Traders in Financial Futures - Options and Futures Combined 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 199,566
Positions
31,572 42,380 15,107 35,823 40,534 7,173 41,615 40,081 19,272 12,469 2,071 136 36,398 32,812
Changes from: March 3, 2020 Total Change is: 19,332
15,231 -1,977 7,173 2,494 5,212 571 -8,456 2,120 3,695 922 378 88 -2,386 2,072
Percent of Open Interest Represented by Each Category of Trader
15.8 21.2 7.6 18.0 20.3 3.6 20.9 20.1 9.7 6.2 1.0 0.1 18.2 16.4
Number of Traders in Each Category Total Traders: 109
6 8 8 14 18 14 22 26 18 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 53,584
Positions
1,343 14,807 5,170 7,818 3,019 586 17,599 12,147 3,761 740 555 0 16,567 13,539
Changes from: March 3, 2020 Total Change is: -4,277
-8,595 5,297 1,696 2,765 -4,437 -29 -1,597 -2,859 534 -52 0 0 1,001 -4,479
Percent of Open Interest Represented by Each Category of Trader
2.5 27.6 9.6 14.6 5.6 1.1 32.8 22.7 7.0 1.4 1.0 0.0 30.9 25.3
Number of Traders in Each Category Total Traders: 49
. 8 6 8 5 . 12 12 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 239,439
Positions
28,397 41,118 28,384 51,861 69,561 9,946 57,730 33,647 23,710 9,919 10,057 0 29,492 23,017
Changes from: March 3, 2020 Total Change is: -8,578
-1,445 -2,796 21,238 -174 -1,544 -4,867 -21,572 -8,502 -5,379 2,357 0 0 1,263 -6,729
Percent of Open Interest Represented by Each Category of Trader
11.9 17.2 11.9 21.7 29.1 4.2 24.1 14.1 9.9 4.1 4.2 0.0 12.3 9.6
Number of Traders in Each Category Total Traders: 123
8 7 8 18 25 17 31 20 17 9 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 208,948
Positions
20,821 31,861 10,848 48,291 31,471 13,718 40,748 45,484 42,886 4,593 3,982 128 26,915 28,570
Changes from: March 3, 2020 Total Change is: -45,835
-58,325 9,205 -3,405 6,480 -15,455 -1,385 10,120 -27,491 -2,069 2,286 1,307 -953 1,415 -5,589
Percent of Open Interest Represented by Each Category of Trader
10.0 15.2 5.2 23.1 15.1 6.6 19.5 21.8 20.5 2.2 1.9 0.1 12.9 13.7
Number of Traders in Each Category Total Traders: 129
6 9 11 26 22 19 28 23 24 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 754,022
Positions
30,842 281,237 41,624 410,321 104,821 39,044 31,321 146,560 75,001 28,038 9,027 1,976 95,855 54,732
Changes from: March 3, 2020 Total Change is: 1,735
3,363 114,439 -21,589 18,122 -39,140 2,001 -2,757 -43,118 829 -116 699 -3,199 5,081 -9,187
Percent of Open Interest Represented by Each Category of Trader
4.1 37.3 5.5 54.4 13.9 5.2 4.2 19.4 9.9 3.7 1.2 0.3 12.7 7.3
Number of Traders in Each Category Total Traders: 274
18 11 19 91 38 49 30 45 31 24 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 237,883
Positions
99,080 8,133 17,636 17,449 91,215 8,769 37,558 42,955 22,998 8,091 10,354 451 25,850 35,371
Changes from: March 3, 2020 Total Change is: -15,083
-2,430 -745 5,345 -194 -7,058 -1,272 -16,707 -8,888 -66 828 -669 -221 -366 -1,510
Percent of Open Interest Represented by Each Category of Trader
41.7 3.4 7.4 7.3 38.3 3.7 15.8 18.1 9.7 3.4 4.4 0.2 10.9 14.9
Number of Traders in Each Category Total Traders: 106
5 6 8 10 28 15 19 27 16 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 225,823
Positions
13,797 157,014 898 76,813 7,233 1,749 108,609 21,537 16,057 1,625 16,774 0 6,276 4,561
Changes from: March 3, 2020 Total Change is: -10,080
6,365 -19,256 -1,221 -32,478 1,287 473 7,574 -4,586 10,825 -1,859 1,260 0 241 1,138
Percent of Open Interest Represented by Each Category of Trader
6.1 69.5 0.4 34.0 3.2 0.8 48.1 9.5 7.1 0.7 7.4 0.0 2.8 2.0
Number of Traders in Each Category Total Traders: 130
. 10 . 21 8 5 42 28 14 4 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 71,770
Positions
29,204 2,144 5,225 2,810 25,302 838 19,632 21,483 9,652 2,330 1,616 13 2,066 5,497
Changes from: March 3, 2020 Total Change is: 8,222
-2,003 -243 4,296 -637 2,711 150 -438 -4,487 6,685 601 -822 5 -437 -72
Percent of Open Interest Represented by Each Category of Trader
40.7 3.0 7.3 3.9 35.3 1.2 27.4 29.9 13.4 3.2 2.3 0.0 2.9 7.7
Number of Traders in Each Category Total Traders: 109
10 . 7 4 26 9 27 22 10 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 43,309
Positions
18,932 23,960 1,905 6,328 2,972 775 6,369 5,854 1,546 122 335 0 7,332 5,961
Changes from: March 3, 2020 Total Change is: -2,085
-113 -2,045 1,449 -2,324 584 -724 259 -739 -251 -3 -128 -44 -334 -186
Percent of Open Interest Represented by Each Category of Trader
43.7 55.3 4.4 14.6 6.9 1.8 14.7 13.5 3.6 0.3 0.8 0.0 16.9 13.8
Number of Traders in Each Category Total Traders: 87
21 17 8 14 6 4 18 8 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 86,617
Positions
37,863 47,921 3,811 12,656 5,944 1,550 12,737 11,709 3,091 244 669 0 14,665 11,922
Changes from: March 3, 2020 Total Change is: -4,169
-226 -4,090 2,897 -4,648 1,168 -1,448 519 -1,478 -503 -5 -257 -87 -668 -372
Percent of Open Interest Represented by Each Category of Trader
43.7 55.3 4.4 14.6 6.9 1.8 14.7 13.5 3.6 0.3 0.8 0.0 16.9 13.8
Number of Traders in Each Category Total Traders: 87
21 17 8 14 6 4 18 8 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 1,178,212
Positions
55,767 129,025 125,311 288,621 177,537 86,626 62,087 92,967 353,963 40,789 41,997 8,973 156,076 161,814
Changes from: March 3, 2020 Total Change is: 171,875
12,897 -27,973 49,706 20,500 42,144 -4,998 -6,166 9,041 66,469 12,837 4,578 1,226 19,403 31,681
Percent of Open Interest Represented by Each Category of Trader
4.7 11.0 10.6 24.5 15.1 7.4 5.3 7.9 30.0 3.5 3.6 0.8 13.2 13.7
Number of Traders in Each Category Total Traders: 664
31 47 55 159 116 140 82 120 118 50 59 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 138,097
Positions
48,971 3,790 2,137 2,588 4,000 0 31,506 14,935 30,106 4 228 763 22,020 82,138
Changes from: March 3, 2020 Total Change is: 27,818
19,625 -2,452 1,192 0 0 0 2,379 1,690 4,834 4 70 218 -433 22,267
Percent of Open Interest Represented by Each Category of Trader
35.5 2.7 1.5 1.9 2.9 0.0 22.8 10.8 21.8 0.0 0.2 0.6 15.9 59.5
Number of Traders in Each Category Total Traders: 41
15 . 7 . . 0 10 10 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 5,200,576
Positions
197,853 790,052 451,994 1,443,105 880,626 420,191 269,502 506,762 1,502,682 205,087 210,007 39,883 670,278 398,380
Changes from: March 3, 2020 Total Change is: 720,287
13,572 -80,389 195,356 115,440 223,660 -37,929 -52,783 26,695 318,239 64,538 22,911 4,673 99,182 47,072
Percent of Open Interest Represented by Each Category of Trader
3.8 15.2 8.7 27.7 16.9 8.1 5.2 9.7 28.9 3.9 4.0 0.8 12.9 7.7
Number of Traders in Each Category Total Traders: 661
28 50 52 159 116 139 80 119 115 50 59 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 59,054
Positions
6,405 8,058 2,117 14,964 10,808 1,021 8,827 11,974 15,391 1,673 1,971 197 8,459 7,517
Changes from: March 3, 2020 Total Change is: 1,657
1,233 -2,331 -76 -1,004 3,016 75 -291 53 1,503 -50 -203 80 186 -461
Percent of Open Interest Represented by Each Category of Trader
10.8 13.6 3.6 25.3 18.3 1.7 14.9 20.3 26.1 2.8 3.3 0.3 14.3 12.7
Number of Traders in Each Category Total Traders: 254
17 22 12 64 36 38 32 46 27 18 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 295,269
Positions
32,025 40,292 10,583 74,819 54,041 5,107 44,137 59,869 76,955 8,363 9,853 983 42,297 37,584
Changes from: March 3, 2020 Total Change is: 8,283
6,165 -11,653 -382 -5,019 15,082 377 -1,454 266 7,515 -249 -1,017 401 929 -2,307
Percent of Open Interest Represented by Each Category of Trader
10.8 13.6 3.6 25.3 18.3 1.7 14.9 20.3 26.1 2.8 3.3 0.3 14.3 12.7
Number of Traders in Each Category Total Traders: 254
17 22 12 64 36 38 32 46 27 18 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 522,286
Positions
63,129 72,264 11,521 215,471 235,875 59,636 112,075 79,492 27,128 18,512 17,665 12 14,801 18,693
Changes from: March 3, 2020 Total Change is: 39,421
14,521 -29,506 2,282 -20,178 41,145 16,230 24,804 5,981 4,972 4,417 -2,749 -92 -7,535 1,158
Percent of Open Interest Represented by Each Category of Trader
12.1 13.8 2.2 41.3 45.2 11.4 21.5 15.2 5.2 3.5 3.4 0.0 2.8 3.6
Number of Traders in Each Category Total Traders: 308
30 17 8 74 56 43 49 55 31 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,731,997
Positions
9,701 218,457 107,182 627,288 279,669 275,268 64,179 279,390 355,228 81,258 26,444 33,926 177,969 156,435
Changes from: March 3, 2020 Total Change is: 132,273
1,418 -3,775 28,271 23,295 -10,097 -2,856 -11,441 35,385 85,335 2,996 -14,838 12,715 -7,461 2,132
Percent of Open Interest Represented by Each Category of Trader
0.6 12.6 6.2 36.2 16.1 15.9 3.7 16.1 20.5 4.7 1.5 2.0 10.3 9.0
Number of Traders in Each Category Total Traders: 210
10 21 23 57 39 58 27 37 46 13 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,139,855
Positions
35,244 208,237 358 642,558 86,901 195,073 38,561 547,917 18,251 50,704 0 0 159,106 83,118
Changes from: March 3, 2020 Total Change is: -35,715
-6,432 78,210 -2,331 6,886 -2,261 -5,226 -4,394 -76,228 -16,280 -1,563 -2,366 0 -6,374 -9,233
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: 147
4 18 6 69 15 48 10 26 13 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,439,499
Positions
92,356 413,727 20,601 1,506,987 801,289 288,975 846,773 1,522,016 190,472 289,190 106,510 4,265 199,881 91,644
Changes from: March 3, 2020 Total Change is: 91,135
36,896 113,620 -1,041 -33,941 25,927 9,149 32,849 -54,652 8,243 38,072 1,684 2,025 -1,118 -13,820
Percent of Open Interest Represented by Each Category of Trader
2.7 12.0 0.6 43.8 23.3 8.4 24.6 44.3 5.5 8.4 3.1 0.1 5.8 2.7
Number of Traders in Each Category Total Traders: 369
14 31 12 125 32 76 68 55 57 27 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,736,552
Positions
162,541 299,089 513,422 1,570,777 861,485 939,346 491,717 985,098 1,281,839 148,625 253,613 167,543 460,742 435,118
Changes from: March 3, 2020 Total Change is: 318,502
2,837 38,430 63,116 17,687 26,020 -59,928 11,615 -47,814 316,211 -26,586 -16,525 15,073 -21,524 -16,081
Percent of Open Interest Represented by Each Category of Trader
2.8 5.2 9.0 27.4 15.0 16.4 8.6 17.2 22.3 2.6 4.4 2.9 8.0 7.6
Number of Traders in Each Category Total Traders: 438
28 39 47 116 77 119 62 68 91 26 22 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 887,766
Positions
72,495 71,389 5,820 376,494 262,430 125,206 108,758 195,965 13,607 49,785 37,284 38 135,563 176,027
Changes from: March 3, 2020 Total Change is: -8,856
-4,376 35,090 1,718 2,384 -24,370 -8,075 -1,957 -8,103 -3,216 239 2,854 -51 4,479 -4,703
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 12 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,580,720
Positions
108,142 642,059 182,551 2,088,104 673,527 805,526 800,630 1,738,874 979,622 247,076 243,064 26,005 343,064 289,492
Changes from: March 3, 2020 Total Change is: 364,099
22,875 117,559 1,377 -126,404 -8,153 -31,613 65,388 -163,844 457,729 -25,324 7,649 2,744 -2,674 -19,350
Percent of Open Interest Represented by Each Category of Trader
1.9 11.5 3.3 37.4 12.1 14.4 14.3 31.2 17.6 4.4 4.4 0.5 6.1 5.2
Number of Traders in Each Category Total Traders: 329
10 34 21 97 44 83 59 48 60 17 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,921,326
Positions
262,940 416,898 432,041 50,874 39,610 57,425 525,635 357,518 524,833 15,496 24,826 14,381 37,701 53,794
Changes from: March 3, 2020 Total Change is: 185,268
-13,016 52,729 31,917 10,691 -50,289 43,740 -23,518 -39,481 141,692 -4,952 5,533 -2,773 1,487 2,200
Percent of Open Interest Represented by Each Category of Trader
13.7 21.7 22.5 2.6 2.1 3.0 27.4 18.6 27.3 0.8 1.3 0.7 2.0 2.8
Number of Traders in Each Category Total Traders: 132
27 26 45 5 5 4 25 30 41 8 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is31,800,780
Positions
2,313,007 2,433,690 5,419,710 546,626 970,162 1,943,627 1,205,235 543,981 19,324,177 109,664 83,505 188,720 750,016 893,208
Changes from: March 3, 2020 Total Change is: 2,430,824
-2,121 -256,456 614,713 -266,419 -496,206 123,191 -662,004 -87,124 2,525,435 15,155 -23,434 34,569 48,306 -3,862
Percent of Open Interest Represented by Each Category of Trader
7.3 7.7 17.0 1.7 3.1 6.1 3.8 1.7 60.8 0.3 0.3 0.6 2.4 2.8
Number of Traders in Each Category Total Traders: 283
32 52 79 19 13 22 65 56 104 22 19 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 232,729
Positions
10,244 99,864 36,071 5,510 31,668 9,895 138,884 21,908 29,597 1,586 0 831 111 2,895
Changes from: March 3, 2020 Total Change is: 23,129
-11,854 5,695 11,267 -15 4,526 -250 23,141 827 1,126 837 0 -15 -1,108 -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 23 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 4,425
Positions
65 41 0 115 362 0 1,413 3,004 209 786 25 313 1,524 471
Changes from: March 3, 2020 Total Change is: -472
-1 -118 0 -48 166 0 662 -453 -32 -453 25 -100 -500 40
Percent of Open Interest Represented by Each Category of Trader
1.5 0.9 0.0 2.6 8.2 0.0 31.9 67.9 4.7 17.8 0.6 7.1 34.4 10.6
Number of Traders in Each Category Total Traders: 42
. . 0 . 4 0 11 14 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 44,967
Positions
495 25,064 0 6,686 2,012 591 28,252 10,451 2,526 664 1,035 0 5,753 3,288
Changes from: March 3, 2020 Total Change is: 5,133
-110 -1,427 0 -11,858 50 -17 13,916 3,302 1,048 -530 531 -105 2,789 1,750
Percent of Open Interest Represented by Each Category of Trader
1.1 55.7 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 10 7 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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