3 81.6 0.0 46.7 6.1 1.9 3.8 2.5 0.0 0.0 0.0 0.0 15.3 8.0
Number of Traders in Each Category Total Traders: 23
6 6 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,255,450
Positions
230,788 587,776 120,307 1,379,294 633,123 287,088 217,242 405,608 560,496 77,236 269,246 74,991 308,008 316,814
Changes from: March 12, 2019 Total Change is: -463,571
-8,419 43,730 -243,543 100,439 18,198 -66,042 -45,346 -13,002 -132,162 203 -3,698 -1,941 -66,760 -65,111
Percent of Open Interest Represented by Each Category of Trader
7.1 18.1 3.7 42.4 19.4 8.8 6.7 12.5 17.2 2.4 8.3 2.3 9.5 9.7
Number of Traders in Each Category Total Traders: 601
27 40 39 160 103 129 73 105 99 49 43 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 9,668
Positions
1,024 8,954 1 5,773 359 0 914 0 0 0 0 0 1,956 354
Changes from: March 12, 2019 Total Change is: -9,736
-4,436 -4,291 -4,607 111 0 -428 10 0 0 0 0 0 -386 -410
Percent of Open Interest Represented by Each Category of Trader
10.6 92.6 0.0 59.7 3.7 0.0 9.5 0.0 0.0 0.0 0.0 0.0 20.2 3.7
Number of Traders in Each Category Total Traders: 21
. 11 . 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 10,561
Positions
2,303 5,193 144 3,609 3,996 694 1,436 0 0 0 0 0 2,375 534
Changes from: March 12, 2019 Total Change is: -10,540
-6,370 -5,461 -3,506 627 129 -650 317 0 -286 0 0 0 -672 -766
Percent of Open Interest Represented by Each Category of Trader
21.8 49.2 1.4 34.2 37.8 6.6 13.6 0.0 0.0 0.0 0.0 0.0 22.5 5.1
Number of Traders in Each Category Total Traders: 22
. 8 . 4 . . 5 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 63,173
Positions
8,184 13,286 746 39,510 37,115 2,493 1,183 1,695 269 268 4,048 0 10,520 3,521
Changes from: March 12, 2019 Total Change is: -13,675
-462 -1,191 -10,519 -1,713 -663 58 -257 -370 45 0 -570 0 -827 -465
Percent of Open Interest Represented by Each Category of Trader
13.0 21.0 1.2 62.5 58.8 3.9 1.9 2.7 0.4 0.4 6.4 0.0 16.7 5.6
Number of Traders in Each Category Total Traders: 74
5 8 4 31 18 13 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 42,559
Positions
13,364 7,348 195 12,976 12,696 701 4,780 9,101 2,575 1,838 1,618 55 6,077 8,270
Changes from: March 12, 2019 Total Change is: -13,062
-7,338 -1,889 -3,396 1,900 -1,175 -586 -938 -1,239 -2,508 532 -148 -184 -544 -1,936
Percent of Open Interest Represented by Each Category of Trader
31.4 17.3 0.5 30.5 29.8 1.6 11.2 21.4 6.1 4.3 3.8 0.1 14.3 19.4
Number of Traders in Each Category Total Traders: 235
23 16 6 51 36 26 30 48 18 11 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 212,797
Positions
66,820 36,741 974 64,879 63,480 3,503 23,898 45,504 12,875 9,188 8,091 277 30,383 41,352
Changes from: March 12, 2019 Total Change is: -65,308
-36,688 -9,447 -16,982 9,502 -5,873 -2,930 -4,690 -6,197 -12,539 2,661 -738 -919 -2,722 -9,682
Percent of Open Interest Represented by Each Category of Trader
31.4 17.3 0.5 30.5 29.8 1.6 11.2 21.4 6.1 4.3 3.8 0.1 14.3 19.4
Number of Traders in Each Category Total Traders: 235
23 16 6 51 36 26 30 48 18 11 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 457,675
Positions
67,853 73,775 4,141 245,417 222,035 39,607 66,741 61,226 7,710 6,183 30,844 31 19,993 18,306
Changes from: March 12, 2019 Total Change is: -123,348
-32,309 -12,030 -56,056 -4,065 -5,841 -16,607 1,261 -21,027 -8,952 -493 83 1 -6,128 -2,920
Percent of Open Interest Represented by Each Category of Trader
14.8 16.1 0.9 53.6 48.5 8.7 14.6 13.4 1.7 1.4 6.7 0.0 4.4 4.0
Number of Traders in Each Category Total Traders: 285
26 15 6 73 55 43 43 50 29 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 23,372
Positions
1,922 0 0 10,747 1,968 460 4,174 17,499 9 1,067 216 0 4,993 3,220
Changes from: March 12, 2019 Total Change is: -752
227 0 0 469 -686 31 -1,956 538 -2 0 -609 0 479 -24
Percent of Open Interest Represented by Each Category of Trader
8.2 0.0 0.0 46.0 8.4 2.0 17.9 74.9 0.0 4.6 0.9 0.0 21.4 13.8
Number of Traders in Each Category Total Traders: 32
. 0 0 12 5 4 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 55,750
Positions
3,994 15,076 54 15,046 7,112 2,350 25,999 6,663 20 240 400 0 8,047 24,075
Changes from: March 12, 2019 Total Change is: 4,251
1,831 548 50 1,512 -161 -87 2,524 -1,436 11 -446 0 0 -1,144 5,326
Percent of Open Interest Represented by Each Category of Trader
7.2 27.0 0.1 27.0 12.8 4.2 46.6 12.0 0.0 0.4 0.7 0.0 14.4 43.2
Number of Traders in Each Category Total Traders: 64
10 7 . 13 7 6 15 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 307,841
Positions
24,543 185,199 3,741 226,985 78,113 18,553 16,204 13,899 107 7,264 1,409 0 10,444 6,820
Changes from: March 12, 2019 Total Change is: -65,016
-10,298 -8,708 -29,710 -5,546 328 -6,845 2,082 -1,419 -2,292 -133 0 0 -12,274 -16,370
Percent of Open Interest Represented by Each Category of Trader
8.0 60.2 1.2 73.7 25.4 6.0 5.3 4.5 0.0 2.4 0.5 0.0 3.4 2.2
Number of Traders in Each Category Total Traders: 163
13 13 4 65 34 27 17 13 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,283,983
Positions
61,159 885,688 3,107 958,199 181,705 106,626 82,343 77,788 2,306 32,680 14,083 1,517 36,046 11,163
Changes from: March 12, 2019 Total Change is: -301,791
-22,380 -4,891 -214,124 15,322 -21,237 -15,090 3,406 10,244 -1,566 1,470 -311 144 -68,973 -54,960
Percent of Open Interest Represented by Each Category of Trader
4.8 69.0 0.2 74.6 14.2 8.3 6.4 6.1 0.2 2.5 1.1 0.1 2.8 0.9
Number of Traders in Each Category Total Traders: 413
23 21 7 180 60 78 61 27 15 34 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 88,961
Positions
32,057 51,998 36,297 6,467 0 305 12,810 0 300 700 0 0 25 61
Changes from: March 12, 2019 Total Change is: 326
301 610 -239 -156 0 0 420 0 0 0 0 0 0 -45
Percent of Open Interest Represented by Each Category of Trader
36.0 58.5 40.8 7.3 0.0 0.3 14.4 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 15 8 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,127,613
Positions
9,825 94,477 17,321 438,579 338,320 204,896 102,718 142,410 133,246 27,495 28,697 10,594 182,940 157,652
Changes from: March 12, 2019 Total Change is: -25,591
2,640 -4,543 801 -5,404 -13,792 -13,115 -2,648 10,122 -5,737 140 -3,924 4,089 -6,357 507
Percent of Open Interest Represented by Each Category of Trader
0.9 8.4 1.5 38.9 30.0 18.2 9.1 12.6 11.8 2.4 2.5 0.9 16.2 14.0
Number of Traders in Each Category Total Traders: 194
8 17 16 60 29 54 29 31 43 10 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,117,687
Positions
8,930 188,768 517 663,097 47,132 182,542 35,151 577,709 21,835 45,249 2,993 251 160,115 95,940
Changes from: March 12, 2019 Total Change is: -2,881
-831 6,024 326 5,973 -4,030 -2,940 -2,610 1,405 -5,574 1,545 0 0 1,230 1,909
Percent of Open Interest Represented by Each Category of Trader
0.8 16.9 0.0 59.3 4.2 16.3 3.1 51.7 2.0 4.0 0.3 0.0 14.3 8.6
Number of Traders in Each Category Total Traders: 132
4 13 4 62 15 50 9 24 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,107,645
Positions
116,693 235,048 13,654 1,473,529 514,331 249,868 486,989 1,660,838 105,255 426,294 165,673 26,177 209,187 136,800
Changes from: March 12, 2019 Total Change is: 83,979
107 21,049 -10,035 48,067 7,264 -6,069 -1,943 49,354 15,677 8,159 -1,043 2,285 27,731 5,497
Percent of Open Interest Represented by Each Category of Trader
3.8 7.6 0.4 47.4 16.6 8.0 15.7 53.4 3.4 13.7 5.3 0.8 6.7 4.4
Number of Traders in Each Category Total Traders: 326
15 28 7 110 29 70 52 52 40 25 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,509,795
Positions
157,394 206,687 173,625 1,793,323 978,353 726,239 341,688 1,232,945 466,013 292,385 227,992 88,796 470,332 409,145
Changes from: March 12, 2019 Total Change is: -24,896
10,849 -16,335 6,059 24,604 78,179 -34,056 21,355 10,551 -42,967 10,641 7,785 -22,910 1,530 -11,202
Percent of Open Interest Represented by Each Category of Trader
3.5 4.6 3.8 39.8 21.7 16.1 7.6 27.3 10.3 6.5 5.1 2.0 10.4 9.1
Number of Traders in Each Category Total Traders: 426
25 35 42 108 72 107 66 76 87 21 23 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 677,243
Positions
22,302 46,729 1,106 282,219 267,963 83,956 101,402 103,865 5,542 56,528 12,908 500 123,688 154,674
Changes from: March 12, 2019 Total Change is: 8,574
3,433 -11,106 -2,684 -8,040 18,528 853 6,219 4,267 -723 -2,097 0 0 11,613 -561
Percent of Open Interest Represented by Each Category of Trader
3.3 6.9 0.2 41.7 39.6 12.4 15.0 15.3 0.8 8.3 1.9 0.1 18.3 22.8
Number of Traders in Each Category Total Traders: 103
. 8 . 27 32 36 14 12 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,563,988
Positions
62,292 415,653 94,265 2,396,283 760,753 571,433 466,963 1,732,997 312,547 225,549 289,844 24,393 410,264 362,105
Changes from: March 12, 2019 Total Change is: 7,375
1,688 7,268 12,274 35,307 -16,341 -12,835 -25,858 39,603 -19,488 1,264 -17,377 4,651 10,372 9,619
Percent of Open Interest Represented by Each Category of Trader
1.4 9.1 2.1 52.5 16.7 12.5 10.2 38.0 6.8 4.9 6.4 0.5 9.0 7.9
Number of Traders in Each Category Total Traders: 336
9 39 22 94 46 82 54 60 63 11 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,737,109
Positions
566,411 274,266 440,473 54,973 17,849 62,903 141,372 476,837 371,037 44,841 14,295 22,545 32,554 56,904
Changes from: March 12, 2019 Total Change is: 21,778
35,760 -24,384 12,962 -4,457 3,000 -3,429 -58,098 1,613 40,143 2,723 -3,332 -3,606 -220 -1,189
Percent of Open Interest Represented by Each Category of Trader
32.6 15.8 25.4 3.2 1.0 3.6 8.1 27.5 21.4 2.6 0.8 1.3 1.9 3.3
Number of Traders in Each Category Total Traders: 155
17 41 48 . 7 4 23 41 42 7 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,397,510
Positions
2,688,755 1,353,971 4,434,192 565,495 1,541,864 1,623,529 1,242,084 1,035,338 9,752,963 103,243 255,546 286,692 700,557 1,113,415
Changes from: March 12, 2019 Total Change is:-2,896,348
95,199 -183,479 -764,055 6,776 -61,693 -136,835 -285,602 137,992 -1,755,111 -42,305 -99,578 5,774 -20,189 -39,362
Percent of Open Interest Represented by Each Category of Trader
12.6 6.3 20.7 2.6 7.2 7.6 5.8 4.8 45.6 0.5 1.2 1.3 3.3 5.2
Number of Traders in Each Category Total Traders: 308
27 42 65 14 37 44 58 76 115 22 23 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 69,474
Positions
8,778 24,564 5,102 1,107 0 0 35,774 21,027 18,150 25 0 0 538 631
Changes from: March 12, 2019 Total Change is: 5,014
2,345 1,015 -369 503 0 0 3,833 5,656 -977 0 0 0 -321 -311
Percent of Open Interest Represented by Each Category of Trader
12.6 35.4 7.3 1.6 0.0 0.0 51.5 30.3 26.1 0.0 0.0 0.0 0.8 0.9
Number of Traders in Each Category Total Traders: 35
. 7 8 . 0 0 10 13 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 79,953
Positions
12,619 21,004 12,565 2,313 3,600 984 43,764 35,082 6,193 1,208 0 0 307 525
Changes from: March 12, 2019 Total Change is: 12,586
2,074 520 3,368 -310 0 310 7,068 8,482 20 0 0 0 56 -114
Percent of Open Interest Represented by Each Category of Trader
15.8 26.3 15.7 2.9 4.5 1.2 54.7 43.9 7.7 1.5 0.0 0.0 0.4 0.7
Number of Traders in Each Category Total Traders: 58
5 11 11 . . . 22 15 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 23,668
Positions
2,368 3,482 0 1,243 7,904 0 12,913 7,500 83 7,002 1,224 0 59 3,475
Changes from: March 12, 2019 Total Change is: -4,068
1,836 -1,737 -2,335 5 147 -44 -594 -117 0 -2,947 -99 0 11 117
Percent of Open Interest Represented by Each Category of Trader
10.0 14.7 0.0 5.3 33.4 0.0 54.6 31.7 0.4 29.6 5.2 0.0 0.2 14.7
Number of Traders in Each Category Total Traders: 37
. 4 0 . 11 0 4 6 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,492
Positions
2,906 2,632 0 562 2,175 9 10,004 5,967 0 0 207 0 11 2,502
Changes from: March 12, 2019 Total Change is: -2,970
-310 129 -2,753 0 159 -44 137 -396 0 0 -200 0 0 135
Percent of Open Interest Represented by Each Category of Trader
21.5 19.5 0.0 4.2 16.1 0.1 74.1 44.2 0.0 0.0 1.5 0.0 0.1 18.5
Number of Traders in Each Category Total Traders: 26
4 . 0 . 8 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 74,159
Positions
1,830 4,680 32,430 0 220 0 18,283 8,045 21,334 30 7,175 246 6 29
Changes from: March 12, 2019 Total Change is: -373
0 -614 149 0 0 0 -339 240 -188 0 40 0 5 0
Percent of Open Interest Represented by Each Category of Trader
2.5 6.3 43.7 0.0 0.3 0.0 24.7 10.8 28.8 0.0 9.7 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 4 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,350
Positions
55 0 0 0 27 0 453 2,248 48 1,272 791 0 1,522 236
Changes from: March 12, 2019 Total Change is: -759
0 0 0 0 0 0 -143 1 -338 -29 -218 -66 -183 -138
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 0.0 0.8 0.0 13.5 67.1 1.4 38.0 23.6 0.0 45.4 7.0
Number of Traders in Each Category Total Traders: 40
. 0 0 0 . 0 6 11 . 18 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,681
Positions
0 124 0 156 177 0 1,460 2,528 129 767 285 166 1,003 272
Changes from: March 12, 2019 Total Change is: 201
0 0 0 59 -18 -40 1 271 -58 16 -58 62 161 42
Percent of Open Interest Represented by Each Category of Trader
0.0 3.4 0.0 4.2 4.8 0.0 39.7 68.7 3.5 20.8 7.7 4.5 27.2 7.4
Number of Traders in Each Category Total Traders: 44
0 . 0 . . 0 10 14 5 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 44,228
Positions
272 25,584 0 19,375 1,570 392 17,578 13,789 821 1,913 349 61 3,816 1,662
Changes from: March 12, 2019 Total Change is: -16,019
140 -11,402 0 -1,148 0 3 -6,231 4,097 -6,915 -425 -270 -111 -1,331 -1,421
Percent of Open Interest Represented by Each Category of Trader
0.6 57.8 0.0 43.8 3.5 0.9 39.7 31.2 1.9 4.3 0.8 0.1 8.6 3.8
Number of Traders in Each Category Total Traders: 94
. . 0 14 6 . 33 18 7 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 401,402
Positions
61,711 20,470 20,815 119,393 108,757 26,170 46,827 119,403 61,239 13,091 3,889 7,766 44,390 32,893
Changes from: March 12, 2019 Total Change is: 44,636
6,800 -1,528 2,067 18,589 25,548 1,955 -1,544 16,655 895 2,692 463 -6,134 19,316 4,715
Percent of Open Interest Represented by Each Category of Trader
15.4 5.1 5.2 29.7 27.1 6.5 11.7 29.7 15.3 3.3 1.0 1.9 11.1 8.2
Number of Traders in Each Category Total Traders: 211
17 12 16 17 37 24 38 55 50 17 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 29,336
Positions
885 700 1,603 20,138 12,557 213 4,552 13,243 576 1,160 385 0 209 59
Changes from: March 12, 2019 Total Change is: -5,269
-773 -18 160 -7 -4,418 0 -867 2,827 179 4 -44 0 -3,965 -3,955
Percent of Open Interest Represented by Each Category of Trader
3.0 2.4 5.5 68.6 42.8 0.7 15.5 45.1 2.0 4.0 1.3 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 41
. . . 11 4 . . 10 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 22, 2019