Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 168,819
Positions
12,625 51,165 2,353 42,289 39,617 5,064 54,605 36,098 4,165 11,290 1,252 0 36,428 29,105
Changes from: February 18, 2020 Total Change is: 4,121
-2,565 4,975 455 4,220 1,322 3 1,765 -3,086 -683 -845 0 -1 1,772 1,136
Percent of Open Interest Represented by Each Category of Trader
7.5 30.3 1.4 25.0 23.5 3.0 32.3 21.4 2.5 6.7 0.7 0.0 21.6 17.2
Number of Traders in Each Category Total Traders: 113
5 8 . 21 18 13 24 26 12 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,192
Positions
16,465 6,453 125 3,939 15,952 569 24,148 10,966 33 740 868 0 11,173 22,226
Changes from: February 18, 2020 Total Change is: 4,672
4,088 -846 121 -1,739 2,242 16 1,949 2,578 17 0 0 0 220 544
Percent of Open Interest Represented by Each Category of Trader
28.8 11.3 0.2 6.9 27.9 1.0 42.2 19.2 0.1 1.3 1.5 0.0 19.5 38.9
Number of Traders in Each Category Total Traders: 59
6 6 . 6 14 . 14 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 211,321
Positions
16,271 48,551 2,230 66,163 69,721 6,478 71,438 39,705 8,736 9,576 10,057 270 30,159 25,573
Changes from: February 18, 2020 Total Change is: -5,612
1,253 -8,802 1,759 -4,891 5,867 -1,516 545 -2,409 -223 -1,120 793 270 -1,689 -1,351
Percent of Open Interest Represented by Each Category of Trader
7.7 23.0 1.1 31.3 33.0 3.1 33.8 18.8 4.1 4.5 4.8 0.1 14.3 12.1
Number of Traders in Each Category Total Traders: 125
7 8 . 19 27 11 26 28 12 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 223,904
Positions
105,278 15,549 1,906 36,220 75,918 13,380 38,795 68,379 2,731 2,306 4,894 0 23,288 41,147
Changes from: February 18, 2020 Total Change is: 20,273
25,440 -9,179 1,164 -2,869 2,064 1,755 -2,676 23,226 -1,047 333 1,814 0 -1,827 476
Percent of Open Interest Represented by Each Category of Trader
47.0 6.9 0.9 16.2 33.9 6.0 17.3 30.5 1.2 1.0 2.2 0.0 10.4 18.4
Number of Traders in Each Category Total Traders: 143
8 7 . 17 31 9 25 44 13 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 625,563
Positions
32,179 122,225 7,070 371,589 178,431 31,152 49,751 195,284 10,390 25,839 12,894 7,175 90,418 60,942
Changes from: February 18, 2020 Total Change is: 8,076
368 -13,321 1,440 7,233 2,192 -1,066 1,275 8,601 1,696 -7,234 374 7,014 -2,650 1,146
Percent of Open Interest Represented by Each Category of Trader
5.1 19.5 1.1 59.4 28.5 5.0 8.0 31.2 1.7 4.1 2.1 1.1 14.5 9.7
Number of Traders in Each Category Total Traders: 300
15 14 11 86 45 41 43 55 22 26 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,419
Positions
0 4,079 0 7,377 6,778 2,735 420 2,769 0 0 0 0 12,887 7,058
Changes from: February 18, 2020 Total Change is: -441
0 -48 0 -542 168 -46 3 -327 0 0 0 0 144 -188
Percent of Open Interest Represented by Each Category of Trader
0.0 17.4 0.0 31.5 28.9 11.7 1.8 11.8 0.0 0.0 0.0 0.0 55.0 30.1
Number of Traders in Each Category Total Traders: 21
0 . 0 8 8 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 23,001
Positions
4,737 3,794 571 4,750 9,614 2,593 2,055 0 0 0 965 88 8,207 5,376
Changes from: February 18, 2020 Total Change is: -3,198
-258 21 -21 -33 -4,054 -25 -3,820 0 0 0 965 88 871 -172
Percent of Open Interest Represented by Each Category of Trader
20.6 16.5 2.5 20.7 41.8 11.3 8.9 0.0 0.0 0.0 4.2 0.4 35.7 23.4
Number of Traders in Each Category Total Traders: 22
. . . 4 9 8 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 213,324
Positions
88,737 10,275 11,370 17,896 97,477 4,961 55,391 38,068 4,321 930 11,121 0 29,718 35,731
Changes from: February 18, 2020 Total Change is: 25,869
13,144 945 6,451 -711 15,801 482 8,955 1,498 -1,668 505 1,091 0 -1,289 1,269
Percent of Open Interest Represented by Each Category of Trader
41.6 4.8 5.3 8.4 45.7 2.3 26.0 17.8 2.0 0.4 5.2 0.0 13.9 16.7
Number of Traders in Each Category Total Traders: 115
6 5 4 10 29 11 29 26 13 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,787
Positions
469 44,983 73 29,198 125 41 14,383 3,093 3,306 3,851 374 391 2,075 1,401
Changes from: February 18, 2020 Total Change is: 408
37 5 -5 -1,782 125 0 1,738 -626 327 -111 29 300 -96 253
Percent of Open Interest Represented by Each Category of Trader
0.9 83.6 0.1 54.3 0.2 0.1 26.7 5.8 6.1 7.2 0.7 0.7 3.9 2.6
Number of Traders in Each Category Total Traders: 43
. 5 . 11 . . 15 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 276,267
Positions
4,179 206,852 942 150,574 5,167 1,184 105,773 38,178 3,890 3,611 16,597 0 6,114 3,457
Changes from: February 18, 2020 Total Change is: -25,530
1,347 -12,413 -4 -5,937 -414 612 -19,101 -12,522 146 -500 -813 0 -2,093 -122
Percent of Open Interest Represented by Each Category of Trader
1.5 74.9 0.3 54.5 1.9 0.4 38.3 13.8 1.4 1.3 6.0 0.0 2.2 1.3
Number of Traders in Each Category Total Traders: 173
. 11 . 32 10 5 57 34 11 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,225
Positions
20,702 1,275 15,152 3,671 38,355 196 27,315 11,903 1,064 1,528 1,346 0 2,597 2,934
Changes from: February 18, 2020 Total Change is: 19,918
210 -391 15,152 357 3,608 0 3,802 527 293 -190 -201 -82 376 1,012
Percent of Open Interest Represented by Each Category of Trader
28.7 1.8 21.0 5.1 53.1 0.3 37.8 16.5 1.5 2.1 1.9 0.0 3.6 4.1
Number of Traders in Each Category Total Traders: 71
. . . 6 12 . 14 23 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,240
Positions
28,305 2,972 30 4,364 21,695 529 18,548 23,285 1,989 1,371 1,904 6 3,098 5,830
Changes from: February 18, 2020 Total Change is: 5,655
4,725 -830 0 -134 3,517 -130 2,047 2,804 370 -1,058 114 0 -165 -190
Percent of Open Interest Represented by Each Category of Trader
48.6 5.1 0.1 7.5 37.3 0.9 31.8 40.0 3.4 2.4 3.3 0.0 5.3 10.0
Number of Traders in Each Category Total Traders: 100
11 . . 7 15 5 25 29 8 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,462
Positions
832 8,057 2 6,359 2,357 0 9,695 7,771 20 2,462 100 0 1,092 2,155
Changes from: February 18, 2020 Total Change is: 1,696
0 -42 0 -64 -33 0 164 1,201 19 1,517 0 0 60 551
Percent of Open Interest Represented by Each Category of Trader
4.1 39.4 0.0 31.1 11.5 0.0 47.4 38.0 0.1 12.0 0.5 0.0 5.3 10.5
Number of Traders in Each Category Total Traders: 25
. . . . 4 0 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 50,734
Positions
14,647 28,684 414 10,643 3,573 2,241 9,866 6,252 2,613 300 535 0 10,012 6,424
Changes from: February 18, 2020 Total Change is: -1,002
-872 2,255 394 -270 599 -1,755 15 -313 241 300 0 0 946 -2,422
Percent of Open Interest Represented by Each Category of Trader
28.9 56.5 0.8 21.0 7.0 4.4 19.4 12.3 5.2 0.6 1.1 0.0 19.7 12.7
Number of Traders in Each Category Total Traders: 96
13 19 . 17 8 8 23 11 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 101,468
Positions
29,293 57,368 828 21,285 7,145 4,482 19,731 12,503 5,226 600 1,069 0 20,023 12,847
Changes from: February 18, 2020 Total Change is: -2,003
-1,743 4,510 787 -540 1,197 -3,509 30 -625 481 600 0 0 1,891 -4,844
Percent of Open Interest Represented by Each Category of Trader
28.9 56.5 0.8 21.0 7.0 4.4 19.4 12.3 5.2 0.6 1.1 0.0 19.7 12.7
Number of Traders in Each Category Total Traders: 96
13 19 . 17 8 8 23 11 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,875
Positions
791 35,053 0 38,723 480 176 800 4,957 0 0 464 0 2,385 1,745
Changes from: February 18, 2020 Total Change is: 412
59 147 0 38 -240 3 50 316 0 0 0 0 262 186
Percent of Open Interest Represented by Each Category of Trader
1.8 81.8 0.0 90.3 1.1 0.4 1.9 11.6 0.0 0.0 1.1 0.0 5.6 4.1
Number of Traders in Each Category Total Traders: 31
. 7 0 15 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 617,822
Positions
43,482 187,798 36,772 285,921 109,048 55,606 55,864 75,412 32,335 23,616 45,914 2,330 81,896 72,607
Changes from: February 18, 2020 Total Change is: 10,506
5,486 -7,824 2,736 -28,266 17,693 3,802 1,689 -22,488 10,733 2,895 -2,630 1,224 10,205 7,258
Percent of Open Interest Represented by Each Category of Trader
7.0 30.4 6.0 46.3 17.7 9.0 9.0 12.2 5.2 3.8 7.4 0.4 13.3 11.8
Number of Traders in Each Category Total Traders: 602
33 41 33 175 90 118 67 109 67 38 49 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 49,066
Positions
18,495 14,530 274 3,604 4,000 0 15,244 10,053 445 0 0 0 11,004 19,764
Changes from: February 18, 2020 Total Change is: 9,619
5,176 24 200 1,588 0 0 3,708 3,168 223 0 0 0 -1,276 6,004
Percent of Open Interest Represented by Each Category of Trader
37.7 29.6 0.6 7.3 8.2 0.0 31.1 20.5 0.9 0.0 0.0 0.0 22.4 40.3
Number of Traders in Each Category Total Traders: 34
7 8 . . . 0 9 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,535
Positions
7,677 5,117 0 2,859 6,365 229 274 850 2 0 0 0 2,494 972
Changes from: February 18, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
56.7 37.8 0.0 21.1 47.0 1.7 2.0 6.3 0.0 0.0 0.0 0.0 18.4 7.2
Number of Traders in Each Category Total Traders: 21
4 8 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,108
Positions
8,965 12,372 16 4,557 686 75 172 1,591 46 0 0 0 2,277 1,322
Changes from: February 18, 2020 Total Change is: -26
1,079 -456 0 408 0 0 -863 193 0 0 0 0 -650 237
Percent of Open Interest Represented by Each Category of Trader
55.7 76.8 0.1 28.3 4.3 0.5 1.1 9.9 0.3 0.0 0.0 0.0 14.1 8.2
Number of Traders in Each Category Total Traders: 27
8 5 . 8 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,843,780
Positions
198,123 939,528 109,303 1,411,587 525,241 278,029 285,840 409,533 76,709 118,079 229,569 11,652 354,458 264,216
Changes from: February 18, 2020 Total Change is: 4,433
16,497 -24,296 -2,263 -150,722 87,013 20,466 12,221 -105,964 30,237 14,473 -13,151 6,120 57,404 6,271
Percent of Open Interest Represented by Each Category of Trader
7.0 33.0 3.8 49.6 18.5 9.8 10.1 14.4 2.7 4.2 8.1 0.4 12.5 9.3
Number of Traders in Each Category Total Traders: 599
32 41 31 175 89 118 70 105 63 38 49 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,510
Positions
19,164 17,898 1 2,085 907 982 317 7,752 0 0 332 0 5,961 638
Changes from: February 18, 2020 Total Change is: -3,316
348 -607 0 -5,076 0 0 -466 -371 0 -650 0 0 2,528 -2,338
Percent of Open Interest Represented by Each Category of Trader
67.2 62.8 0.0 7.3 3.2 3.4 1.1 27.2 0.0 0.0 1.2 0.0 20.9 2.2
Number of Traders in Each Category Total Traders: 23
5 8 . 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,418
Positions
3,970 8,220 3 5,245 983 112 650 2,215 2 300 0 0 2,136 883
Changes from: February 18, 2020 Total Change is: 127
160 0 2 -107 -215 0 223 0 0 0 0 0 -151 340
Percent of Open Interest Represented by Each Category of Trader
32.0 66.2 0.0 42.2 7.9 0.9 5.2 17.8 0.0 2.4 0.0 0.0 17.2 7.1
Number of Traders in Each Category Total Traders: 23
5 7 . . . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,953
Positions
6,783 8,813 0 3,179 3,736 989 1,111 0 0 309 900 0 3,582 1,515
Changes from: February 18, 2020 Total Change is: -787
-1,212 61 0 43 -317 102 564 -649 -14 -307 0 0 37 30
Percent of Open Interest Represented by Each Category of Trader
42.5 55.2 0.0 19.9 23.4 6.2 7.0 0.0 0.0 1.9 5.6 0.0 22.5 9.5
Number of Traders in Each Category Total Traders: 24
5 8 0 4 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,681
Positions
6,503 30,904 211 52,382 37,321 2,278 2,820 563 12 0 925 0 11,475 3,467
Changes from: February 18, 2020 Total Change is: -3,104
1,305 -5,156 80 -4,417 4,047 113 -273 -1,166 -383 0 0 0 471 -639
Percent of Open Interest Represented by Each Category of Trader
8.6 40.8 0.3 69.2 49.3 3.0 3.7 0.7 0.0 0.0 1.2 0.0 15.2 4.6
Number of Traders in Each Category Total Traders: 80
7 8 . 34 21 15 8 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,933
Positions
4,792 13,528 605 14,430 6,640 1,292 9,525 9,079 830 1,534 1,732 53 9,872 9,173
Changes from: February 18, 2020 Total Change is: 1,269
-960 4,214 363 245 -1,681 -97 -1,372 -3,226 453 126 249 51 2,460 943
Percent of Open Interest Represented by Each Category of Trader
11.2 31.5 1.4 33.6 15.5 3.0 22.2 21.1 1.9 3.6 4.0 0.1 23.0 21.4
Number of Traders in Each Category Total Traders: 271
14 31 5 64 32 31 44 52 17 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 214,665
Positions
23,960 67,641 3,027 72,148 33,201 6,459 47,624 45,397 4,150 7,669 8,658 267 49,361 45,865
Changes from: February 18, 2020 Total Change is: 6,344
-4,801 21,072 1,816 1,224 -8,406 -483 -6,858 -16,132 2,263 629 1,245 254 12,300 4,715
Percent of Open Interest Represented by Each Category of Trader
11.2 31.5 1.4 33.6 15.5 3.0 22.2 21.1 1.9 3.6 4.0 0.1 23.0 21.4
Number of Traders in Each Category Total Traders: 271
14 31 5 64 32 31 44 52 17 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 479,421
Positions
56,575 138,681 7,305 261,692 173,145 34,868 79,647 73,106 5,614 8,090 28,337 26 25,604 18,339
Changes from: February 18, 2020 Total Change is: -7,160
2,676 -16,047 1,125 -19,474 15,819 -1,540 7,491 -8,820 1,901 -243 -490 3 901 889
Percent of Open Interest Represented by Each Category of Trader
11.8 28.9 1.5 54.6 36.1 7.3 16.6 15.2 1.2 1.7 5.9 0.0 5.3 3.8
Number of Traders in Each Category Total Traders: 300
23 19 5 83 46 45 57 48 25 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 8,215
Positions
474 5,766 0 3,685 751 0 1,841 939 0 705 0 0 1,510 759
Changes from: February 18, 2020 Total Change is: 434
0 200 0 243 0 0 -83 313 0 0 0 0 274 -79
Percent of Open Interest Represented by Each Category of Trader
5.8 70.2 0.0 44.9 9.1 0.0 22.4 11.4 0.0 8.6 0.0 0.0 18.4 9.2
Number of Traders in Each Category Total Traders: 21
. 5 0 4 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,559
Positions
1,788 6,605 0 9,949 177 104 1,030 6,613 603 300 1,693 0 5,785 3,764
Changes from: February 18, 2020 Total Change is: -115
286 -187 0 -486 18 -4 121 -1,146 86 300 1,271 0 -418 -153
Percent of Open Interest Represented by Each Category of Trader
9.1 33.8 0.0 50.9 0.9 0.5 5.3 33.8 3.1 1.5 8.7 0.0 29.6 19.2
Number of Traders in Each Category Total Traders: 24
. . 0 7 . . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,094
Positions
10,767 4,998 1 20,429 3,612 225 16,184 16,147 1,208 2,144 925 0 9,136 32,978
Changes from: February 18, 2020 Total Change is: 2,153
-134 -833 -1 -343 19 36 890 9,852 19 1,448 325 0 238 -7,264
Percent of Open Interest Represented by Each Category of Trader
17.9 8.3 0.0 34.0 6.0 0.4 26.9 26.9 2.0 3.6 1.5 0.0 15.2 54.9
Number of Traders in Each Category Total Traders: 88
13 8 . 16 6 6 18 22 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 377,848
Positions
39,760 253,870 378 279,875 74,233 26,353 17,862 16,090 1,141 2,464 796 0 10,015 4,987
Changes from: February 18, 2020 Total Change is: 6,670
-748 5,614 62 7,255 9,208 -3,040 1,541 -5,092 698 -24 11 0 926 -791
Percent of Open Interest Represented by Each Category of Trader
10.5 67.2 0.1 74.1 19.6 7.0 4.7 4.3 0.3 0.7 0.2 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 181
17 13 4 71 36 37 21 15 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,536,132
Positions
132,756 1,024,281 7,036 1,057,276 282,036 107,372 147,986 34,488 5,432 44,161 59,932 2,741 31,372 12,814
Changes from: February 18, 2020 Total Change is: 28,427
41,293 -38,481 818 -42,575 27,612 18,695 25,926 -12,834 1,428 -3,702 29,652 -7 -13,449 1,544
Percent of Open Interest Represented by Each Category of Trader
8.6 66.7 0.5 68.8 18.4 7.0 9.6 2.2 0.4 2.9 3.9 0.2 2.0 0.8
Number of Traders in Each Category Total Traders: 445
27 23 9 172 67 79 72 29 22 40 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 125,228
Positions
16,963 86,299 36,156 18,789 0 836 46,599 0 1,876 3,957 0 0 52 61
Changes from: February 18, 2020 Total Change is: 22,251
1,257 7,152 13,612 -1,350 0 0 7,222 0 1,487 0 0 0 23 0
Percent of Open Interest Represented by Each Category of Trader
13.5 68.9 28.9 15.0 0.0 0.7 37.2 0.0 1.5 3.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 50
7 16 13 10 0 . 12 0 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,493,957
Positions
18,649 166,110 26,883 541,138 275,236 239,551 70,131 252,166 320,205 82,896 53,812 3,980 190,524 156,014
Changes from: February 18, 2020 Total Change is: 192,535
3,050 -972 5,184 -7,707 -27,025 36,471 1,599 -10,572 147,934 -428 9,841 3,965 2,467 27,709
Percent of Open Interest Represented by Each Category of Trader
1.2 11.1 1.8 36.2 18.4 16.0 4.7 16.9 21.4 5.5 3.6 0.3 12.8 10.4
Number of Traders in Each Category Total Traders: 196
8 21 15 58 29 57 21 37 25 11 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,308,400
Positions
36,592 131,231 11,602 654,523 78,485 242,628 25,365 629,782 98,101 51,751 6,086 0 187,838 110,485
Changes from: February 18, 2020 Total Change is: 37,334
-10,812 33,749 236 4,690 -10,417 10,955 -830 -31,339 22,318 -100 -1,742 -1 10,878 13,575
Percent of Open Interest Represented by Each Category of Trader
2.8 10.0 0.9 50.0 6.0 18.5 1.9 48.1 7.5 4.0 0.5 0.0 14.4 8.4
Number of Traders in Each Category Total Traders: 142
5 11 7 70 13 52 6 30 21 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,598,433
Positions
50,122 322,855 45,073 1,533,741 785,423 392,656 818,497 1,625,266 160,327 354,230 109,084 8,254 235,533 149,495
Changes from: February 18, 2020 Total Change is: -356,795
-30,422 47,727 -20,404 -128,232 -70,687 64,030 -49,688 -229,758 -161,930 -35,443 2,595 -35,884 41,178 47,516
Percent of Open Interest Represented by Each Category of Trader
1.4 9.0 1.3 42.6 21.8 10.9 22.7 45.2 4.5 9.8 3.0 0.2 6.5 4.2
Number of Traders in Each Category Total Traders: 358
20 29 23 122 30 73 62 53 41 27 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,207,982
Positions
258,654 190,897 115,175 1,632,724 884,673 819,074 467,015 1,162,678 214,079 112,642 249,020 60,747 527,872 511,639
Changes from: February 18, 2020 Total Change is: -76,516
37,687 10,458 -4,334 -134,495 -159,635 44,185 -13,728 -42,208 -57,197 -61,876 14,829 35,814 77,428 81,572
Percent of Open Interest Represented by Each Category of Trader
6.1 4.5 2.7 38.8 21.0 19.5 11.1 27.6 5.1 2.7 5.9 1.4 12.5 12.2
Number of Traders in Each Category Total Traders: 403
23 37 32 115 65 101 58 65 61 15 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,030,086
Positions
157,439 48,419 6,968 367,519 291,933 133,910 132,004 210,242 34,255 47,902 35,853 33 150,056 268,473
Changes from: February 18, 2020 Total Change is: 73,709
68,694 14,432 1,650 11,723 -15,419 -6,773 -24,181 -18,689 8,832 -8,884 904 33 22,615 88,739
Percent of Open Interest Represented by Each Category of Trader
15.3 4.7 0.7 35.7 28.3 13.0 12.8 20.4 3.3 4.7 3.5 0.0 14.6 26.1
Number of Traders in Each Category Total Traders: 115
6 7 6 26 37 41 12 20 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,859,178
Positions
160,068 505,926 62,442 2,131,753 642,239 855,083 534,561 1,702,440 382,483 291,703 226,626 55,945 385,140 425,994
Changes from: February 18, 2020 Total Change is: 89,771
6,268 -9,272 -15,630 -63,621 -122,243 44,838 4,570 26,850 35,889 -6,799 -34,100 47,944 36,312 115,495
Percent of Open Interest Represented by Each Category of Trader
3.3 10.4 1.3 43.9 13.2 17.6 11.0 35.0 7.9 6.0 4.7 1.2 7.9 8.8
Number of Traders in Each Category Total Traders: 317
14 25 17 94 47 78 39 67 48 16 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,100,087
Positions
398,422 439,062 441,984 6,450 72,321 18,529 566,236 508,509 543,958 62,265 24,693 6,194 56,049 44,837
Changes from: February 18, 2020 Total Change is: 205,508
32,831 -31,398 29,202 4,592 -1,741 5,902 75,905 152,748 42,815 3,051 1,818 -2,149 13,359 8,311
Percent of Open Interest Represented by Each Category of Trader
19.0 20.9 21.0 0.3 3.4 0.9 27.0 24.2 25.9 3.0 1.2 0.3 2.7 2.1
Number of Traders in Each Category Total Traders: 154
35 22 49 5 7 4 36 31 50 10 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is11,886,154
Positions
2,056,188 2,256,395 2,014,099 619,232 2,033,709 722,387 2,574,813 790,969 3,023,816 122,851 126,005 60,815 691,953 857,959
Changes from: February 18, 2020 Total Change is: 340,855
-11,395 448,162 -98,350 75,285 -146,372 23,882 185,762 9,393 86,479 16,883 8,128 5,962 56,347 3,571
Percent of Open Interest Represented by Each Category of Trader
17.3 19.0 16.9 5.2 17.1 6.1 21.7 6.7 25.4 1.0 1.1 0.5 5.8 7.2
Number of Traders in Each Category Total Traders: 252
30 47 71 16 18 22 56 46 84 19 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 177,614
Positions
9,112 86,530 23,571 5,542 8,127 8,571 103,820 21,741 24,901 366 497 481 1,250 3,195
Changes from: February 18, 2020 Total Change is: 7,138
721 -5,321 3,356 -612 8,127 -5,998 11,108 8,087 -775 -438 -185 -79 -145 -74
Percent of Open Interest Represented by Each Category of Trader
5.1 48.7 13.3 3.1 4.6 4.8 58.5 12.2 14.0 0.2 0.3 0.3 0.7 1.8
Number of Traders in Each Category Total Traders: 58
4 16 6 . . . 15 14 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 303,581
Positions
4,275 98,558 40,616 21,345 6,422 4,938 155,720 86,146 64,881 11,041 701 342 423 977
Changes from: February 18, 2020 Total Change is: 40,787
1,511 8,560 3,753 10,602 3,203 -2,368 20,159 20,573 7,218 -248 68 -163 323 -57
Percent of Open Interest Represented by Each Category of Trader
1.4 32.5 13.4 7.0 2.1 1.6 51.3 28.4 21.4 3.6 0.2 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 88
6 20 13 4 6 4 23 26 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 100,624
Positions
838 36,930 0 938 3,559 38 18,805 11,829 45,248 34,729 1,140 0 28 1,880
Changes from: February 18, 2020 Total Change is: 3,200
0 -1,068 0 13 221 4 1,196 1,310 2,818 -830 0 0 -1 -85
Percent of Open Interest Represented by Each Category of Trader
0.8 36.7 0.0 0.9 3.5 0.0 18.7 11.8 45.0 34.5 1.1 0.0 0.0 1.9
Number of Traders in Each Category Total Traders: 32
. 4 0 . 7 . 5 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,313
Positions
148 11,683 0 1,293 475 115 16,527 4,320 16,230 0 0 0 0 1,490
Changes from: February 18, 2020 Total Change is: 1,681
-40 -613 0 0 -118 0 762 1,318 959 0 0 0 0 135
Percent of Open Interest Represented by Each Category of Trader
0.4 34.0 0.0 3.8 1.4 0.3 48.2 12.6 47.3 0.0 0.0 0.0 0.0 4.3
Number of Traders in Each Category Total Traders: 21
. 4 0 . 6 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,290
Positions
10,601 0 16,188 0 111 0 705 11,845 13,615 3,920 3,217 246 15 68
Changes from: February 18, 2020 Total Change is: 212
0 0 0 0 0 0 -719 -657 871 60 50 0 0 -52
Percent of Open Interest Represented by Each Category of Trader
23.4 0.0 35.7 0.0 0.2 0.0 1.6 26.2 30.1 8.7 7.1 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 5,632
Positions
71 178 5 164 189 0 1,774 4,511 102 1,741 38 182 1,593 427
Changes from: February 18, 2020 Total Change is: -831
-7 20 5 -96 12 0 -678 -747 -28 165 -143 37 -229 13
Percent of Open Interest Represented by Each Category of Trader
1.3 3.2 0.1 2.9 3.4 0.0 31.5 80.1 1.8 30.9 0.7 3.2 28.3 7.6
Number of Traders in Each Category Total Traders: 58
. . . . . 0 21 12 5 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,885
Positions
595 26,500 0 18,650 1,558 610 21,164 15,277 1,246 1,936 745 184 3,500 1,765
Changes from: February 18, 2020 Total Change is: -586
145 610 0 500 -15 27 -1,580 -1,082 38 174 -63 107 3 -208
Percent of Open Interest Represented by Each Category of Trader
1.2 55.3 0.0 38.9 3.3 1.3 44.2 31.9 2.6 4.0 1.6 0.4 7.3 3.7
Number of Traders in Each Category Total Traders: 99
. . 0 20 . 4 35 14 6 15 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 431,241
Positions
81,197 39,105 32,094 123,557 63,287 21,608 43,937 152,458 76,721 12,087 2,891 15,613 24,427 27,464
Changes from: February 18, 2020 Total Change is: 6,464
-5,123 13,949 5,315 16,751 -45,483 -4,474 -10,938 32,662 9,659 -5,003 518 -438 715 -5,244
Percent of Open Interest Represented by Each Category of Trader
18.8 9.1 7.4 28.7 14.7 5.0 10.2 35.4 17.8 2.8 0.7 3.6 5.7 6.4
Number of Traders in Each Category Total Traders: 218
16 16 20 30 26 27 33 63 64 11 12 15
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Traders in Financial Futures - Futures Only Positions as of February 25, 2020
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,052
Positions
7,573 765 264 11,455 4,436 491 77 14,914 100 798 30 0 294 52
Changes from: February 18, 2020 Total Change is: -3,256
0 -84 -30 -2,196 -316 -1,006 -20 -1,834 0 -45 -20 0 41 34
Percent of Open Interest Represented by Each Category of Trader
36.0 3.6 1.3 54.4 21.1 2.3 0.4 70.8 0.5 3.8 0.1 0.0 1.4 0.2
Number of Traders in Each Category Total Traders: 43
4 . . 10 5 . . 8 . 12 . 0
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Updated February 28, 2020