Traders in Financial Futures - Futures Only Positions as of March 10, 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 175,226
Positions
32,107 40,804 8,700 34,910 42,699 4,486 41,974 38,387 7,490 12,451 1,252 0 33,108 31,408
Changes from: March 3, 2020 Total Change is: 14,715
17,121 -1,892 5,056 2,008 5,402 454 -9,046 2,501 920 905 0 0 -2,703 2,274
Percent of Open Interest Represented by Each Category of Trader
18.3 23.3 5.0 19.9 24.4 2.6 24.0 21.9 4.3 7.1 0.7 0.0 18.9 17.9
Number of Traders in Each Category Total Traders: 106
6 8 6 13 19 12 23 24 15 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 50,474
Positions
1,483 14,022 4,294 7,818 3,019 586 17,327 13,225 2,068 740 555 0 16,158 12,705
Changes from: March 3, 2020 Total Change is: -3,962
-8,455 4,489 2,191 2,765 -4,437 -29 -1,728 -2,190 345 0 0 0 949 -4,331
Percent of Open Interest Represented by Each Category of Trader
2.9 27.8 8.5 15.5 6.0 1.2 34.3 26.2 4.1 1.5 1.1 0.0 32.0 25.2
Number of Traders in Each Category Total Traders: 49
. 7 4 8 5 . 12 12 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 214,185
Positions
27,866 40,886 24,690 50,893 69,523 7,338 59,969 29,981 10,108 6,357 10,057 0 26,964 21,602
Changes from: March 3, 2020 Total Change is: -487
-2,885 823 22,442 333 -8,408 865 -20,520 -6,823 -3,129 814 0 0 1,593 -6,257
Percent of Open Interest Represented by Each Category of Trader
13.0 19.1 11.5 23.8 32.5 3.4 28.0 14.0 4.7 3.0 4.7 0.0 12.6 10.1
Number of Traders in Each Category Total Traders: 117
7 8 6 17 24 16 32 19 13 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 159,128
Positions
20,399 30,609 2,016 48,889 31,327 10,946 42,591 48,693 5,553 4,195 3,674 8 24,531 26,302
Changes from: March 3, 2020 Total Change is: -39,276
-56,033 6,690 -1,560 7,148 -12,865 -525 7,579 -27,590 -151 2,302 753 0 1,964 -4,028
Percent of Open Interest Represented by Each Category of Trader
12.8 19.2 1.3 30.7 19.7 6.9 26.8 30.6 3.5 2.6 2.3 0.0 15.4 16.5
Number of Traders in Each Category Total Traders: 122
6 9 7 26 20 13 25 24 16 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 659,151
Positions
30,452 284,950 14,757 407,364 103,946 30,935 38,294 145,905 18,922 28,129 9,233 208 90,090 50,295
Changes from: March 3, 2020 Total Change is: 18,794
826 114,298 -20,759 30,676 -38,425 3,044 -4,460 -37,228 3,271 482 -2,323 -384 6,098 -2,700
Percent of Open Interest Represented by Each Category of Trader
4.6 43.2 2.2 61.8 15.8 4.7 5.8 22.1 2.9 4.3 1.4 0.0 13.7 7.6
Number of Traders in Each Category Total Traders: 268
18 11 16 90 38 45 34 40 21 23 12 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 23,628
Positions
0 4,471 0 7,267 5,016 2,117 788 5,415 439 0 647 1 13,016 5,522
Changes from: March 3, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 18.9 0.0 30.8 21.2 9.0 3.3 22.9 1.9 0.0 2.7 0.0 55.1 23.4
Number of Traders in Each Category Total Traders: 22
0 . 0 8 6 7 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 24,540
Positions
4,753 3,818 763 4,053 10,559 2,596 4,148 0 0 0 628 130 8,097 6,046
Changes from: March 3, 2020 Total Change is: 2,274
-37 46 80 -539 1,679 26 2,202 0 -151 -508 -97 130 1,071 561
Percent of Open Interest Represented by Each Category of Trader
19.4 15.6 3.1 16.5 43.0 10.6 16.9 0.0 0.0 0.0 2.6 0.5 33.0 24.6
Number of Traders in Each Category Total Traders: 21
. . . 4 9 9 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 211,243
Positions
99,578 10,318 10,500 16,885 92,336 6,265 39,543 40,349 8,668 8,131 9,282 0 21,673 33,525
Changes from: March 3, 2020 Total Change is: -11,841
-695 3,003 3,557 -233 -8,924 185 -19,288 -10,698 3,447 815 -1,347 0 371 -1,064
Percent of Open Interest Represented by Each Category of Trader
47.1 4.9 5.0 8.0 43.7 3.0 18.7 19.1 4.1 3.8 4.4 0.0 10.3 15.9
Number of Traders in Each Category Total Traders: 100
5 6 6 8 29 13 22 23 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 51,802
Positions
2,949 42,436 929 11,985 0 42 30,333 5,006 119 3,618 419 391 1,436 2,460
Changes from: March 3, 2020 Total Change is: -1,904
2,513 380 929 -1,843 0 1 2,174 1,462 -693 -83 -140 0 -4,902 -3,843
Percent of Open Interest Represented by Each Category of Trader
5.7 81.9 1.8 23.1 0.0 0.1 58.6 9.7 0.2 7.0 0.8 0.8 2.8 4.7
Number of Traders in Each Category Total Traders: 36
. 5 . 5 0 . 10 6 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 224,550
Positions
13,797 156,689 800 76,813 7,233 1,749 108,533 21,904 14,978 1,625 16,774 0 6,255 4,423
Changes from: March 3, 2020 Total Change is: -9,342
6,365 -19,697 -879 -32,478 1,287 473 7,457 -4,237 11,302 -1,859 1,260 0 277 1,149
Percent of Open Interest Represented by Each Category of Trader
6.1 69.8 0.4 34.2 3.2 0.8 48.3 9.8 6.7 0.7 7.5 0.0 2.8 2.0
Number of Traders in Each Category Total Traders: 129
. 10 . 21 8 5 40 29 9 4 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 53,382
Positions
34,857 597 91 3,131 33,729 0 10,698 14,653 583 1,629 930 0 2,393 2,799
Changes from: March 3, 2020 Total Change is: -1,749
-1,333 269 -17 18 -5,218 -196 -112 3,569 -410 0 -477 0 301 731
Percent of Open Interest Represented by Each Category of Trader
65.3 1.1 0.2 5.9 63.2 0.0 20.0 27.4 1.1 3.1 1.7 0.0 4.5 5.2
Number of Traders in Each Category Total Traders: 56
. . . 5 13 0 7 20 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 71,034
Positions
29,035 2,210 4,831 2,810 25,408 732 19,986 21,483 9,263 2,330 1,616 13 2,034 5,478
Changes from: March 3, 2020 Total Change is: 8,187
-2,041 4 4,176 -637 2,683 178 -223 -4,487 6,538 650 -822 7 -461 -90
Percent of Open Interest Represented by Each Category of Trader
40.9 3.1 6.8 4.0 35.8 1.0 28.1 30.2 13.0 3.3 2.3 0.0 2.9 7.7
Number of Traders in Each Category Total Traders: 108
9 . 5 4 26 7 27 22 9 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 18,981
Positions
832 6,399 2 350 2,817 0 9,950 7,379 329 6,797 0 0 721 2,055
Changes from: March 3, 2020 Total Change is: -879
0 5 0 -189 309 -1 -519 -791 -182 119 0 -191 84 -28
Percent of Open Interest Represented by Each Category of Trader
4.4 33.7 0.0 1.8 14.8 0.0 52.4 38.9 1.7 35.8 0.0 0.0 3.8 10.8
Number of Traders in Each Category Total Traders: 24
. . . . 5 0 7 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 42,743
Positions
18,932 24,002 1,827 6,328 2,972 775 6,522 5,906 1,087 122 335 0 7,151 5,841
Changes from: March 3, 2020 Total Change is: -2,106
-113 -2,007 1,375 -2,324 584 -724 246 -739 -265 -3 -172 0 -298 -158
Percent of Open Interest Represented by Each Category of Trader
44.3 56.2 4.3 14.8 7.0 1.8 15.3 13.8 2.5 0.3 0.8 0.0 16.7 13.7
Number of Traders in Each Category Total Traders: 87
21 17 6 14 6 4 18 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 85,485
Positions
37,863 48,003 3,654 12,656 5,944 1,550 13,043 11,811 2,173 244 669 0 14,302 11,681
Changes from: March 3, 2020 Total Change is: -4,211
-226 -4,013 2,749 -4,648 1,168 -1,448 491 -1,478 -529 -5 -344 0 -595 -316
Percent of Open Interest Represented by Each Category of Trader
44.3 56.2 4.3 14.8 7.0 1.8 15.3 13.8 2.5 0.3 0.8 0.0 16.7 13.7
Number of Traders in Each Category Total Traders: 87
21 17 6 14 6 4 18 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 40,211
Positions
3,934 33,706 0 31,691 0 200 1,972 4,720 0 0 464 0 2,414 1,121
Changes from: March 3, 2020 Total Change is: -1,389
2,570 -632 0 -3,520 0 -3 -57 -604 0 0 0 0 -379 -150
Percent of Open Interest Represented by Each Category of Trader
9.8 83.8 0.0 78.8 0.0 0.5 4.9 11.7 0.0 0.0 1.2 0.0 6.0 2.8
Number of Traders in Each Category Total Traders: 27
4 7 0 11 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 783,449
Positions
55,569 133,490 81,120 286,750 178,274 75,116 67,424 88,067 45,972 40,490 42,169 1,636 129,373 137,604
Changes from: March 3, 2020 Total Change is: 95,609
11,897 -25,442 37,240 20,541 42,074 -7,367 -4,757 5,699 7,492 12,674 4,912 254 17,635 30,747
Percent of Open Interest Represented by Each Category of Trader
7.1 17.0 10.4 36.6 22.8 9.6 8.6 11.2 5.9 5.2 5.4 0.2 16.5 17.6
Number of Traders in Each Category Total Traders: 632
27 49 38 154 117 125 77 117 75 40 51 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 95,736
Positions
49,024 4,082 274 2,588 4,000 0 30,862 14,216 265 34 0 30 12,659 72,869
Changes from: March 3, 2020 Total Change is: 21,069
19,880 -2,160 0 0 0 0 2,173 1,559 -98 34 -56 30 -950 21,794
Percent of Open Interest Represented by Each Category of Trader
51.2 4.3 0.3 2.7 4.2 0.0 32.2 14.8 0.3 0.0 0.0 0.0 13.2 76.1
Number of Traders in Each Category Total Traders: 35
15 . . . . 0 8 7 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 16,919
Positions
9,829 11,363 0 4,292 954 75 0 3,236 0 0 0 0 2,723 1,291
Changes from: March 3, 2020 Total Change is: 138
-100 -511 0 110 153 0 0 665 0 0 0 0 128 -169
Percent of Open Interest Represented by Each Category of Trader
58.1 67.2 0.0 25.4 5.6 0.4 0.0 19.1 0.0 0.0 0.0 0.0 16.1 7.6
Number of Traders in Each Category Total Traders: 28
8 4 0 7 . . 0 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 3,438,566
Positions
195,412 809,728 241,542 1,433,750 884,310 362,642 305,518 491,967 105,825 202,278 210,847 8,031 583,568 323,674
Changes from: March 3, 2020 Total Change is: 372,699
6,937 -69,559 139,347 115,647 223,308 -49,775 -28,595 26,758 31,895 62,919 24,561 1,399 92,925 44,765
Percent of Open Interest Represented by Each Category of Trader
5.7 23.5 7.0 41.7 25.7 10.5 8.9 14.3 3.1 5.9 6.1 0.2 17.0 9.4
Number of Traders in Each Category Total Traders: 632
24 52 34 154 117 124 74 120 74 40 51 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 25,440
Positions
20,634 16,705 1 1,490 2,420 982 0 1,925 0 0 307 0 2,333 3,100
Changes from: March 3, 2020 Total Change is: -2,865
832 -240 1 -373 965 0 -311 -5,430 0 0 -25 0 -3,014 1,864
Percent of Open Interest Represented by Each Category of Trader
81.1 65.7 0.0 5.9 9.5 3.9 0.0 7.6 0.0 0.0 1.2 0.0 9.2 12.2
Number of Traders in Each Category Total Traders: 23
6 8 . . . . 0 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 10,694
Positions
2,602 7,494 0 4,451 982 112 1,348 1,290 2 0 0 0 2,179 814
Changes from: March 3, 2020 Total Change is: -423
-127 -500 0 -497 -1 0 373 -12 0 0 0 0 -172 90
Percent of Open Interest Represented by Each Category of Trader
24.3 70.1 0.0 41.6 9.2 1.0 12.6 12.1 0.0 0.0 0.0 0.0 20.4 7.6
Number of Traders in Each Category Total Traders: 21
. 7 0 . . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 14,382
Positions
4,261 10,062 0 4,952 1,930 737 1,915 369 16 0 0 0 2,501 1,268
Changes from: March 3, 2020 Total Change is: -1,658
-742 -285 0 531 -1,851 60 688 369 16 -309 -900 0 -1,902 933
Percent of Open Interest Represented by Each Category of Trader
29.6 70.0 0.0 34.4 13.4 5.1 13.3 2.6 0.1 0.0 0.0 0.0 17.4 8.8
Number of Traders in Each Category Total Traders: 26
4 8 0 7 . . 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 76,387
Positions
12,441 14,123 520 43,495 48,344 6,535 4,481 1,005 330 0 970 0 8,585 4,560
Changes from: March 3, 2020 Total Change is: 3,573
1,897 -5,806 -296 -246 5,758 3,353 -106 -11 -341 0 -638 0 -688 1,554
Percent of Open Interest Represented by Each Category of Trader
16.3 18.5 0.7 56.9 63.3 8.6 5.9 1.3 0.4 0.0 1.3 0.0 11.2 6.0
Number of Traders in Each Category Total Traders: 77
8 7 . 30 21 16 7 . 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 44,032
Positions
6,411 8,023 1,896 14,585 10,940 772 10,008 12,511 1,097 1,589 2,057 13 7,660 6,722
Changes from: March 3, 2020 Total Change is: 663
1,215 -2,353 -107 -927 3,161 -57 170 534 47 104 -136 4 214 -431
Percent of Open Interest Represented by Each Category of Trader
14.6 18.2 4.3 33.1 24.8 1.8 22.7 28.4 2.5 3.6 4.7 0.0 17.4 15.3
Number of Traders in Each Category Total Traders: 247
17 22 11 63 36 34 32 44 20 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 220,158
Positions
32,054 40,114 9,479 72,923 54,699 3,862 50,039 62,556 5,485 7,947 10,287 67 38,302 33,609
Changes from: March 3, 2020 Total Change is: 3,315
6,074 -11,763 -535 -4,637 15,806 -283 849 2,668 236 518 -681 21 1,072 -2,154
Percent of Open Interest Represented by Each Category of Trader
14.6 18.2 4.3 33.1 24.8 1.8 22.7 28.4 2.5 3.6 4.7 0.0 17.4 15.3
Number of Traders in Each Category Total Traders: 247
17 22 11 63 36 34 32 44 20 13 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 502,743
Positions
62,892 72,264 11,281 215,471 235,875 59,636 112,176 79,475 8,808 18,512 17,665 12 13,955 17,727
Changes from: March 3, 2020 Total Change is: 34,530
14,372 -29,506 2,268 -20,178 41,145 16,230 24,361 5,531 523 4,417 -2,847 6 -7,469 1,180
Percent of Open Interest Represented by Each Category of Trader
12.5 14.4 2.2 42.9 46.9 11.9 22.3 15.8 1.8 3.7 3.5 0.0 2.8 3.5
Number of Traders in Each Category Total Traders: 307
30 17 7 74 56 43 50 53 27 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 19,285
Positions
1,889 6,716 540 6,009 2,409 47 3,397 2,478 201 0 444 0 7,202 6,450
Changes from: March 3, 2020 Total Change is: 2,032
-199 -107 540 -437 1,344 10 1,046 -1,549 -842 0 51 0 1,914 2,585
Percent of Open Interest Represented by Each Category of Trader
9.8 34.8 2.8 31.2 12.5 0.2 17.6 12.8 1.0 0.0 2.3 0.0 37.3 33.4
Number of Traders in Each Category Total Traders: 23
. 4 . 5 . . 5 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 57,543
Positions
17,757 14,187 1,762 14,576 5,469 817 11,844 18,039 1,099 667 1,595 4 9,017 14,571
Changes from: March 3, 2020 Total Change is: 5,943
2,299 6,826 1,734 672 1,786 14 3,496 3,923 -1,456 246 423 4 -1,066 -7,311
Percent of Open Interest Represented by Each Category of Trader
30.9 24.7 3.1 25.3 9.5 1.4 20.6 31.3 1.9 1.2 2.8 0.0 15.7 25.3
Number of Traders in Each Category Total Traders: 83
10 12 5 15 7 7 12 21 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 406,293
Positions
39,792 243,397 702 315,092 100,471 22,441 14,368 28,009 1,304 2,238 1,731 0 10,356 8,238
Changes from: March 3, 2020 Total Change is: 18,229
2,386 -6,674 38 12,907 13,070 670 994 7,600 -12 143 559 0 1,103 2,978
Percent of Open Interest Represented by Each Category of Trader
9.8 59.9 0.2 77.6 24.7 5.5 3.5 6.9 0.3 0.6 0.4 0.0 2.5 2.0
Number of Traders in Each Category Total Traders: 179
11 15 4 72 37 35 12 23 9 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 1,563,133
Positions
177,773 934,433 11,027 930,044 361,645 123,514 154,100 37,587 6,956 114,019 60,638 5,122 40,578 22,211
Changes from: March 3, 2020 Total Change is: 27,992
48,007 -15,420 3,518 -95,824 21,640 9,075 37,981 287 2,964 13,344 369 1,241 7,686 4,318
Percent of Open Interest Represented by Each Category of Trader
11.4 59.8 0.7 59.5 23.1 7.9 9.9 2.4 0.4 7.3 3.9 0.3 2.6 1.4
Number of Traders in Each Category Total Traders: 441
24 24 11 163 86 79 65 30 24 35 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 143,682
Positions
18,370 99,600 40,629 17,111 0 386 60,458 73 1,953 4,669 0 0 106 1,041
Changes from: March 3, 2020 Total Change is: 5,965
1,560 4,411 974 -999 0 0 4,353 73 27 22 0 0 28 480
Percent of Open Interest Represented by Each Category of Trader
12.8 69.3 28.3 11.9 0.0 0.3 42.1 0.1 1.4 3.2 0.0 0.0 0.1 0.7
Number of Traders in Each Category Total Traders: 52
7 17 14 9 0 . 11 . 4 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 1,228,449
Positions
52,985 209,745 3,025 623,848 270,347 219,840 53,333 325,788 35,582 81,295 26,421 108 158,433 137,593
Changes from: March 3, 2020 Total Change is: -2,505
20,547 7,063 -3,042 16,628 -10,946 -14,557 -6,165 45,499 -13,444 7,350 -14,582 77 -9,899 1,427
Percent of Open Interest Represented by Each Category of Trader
4.3 17.1 0.2 50.8 22.0 17.9 4.3 26.5 2.9 6.6 2.2 0.0 12.9 11.2
Number of Traders in Each Category Total Traders: 202
12 19 6 56 37 55 16 45 18 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 1,139,764
Positions
35,244 208,237 358 642,544 86,901 195,073 38,560 547,939 18,215 50,704 0 0 159,066 83,041
Changes from: March 3, 2020 Total Change is: -35,750
-6,432 78,210 -2,331 6,873 -2,261 -5,226 -4,394 -76,223 -16,297 -1,563 -2,366 0 -6,380 -9,256
Percent of Open Interest Represented by Each Category of Trader
3.1 18.3 0.0 56.4 7.6 17.1 3.4 48.1 1.6 4.4 0.0 0.0 14.0 7.3
Number of Traders in Each Category Total Traders: 145
4 18 6 69 15 48 10 24 12 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 3,332,334
Positions
85,592 418,127 15,377 1,509,429 806,503 278,867 862,394 1,522,929 93,250 289,190 106,444 1,843 196,392 88,994
Changes from: March 3, 2020 Total Change is: 43,328
37,619 116,067 -3,705 -27,395 30,920 983 33,544 -54,367 -32,527 38,107 1,649 31 -3,329 -15,723
Percent of Open Interest Represented by Each Category of Trader
2.6 12.5 0.5 45.3 24.2 8.4 25.9 45.7 2.8 8.7 3.2 0.1 5.9 2.7
Number of Traders in Each Category Total Traders: 361
12 32 9 123 33 72 65 53 37 27 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 3,765,093
Positions
243,350 284,907 73,599 1,616,853 803,516 664,868 477,568 1,174,070 111,149 132,320 247,953 18,526 426,860 386,505
Changes from: March 3, 2020 Total Change is: -148,015
33,765 79,522 -10,255 22,197 27,865 -127,476 -20,985 -71,816 12,744 -22,760 -28,710 -11,771 -23,474 -18,118
Percent of Open Interest Represented by Each Category of Trader
6.5 7.6 2.0 42.9 21.3 17.7 12.7 31.2 3.0 3.5 6.6 0.5 11.3 10.3
Number of Traders in Each Category Total Traders: 424
31 35 15 116 74 104 49 75 44 26 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 887,515
Positions
72,495 71,389 5,820 376,494 262,681 124,955 108,940 195,896 13,425 49,785 37,284 38 135,563 176,027
Changes from: March 3, 2020 Total Change is: -9,099
-4,376 35,090 1,718 2,392 -24,119 -8,326 -1,779 -8,167 -3,394 239 2,854 -51 4,478 -4,704
Percent of Open Interest Represented by Each Category of Trader
8.2 8.0 0.7 42.4 29.6 14.1 12.3 22.1 1.5 5.6 4.2 0.0 15.3 19.8
Number of Traders in Each Category Total Traders: 105
. 10 5 28 34 39 11 11 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 4,441,959
Positions
122,464 633,326 28,435 2,050,967 648,471 702,807 830,178 1,788,694 115,149 250,127 241,334 2,527 339,305 281,216
Changes from: March 3, 2020 Total Change is: -199,328
6,060 103,319 -7,995 -191,566 -15,993 -59,388 85,850 -191,487 -6,898 -23,123 375 179 -2,447 -21,440
Percent of Open Interest Represented by Each Category of Trader
2.8 14.3 0.6 46.2 14.6 15.8 18.7 40.3 2.6 5.6 5.4 0.1 7.6 6.3
Number of Traders in Each Category Total Traders: 324
11 33 10 96 45 80 48 54 32 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 1,916,950
Positions
262,940 416,898 432,041 50,872 39,610 57,425 525,480 357,365 520,636 15,496 24,800 14,381 37,679 53,794
Changes from: March 3, 2020 Total Change is: 185,242
-13,016 52,729 31,917 10,691 -50,289 43,740 -22,246 -38,183 140,394 -4,952 5,507 -2,773 1,487 2,200
Percent of Open Interest Represented by Each Category of Trader
13.7 21.7 22.5 2.7 2.1 3.0 27.4 18.6 27.2 0.8 1.3 0.8 2.0 2.8
Number of Traders in Each Category Total Traders: 131
27 26 45 5 5 4 24 31 41 8 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 is11,990,804
Positions
1,777,663 2,420,687 2,443,886 331,006 1,015,499 763,808 2,421,107 893,108 3,513,054 47,301 83,111 47,131 645,848 810,520
Changes from: March 3, 2020 Total Change is: 169,773
46,618 -167,048 312,011 -188,617 -448,020 12,725 -431,052 140,685 348,521 -2,391 -39,260 20,586 51,372 -10,427
Percent of Open Interest Represented by Each Category of Trader
14.8 20.2 20.4 2.8 8.5 6.4 20.2 7.4 29.3 0.4 0.7 0.4 5.4 6.8
Number of Traders in Each Category Total Traders: 247
35 48 74 14 15 16 65 37 85 14 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 232,713
Positions
10,244 99,869 36,066 5,510 31,668 9,895 138,884 21,898 29,594 1,586 0 831 103 2,892
Changes from: March 3, 2020 Total Change is: 23,128
-11,854 5,695 11,267 -15 4,526 -250 23,141 827 1,126 837 0 -15 -1,109 -48
Percent of Open Interest Represented by Each Category of Trader
4.4 42.9 15.5 2.4 13.6 4.3 59.7 9.4 12.7 0.7 0.0 0.4 0.0 1.2
Number of Traders in Each Category Total Traders: 61
4 17 8 . . . 19 11 22 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 345,203
Positions
19,681 120,702 27,918 23,682 25,496 13,441 197,105 102,530 52,519 10,521 223 204 132 2,170
Changes from: March 3, 2020 Total Change is: 38,889
14,914 22,780 -2,150 -13,868 4,143 7,246 36,085 9,122 -3,046 400 -423 -111 -581 1,328
Percent of Open Interest Represented by Each Category of Trader
5.7 35.0 8.1 6.9 7.4 3.9 57.1 29.7 15.2 3.0 0.1 0.1 0.0 0.6
Number of Traders in Each Category Total Traders: 88
5 23 17 5 5 . 22 23 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 111,345
Positions
838 35,870 43 981 3,554 31 11,726 10,614 59,757 37,964 551 0 5 925
Changes from: March 3, 2020 Total Change is: 8,024
0 -222 43 -49 -65 24 -8,545 -1,398 10,689 5,864 -500 0 -2 -547
Percent of Open Interest Represented by Each Category of Trader
0.8 32.2 0.0 0.9 3.2 0.0 10.5 9.5 53.7 34.1 0.5 0.0 0.0 0.8
Number of Traders in Each Category Total Traders: 29
. 5 . . 7 . 4 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 47,625
Positions
10,601 0 16,188 0 111 0 705 12,754 15,775 4,110 2,526 246 0 25
Changes from: March 3, 2020 Total Change is: 723
0 0 0 0 0 0 0 437 1,038 190 -749 0 -505 -3
Percent of Open Interest Represented by Each Category of Trader
22.3 0.0 34.0 0.0 0.2 0.0 1.5 26.8 33.1 8.6 5.3 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. 0 . 0 . 0 . 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 4,368
Positions
65 41 0 115 362 0 1,421 3,002 181 783 25 313 1,490 444
Changes from: March 3, 2020 Total Change is: -469
-1 -118 0 -48 166 0 657 -452 -27 -451 25 -100 -499 37
Percent of Open Interest Represented by Each Category of Trader
1.5 0.9 0.0 2.6 8.3 0.0 32.5 68.7 4.1 17.9 0.6 7.2 34.1 10.2
Number of Traders in Each Category Total Traders: 42
. . 0 . 4 0 11 14 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 44,951
Positions
495 25,064 0 6,686 2,012 591 28,243 10,451 2,526 664 1,035 0 5,746 3,272
Changes from: March 3, 2020 Total Change is: 5,169
-110 -1,427 0 -11,858 50 -17 13,943 3,328 1,059 -534 533 -100 2,786 1,743
Percent of Open Interest Represented by Each Category of Trader
1.1 55.8 0.0 14.9 4.5 1.3 62.8 23.2 5.6 1.5 2.3 0.0 12.8 7.3
Number of Traders in Each Category Total Traders: 65
. . 0 11 4 5 20 13 9 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 450,812
Positions
79,204 102,061 41,871 108,682 30,793 15,512 100,212 155,396 55,043 7,601 4,805 17,084 25,603 28,247
Changes from: March 3, 2020 Total Change is: -499
17,129 29,570 6,297 -13,970 1,599 -12,579 9,655 -13,628 -5,404 1,936 1,857 -900 -2,663 -7,311
Percent of Open Interest Represented by Each Category of Trader
17.6 22.6 9.3 24.1 6.8 3.4 22.2 34.5 12.2 1.7 1.1 3.8 5.7 6.3
Number of Traders in Each Category Total Traders: 205
15 19 18 27 15 22 37 57 57 9 11 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 10, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 19,769
Positions
5,587 1,692 317 6,504 7,212 1,215 2,442 6,833 2,414 1,029 0 0 261 86
Changes from: March 3, 2020 Total Change is: 188
-1,908 1,028 -12 -1,542 -441 535 830 -3,134 2,259 9 0 0 17 -47
Percent of Open Interest Represented by Each Category of Trader
28.3 8.6 1.6 32.9 36.5 6.1 12.4 34.6 12.2 5.2 0.0 0.0 1.3 0.4
Number of Traders in Each Category Total Traders: 41
. . . 7 6 . . 7 . 13 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 13, 2020