Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 158,625
Positions
38,007 680 4,264 41,906 33,627 7,544 13,477 58,923 14,711 11,221 1,577 47 27,447 37,253
Changes from: March 19, 2019 Total Change is: -22,162
-14,552 -3,861 -5,182 3,048 -141 422 2,133 -1,098 1,727 -142 404 -9 -9,608 -14,424
Percent of Open Interest Represented by Each Category of Trader
24.0 0.4 2.7 26.4 21.2 4.8 8.5 37.1 9.3 7.1 1.0 0.0 17.3 23.5
Number of Traders in Each Category Total Traders: 102
9 . 6 16 14 13 21 26 18 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 73,628
Positions
45,468 2,739 636 3,007 25,263 342 13,875 20,080 420 676 919 0 9,205 23,229
Changes from: March 19, 2019 Total Change is: -3,310
-1,716 62 -193 -363 -2,032 -922 -1,582 141 43 236 0 0 1,187 -410
Percent of Open Interest Represented by Each Category of Trader
61.8 3.7 0.9 4.1 34.3 0.5 18.8 27.3 0.6 0.9 1.2 0.0 12.5 31.5
Number of Traders in Each Category Total Traders: 52
4 4 . 4 17 . 7 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 174,297
Positions
11,910 11,304 9,830 53,223 59,531 5,551 29,959 22,931 24,886 7,860 8,336 400 30,678 31,528
Changes from: March 19, 2019 Total Change is: 3,416
1,746 -1,891 -27 1,757 3,511 775 1,244 -1,862 650 -3,844 510 3 1,113 1,748
Percent of Open Interest Represented by Each Category of Trader
6.8 6.5 5.6 30.5 34.2 3.2 17.2 13.2 14.3 4.5 4.8 0.2 17.6 18.1
Number of Traders in Each Category Total Traders: 115
6 8 9 17 23 12 21 27 18 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 179,515
Positions
58,639 4,361 4,717 33,079 61,034 9,104 22,843 44,458 19,401 4,273 1,537 609 26,849 34,294
Changes from: March 19, 2019 Total Change is: 3,824
-273 2,982 -104 -2,299 -1,200 596 -1,967 1,541 3,743 663 -190 211 3,253 -3,755
Percent of Open Interest Represented by Each Category of Trader
32.7 2.4 2.6 18.4 34.0 5.1 12.7 24.8 10.8 2.4 0.9 0.3 15.0 19.1
Number of Traders in Each Category Total Traders: 129
12 5 10 19 27 11 24 32 19 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 544,893
Positions
31,780 80,628 14,036 295,012 166,804 34,356 24,084 119,915 37,228 17,951 21,413 1,084 89,362 69,429
Changes from: March 19, 2019 Total Change is: 14,855
-1,163 5,580 1,568 -329 -6,723 2,438 375 4,647 2,918 -448 -1,127 -129 9,626 5,685
Percent of Open Interest Represented by Each Category of Trader
5.8 14.8 2.6 54.1 30.6 6.3 4.4 22.0 6.8 3.3 3.9 0.2 16.4 12.7
Number of Traders in Each Category Total Traders: 291
17 11 14 94 41 46 28 55 32 26 19 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,718
Positions
0 6,021 0 10,358 9,337 2,882 536 1,041 0 0 583 8 12,934 6,846
Changes from: March 19, 2019 Total Change is: -307
0 -544 0 -529 1,085 57 1 -448 0 0 0 0 164 -457
Percent of Open Interest Represented by Each Category of Trader
0.0 22.5 0.0 38.8 34.9 10.8 2.0 3.9 0.0 0.0 2.2 0.0 48.4 25.6
Number of Traders in Each Category Total Traders: 22
0 . 0 11 6 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 156,328
Positions
70,050 2,553 1,874 16,042 48,599 4,286 23,707 41,769 11,279 5,622 4,715 494 22,973 40,758
Changes from: March 19, 2019 Total Change is: 392
2,220 -113 -256 2,142 324 -53 676 -208 555 85 866 101 -5,078 -824
Percent of Open Interest Represented by Each Category of Trader
44.8 1.6 1.2 10.3 31.1 2.7 15.2 26.7 7.2 3.6 3.0 0.3 14.7 26.1
Number of Traders in Each Category Total Traders: 91
9 . 4 12 20 11 19 21 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 57,752
Positions
0 46,111 500 52,243 0 0 2,919 9,063 0 299 1,022 0 1,791 1,056
Changes from: March 19, 2019 Total Change is: 1,633
0 2,767 0 2,171 -801 0 -197 -557 0 -279 50 0 -62 174
Percent of Open Interest Represented by Each Category of Trader
0.0 79.8 0.9 90.5 0.0 0.0 5.1 15.7 0.0 0.5 1.8 0.0 3.1 1.8
Number of Traders in Each Category Total Traders: 33
0 4 . 10 0 0 9 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 240,144
Positions
792 142,602 1,055 133,020 14,262 533 93,252 47,378 872 3,266 30,915 0 7,354 2,527
Changes from: March 19, 2019 Total Change is: 4,612
-2,012 11,567 -10 3,166 3,492 -247 2,883 -10,284 448 439 67 0 -54 -420
Percent of Open Interest Represented by Each Category of Trader
0.3 59.4 0.4 55.4 5.9 0.2 38.8 19.7 0.4 1.4 12.9 0.0 3.1 1.1
Number of Traders in Each Category Total Traders: 171
4 9 . 32 11 . 54 31 7 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 34,143
Positions
2,518 1,518 9,639 937 16,371 0 17,950 4,295 413 135 515 0 2,551 1,392
Changes from: March 19, 2019 Total Change is: 13,549
313 -2,789 9,639 91 6,683 0 3,572 -258 -29 -200 50 0 163 253
Percent of Open Interest Represented by Each Category of Trader
7.4 4.4 28.2 2.7 47.9 0.0 52.6 12.6 1.2 0.4 1.5 0.0 7.5 4.1
Number of Traders in Each Category Total Traders: 34
. . . . 4 0 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 42,648
Positions
11,105 6,812 0 15,553 10,129 594 8,791 16,693 1,991 349 2,304 0 4,265 4,126
Changes from: March 19, 2019 Total Change is: 6,495
-391 5,460 0 3,550 -2,967 -1 2,219 4,304 64 211 200 0 843 -565
Percent of Open Interest Represented by Each Category of Trader
26.0 16.0 0.0 36.5 23.8 1.4 20.6 39.1 4.7 0.8 5.4 0.0 10.0 9.7
Number of Traders in Each Category Total Traders: 81
5 5 0 15 11 . 19 19 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,461
Positions
6,057 21,112 1,045 9,891 1,593 2,382 10,370 2,895 573 1,476 1,691 0 7,668 8,170
Changes from: March 19, 2019 Total Change is: -695
-1,002 2,984 -213 -69 -3,455 877 -732 -1,501 -286 -293 136 0 1,023 764
Percent of Open Interest Represented by Each Category of Trader
15.3 53.5 2.6 25.1 4.0 6.0 26.3 7.3 1.5 3.7 4.3 0.0 19.4 20.7
Number of Traders in Each Category Total Traders: 90
11 15 4 16 4 5 23 10 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 78,922
Positions
12,114 42,225 2,090 19,782 3,186 4,763 20,740 5,790 1,147 2,951 3,382 0 15,336 16,340
Changes from: March 19, 2019 Total Change is: -1,389
-2,004 5,968 -426 -138 -6,909 1,754 -1,464 -3,003 -573 -585 272 0 2,046 1,527
Percent of Open Interest Represented by Each Category of Trader
15.3 53.5 2.6 25.1 4.0 6.0 26.3 7.3 1.5 3.7 4.3 0.0 19.4 20.7
Number of Traders in Each Category Total Traders: 90
11 15 4 16 4 5 23 10 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 22,125
Positions
2,517 17,819 0 17,232 1,467 436 639 1,237 0 0 452 0 1,301 714
Changes from: March 19, 2019 Total Change is: -77
375 -92 0 -681 14 -14 269 -21 0 0 0 0 -26 36
Percent of Open Interest Represented by Each Category of Trader
11.4 80.5 0.0 77.9 6.6 2.0 2.9 5.6 0.0 0.0 2.0 0.0 5.9 3.2
Number of Traders in Each Category Total Traders: 24
. 5 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 705,961
Positions
49,926 134,899 27,451 272,114 120,912 60,765 47,494 70,150 131,359 15,034 55,140 17,245 84,572 88,039
Changes from: March 19, 2019 Total Change is: 15,071
3,997 11,372 -100 -6,311 -6,376 815 1,709 -9,367 7,382 -566 1,270 2,099 6,046 7,977
Percent of Open Interest Represented by Each Category of Trader
7.1 19.1 3.9 38.5 17.1 8.6 6.7 9.9 18.6 2.1 7.8 2.4 12.0 12.5
Number of Traders in Each Category Total Traders: 604
33 37 39 166 95 133 77 94 99 52 49 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 44,949
Positions
2,204 12,908 1,900 3,663 1,407 1,275 4,752 1,203 9,784 140 16 149 21,082 16,307
Changes from: March 19, 2019 Total Change is: 5,149
1,621 6,125 -778 0 -354 -161 -23 369 345 -13 -4 1 4,157 -393
Percent of Open Interest Represented by Each Category of Trader
4.9 28.7 4.2 8.1 3.1 2.8 10.6 2.7 21.8 0.3 0.0 0.3 46.9 36.3
Number of Traders in Each Category Total Traders: 42
5 6 6 . . . 10 10 18 5 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 14,350
Positions
4,423 11,909 0 7,090 857 268 540 452 0 0 0 0 2,029 864
Changes from: March 19, 2019 Total Change is: 190
-150 350 0 484 0 0 0 103 0 0 0 0 -144 -263
Percent of Open Interest Represented by Each Category of Trader
30.8 83.0 0.0 49.4 6.0 1.9 3.8 3.1 0.0 0.0 0.0 0.0 14.1 6.0
Number of Traders in Each Category Total Traders: 25
6 6 0 8 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,305,062
Positions
241,314 612,655 125,055 1,347,741 603,012 291,968 231,157 362,187 590,425 75,123 276,270 84,826 317,453 358,663
Changes from: March 19, 2019 Total Change is: 49,612
10,527 24,879 4,748 -31,553 -30,112 4,880 13,915 -43,420 29,929 -2,114 7,024 9,835 9,445 41,849
Percent of Open Interest Represented by Each Category of Trader
7.3 18.5 3.8 40.8 18.2 8.8 7.0 11.0 17.9 2.3 8.4 2.6 9.6 10.9
Number of Traders in Each Category Total Traders: 591
31 36 38 166 94 132 72 94 93 49 48 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 10,144
Positions
1,835 5,112 112 3,611 3,241 1,107 1,110 0 0 0 0 0 2,369 572
Changes from: March 19, 2019 Total Change is: -417
-468 -81 -32 2 -755 413 -326 0 0 0 0 0 -6 38
Percent of Open Interest Represented by Each Category of Trader
18.1 50.4 1.1 35.6 31.9 10.9 10.9 0.0 0.0 0.0 0.0 0.0 23.4 5.6
Number of Traders in Each Category Total Traders: 21
. 8 . 4 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 62,817
Positions
7,861 12,860 885 39,929 36,622 2,613 809 1,853 479 266 4,048 0 9,975 3,457
Changes from: March 19, 2019 Total Change is: -356
-323 -426 139 419 -493 120 -374 158 210 -2 0 0 -545 -64
Percent of Open Interest Represented by Each Category of Trader
12.5 20.5 1.4 63.6 58.3 4.2 1.3 2.9 0.8 0.4 6.4 0.0 15.9 5.5
Number of Traders in Each Category Total Traders: 78
6 8 4 33 18 13 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 42,046
Positions
10,028 9,202 188 13,662 9,631 666 6,015 9,226 3,388 1,748 1,523 35 6,317 8,187
Changes from: March 19, 2019 Total Change is: -513
-3,336 1,854 -7 686 -3,065 -34 1,235 125 813 -90 -95 -21 240 -84
Percent of Open Interest Represented by Each Category of Trader
23.8 21.9 0.4 32.5 22.9 1.6 14.3 21.9 8.1 4.2 3.6 0.1 15.0 19.5
Number of Traders in Each Category Total Traders: 237
22 21 5 55 33 25 28 50 19 10 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 210,231
Positions
50,138 46,012 938 68,311 48,155 3,332 30,074 46,129 16,942 8,740 7,617 174 31,583 40,933
Changes from: March 19, 2019 Total Change is: -2,566
-16,682 9,271 -37 3,432 -15,325 -171 6,176 625 4,067 -448 -473 -103 1,200 -419
Percent of Open Interest Represented by Each Category of Trader
23.8 21.9 0.4 32.5 22.9 1.6 14.3 21.9 8.1 4.2 3.6 0.1 15.0 19.5
Number of Traders in Each Category Total Traders: 237
22 21 5 55 33 25 28 50 19 10 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 463,296
Positions
72,655 65,568 5,152 241,897 216,833 39,939 65,255 72,961 11,959 7,207 32,474 78 19,155 18,333
Changes from: March 19, 2019 Total Change is: 5,621
4,802 -8,207 1,011 -3,520 -5,202 332 -1,486 11,735 4,249 1,024 1,630 47 -838 26
Percent of Open Interest Represented by Each Category of Trader
15.7 14.2 1.1 52.2 46.8 8.6 14.1 15.7 2.6 1.6 7.0 0.0 4.1 4.0
Number of Traders in Each Category Total Traders: 302
29 17 6 73 54 43 46 54 29 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 23,990
Positions
1,913 0 0 10,388 1,754 444 4,692 18,475 10 1,069 365 0 5,474 2,942
Changes from: March 19, 2019 Total Change is: 618
-9 0 0 -359 -214 -16 518 976 1 2 149 0 481 -278
Percent of Open Interest Represented by Each Category of Trader
8.0 0.0 0.0 43.3 7.3 1.9 19.6 77.0 0.0 4.5 1.5 0.0 22.8 12.3
Number of Traders in Each Category Total Traders: 31
. 0 0 10 4 4 6 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 54,750
Positions
3,606 15,491 13 15,096 4,837 2,336 25,012 8,543 92 0 400 0 8,595 23,038
Changes from: March 19, 2019 Total Change is: -1,000
-388 415 -41 50 -2,275 -14 -987 1,880 72 -240 0 0 548 -1,037
Percent of Open Interest Represented by Each Category of Trader
6.6 28.3 0.0 27.6 8.8 4.3 45.7 15.6 0.2 0.0 0.7 0.0 15.7 42.1
Number of Traders in Each Category Total Traders: 62
8 10 . 12 6 7 14 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 317,440
Positions
29,167 190,256 3,655 235,491 81,643 18,443 14,175 14,611 155 6,773 1,409 0 9,581 7,268
Changes from: March 19, 2019 Total Change is: 9,599
4,624 5,057 -86 8,506 3,530 -110 -2,029 712 48 -491 0 0 -863 448
Percent of Open Interest Represented by Each Category of Trader
9.2 59.9 1.2 74.2 25.7 5.8 4.5 4.6 0.0 2.1 0.4 0.0 3.0 2.3
Number of Traders in Each Category Total Traders: 161
14 12 6 65 34 27 14 14 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,288,922
Positions
63,435 901,259 2,063 970,873 174,840 101,091 77,335 76,923 1,640 32,043 14,030 1,563 38,879 15,513
Changes from: March 19, 2019 Total Change is: 4,939
2,276 15,571 -1,044 12,674 -6,865 -5,535 -5,008 -865 -666 -637 -53 46 2,833 4,350
Percent of Open Interest Represented by Each Category of Trader
4.9 69.9 0.2 75.3 13.6 7.8 6.0 6.0 0.1 2.5 1.1 0.1 3.0 1.2
Number of Traders in Each Category Total Traders: 408
25 21 7 184 57 77 51 29 12 34 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 90,930
Positions
34,450 52,575 37,689 6,049 0 305 11,412 0 300 700 0 0 25 61
Changes from: March 19, 2019 Total Change is: 1,969
2,393 577 1,392 -418 0 0 -1,398 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
37.9 57.8 41.4 6.7 0.0 0.3 12.6 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 16 8 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,186,741
Positions
7,755 94,517 16,575 451,865 358,489 202,107 102,689 141,749 164,878 31,512 28,978 15,080 194,281 164,369
Changes from: March 19, 2019 Total Change is: 59,128
-2,070 41 -746 13,286 20,169 -2,790 -29 -661 31,632 4,017 280 4,486 11,341 6,716
Percent of Open Interest Represented by Each Category of Trader
0.7 8.0 1.4 38.1 30.2 17.0 8.7 11.9 13.9 2.7 2.4 1.3 16.4 13.9
Number of Traders in Each Category Total Traders: 195
6 17 15 63 28 54 34 28 43 6 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,140,381
Positions
8,774 195,158 198 685,109 47,080 189,939 31,446 582,469 15,783 43,810 6,915 1,729 163,593 101,110
Changes from: March 19, 2019 Total Change is: 22,694
-156 6,390 -319 22,012 -52 7,397 -3,705 4,760 -6,052 -1,439 3,922 1,478 3,478 5,170
Percent of Open Interest Represented by Each Category of Trader
0.8 17.1 0.0 60.1 4.1 16.7 2.8 51.1 1.4 3.8 0.6 0.2 14.3 8.9
Number of Traders in Each Category Total Traders: 128
. 12 . 62 15 48 8 23 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,210,904
Positions
124,610 305,345 6,618 1,600,506 470,406 239,749 504,323 1,777,106 100,650 421,450 167,009 27,035 185,962 116,985
Changes from: March 19, 2019 Total Change is: 103,259
7,917 70,297 -7,036 126,978 -43,925 -10,119 17,335 116,268 -4,604 -4,844 1,336 858 -23,225 -19,815
Percent of Open Interest Represented by Each Category of Trader
3.9 9.5 0.2 49.8 14.7 7.5 15.7 55.3 3.1 13.1 5.2 0.8 5.8 3.6
Number of Traders in Each Category Total Traders: 336
15 27 7 117 29 75 49 59 40 24 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,756,524
Positions
222,289 226,661 227,038 1,697,047 995,954 806,880 399,996 1,186,802 559,219 247,920 208,005 108,795 487,339 437,171
Changes from: March 19, 2019 Total Change is: 246,729
64,895 19,974 53,413 -96,275 17,601 80,641 58,308 -46,144 93,206 -44,465 -19,987 20,000 17,008 28,026
Percent of Open Interest Represented by Each Category of Trader
4.7 4.8 4.8 35.7 20.9 17.0 8.4 25.0 11.8 5.2 4.4 2.3 10.2 9.2
Number of Traders in Each Category Total Traders: 410
25 37 35 109 73 112 66 58 77 21 21 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 714,075
Positions
31,669 60,391 1,159 303,879 307,129 75,200 117,828 98,080 9,652 61,893 8,908 500 112,295 153,056
Changes from: March 19, 2019 Total Change is: 36,832
9,367 13,662 53 21,660 39,166 -8,756 16,426 -5,785 4,110 5,365 -4,000 0 -11,393 -1,618
Percent of Open Interest Represented by Each Category of Trader
4.4 8.5 0.2 42.6 43.0 10.5 16.5 13.7 1.4 8.7 1.2 0.1 15.7 21.4
Number of Traders in Each Category Total Traders: 111
5 9 . 30 30 35 19 11 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,695,312
Positions
103,137 354,195 126,207 2,326,550 793,776 651,292 449,844 1,749,311 364,196 230,225 267,632 17,916 425,947 370,788
Changes from: March 19, 2019 Total Change is: 131,324
40,845 -61,458 31,943 -69,733 33,024 79,859 -17,119 16,314 51,649 4,676 -22,213 -6,477 15,682 8,683
Percent of Open Interest Represented by Each Category of Trader
2.2 7.5 2.7 49.6 16.9 13.9 9.6 37.3 7.8 4.9 5.7 0.4 9.1 7.9
Number of Traders in Each Category Total Traders: 338
15 31 18 96 47 84 46 67 60 12 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,829,030
Positions
562,094 279,709 452,201 36,780 10,409 57,404 189,246 554,799 361,850 105,530 29,416 27,036 36,889 56,206
Changes from: March 19, 2019 Total Change is: 91,921
-4,317 5,443 11,728 -18,193 -7,440 -5,499 47,874 77,962 -9,186 60,689 15,120 4,491 4,334 -698
Percent of Open Interest Represented by Each Category of Trader
30.7 15.3 24.7 2.0 0.6 3.1 10.3 30.3 19.8 5.8 1.6 1.5 2.0 3.1
Number of Traders in Each Category Total Traders: 145
21 31 47 . 6 . 24 40 49 4 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is24,736,770
Positions
2,939,140 1,528,830 4,670,133 638,964 1,691,318 1,561,740 1,291,471 1,166,170 12,376,617 181,361 267,626 360,313 717,031 1,114,023
Changes from: March 19, 2019 Total Change is: 3,339,260
250,386 174,859 235,941 73,469 149,454 -61,789 49,387 130,832 2,623,654 78,118 12,080 73,621 16,474 608
Percent of Open Interest Represented by Each Category of Trader
11.9 6.2 18.9 2.6 6.8 6.3 5.2 4.7 50.0 0.7 1.1 1.5 2.9 4.5
Number of Traders in Each Category Total Traders: 304
24 44 62 15 35 43 52 81 115 17 26 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 60,829
Positions
6,442 20,819 3,569 1,107 0 0 32,325 19,008 17,156 0 0 0 230 277
Changes from: March 19, 2019 Total Change is: -8,645
-2,336 -3,745 -1,533 0 0 0 -3,449 -2,019 -994 -25 0 0 -308 -354
Percent of Open Interest Represented by Each Category of Trader
10.6 34.2 5.9 1.8 0.0 0.0 53.1 31.2 28.2 0.0 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 33
. 9 6 . 0 0 10 10 16 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 78,306
Positions
11,250 26,253 10,285 3,135 1,200 500 44,456 32,318 7,207 1,208 0 0 265 543
Changes from: March 19, 2019 Total Change is: -1,647
-1,369 5,249 -2,280 822 -2,400 -484 692 -2,764 1,014 0 0 0 -42 18
Percent of Open Interest Represented by Each Category of Trader
14.4 33.5 13.1 4.0 1.5 0.6 56.8 41.3 9.2 1.5 0.0 0.0 0.3 0.7
Number of Traders in Each Category Total Traders: 57
6 11 11 . . . 19 17 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 23,278
Positions
2,375 4,307 0 1,266 6,630 0 11,989 7,748 83 7,545 1,200 0 20 3,310
Changes from: March 19, 2019 Total Change is: -390
7 825 0 23 -1,274 0 -924 248 0 543 -24 0 -39 -165
Percent of Open Interest Represented by Each Category of Trader
10.2 18.5 0.0 5.4 28.5 0.0 51.5 33.3 0.4 32.4 5.2 0.0 0.1 14.2
Number of Traders in Each Category Total Traders: 36
. 4 0 . 11 0 . 6 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 15,145
Positions
2,843 4,348 0 562 2,141 9 11,709 6,065 0 0 237 0 22 2,345
Changes from: March 19, 2019 Total Change is: 1,653
-63 1,716 0 0 -34 0 1,705 98 0 0 30 0 11 -157
Percent of Open Interest Represented by Each Category of Trader
18.8 28.7 0.0 3.7 14.1 0.1 77.3 40.0 0.0 0.0 1.6 0.0 0.1 15.5
Number of Traders in Each Category Total Traders: 26
. 5 0 . 7 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,037
Positions
55 0 0 0 27 0 229 1,889 137 1,172 784 0 1,444 200
Changes from: March 19, 2019 Total Change is: -313
0 0 0 0 0 0 -224 -359 89 -100 -7 0 -78 -36
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 0.0 0.9 0.0 7.5 62.2 4.5 38.6 25.8 0.0 47.5 6.6
Number of Traders in Each Category Total Traders: 34
. 0 0 0 . 0 5 9 4 15 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,428
Positions
0 124 0 35 241 0 1,238 2,105 276 687 88 262 930 332
Changes from: March 19, 2019 Total Change is: -253
0 0 0 -121 64 0 -222 -423 147 -80 -197 96 -73 60
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 1.0 7.0 0.0 36.1 61.4 8.1 20.0 2.6 7.6 27.1 9.7
Number of Traders in Each Category Total Traders: 41
0 . 0 . . 0 10 14 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,842
Positions
192 25,584 0 18,839 2,650 393 16,277 11,596 824 2,271 282 61 3,984 1,452
Changes from: March 19, 2019 Total Change is: -1,386
-80 0 0 -536 1,080 1 -1,301 -2,193 4 358 -67 0 169 -210
Percent of Open Interest Represented by Each Category of Trader
0.4 59.7 0.0 44.0 6.2 0.9 38.0 27.1 1.9 5.3 0.7 0.1 9.3 3.4
Number of Traders in Each Category Total Traders: 96
. . 0 14 6 . 33 17 7 16 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 336,816
Positions
53,236 13,593 13,935 114,945 85,575 25,829 38,867 108,813 44,121 10,382 2,701 11,661 23,840 30,588
Changes from: March 19, 2019 Total Change is: -64,586
-8,475 -6,877 -6,880 -4,448 -23,182 -341 -7,960 -10,590 -17,118 -2,709 -1,188 3,895 -20,550 -2,305
Percent of Open Interest Represented by Each Category of Trader
15.8 4.0 4.1 34.1 25.4 7.7 11.5 32.3 13.1 3.1 0.8 3.5 7.1 9.1
Number of Traders in Each Category Total Traders: 191
15 12 15 18 33 23 32 53 48 11 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 24,387
Positions
1,355 640 1,143 20,088 3,808 204 182 17,958 100 1,145 380 0 170 154
Changes from: March 19, 2019 Total Change is: -4,949
470 -60 -460 -50 -8,749 -9 -4,370 4,715 -476 -15 -5 0 -39 95
Percent of Open Interest Represented by Each Category of Trader
5.6 2.6 4.7 82.4 15.6 0.8 0.7 73.6 0.4 4.7 1.6 0.0 0.7 0.6
Number of Traders in Each Category Total Traders: 41
. . . 11 4 . . 10 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 3, 2019