Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 180,234
Positions
16,341 44,357 7,934 33,329 35,322 6,602 50,071 37,961 15,577 11,547 1,693 48 38,784 30,740
Changes from: February 25, 2020 Total Change is: -3,884
2,825 -7,786 1,727 -9,414 -4,259 421 -3,693 2,200 3,497 257 138 14 482 163
Percent of Open Interest Represented by Each Category of Trader
9.1 24.6 4.4 18.5 19.6 3.7 27.8 21.1 8.6 6.4 0.9 0.0 21.5 17.1
Number of Traders in Each Category Total Traders: 110
6 8 9 16 17 12 23 26 15 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 57,861
Positions
9,938 9,510 3,474 5,053 7,456 615 19,195 15,006 3,227 792 555 0 15,566 18,018
Changes from: February 25, 2020 Total Change is: -2,518
-6,765 3,268 2,302 1,114 -8,496 46 -5,007 3,819 2,047 -338 -313 0 4,083 -5,191
Percent of Open Interest Represented by Each Category of Trader
17.2 16.4 6.0 8.7 12.9 1.1 33.2 25.9 5.6 1.4 1.0 0.0 26.9 31.1
Number of Traders in Each Category Total Traders: 53
. 7 5 6 8 . 12 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 248,017
Positions
29,843 43,914 7,146 52,035 71,105 14,813 79,302 42,148 29,088 7,562 10,057 0 28,229 29,745
Changes from: February 25, 2020 Total Change is: 8,793
12,394 -3,455 -617 -13,954 850 4,064 9,263 -560 6,773 -4,836 0 -270 -4,024 2,009
Percent of Open Interest Represented by Each Category of Trader
12.0 17.7 2.9 21.0 28.7 6.0 32.0 17.0 11.7 3.0 4.1 0.0 11.4 12.0
Number of Traders in Each Category Total Traders: 132
8 8 9 19 25 17 29 30 19 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 254,783
Positions
79,145 22,656 14,253 41,811 46,927 15,104 30,627 72,975 44,955 2,307 2,675 1,081 25,500 34,159
Changes from: February 25, 2020 Total Change is: -14,308
-29,423 7,341 5,376 3,003 -28,060 -1,799 -4,730 2,477 13,220 -181 -3,472 642 -417 -10,033
Percent of Open Interest Represented by Each Category of Trader
31.1 8.9 5.6 16.4 18.4 5.9 12.0 28.6 17.6 0.9 1.0 0.4 10.0 13.4
Number of Traders in Each Category Total Traders: 141
7 9 9 20 28 14 22 38 25 7 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 752,287
Positions
27,479 166,797 63,212 392,199 143,962 37,043 34,078 189,677 74,172 28,154 8,328 5,175 90,774 63,920
Changes from: February 25, 2020 Total Change is: 41,897
-5,128 45,154 38,715 10,690 -29,187 -3,980 -2,743 -10,794 13,708 2,075 -5,204 -4,039 -7,402 -2,476
Percent of Open Interest Represented by Each Category of Trader
3.7 22.2 8.4 52.1 19.1 4.9 4.5 25.2 9.9 3.7 1.1 0.7 12.1 8.5
Number of Traders in Each Category Total Traders: 302
16 14 21 87 43 46 39 60 37 23 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 22,266
Positions
4,790 3,772 683 4,592 8,880 2,570 1,946 0 151 508 725 0 7,026 5,485
Changes from: February 25, 2020 Total Change is: -735
53 -22 112 -158 -734 -23 -109 0 151 508 -240 -88 -1,181 109
Percent of Open Interest Represented by Each Category of Trader
21.5 16.9 3.1 20.6 39.9 11.5 8.7 0.0 0.7 2.3 3.3 0.0 31.6 24.6
Number of Traders in Each Category Total Traders: 20
. . . 4 8 8 . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 252,966
Positions
101,510 8,879 12,291 17,643 98,273 10,041 54,264 51,842 23,064 7,264 11,023 672 26,216 36,881
Changes from: February 25, 2020 Total Change is: 9,134
14,392 -1,977 -7,349 -1,715 2,676 2,450 260 10,715 3,741 6,341 -454 -18 -8,968 -652
Percent of Open Interest Represented by Each Category of Trader
40.1 3.5 4.9 7.0 38.8 4.0 21.5 20.5 9.1 2.9 4.4 0.3 10.4 14.6
Number of Traders in Each Category Total Traders: 117
6 6 7 9 29 14 23 32 15 4 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 53,706
Positions
436 42,056 0 13,828 0 41 28,159 3,544 812 3,701 559 391 6,338 6,303
Changes from: February 25, 2020 Total Change is: -81
-33 -2,927 -73 -15,370 -125 0 13,776 451 -2,494 -150 185 0 4,263 4,902
Percent of Open Interest Represented by Each Category of Trader
0.8 78.3 0.0 25.7 0.0 0.1 52.4 6.6 1.5 6.9 1.0 0.7 11.8 11.7
Number of Traders in Each Category Total Traders: 39
. 5 0 9 0 . 13 4 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 235,903
Positions
7,432 176,270 2,119 109,291 5,946 1,276 101,034 26,123 5,232 3,484 15,514 0 6,035 3,423
Changes from: February 25, 2020 Total Change is: -41,321
3,253 -30,568 919 -41,283 779 92 -4,746 -12,097 749 -127 -1,083 0 -177 -112
Percent of Open Interest Represented by Each Category of Trader
3.2 74.7 0.9 46.3 2.5 0.5 42.8 11.1 2.2 1.5 6.6 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 155
7 9 4 25 8 6 53 32 13 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 55,131
Positions
36,190 328 108 3,113 38,947 196 10,810 11,084 993 1,629 1,407 0 2,092 2,068
Changes from: February 25, 2020 Total Change is: -17,094
15,488 -947 -15,044 -558 592 0 -16,505 -819 -71 101 61 0 -505 -866
Percent of Open Interest Represented by Each Category of Trader
65.6 0.6 0.2 5.6 70.6 0.4 19.6 20.1 1.8 3.0 2.6 0.0 3.8 3.8
Number of Traders in Each Category Total Traders: 59
. . . 5 11 . 10 21 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 63,548
Positions
31,207 2,388 929 3,447 22,591 688 20,070 25,970 2,967 1,729 2,438 8 2,503 5,569
Changes from: February 25, 2020 Total Change is: 4,722
2,819 -640 551 -917 896 159 1,525 2,685 865 385 534 -55 -611 -273
Percent of Open Interest Represented by Each Category of Trader
49.1 3.8 1.5 5.4 35.5 1.1 31.6 40.9 4.7 2.7 3.8 0.0 3.9 8.8
Number of Traders in Each Category Total Traders: 113
12 . 7 7 22 8 23 32 10 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 19,860
Positions
832 6,394 2 539 2,508 1 10,469 8,170 511 6,678 0 191 637 2,083
Changes from: February 25, 2020 Total Change is: -602
0 -1,663 0 -5,820 151 1 774 399 491 4,216 -100 191 -455 -72
Percent of Open Interest Represented by Each Category of Trader
4.2 32.2 0.0 2.7 12.6 0.0 52.7 41.1 2.6 33.6 0.0 1.0 3.2 10.5
Number of Traders in Each Category Total Traders: 27
. . . . 4 . 8 9 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 45,393
Positions
19,045 26,005 457 8,652 2,388 1,499 6,109 6,593 1,797 125 463 44 7,666 6,147
Changes from: February 25, 2020 Total Change is: -5,767
4,398 -2,677 41 -1,991 -1,185 -742 -3,716 346 -1,080 -176 -72 44 -2,544 -442
Percent of Open Interest Represented by Each Category of Trader
42.0 57.3 1.0 19.1 5.3 3.3 13.5 14.5 4.0 0.3 1.0 0.1 16.9 13.5
Number of Traders in Each Category Total Traders: 97
20 15 5 18 8 9 21 10 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 90,786
Positions
38,089 52,010 913 17,304 4,776 2,998 12,218 13,187 3,594 249 926 87 15,333 12,294
Changes from: February 25, 2020 Total Change is: -11,533
8,796 -5,353 81 -3,981 -2,369 -1,484 -7,432 692 -2,160 -351 -143 87 -5,089 -883
Percent of Open Interest Represented by Each Category of Trader
42.0 57.3 1.0 19.1 5.3 3.3 13.5 14.5 4.0 0.3 1.0 0.1 16.9 13.5
Number of Traders in Each Category Total Traders: 97
20 15 5 18 8 9 21 10 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 41,600
Positions
1,364 34,338 0 35,211 0 203 2,029 5,324 0 0 464 0 2,793 1,271
Changes from: February 25, 2020 Total Change is: -1,275
573 -715 0 -3,512 -480 27 1,229 367 0 0 0 0 408 -474
Percent of Open Interest Represented by Each Category of Trader
3.3 82.5 0.0 84.6 0.0 0.5 4.9 12.8 0.0 0.0 1.1 0.0 6.7 3.1
Number of Traders in Each Category Total Traders: 28
. 8 0 11 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 1,006,337
Positions
42,870 156,998 75,605 268,121 135,393 91,624 68,253 83,926 287,493 27,952 37,419 7,746 136,673 130,133
Changes from: February 25, 2020 Total Change is: 116,931
1,026 -28,049 7,950 -19,998 26,819 28,685 14,375 5,214 54,601 3,118 -9,184 -2,004 29,177 32,899
Percent of Open Interest Represented by Each Category of Trader
4.3 15.6 7.5 26.6 13.5 9.1 6.8 8.3 28.6 2.8 3.7 0.8 13.6 12.9
Number of Traders in Each Category Total Traders: 661
32 49 56 174 99 137 88 110 116 56 53 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 110,279
Positions
29,346 6,242 945 2,588 4,000 0 29,128 13,244 25,273 0 159 546 22,454 59,871
Changes from: February 25, 2020 Total Change is: 28,528
10,760 -8,269 85 -1,016 0 0 13,165 2,261 2,609 -231 46 -105 3,261 31,900
Percent of Open Interest Represented by Each Category of Trader
26.6 5.7 0.9 2.3 3.6 0.0 26.4 12.0 22.9 0.0 0.1 0.5 20.4 54.3
Number of Traders in Each Category Total Traders: 36
12 . 6 . . 0 8 9 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 13,435
Positions
7,888 5,249 16 2,184 6,663 229 713 716 0 0 0 0 2,405 562
Changes from: February 25, 2020 Total Change is: -100
211 132 16 -675 298 0 439 -134 -2 0 0 0 -89 -410
Percent of Open Interest Represented by Each Category of Trader
58.7 39.1 0.1 16.3 49.6 1.7 5.3 5.3 0.0 0.0 0.0 0.0 17.9 4.2
Number of Traders in Each Category Total Traders: 25
4 9 . 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 16,781
Positions
9,929 11,874 0 4,182 801 75 0 2,571 0 0 0 0 2,595 1,460
Changes from: February 25, 2020 Total Change is: 673
964 -498 -16 -375 115 0 -172 980 -46 0 0 0 318 138
Percent of Open Interest Represented by Each Category of Trader
59.2 70.8 0.0 24.9 4.8 0.4 0.0 15.3 0.0 0.0 0.0 0.0 15.5 8.7
Number of Traders in Each Category Total Traders: 26
8 4 0 7 . . 0 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 4,480,289
Positions
184,282 870,441 256,637 1,327,664 656,965 458,121 322,286 480,067 1,184,443 140,550 187,096 35,210 571,096 351,308
Changes from: February 25, 2020 Total Change is: 442,013
-14,346 -64,577 5,002 -94,912 134,093 143,425 33,061 41,771 232,950 17,115 -45,784 -9,862 129,580 4,994
Percent of Open Interest Represented by Each Category of Trader
4.1 19.4 5.7 29.6 14.7 10.2 7.2 10.7 26.4 3.1 4.2 0.8 12.7 7.8
Number of Traders in Each Category Total Traders: 658
32 48 51 174 99 137 85 111 114 56 53 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 28,305
Positions
19,802 16,945 0 1,863 1,455 982 311 7,355 0 0 332 0 5,347 1,236
Changes from: February 25, 2020 Total Change is: -205
638 -953 -1 -222 548 0 -6 -397 0 0 0 0 -614 598
Percent of Open Interest Represented by Each Category of Trader
70.0 59.9 0.0 6.6 5.1 3.5 1.1 26.0 0.0 0.0 1.2 0.0 18.9 4.4
Number of Traders in Each Category Total Traders: 22
5 8 0 . . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 9,419
Positions
3,681 7,564 1 3,494 1,556 0 889 0 0 0 0 0 1,354 298
Changes from: February 25, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
39.1 80.3 0.0 37.1 16.5 0.0 9.4 0.0 0.0 0.0 0.0 0.0 14.4 3.2
Number of Traders in Each Category Total Traders: 20
. 7 . 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 11,117
Positions
2,729 7,994 0 4,948 983 112 975 1,302 2 0 0 0 2,351 724
Changes from: February 25, 2020 Total Change is: -1,301
-1,241 -226 -3 -297 0 0 325 -913 0 -300 0 0 215 -159
Percent of Open Interest Represented by Each Category of Trader
24.5 71.9 0.0 44.5 8.8 1.0 8.8 11.7 0.0 0.0 0.0 0.0 21.1 6.5
Number of Traders in Each Category Total Traders: 20
. 7 0 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 16,040
Positions
5,003 10,347 0 4,421 3,781 677 1,227 0 0 309 900 0 4,403 335
Changes from: February 25, 2020 Total Change is: 87
-1,780 1,534 0 1,242 45 -312 116 0 0 0 0 0 821 -1,180
Percent of Open Interest Represented by Each Category of Trader
31.2 64.5 0.0 27.6 23.6 4.2 7.6 0.0 0.0 1.9 5.6 0.0 27.5 2.1
Number of Traders in Each Category Total Traders: 26
5 9 0 5 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 72,814
Positions
10,544 19,929 816 43,741 42,586 3,182 4,587 1,016 671 0 1,608 0 9,273 3,006
Changes from: February 25, 2020 Total Change is: -2,867
4,041 -10,975 605 -8,641 5,265 904 1,767 453 659 0 683 0 -2,202 -461
Percent of Open Interest Represented by Each Category of Trader
14.5 27.4 1.1 60.1 58.5 4.4 6.3 1.4 0.9 0.0 2.2 0.0 12.7 4.1
Number of Traders in Each Category Total Traders: 86
8 8 . 32 23 16 11 . 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 57,397
Positions
5,172 10,389 2,193 15,968 7,792 946 9,118 11,921 13,888 1,722 2,174 116 8,274 7,978
Changes from: February 25, 2020 Total Change is: 3,780
433 -3,194 1,376 1,365 1,135 -518 -293 2,700 4,209 180 454 -43 -2,929 -2,338
Percent of Open Interest Represented by Each Category of Trader
9.0 18.1 3.8 27.8 13.6 1.6 15.9 20.8 24.2 3.0 3.8 0.2 14.4 13.9
Number of Traders in Each Category Total Traders: 267
18 25 9 64 34 33 30 54 30 22 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 286,986
Positions
25,860 51,945 10,965 79,838 38,959 4,730 45,591 59,603 69,440 8,612 10,870 582 41,368 39,891
Changes from: February 25, 2020 Total Change is: 18,901
2,165 -15,971 6,882 6,826 5,676 -2,592 -1,464 13,498 21,045 902 2,271 -216 -14,647 -11,692
Percent of Open Interest Represented by Each Category of Trader
9.0 18.1 3.8 27.8 13.6 1.6 15.9 20.8 24.2 3.0 3.8 0.2 14.4 13.9
Number of Traders in Each Category Total Traders: 267
18 25 9 64 34 33 30 54 30 22 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 482,865
Positions
48,608 101,770 9,238 235,649 194,730 43,406 87,271 73,511 22,156 14,095 20,414 104 22,336 17,535
Changes from: February 25, 2020 Total Change is: -4,924
-8,018 -36,911 1,830 -26,043 21,585 8,538 7,840 661 8,913 6,005 -7,920 74 -4,063 -1,693
Percent of Open Interest Represented by Each Category of Trader
10.1 21.1 1.9 48.8 40.3 9.0 18.1 15.2 4.6 2.9 4.2 0.0 4.6 3.6
Number of Traders in Each Category Total Traders: 302
23 20 8 80 53 48 52 49 26 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 17,253
Positions
2,088 6,823 0 6,446 1,065 37 2,351 4,027 1,043 0 393 0 5,288 3,865
Changes from: February 25, 2020 Total Change is: -2,306
300 218 0 -3,503 888 -67 1,321 -2,586 440 -300 -1,300 0 -497 101
Percent of Open Interest Represented by Each Category of Trader
12.1 39.5 0.0 37.4 6.2 0.2 13.6 23.3 6.0 0.0 2.3 0.0 30.6 22.4
Number of Traders in Each Category Total Traders: 27
. 4 0 6 . . 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 51,600
Positions
15,458 7,361 28 13,904 3,683 803 8,348 14,116 2,555 421 1,172 0 10,083 21,882
Changes from: February 25, 2020 Total Change is: -8,494
4,691 2,363 27 -6,525 71 578 -7,836 -2,031 1,347 -1,723 247 0 947 -11,096
Percent of Open Interest Represented by Each Category of Trader
30.0 14.3 0.1 26.9 7.1 1.6 16.2 27.4 5.0 0.8 2.3 0.0 19.5 42.4
Number of Traders in Each Category Total Traders: 81
13 8 . 13 7 8 12 23 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 388,064
Positions
37,406 250,071 664 302,185 87,401 21,771 13,374 20,409 1,316 2,095 1,172 0 9,253 5,260
Changes from: February 25, 2020 Total Change is: 10,216
-2,354 -3,799 286 22,310 13,168 -4,582 -4,488 4,319 175 -369 376 0 -762 273
Percent of Open Interest Represented by Each Category of Trader
9.6 64.4 0.2 77.9 22.5 5.6 3.4 5.3 0.3 0.5 0.3 0.0 2.4 1.4
Number of Traders in Each Category Total Traders: 178
12 18 4 68 36 35 15 21 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 1,535,141
Positions
129,766 949,853 7,509 1,025,868 340,005 114,439 116,119 37,300 3,992 100,675 60,269 3,881 32,892 17,893
Changes from: February 25, 2020 Total Change is: -991
-2,990 -74,428 473 -31,408 57,969 7,067 -31,867 2,812 -1,440 56,514 337 1,140 1,520 5,079
Percent of Open Interest Represented by Each Category of Trader
8.5 61.9 0.5 66.8 22.1 7.5 7.6 2.4 0.3 6.6 3.9 0.3 2.1 1.2
Number of Traders in Each Category Total Traders: 446
25 25 9 169 74 81 67 34 19 38 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 137,717
Positions
16,810 95,189 39,655 18,110 0 386 56,105 0 1,926 4,647 0 0 78 561
Changes from: February 25, 2020 Total Change is: 12,489
-153 8,890 3,499 -679 0 -450 9,506 0 50 690 0 0 26 500
Percent of Open Interest Represented by Each Category of Trader
12.2 69.1 28.8 13.2 0.0 0.3 40.7 0.0 1.4 3.4 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 51
7 17 13 9 0 . 12 0 4 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 1,599,724
Positions
8,283 222,231 78,910 603,993 289,766 278,124 75,620 244,005 269,892 78,262 41,282 21,211 185,430 154,303
Changes from: February 25, 2020 Total Change is: -149,774
195 34,092 -441 73,800 12,372 -1,233 4,408 29,680 -201,129 -8,216 -12,050 6,249 -23,406 -17,313
Percent of Open Interest Represented by Each Category of Trader
0.5 13.9 4.9 37.8 18.1 17.4 4.7 15.3 16.9 4.9 2.6 1.3 11.6 9.6
Number of Traders in Each Category Total Traders: 211
9 22 22 59 40 61 27 35 47 11 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 1,175,570
Positions
41,676 130,027 2,689 635,672 89,162 200,299 42,955 624,145 34,531 52,267 2,366 0 165,480 92,351
Changes from: February 25, 2020 Total Change is: -132,875
5,084 -1,204 -8,913 -18,852 10,677 -42,329 17,590 -5,621 -63,589 516 -3,720 0 -22,382 -18,176
Percent of Open Interest Represented by Each Category of Trader
3.5 11.1 0.2 54.1 7.6 17.0 3.7 53.1 2.9 4.4 0.2 0.0 14.1 7.9
Number of Traders in Each Category Total Traders: 147
5 11 6 69 16 50 10 29 19 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 3,348,364
Positions
55,460 300,108 21,642 1,540,928 775,362 279,826 813,923 1,576,668 182,229 251,117 104,825 2,240 200,999 105,464
Changes from: February 25, 2020 Total Change is: -269,926
5,338 -20,740 -25,438 3,752 -10,061 -114,175 883 -49,177 4,988 -104,043 -4,259 -6,056 -35,174 -45,007
Percent of Open Interest Represented by Each Category of Trader
1.7 9.0 0.6 46.0 23.2 8.4 24.3 47.1 5.4 7.5 3.1 0.1 6.0 3.1
Number of Traders in Each Category Total Traders: 357
18 27 13 123 32 69 62 54 53 27 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 5,418,050
Positions
159,705 260,659 450,306 1,553,090 835,465 999,274 480,102 1,032,912 965,628 175,211 270,138 152,470 482,266 451,199
Changes from: February 25, 2020 Total Change is: 187,474
-67,774 58,467 48,088 12,592 -23,534 -17,709 20,368 -47,223 206,031 34,856 30,202 30,990 -79,970 -97,838
Percent of Open Interest Represented by Each Category of Trader
2.9 4.8 8.3 28.7 15.4 18.4 8.9 19.1 17.8 3.2 5.0 2.8 8.9 8.3
Number of Traders in Each Category Total Traders: 431
27 37 42 114 69 111 73 64 98 19 28 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 896,622
Positions
76,871 36,299 4,102 374,110 286,800 133,281 110,715 204,067 16,823 49,546 34,430 89 131,085 180,731
Changes from: February 25, 2020 Total Change is: -133,480
-80,568 -12,120 -2,866 6,607 -5,133 -645 -21,297 -6,167 -17,440 1,644 -1,423 56 -18,971 -87,742
Percent of Open Interest Represented by Each Category of Trader
8.6 4.0 0.5 41.7 32.0 14.9 12.3 22.8 1.9 5.5 3.8 0.0 14.6 20.2
Number of Traders in Each Category Total Traders: 109
4 5 . 27 36 40 14 15 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 5,216,621
Positions
85,267 524,499 181,174 2,214,508 681,680 837,138 735,242 1,902,718 521,893 272,399 235,415 23,261 345,738 308,842
Changes from: February 25, 2020 Total Change is: 42,345
-51,009 25,670 26,245 102,060 18,664 -60,352 205,717 263,973 -72,708 -18,273 10,754 -47,134 -42,201 -122,767
Percent of Open Interest Represented by Each Category of Trader
1.6 10.1 3.5 42.5 13.1 16.0 14.1 36.5 10.0 5.2 4.5 0.4 6.6 5.9
Number of Traders in Each Category Total Traders: 331
14 29 24 98 45 81 43 67 56 20 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 1,736,058
Positions
275,956 364,169 400,124 40,183 89,899 13,685 549,153 396,999 383,141 20,448 19,293 17,154 36,214 51,594
Changes from: February 25, 2020 Total Change is: -365,950
-122,466 -74,893 -41,860 33,733 17,578 -4,844 -15,661 -110,108 -164,140 -41,817 -5,400 10,960 -19,856 6,757
Percent of Open Interest Represented by Each Category of Trader
15.9 21.0 23.0 2.3 5.2 0.8 31.6 22.9 22.1 1.2 1.1 1.0 2.1 3.0
Number of Traders in Each Category Total Traders: 128
21 28 42 . 5 . 22 36 45 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 is29,369,956
Positions
2,315,128 2,690,147 4,804,997 813,045 1,466,368 1,820,436 1,867,238 631,106 16,798,742 94,509 106,938 154,151 701,710 897,071
Changes from: February 25, 2020 Total Change is: 4,953,784
-315,677 496,764 509,573 -72,435 -561,420 168,815 401,163 -47,674 4,408,929 -62,262 -4,607 -7,222 -77,099 -9,374
Percent of Open Interest Represented by Each Category of Trader
7.9 9.2 16.4 2.8 5.0 6.2 6.4 2.1 57.2 0.3 0.4 0.5 2.4 3.1
Number of Traders in Each Category Total Traders: 282
32 48 76 22 18 23 64 56 105 19 19 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 209,600
Positions
22,098 94,169 24,804 5,525 27,142 10,145 115,743 21,081 28,471 749 0 846 1,219 2,942
Changes from: February 25, 2020 Total Change is: 31,974
12,986 7,642 1,229 -17 19,015 1,574 11,923 -665 3,566 383 -497 365 -35 -255
Percent of Open Interest Represented by Each Category of Trader
10.5 44.9 11.8 2.6 12.9 4.8 55.2 10.1 13.6 0.4 0.0 0.4 0.6 1.4
Number of Traders in Each Category Total Traders: 61
4 17 7 . . . 17 12 19 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 306,314
Positions
4,767 97,922 30,068 37,550 21,353 6,195 161,020 93,408 55,565 10,121 646 315 713 842
Changes from: February 25, 2020 Total Change is: 2,733
492 -636 -10,548 16,205 14,931 1,257 5,300 7,262 -9,316 -920 -55 -27 290 -135
Percent of Open Interest Represented by Each Category of Trader
1.6 32.0 9.8 12.3 7.0 2.0 52.6 30.5 18.1 3.3 0.2 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 86
6 17 15 4 6 . 23 26 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 103,321
Positions
838 36,092 0 1,030 3,619 7 20,271 12,012 49,068 32,100 1,051 0 7 1,472
Changes from: February 25, 2020 Total Change is: 2,697
0 -838 0 92 60 -31 1,466 183 3,820 -2,629 -89 0 -21 -408
Percent of Open Interest Represented by Each Category of Trader
0.8 34.9 0.0 1.0 3.5 0.0 19.6 11.6 47.5 31.1 1.0 0.0 0.0 1.4
Number of Traders in Each Category Total Traders: 28
. 4 0 . 7 . 4 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 44,315
Positions
125 11,534 0 1,541 370 115 16,087 4,331 26,446 0 0 0 1 1,519
Changes from: February 25, 2020 Total Change is: 10,002
-23 -149 0 248 -105 0 -440 11 10,216 0 0 0 1 29
Percent of Open Interest Represented by Each Category of Trader
0.3 26.0 0.0 3.5 0.8 0.3 36.3 9.8 59.7 0.0 0.0 0.0 0.0 3.4
Number of Traders in Each Category Total Traders: 20
. 4 0 . 5 . 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 46,902
Positions
10,601 0 16,188 0 111 0 705 12,317 14,737 3,920 3,275 246 505 28
Changes from: February 25, 2020 Total Change is: 1,612
0 0 0 0 0 0 0 472 1,122 0 58 0 490 -40
Percent of Open Interest Represented by Each Category of Trader
22.6 0.0 34.5 0.0 0.2 0.0 1.5 26.3 31.4 8.4 7.0 0.5 1.1 0.1
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 4,897
Positions
66 159 0 163 196 0 751 3,457 241 1,238 0 413 2,024 431
Changes from: February 25, 2020 Total Change is: -857
-5 -19 -5 -1 7 0 -983 -1,027 27 -508 -30 219 398 -29
Percent of Open Interest Represented by Each Category of Trader
1.3 3.2 0.0 3.3 4.0 0.0 15.3 70.6 4.9 25.3 0.0 8.4 41.3 8.8
Number of Traders in Each Category Total Traders: 40
. . 0 . . 0 12 11 6 8 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 39,834
Positions
605 26,491 0 18,544 1,962 608 14,336 7,149 1,478 1,194 504 105 2,964 1,538
Changes from: February 25, 2020 Total Change is: -8,067
10 -9 0 -106 404 -2 -6,828 -8,124 224 -742 -241 -82 -541 -237
Percent of Open Interest Represented by Each Category of Trader
1.5 66.5 0.0 46.6 4.9 1.5 36.0 17.9 3.7 3.0 1.3 0.3 7.4 3.9
Number of Traders in Each Category Total Traders: 85
. . 0 17 4 4 27 14 11 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 451,311
Positions
62,075 72,491 35,574 122,652 29,194 28,091 90,557 169,024 60,447 5,665 2,948 17,984 28,266 35,558
Changes from: February 25, 2020 Total Change is: 20,070
-19,122 33,386 3,480 -905 -34,093 6,483 46,620 16,566 -16,274 -6,422 57 2,371 3,839 8,094
Percent of Open Interest Represented by Each Category of Trader
13.8 16.1 7.9 27.2 6.5 6.2 20.1 37.5 13.4 1.3 0.7 4.0 6.3 7.9
Number of Traders in Each Category Total Traders: 218
13 22 16 30 20 30 48 50 61 7 11 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 19,581
Positions
7,495 664 329 8,046 7,653 680 1,612 9,967 155 1,020 0 0 244 133
Changes from: February 25, 2020 Total Change is: -1,471
-78 -101 65 -3,409 3,217 189 1,535 -4,947 55 222 -30 0 -50 81
Percent of Open Interest Represented by Each Category of Trader
38.3 3.4 1.7 41.1 39.1 3.5 8.2 50.9 0.8 5.2 0.0 0.0 1.2 0.7
Number of Traders in Each Category Total Traders: 41
5 . . 8 5 . . 7 . 13 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 06, 2020