Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 212,290
Positions
39,995 27,211 27,358 35,442 36,670 8,581 33,360 41,034 23,281 12,323 2,235 53 31,897 45,869
Changes from: March 10, 2020 Total Change is: 12,724
8,423 -15,169 12,251 -381 -3,864 1,408 -8,255 953 4,008 -146 163 -83 -4,502 13,057
Percent of Open Interest Represented by Each Category of Trader
18.8 12.8 12.9 16.7 17.3 4.0 15.7 19.3 11.0 5.8 1.1 0.0 15.0 21.6
Number of Traders in Each Category Total Traders: 103
7 7 9 14 16 10 21 22 20 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 38,112
Positions
0 11,575 893 6,704 2,418 594 16,191 8,113 1,405 696 555 0 11,628 12,558
Changes from: March 10, 2020 Total Change is: -15,472
-1,343 -3,232 -4,277 -1,114 -601 8 -1,408 -4,034 -2,356 -44 0 0 -4,939 -981
Percent of Open Interest Represented by Each Category of Trader
0.0 30.4 2.3 17.6 6.3 1.6 42.5 21.3 3.7 1.8 1.5 0.0 30.5 33.0
Number of Traders in Each Category Total Traders: 35
0 5 . 7 4 . 9 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 221,771
Positions
37,066 21,788 8,175 41,575 76,642 14,067 58,386 37,433 32,184 8,055 10,263 0 22,263 21,219
Changes from: March 10, 2020 Total Change is: -17,668
8,668 -19,330 -20,209 -10,286 7,081 4,121 656 3,787 8,474 -1,865 206 0 -7,229 -1,798
Percent of Open Interest Represented by Each Category of Trader
16.7 9.8 3.7 18.7 34.6 6.3 26.3 16.9 14.5 3.6 4.6 0.0 10.0 9.6
Number of Traders in Each Category Total Traders: 115
8 6 6 11 26 11 26 23 20 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 168,978
Positions
7,957 32,389 9,823 38,729 26,330 10,186 33,036 31,516 35,303 9,005 993 75 24,864 22,362
Changes from: March 10, 2020 Total Change is: -39,970
-12,864 527 -1,024 -9,563 -5,142 -3,532 -7,712 -13,967 -7,583 4,412 -2,988 -53 -2,051 -6,208
Percent of Open Interest Represented by Each Category of Trader
4.7 19.2 5.8 22.9 15.6 6.0 19.6 18.7 20.9 5.3 0.6 0.0 14.7 13.2
Number of Traders in Each Category Total Traders: 107
4 9 7 26 16 14 17 20 19 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 680,940
Positions
35,764 305,847 25,259 386,796 96,783 30,586 33,460 105,254 61,523 22,944 6,402 1,517 83,091 47,769
Changes from: March 10, 2020 Total Change is: -73,082
4,922 24,610 -16,365 -23,526 -8,039 -8,458 2,139 -41,306 -13,478 -5,093 -2,624 -460 -12,764 -6,963
Percent of Open Interest Represented by Each Category of Trader
5.3 44.9 3.7 56.8 14.2 4.5 4.9 15.5 9.0 3.4 0.9 0.2 12.2 7.0
Number of Traders in Each Category Total Traders: 256
18 8 14 88 36 44 28 43 25 19 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 182,147
Positions
68,608 10,941 5,068 16,028 65,805 9,954 27,992 33,567 21,412 8,946 3,202 874 23,265 31,324
Changes from: March 10, 2020 Total Change is: -55,736
-30,472 2,807 -12,568 -1,421 -25,410 1,185 -9,566 -9,388 -1,586 854 -7,152 423 -2,585 -4,047
Percent of Open Interest Represented by Each Category of Trader
37.7 6.0 2.8 8.8 36.1 5.5 15.4 18.4 11.8 4.9 1.8 0.5 12.8 17.2
Number of Traders in Each Category Total Traders: 83
5 7 5 8 21 11 12 21 10 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 25,596
Positions
477 18,680 0 11,078 639 41 11,126 3,368 44 1,653 1,370 0 1,177 1,454
Changes from: March 10, 2020 Total Change is: -26,206
-2,472 -23,756 -929 -907 639 -1 -19,207 -1,638 -75 -1,965 951 -391 -259 -1,006
Percent of Open Interest Represented by Each Category of Trader
1.9 73.0 0.0 43.3 2.5 0.2 43.5 13.2 0.2 6.5 5.4 0.0 4.6 5.7
Number of Traders in Each Category Total Traders: 36
. 4 0 4 . . 9 6 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 123,469
Positions
9,390 57,272 908 56,222 9,200 513 48,430 32,817 2,440 1,754 16,532 0 3,811 3,787
Changes from: March 10, 2020 Total Change is: -102,354
-4,407 -99,742 10 -20,591 1,967 -1,236 -60,178 11,280 -13,616 129 -242 0 -2,464 -774
Percent of Open Interest Represented by Each Category of Trader
7.6 46.4 0.7 45.5 7.5 0.4 39.2 26.6 2.0 1.4 13.4 0.0 3.1 3.1
Number of Traders in Each Category Total Traders: 105
5 7 . 12 13 . 24 27 11 5 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 50,774
Positions
34,870 1,031 78 3,152 21,807 0 6,494 21,669 2,205 1,702 1,220 100 2,173 2,664
Changes from: March 10, 2020 Total Change is: -2,608
13 434 -13 21 -11,922 0 -4,204 7,016 1,622 73 290 100 -220 -135
Percent of Open Interest Represented by Each Category of Trader
68.7 2.0 0.2 6.2 42.9 0.0 12.8 42.7 4.3 3.4 2.4 0.2 4.3 5.2
Number of Traders in Each Category Total Traders: 55
. . . 4 11 0 6 21 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 45,623
Positions
21,694 2,342 331 2,215 19,936 482 17,460 18,825 946 559 1,521 6 1,929 1,234
Changes from: March 10, 2020 Total Change is: -26,147
-7,510 198 -4,893 -595 -5,366 -356 -2,172 -2,658 -8,706 -1,771 -95 -7 -137 -4,263
Percent of Open Interest Represented by Each Category of Trader
47.6 5.1 0.7 4.9 43.7 1.1 38.3 41.3 2.1 1.2 3.3 0.0 4.2 2.7
Number of Traders in Each Category Total Traders: 84
8 . . 6 23 7 18 19 5 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 10,501
Positions
121 0 0 0 3,503 0 10,077 5,199 0 0 0 0 303 1,799
Changes from: March 10, 2020 Total Change is: -8,480
-711 -6,399 -2 -350 686 0 127 -2,180 -329 -6,797 0 0 -418 -256
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 0.0 33.4 0.0 96.0 49.5 0.0 0.0 0.0 0.0 2.9 17.1
Number of Traders in Each Category Total Traders: 22
. 0 0 0 6 0 9 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 42,035
Positions
22,195 19,665 2,497 2,688 3,123 1,109 5,315 7,286 995 42 712 112 7,082 6,537
Changes from: March 10, 2020 Total Change is: -1,274
3,264 -4,296 592 -3,641 151 334 -1,053 1,431 -551 -80 377 112 -250 576
Percent of Open Interest Represented by Each Category of Trader
52.8 46.8 5.9 6.4 7.4 2.6 12.6 17.3 2.4 0.1 1.7 0.3 16.8 15.6
Number of Traders in Each Category Total Traders: 88
23 16 16 12 10 9 13 9 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 84,069
Positions
44,390 39,330 4,995 5,375 6,245 2,217 10,631 14,572 1,989 84 1,423 224 14,164 13,075
Changes from: March 10, 2020 Total Change is: -2,548
6,527 -8,591 1,184 -7,281 301 667 -2,107 2,863 -1,102 -160 754 224 -501 1,152
Percent of Open Interest Represented by Each Category of Trader
52.8 46.8 5.9 6.4 7.4 2.6 12.6 17.3 2.4 0.1 1.7 0.3 16.8 15.6
Number of Traders in Each Category Total Traders: 88
23 16 16 12 10 9 13 9 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 46,774
Positions
2,601 29,370 8,408 31,357 0 786 1,289 4,762 434 0 506 0 1,899 2,508
Changes from: March 10, 2020 Total Change is: 6,563
-1,333 -4,336 8,408 -334 0 586 -683 42 434 0 42 0 -515 1,387
Percent of Open Interest Represented by Each Category of Trader
5.6 62.8 18.0 67.0 0.0 1.7 2.8 10.2 0.9 0.0 1.1 0.0 4.1 5.4
Number of Traders in Each Category Total Traders: 27
. 8 . 12 0 . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 1,584,910
Positions
51,230 153,670 196,663 275,547 205,817 141,910 75,023 80,518 545,354 78,218 40,766 11,212 209,753 209,001
Changes from: March 10, 2020 Total Change is: 406,698
-4,537 24,645 71,352 -13,074 28,280 55,284 12,936 -12,449 191,392 37,429 -1,231 2,239 53,678 47,187
Percent of Open Interest Represented by Each Category of Trader
3.2 9.7 12.4 17.4 13.0 9.0 4.7 5.1 34.4 4.9 2.6 0.7 13.2 13.2
Number of Traders in Each Category Total Traders: 659
35 41 63 159 117 159 93 108 131 50 55 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 177,345
Positions
56,207 3,966 3,130 3,058 4,000 0 41,134 18,218 46,618 7 592 1,556 25,634 99,264
Changes from: March 10, 2020 Total Change is: 39,248
7,235 176 993 470 0 0 9,628 3,284 16,512 3 364 793 3,614 17,127
Percent of Open Interest Represented by Each Category of Trader
31.7 2.2 1.8 1.7 2.3 0.0 23.2 10.3 26.3 0.0 0.3 0.9 14.5 56.0
Number of Traders in Each Category Total Traders: 43
16 . 7 . . 0 10 10 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 17,635
Positions
6,814 7,972 732 5,227 1,039 658 0 3,825 341 0 0 0 3,863 3,068
Changes from: March 10, 2020 Total Change is: 716
-3,015 -3,391 732 935 85 583 0 589 341 0 0 0 1,140 1,777
Percent of Open Interest Represented by Each Category of Trader
38.6 45.2 4.2 29.6 5.9 3.7 0.0 21.7 1.9 0.0 0.0 0.0 21.9 17.4
Number of Traders in Each Category Total Traders: 27
8 . . 8 . . 0 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 7,037,826
Positions
173,741 947,147 769,041 1,375,381 1,022,023 696,611 322,501 464,556 2,340,624 394,053 203,863 45,279 920,595 548,681
Changes from: March 10, 2020 Total Change is: 1,837,250
-24,112 157,095 317,048 -67,724 141,398 276,420 52,999 -42,206 837,942 188,965 -6,143 5,397 250,317 150,300
Percent of Open Interest Represented by Each Category of Trader
2.5 13.5 10.9 19.5 14.5 9.9 4.6 6.6 33.3 5.6 2.9 0.6 13.1 7.8
Number of Traders in Each Category Total Traders: 655
34 42 61 159 117 159 91 106 127 50 55 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 24,094
Positions
17,357 15,122 317 1,448 1,854 982 0 1,327 294 0 342 0 3,696 3,856
Changes from: March 10, 2020 Total Change is: -1,346
-3,277 -1,583 316 -42 -566 0 0 -598 294 0 35 0 1,363 756
Percent of Open Interest Represented by Each Category of Trader
72.0 62.8 1.3 6.0 7.7 4.1 0.0 5.5 1.2 0.0 1.4 0.0 15.3 16.0
Number of Traders in Each Category Total Traders: 23
5 9 . . . . 0 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 14,598
Positions
1,546 11,054 659 4,005 0 0 558 1,327 60 0 0 0 7,770 1,498
Changes from: March 10, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
10.6 75.7 4.5 27.4 0.0 0.0 3.8 9.1 0.4 0.0 0.0 0.0 53.2 10.3
Number of Traders in Each Category Total Traders: 21
. 9 . 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 15,955
Positions
2,954 7,046 1,541 4,445 982 116 1,115 1,283 408 0 0 0 5,376 4,579
Changes from: March 10, 2020 Total Change is: 5,261
352 -448 1,541 -6 0 4 -233 -7 406 0 0 0 3,197 3,765
Percent of Open Interest Represented by Each Category of Trader
18.5 44.2 9.7 27.9 6.2 0.7 7.0 8.0 2.6 0.0 0.0 0.0 33.7 28.7
Number of Traders in Each Category Total Traders: 21
5 6 . . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 17,929
Positions
3,687 10,268 2,253 4,515 542 1,029 2,567 0 943 0 0 0 2,935 2,894
Changes from: March 10, 2020 Total Change is: 3,547
-574 206 2,253 -437 -1,388 292 652 -369 927 0 0 0 434 1,626
Percent of Open Interest Represented by Each Category of Trader
20.6 57.3 12.6 25.2 3.0 5.7 14.3 0.0 5.3 0.0 0.0 0.0 16.4 16.1
Number of Traders in Each Category Total Traders: 25
4 8 4 6 . . 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 90,152
Positions
19,082 10,735 4,207 44,495 57,564 6,156 3,794 2,121 663 0 970 0 11,755 7,736
Changes from: March 10, 2020 Total Change is: 13,765
6,641 -3,388 3,687 1,000 9,220 -379 -687 1,116 333 0 0 0 3,170 3,176
Percent of Open Interest Represented by Each Category of Trader
21.2 11.9 4.7 49.4 63.9 6.8 4.2 2.4 0.7 0.0 1.1 0.0 13.0 8.6
Number of Traders in Each Category Total Traders: 73
12 5 8 27 22 18 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 77,961
Positions
7,264 9,187 7,443 12,292 13,082 3,905 11,149 8,655 20,743 1,781 2,020 235 13,149 12,691
Changes from: March 10, 2020 Total Change is: 18,907
859 1,128 5,327 -2,671 2,274 2,884 2,321 -3,318 5,352 108 49 38 4,690 5,174
Percent of Open Interest Represented by Each Category of Trader
9.3 11.8 9.5 15.8 16.8 5.0 14.3 11.1 26.6 2.3 2.6 0.3 16.9 16.3
Number of Traders in Each Category Total Traders: 252
23 19 22 57 35 32 41 40 28 16 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 389,806
Positions
36,322 45,935 37,217 61,462 65,410 19,525 55,743 43,277 103,714 8,903 10,100 1,173 65,747 63,456
Changes from: March 10, 2020 Total Change is: 94,537
4,297 5,642 26,634 -13,357 11,369 14,418 11,606 -16,592 26,759 540 246 190 23,450 25,871
Percent of Open Interest Represented by Each Category of Trader
9.3 11.8 9.5 15.8 16.8 5.0 14.3 11.1 26.6 2.3 2.6 0.3 16.9 16.3
Number of Traders in Each Category Total Traders: 252
23 19 22 57 35 32 41 40 28 16 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 647,729
Positions
95,537 68,754 47,080 214,618 266,987 67,188 122,372 97,530 42,146 19,229 20,794 6,278 33,281 30,972
Changes from: March 10, 2020 Total Change is: 125,443
32,407 -3,510 35,560 -853 31,112 7,552 10,297 18,038 15,018 717 3,129 6,266 18,479 12,279
Percent of Open Interest Represented by Each Category of Trader
14.7 10.6 7.3 33.1 41.2 10.4 18.9 15.1 6.5 3.0 3.2 1.0 5.1 4.8
Number of Traders in Each Category Total Traders: 314
28 19 23 76 63 56 45 51 41 13 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 41,041
Positions
6,755 14,683 379 13,526 6,306 381 5,755 11,188 857 223 1,061 0 13,165 6,186
Changes from: March 10, 2020 Total Change is: -16,502
-11,002 496 -1,383 -1,050 837 -436 -6,089 -6,851 -242 -444 -534 -4 4,148 -8,385
Percent of Open Interest Represented by Each Category of Trader
16.5 35.8 0.9 33.0 15.4 0.9 14.0 27.3 2.1 0.5 2.6 0.0 32.1 15.1
Number of Traders in Each Category Total Traders: 70
8 11 . 14 9 7 9 14 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 580,094
Positions
39,760 262,617 111,586 351,129 119,663 36,223 15,847 33,182 3,253 1,278 1,810 0 21,018 11,760
Changes from: March 10, 2020 Total Change is: 173,801
-32 19,220 110,884 36,037 19,192 13,782 1,479 5,173 1,949 -960 79 0 10,662 3,522
Percent of Open Interest Represented by Each Category of Trader
6.9 45.3 19.2 60.5 20.6 6.2 2.7 5.7 0.6 0.2 0.3 0.0 3.6 2.0
Number of Traders in Each Category Total Traders: 183
12 17 13 69 41 40 14 22 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 1,804,441
Positions
197,527 893,749 118,778 931,672 410,739 140,860 101,316 48,677 35,726 98,510 64,926 6,347 173,705 84,639
Changes from: March 10, 2020 Total Change is: 241,308
19,754 -40,684 107,751 1,628 49,094 17,346 -52,784 11,090 28,770 -15,509 4,288 1,225 133,127 62,428
Percent of Open Interest Represented by Each Category of Trader
10.9 49.5 6.6 51.6 22.8 7.8 5.6 2.7 2.0 5.5 3.6 0.4 9.6 4.7
Number of Traders in Each Category Total Traders: 418
24 25 18 159 83 93 53 33 29 19 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 140,538
Positions
19,330 93,668 42,820 16,865 0 368 55,671 1,791 1,844 3,484 0 0 156 47
Changes from: March 10, 2020 Total Change is: -3,144
960 -5,932 2,191 -246 0 -18 -4,787 1,718 -109 -1,185 0 0 50 -994
Percent of Open Interest Represented by Each Category of Trader
13.8 66.6 30.5 12.0 0.0 0.3 39.6 1.3 1.3 2.5 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 48
8 16 15 7 0 . 9 . 5 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 1,633,693
Positions
10,848 198,181 108,222 605,428 257,259 279,414 26,948 256,556 329,612 64,738 30,532 33,736 174,747 140,181
Changes from: March 10, 2020 Total Change is: -98,304
1,147 -20,276 1,041 -21,861 -22,411 4,146 -37,231 -22,834 -25,615 -16,520 4,088 -190 -3,222 -16,254
Percent of Open Interest Represented by Each Category of Trader
0.7 12.1 6.6 37.1 15.7 17.1 1.6 15.7 20.2 4.0 1.9 2.1 10.7 8.6
Number of Traders in Each Category Total Traders: 200
7 23 19 59 34 59 21 37 47 11 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 1,120,338
Positions
35,553 231,713 217 634,694 77,380 186,099 49,898 513,647 12,196 55,428 5,665 0 146,252 93,421
Changes from: March 10, 2020 Total Change is: -19,517
309 23,476 -141 -7,863 -9,521 -8,974 11,337 -34,270 -6,055 4,724 5,665 0 -12,854 10,303
Percent of Open Interest Represented by Each Category of Trader
3.2 20.7 0.0 56.7 6.9 16.6 4.5 45.8 1.1 4.9 0.5 0.0 13.1 8.3
Number of Traders in Each Category Total Traders: 145
4 18 . 71 11 49 8 25 12 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 3,308,468
Positions
62,201 418,517 21,169 1,472,248 725,630 272,455 811,551 1,494,214 159,939 313,333 107,587 4,978 190,594 103,979
Changes from: March 10, 2020 Total Change is: -131,031
-30,155 4,789 568 -34,739 -75,659 -16,520 -35,221 -27,802 -30,533 24,144 1,077 713 -9,288 12,335
Percent of Open Interest Represented by Each Category of Trader
1.9 12.6 0.6 44.5 21.9 8.2 24.5 45.2 4.8 9.5 3.3 0.2 5.8 3.1
Number of Traders in Each Category Total Traders: 372
22 32 15 124 31 71 64 59 56 24 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 5,439,304
Positions
102,249 315,179 513,530 1,524,793 791,172 964,166 468,891 944,732 1,120,927 140,613 253,061 167,671 436,463 368,867
Changes from: March 10, 2020 Total Change is: -297,248
-60,292 16,090 108 -45,984 -70,313 24,820 -22,826 -40,366 -160,912 -8,012 -552 128 -24,279 -66,251
Percent of Open Interest Represented by Each Category of Trader
1.9 5.8 9.4 28.0 14.5 17.7 8.6 17.4 20.6 2.6 4.7 3.1 8.0 6.8
Number of Traders in Each Category Total Traders: 420
28 36 50 107 74 111 67 63 89 26 19 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 862,156
Positions
73,649 77,277 4,514 381,657 262,690 117,532 101,020 171,583 21,324 51,893 34,436 0 110,567 172,800
Changes from: March 10, 2020 Total Change is: -25,610
1,154 5,888 -1,306 5,163 259 -7,673 -7,738 -24,382 7,717 2,108 -2,848 -38 -24,997 -3,228
Percent of Open Interest Represented by Each Category of Trader
8.5 9.0 0.5 44.3 30.5 13.6 11.7 19.9 2.5 6.0 4.0 0.0 12.8 20.0
Number of Traders in Each Category Total Traders: 106
. 11 5 29 34 37 11 11 12 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 5,293,452
Positions
89,569 622,700 193,571 2,288,778 685,583 715,496 713,596 1,698,506 706,311 239,914 249,666 22,964 323,252 398,655
Changes from: March 10, 2020 Total Change is: -287,268
-18,572 -19,359 11,019 200,673 12,056 -90,030 -87,033 -40,368 -273,310 -7,162 6,601 -3,041 -19,812 109,163
Percent of Open Interest Represented by Each Category of Trader
1.7 11.8 3.7 43.2 13.0 13.5 13.5 32.1 13.3 4.5 4.7 0.4 6.1 7.5
Number of Traders in Each Category Total Traders: 333
12 35 21 100 49 82 43 58 61 15 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 1,809,358
Positions
244,424 465,873 433,502 51,524 32,546 53,598 433,639 210,263 532,186 2,732 23,950 12,664 45,088 44,775
Changes from: March 10, 2020 Total Change is: -111,968
-18,516 48,975 1,461 650 -7,064 -3,827 -91,996 -147,255 7,353 -12,764 -876 -1,717 7,387 -9,019
Percent of Open Interest Represented by Each Category of Trader
13.5 25.7 24.0 2.8 1.8 3.0 24.0 11.6 29.4 0.2 1.3 0.7 2.5 2.5
Number of Traders in Each Category Total Traders: 128
21 30 46 4 4 . 26 33 46 4 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 is26,398,181
Positions
2,025,670 1,737,841 4,630,968 582,222 498,366 1,636,723 809,342 1,013,630 15,806,143 93,146 78,154 155,945 658,022 840,411
Changes from: March 10, 2020 Total Change is:-5,402,599
-287,337 -695,849 -788,741 35,596 -471,796 -306,904 -395,893 469,649 -3,518,034 -16,518 -5,351 -32,775 -91,995 -52,798
Percent of Open Interest Represented by Each Category of Trader
7.7 6.6 17.5 2.2 1.9 6.2 3.1 3.8 59.9 0.4 0.3 0.6 2.5 3.2
Number of Traders in Each Category Total Traders: 258
33 41 70 21 11 21 51 62 103 20 13 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 245,220
Positions
9,575 103,443 36,318 5,510 33,794 8,211 155,495 31,588 28,103 832 0 918 258 2,844
Changes from: March 10, 2020 Total Change is: 12,491
-669 3,579 247 0 2,126 -1,684 16,611 9,680 -1,494 -754 0 87 147 -50
Percent of Open Interest Represented by Each Category of Trader
3.9 42.2 14.8 2.2 13.8 3.3 63.4 12.9 11.5 0.3 0.0 0.4 0.1 1.2
Number of Traders in Each Category Total Traders: 56
. 17 7 . . . 14 15 21 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 362,970
Positions
33,374 147,653 22,048 16,171 46,427 3,524 234,515 97,907 42,466 10,521 295 277 74 2,373
Changes from: March 10, 2020 Total Change is: 17,767
13,693 26,951 -5,870 -7,511 20,931 -9,917 37,410 -4,623 -10,053 0 72 73 -58 203
Percent of Open Interest Represented by Each Category of Trader
9.2 40.7 6.1 4.5 12.8 1.0 64.6 27.0 11.7 2.9 0.1 0.1 0.0 0.7
Number of Traders in Each Category Total Traders: 95
5 27 12 . 6 . 19 31 23 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 66,561
Positions
0 11,957 0 639 3,554 0 441 17,356 32,243 33,198 551 0 40 900
Changes from: March 10, 2020 Total Change is: -44,784
-838 -23,913 -43 -342 0 -31 -11,285 6,742 -27,514 -4,766 0 0 35 -25
Percent of Open Interest Represented by Each Category of Trader
0.0 18.0 0.0 1.0 5.3 0.0 0.7 26.1 48.4 49.9 0.8 0.0 0.1 1.4
Number of Traders in Each Category Total Traders: 26
0 . 0 . 7 0 . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 44,588
Positions
10,601 0 16,188 0 111 0 705 13,357 12,738 4,110 1,931 246 0 17
Changes from: March 10, 2020 Total Change is: -3,037
0 0 0 0 0 0 0 603 -3,037 0 -595 0 0 -8
Percent of Open Interest Represented by Each Category of Trader
23.8 0.0 36.3 0.0 0.2 0.0 1.6 30.0 28.6 9.2 4.3 0.6 0.0 0.0
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 17, 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 4,559
Positions
336 0 0 101 465 0 1,869 2,901 55 589 504 93 1,516 540
Changes from: March 10, 2020 Total Change is: 134
271 -41 0 -14 103 0 456 -102 -154 -197 479 -220 -8 69
Percent of Open Interest Represented by Each Category of Trader
7.4 0.0 0.0 2.2 10.2 0.0 41.0 63.6 1.2 12.9 11.1 2.0 33.2 11.8
Number of Traders in Each Category Total Traders: 44
. 0 0 . . 0 9 18 4 8 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 25,344
Positions
621 4,947 0 8,119 1,644 536 10,935 14,661 789 1,161 1,462 99 3,084 1,206
Changes from: March 10, 2020 Total Change is: -19,623
126 -20,117 0 1,433 -368 -55 -17,317 4,210 -1,737 497 427 99 -2,669 -2,082
Percent of Open Interest Represented by Each Category of Trader
2.5 19.5 0.0 32.0 6.5 2.1 43.1 57.8 3.1 4.6 5.8 0.4 12.2 4.8
Number of Traders in Each Category Total Traders: 65
. . 0 11 . 4 17 14 . 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 434,583
Positions
89,045 127,301 45,452 88,267 10,277 8,629 90,178 133,027 63,961 9,771 4,099 12,798 26,482 29,039
Changes from: March 10, 2020 Total Change is: -16,229
9,841 25,240 3,581 -20,415 -20,516 -6,883 -10,034 -22,369 8,918 2,170 -706 -4,286 879 792
Percent of Open Interest Represented by Each Category of Trader
20.5 29.3 10.5 20.3 2.4 2.0 20.8 30.6 14.7 2.2 0.9 2.9 6.1 6.7
Number of Traders in Each Category Total Traders: 168
14 16 23 21 12 15 25 54 50 7 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 17, 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 19,584
Positions
4,569 1,735 1,174 6,357 8,508 2 5,374 6,436 100 612 0 0 1,396 1,629
Changes from: March 10, 2020 Total Change is: -185
-1,018 43 857 -147 1,296 -1,213 2,932 -397 -2,314 -417 0 0 1,135 1,543
Percent of Open Interest Represented by Each Category of Trader
23.3 8.9 6.0 32.5 43.4 0.0 27.4 32.9 0.5 3.1 0.0 0.0 7.1 8.3
Number of Traders in Each Category Total Traders: 37
. . . 7 4 . . 7 . 11 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 20, 2020