Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 160,511
Positions
14,986 42,696 3,644 32,902 37,297 4,032 51,020 35,886 6,570 11,546 1,252 0 35,811 29,134
Changes from: February 25, 2020 Total Change is: -8,308
2,361 -8,469 1,291 -9,387 -2,320 -1,032 -3,585 -212 2,405 256 0 0 -617 29
Percent of Open Interest Represented by Each Category of Trader
9.3 26.6 2.3 20.5 23.2 2.5 31.8 22.4 4.1 7.2 0.8 0.0 22.3 18.2
Number of Traders in Each Category Total Traders: 107
6 8 6 15 18 11 24 24 14 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 54,436
Positions
9,938 9,533 2,103 5,053 7,456 615 19,055 15,415 1,723 740 555 0 15,209 17,036
Changes from: February 25, 2020 Total Change is: -2,756
-6,527 3,080 1,978 1,114 -8,496 46 -5,093 4,449 1,690 0 -313 0 4,036 -5,190
Percent of Open Interest Represented by Each Category of Trader
18.3 17.5 3.9 9.3 13.7 1.1 35.0 28.3 3.2 1.4 1.0 0.0 27.9 31.3
Number of Traders in Each Category Total Traders: 52
. 7 4 6 8 . 12 14 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 214,672
Positions
30,751 40,063 2,248 50,560 77,931 6,473 80,489 36,804 13,237 5,543 10,057 0 25,371 27,859
Changes from: February 25, 2020 Total Change is: 3,351
14,480 -8,488 18 -15,603 8,210 -5 9,051 -2,901 4,501 -4,033 0 -270 -4,788 2,286
Percent of Open Interest Represented by Each Category of Trader
14.3 18.7 1.0 23.6 36.3 3.0 37.5 17.1 6.2 2.6 4.7 0.0 11.8 13.0
Number of Traders in Each Category Total Traders: 125
8 8 7 16 26 14 30 27 15 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 198,404
Positions
76,432 23,919 3,576 41,741 44,192 11,471 35,012 76,283 5,704 1,893 2,921 8 22,567 30,330
Changes from: February 25, 2020 Total Change is: -25,500
-28,846 8,370 1,670 5,521 -31,726 -1,909 -3,783 7,904 2,973 -413 -1,973 8 -721 -10,817
Percent of Open Interest Represented by Each Category of Trader
38.5 12.1 1.8 21.0 22.3 5.8 17.6 38.4 2.9 1.0 1.5 0.0 11.4 15.3
Number of Traders in Each Category Total Traders: 129
8 8 4 21 25 10 26 31 17 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 640,357
Positions
29,626 170,652 35,516 376,688 142,371 27,891 42,754 183,133 15,651 27,647 11,556 592 83,992 52,995
Changes from: February 25, 2020 Total Change is: 14,794
-2,553 48,427 28,446 5,099 -36,060 -3,261 -6,997 -12,151 5,261 1,808 -1,338 -6,583 -6,426 -7,947
Percent of Open Interest Represented by Each Category of Trader
4.6 26.6 5.5 58.8 22.2 4.4 6.7 28.6 2.4 4.3 1.8 0.1 13.1 8.3
Number of Traders in Each Category Total Traders: 294
17 13 14 86 43 41 39 58 24 21 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 22,266
Positions
4,790 3,772 683 4,592 8,880 2,570 1,946 0 151 508 725 0 7,026 5,485
Changes from: February 25, 2020 Total Change is: -735
53 -22 112 -158 -734 -23 -109 0 151 508 -240 -88 -1,181 109
Percent of Open Interest Represented by Each Category of Trader
21.5 16.9 3.1 20.6 39.9 11.5 8.7 0.0 0.7 2.3 3.3 0.0 31.6 24.6
Number of Traders in Each Category Total Traders: 20
. . . 4 8 8 . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 223,084
Positions
100,273 7,315 6,943 17,118 101,260 6,080 58,831 51,047 5,221 7,316 10,629 0 21,302 34,589
Changes from: February 25, 2020 Total Change is: 9,760
11,536 -2,960 -4,427 -778 3,783 1,119 3,440 12,979 900 6,386 -492 0 -8,416 -1,142
Percent of Open Interest Represented by Each Category of Trader
44.9 3.3 3.1 7.7 45.4 2.7 26.4 22.9 2.3 3.3 4.8 0.0 9.5 15.5
Number of Traders in Each Category Total Traders: 112
6 6 5 9 29 14 26 27 10 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 53,706
Positions
436 42,056 0 13,828 0 41 28,159 3,544 812 3,701 559 391 6,338 6,303
Changes from: February 25, 2020 Total Change is: -81
-33 -2,927 -73 -15,370 -125 0 13,776 451 -2,494 -150 185 0 4,263 4,902
Percent of Open Interest Represented by Each Category of Trader
0.8 78.3 0.0 25.7 0.0 0.1 52.4 6.6 1.5 6.9 1.0 0.7 11.8 11.7
Number of Traders in Each Category Total Traders: 39
. 5 0 9 0 . 13 4 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 233,892
Positions
7,432 176,386 1,679 109,291 5,946 1,276 101,076 26,141 3,676 3,484 15,514 0 5,978 3,274
Changes from: February 25, 2020 Total Change is: -42,375
3,253 -30,466 737 -41,283 779 92 -4,697 -12,037 -214 -127 -1,083 0 -136 -183
Percent of Open Interest Represented by Each Category of Trader
3.2 75.4 0.7 46.7 2.5 0.5 43.2 11.2 1.6 1.5 6.6 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 155
7 9 4 25 8 6 54 31 8 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 55,131
Positions
36,190 328 108 3,113 38,947 196 10,810 11,084 993 1,629 1,407 0 2,092 2,068
Changes from: February 25, 2020 Total Change is: -17,094
15,488 -947 -15,044 -558 592 0 -16,505 -819 -71 101 61 0 -505 -866
Percent of Open Interest Represented by Each Category of Trader
65.6 0.6 0.2 5.6 70.6 0.4 19.6 20.1 1.8 3.0 2.6 0.0 3.8 3.8
Number of Traders in Each Category Total Traders: 59
. . . 5 11 . 10 21 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 62,847
Positions
31,076 2,206 655 3,447 22,725 554 20,209 25,970 2,725 1,680 2,438 6 2,495 5,568
Changes from: February 25, 2020 Total Change is: 4,607
2,771 -766 625 -917 1,030 25 1,661 2,685 736 309 534 0 -603 -262
Percent of Open Interest Represented by Each Category of Trader
49.4 3.5 1.0 5.5 36.2 0.9 32.2 41.3 4.3 2.7 3.9 0.0 4.0 8.9
Number of Traders in Each Category Total Traders: 112
12 . 4 7 22 6 23 32 9 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 19,860
Positions
832 6,394 2 539 2,508 1 10,469 8,170 511 6,678 0 191 637 2,083
Changes from: February 25, 2020 Total Change is: -602
0 -1,663 0 -5,820 151 1 774 399 491 4,216 -100 191 -455 -72
Percent of Open Interest Represented by Each Category of Trader
4.2 32.2 0.0 2.7 12.6 0.0 52.7 41.1 2.6 33.6 0.0 1.0 3.2 10.5
Number of Traders in Each Category Total Traders: 27
. . . . 4 . 8 9 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,848
Positions
19,045 26,008 453 8,652 2,388 1,499 6,276 6,645 1,351 125 507 0 7,449 5,999
Changes from: February 25, 2020 Total Change is: -5,886
4,398 -2,676 39 -1,991 -1,185 -742 -3,590 393 -1,262 -176 -28 0 -2,563 -425
Percent of Open Interest Represented by Each Category of Trader
42.5 58.0 1.0 19.3 5.3 3.3 14.0 14.8 3.0 0.3 1.1 0.0 16.6 13.4
Number of Traders in Each Category Total Traders: 97
20 15 4 18 8 9 21 10 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 89,696
Positions
38,089 52,016 905 17,304 4,776 2,998 12,552 13,289 2,702 249 1,013 0 14,897 11,997
Changes from: February 25, 2020 Total Change is: -11,772
8,796 -5,352 77 -3,981 -2,369 -1,484 -7,179 786 -2,524 -351 -56 0 -5,126 -850
Percent of Open Interest Represented by Each Category of Trader
42.5 58.0 1.0 19.3 5.3 3.3 14.0 14.8 3.0 0.3 1.1 0.0 16.6 13.4
Number of Traders in Each Category Total Traders: 97
20 15 4 18 8 9 21 10 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 41,600
Positions
1,364 34,338 0 35,211 0 203 2,029 5,324 0 0 464 0 2,793 1,271
Changes from: February 25, 2020 Total Change is: -1,275
573 -715 0 -3,512 -480 27 1,229 367 0 0 0 0 408 -474
Percent of Open Interest Represented by Each Category of Trader
3.3 82.5 0.0 84.6 0.0 0.5 4.9 12.8 0.0 0.0 1.1 0.0 6.7 3.1
Number of Traders in Each Category Total Traders: 28
. 8 0 11 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 687,840
Positions
43,672 158,932 43,880 266,209 136,200 82,483 72,181 82,368 38,480 27,816 37,257 1,382 111,738 106,857
Changes from: February 25, 2020 Total Change is: 70,018
190 -28,866 7,108 -19,713 27,152 26,878 16,317 6,956 6,145 4,200 -8,657 -948 29,842 34,250
Percent of Open Interest Represented by Each Category of Trader
6.3 23.1 6.4 38.7 19.8 12.0 10.5 12.0 5.6 4.0 5.4 0.2 16.2 15.5
Number of Traders in Each Category Total Traders: 627
28 52 37 171 100 126 83 106 69 39 48 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 74,667
Positions
29,144 6,242 274 2,588 4,000 0 28,689 12,657 363 0 56 0 13,609 51,075
Changes from: February 25, 2020 Total Change is: 25,601
10,649 -8,288 0 -1,016 0 0 13,445 2,604 -82 0 56 0 2,605 31,311
Percent of Open Interest Represented by Each Category of Trader
39.0 8.4 0.4 3.5 5.4 0.0 38.4 17.0 0.5 0.0 0.1 0.0 18.2 68.4
Number of Traders in Each Category Total Traders: 33
12 . . . . 0 7 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,435
Positions
7,888 5,249 16 2,184 6,663 229 713 716 0 0 0 0 2,405 562
Changes from: February 25, 2020 Total Change is: -100
211 132 16 -675 298 0 439 -134 -2 0 0 0 -89 -410
Percent of Open Interest Represented by Each Category of Trader
58.7 39.1 0.1 16.3 49.6 1.7 5.3 5.3 0.0 0.0 0.0 0.0 17.9 4.2
Number of Traders in Each Category Total Traders: 25
4 9 . 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 16,781
Positions
9,929 11,874 0 4,182 801 75 0 2,571 0 0 0 0 2,595 1,460
Changes from: February 25, 2020 Total Change is: 673
964 -498 -16 -375 115 0 -172 980 -46 0 0 0 318 138
Percent of Open Interest Represented by Each Category of Trader
59.2 70.8 0.0 24.9 4.8 0.4 0.0 15.3 0.0 0.0 0.0 0.0 15.5 8.7
Number of Traders in Each Category Total Traders: 26
8 4 0 7 . . 0 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,065,867
Positions
188,475 879,287 102,195 1,318,103 661,002 412,417 334,113 465,209 73,930 139,359 186,286 6,632 490,643 278,909
Changes from: February 25, 2020 Total Change is: 222,087
-9,648 -60,241 -7,108 -93,484 135,761 134,388 48,273 55,676 -2,779 21,280 -43,283 -5,020 136,185 14,693
Percent of Open Interest Represented by Each Category of Trader
6.1 28.7 3.3 43.0 21.6 13.5 10.9 15.2 2.4 4.5 6.1 0.2 16.0 9.1
Number of Traders in Each Category Total Traders: 626
28 51 30 171 100 126 82 107 68 39 48 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,305
Positions
19,802 16,945 0 1,863 1,455 982 311 7,355 0 0 332 0 5,347 1,236
Changes from: February 25, 2020 Total Change is: -205
638 -953 -1 -222 548 0 -6 -397 0 0 0 0 -614 598
Percent of Open Interest Represented by Each Category of Trader
70.0 59.9 0.0 6.6 5.1 3.5 1.1 26.0 0.0 0.0 1.2 0.0 18.9 4.4
Number of Traders in Each Category Total Traders: 22
5 8 0 . . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 9,419
Positions
3,681 7,564 1 3,494 1,556 0 889 0 0 0 0 0 1,354 298
Changes from: February 25, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
39.1 80.3 0.0 37.1 16.5 0.0 9.4 0.0 0.0 0.0 0.0 0.0 14.4 3.2
Number of Traders in Each Category Total Traders: 20
. 7 . 6 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 11,117
Positions
2,729 7,994 0 4,948 983 112 975 1,302 2 0 0 0 2,351 724
Changes from: February 25, 2020 Total Change is: -1,301
-1,241 -226 -3 -297 0 0 325 -913 0 -300 0 0 215 -159
Percent of Open Interest Represented by Each Category of Trader
24.5 71.9 0.0 44.5 8.8 1.0 8.8 11.7 0.0 0.0 0.0 0.0 21.1 6.5
Number of Traders in Each Category Total Traders: 20
. 7 0 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,040
Positions
5,003 10,347 0 4,421 3,781 677 1,227 0 0 309 900 0 4,403 335
Changes from: February 25, 2020 Total Change is: 87
-1,780 1,534 0 1,242 45 -312 116 0 0 0 0 0 821 -1,180
Percent of Open Interest Represented by Each Category of Trader
31.2 64.5 0.0 27.6 23.6 4.2 7.6 0.0 0.0 1.9 5.6 0.0 27.5 2.1
Number of Traders in Each Category Total Traders: 26
5 9 0 5 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 72,814
Positions
10,544 19,929 816 43,741 42,586 3,182 4,587 1,016 671 0 1,608 0 9,273 3,006
Changes from: February 25, 2020 Total Change is: -2,867
4,041 -10,975 605 -8,641 5,265 904 1,767 453 659 0 683 0 -2,202 -461
Percent of Open Interest Represented by Each Category of Trader
14.5 27.4 1.1 60.1 58.5 4.4 6.3 1.4 0.9 0.0 2.2 0.0 12.7 4.1
Number of Traders in Each Category Total Traders: 86
8 8 . 32 23 16 11 . 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 43,369
Positions
5,196 10,375 2,003 15,512 7,779 829 9,838 11,978 1,050 1,486 2,194 9 7,446 7,153
Changes from: February 25, 2020 Total Change is: 436
404 -3,153 1,397 1,082 1,138 -463 313 2,898 220 -48 462 -44 -2,426 -2,020
Percent of Open Interest Represented by Each Category of Trader
12.0 23.9 4.6 35.8 17.9 1.9 22.7 27.6 2.4 3.4 5.1 0.0 17.2 16.5
Number of Traders in Each Category Total Traders: 258
20 23 8 64 33 30 32 50 23 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 216,843
Positions
25,980 51,877 10,014 77,560 38,893 4,145 49,190 59,888 5,249 7,429 10,968 46 37,230 35,763
Changes from: February 25, 2020 Total Change is: 2,178
2,020 -15,764 6,987 5,412 5,692 -2,314 1,566 14,491 1,099 -240 2,310 -221 -12,131 -10,102
Percent of Open Interest Represented by Each Category of Trader
12.0 23.9 4.6 35.8 17.9 1.9 22.7 27.6 2.4 3.4 5.1 0.0 17.2 16.5
Number of Traders in Each Category Total Traders: 258
20 23 8 64 33 30 32 50 23 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 468,213
Positions
48,520 101,770 9,013 235,649 194,730 43,406 87,815 73,944 8,285 14,095 20,512 6 21,424 16,547
Changes from: February 25, 2020 Total Change is: -11,208
-8,055 -36,911 1,708 -26,043 21,585 8,538 8,168 838 2,671 6,005 -7,825 -20 -4,180 -1,792
Percent of Open Interest Represented by Each Category of Trader
10.4 21.7 1.9 50.3 41.6 9.3 18.8 15.8 1.8 3.0 4.4 0.0 4.6 3.5
Number of Traders in Each Category Total Traders: 301
23 20 7 80 53 48 52 48 20 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 17,253
Positions
2,088 6,823 0 6,446 1,065 37 2,351 4,027 1,043 0 393 0 5,288 3,865
Changes from: February 25, 2020 Total Change is: -2,306
300 218 0 -3,503 888 -67 1,321 -2,586 440 -300 -1,300 0 -497 101
Percent of Open Interest Represented by Each Category of Trader
12.1 39.5 0.0 37.4 6.2 0.2 13.6 23.3 6.0 0.0 2.3 0.0 30.6 22.4
Number of Traders in Each Category Total Traders: 27
. 4 0 6 . . 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,600
Positions
15,458 7,361 28 13,904 3,683 803 8,348 14,116 2,555 421 1,172 0 10,083 21,882
Changes from: February 25, 2020 Total Change is: -8,494
4,691 2,363 27 -6,525 71 578 -7,836 -2,031 1,347 -1,723 247 0 947 -11,096
Percent of Open Interest Represented by Each Category of Trader
30.0 14.3 0.1 26.9 7.1 1.6 16.2 27.4 5.0 0.8 2.3 0.0 19.5 42.4
Number of Traders in Each Category Total Traders: 81
13 8 . 13 7 8 12 23 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 388,064
Positions
37,406 250,071 664 302,185 87,401 21,771 13,374 20,409 1,316 2,095 1,172 0 9,253 5,260
Changes from: February 25, 2020 Total Change is: 10,216
-2,354 -3,799 286 22,310 13,168 -4,582 -4,488 4,319 175 -369 376 0 -762 273
Percent of Open Interest Represented by Each Category of Trader
9.6 64.4 0.2 77.9 22.5 5.6 3.4 5.3 0.3 0.5 0.3 0.0 2.4 1.4
Number of Traders in Each Category Total Traders: 178
12 18 4 68 36 35 15 21 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,535,141
Positions
129,766 949,853 7,509 1,025,868 340,005 114,439 116,119 37,300 3,992 100,675 60,269 3,881 32,892 17,893
Changes from: February 25, 2020 Total Change is: -991
-2,990 -74,428 473 -31,408 57,969 7,067 -31,867 2,812 -1,440 56,514 337 1,140 1,520 5,079
Percent of Open Interest Represented by Each Category of Trader
8.5 61.9 0.5 66.8 22.1 7.5 7.6 2.4 0.3 6.6 3.9 0.3 2.1 1.2
Number of Traders in Each Category Total Traders: 446
25 25 9 169 74 81 67 34 19 38 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 137,717
Positions
16,810 95,189 39,655 18,110 0 386 56,105 0 1,926 4,647 0 0 78 561
Changes from: February 25, 2020 Total Change is: 12,489
-153 8,890 3,499 -679 0 -450 9,506 0 50 690 0 0 26 500
Percent of Open Interest Represented by Each Category of Trader
12.2 69.1 28.8 13.2 0.0 0.3 40.7 0.0 1.4 3.4 0.0 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 51
7 17 13 9 0 . 12 0 4 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,230,954
Positions
32,438 202,682 6,067 607,220 281,293 234,397 59,498 280,289 49,026 73,945 41,003 31 168,332 136,166
Changes from: February 25, 2020 Total Change is: -263,003
13,789 36,572 -20,816 66,082 6,057 -5,154 -10,633 28,123 -271,179 -8,951 -12,809 -3,949 -22,192 -19,848
Percent of Open Interest Represented by Each Category of Trader
2.6 16.5 0.5 49.3 22.9 19.0 4.8 22.8 4.0 6.0 3.3 0.0 13.7 11.1
Number of Traders in Each Category Total Traders: 205
9 22 9 61 36 57 17 42 18 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,175,514
Positions
41,676 130,027 2,689 635,671 89,162 200,299 42,954 624,162 34,512 52,267 2,366 0 165,446 92,297
Changes from: February 25, 2020 Total Change is: -132,886
5,084 -1,204 -8,913 -18,852 10,677 -42,329 17,589 -5,620 -63,589 516 -3,720 0 -22,392 -18,188
Percent of Open Interest Represented by Each Category of Trader
3.5 11.1 0.2 54.1 7.6 17.0 3.7 53.1 2.9 4.4 0.2 0.0 14.1 7.9
Number of Traders in Each Category Total Traders: 145
5 11 6 69 16 50 9 28 18 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,289,006
Positions
47,973 302,060 19,082 1,536,824 775,583 277,884 828,850 1,577,296 125,777 251,083 104,795 1,812 199,721 104,717
Changes from: February 25, 2020 Total Change is: -309,427
-2,149 -20,795 -25,991 3,083 -9,840 -114,772 10,353 -47,970 -34,550 -103,147 -4,289 -6,442 -35,812 -44,778
Percent of Open Interest Represented by Each Category of Trader
1.5 9.2 0.6 46.7 23.6 8.4 25.2 48.0 3.8 7.6 3.2 0.1 6.1 3.2
Number of Traders in Each Category Total Traders: 350
16 28 10 122 32 68 65 49 34 25 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,913,108
Positions
209,585 205,385 83,854 1,594,656 775,651 792,344 498,553 1,245,886 98,405 155,080 276,663 30,297 450,334 404,623
Changes from: February 25, 2020 Total Change is: -294,874
-49,069 14,488 -31,321 -38,068 -109,022 -26,730 31,538 83,208 -115,674 42,438 27,643 -30,450 -77,538 -107,016
Percent of Open Interest Represented by Each Category of Trader
5.4 5.2 2.1 40.8 19.8 20.2 12.7 31.8 2.5 4.0 7.1 0.8 11.5 10.3
Number of Traders in Each Category Total Traders: 417
25 37 21 115 67 99 58 73 47 15 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 896,614
Positions
76,871 36,299 4,102 374,102 286,800 133,281 110,719 204,063 16,819 49,546 34,430 89 131,085 180,731
Changes from: February 25, 2020 Total Change is: -133,472
-80,568 -12,120 -2,866 6,583 -5,133 -629 -21,285 -6,179 -17,436 1,644 -1,423 56 -18,971 -87,742
Percent of Open Interest Represented by Each Category of Trader
8.6 4.0 0.5 41.7 32.0 14.9 12.3 22.8 1.9 5.5 3.8 0.0 14.6 20.2
Number of Traders in Each Category Total Traders: 109
4 5 . 27 36 40 14 15 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,641,287
Positions
116,404 530,007 36,430 2,242,533 664,464 762,195 744,328 1,980,181 122,047 273,250 240,959 2,348 341,752 302,656
Changes from: February 25, 2020 Total Change is: -217,891
-43,664 24,081 -26,012 110,780 22,225 -92,888 209,767 277,741 -260,436 -18,453 14,333 -53,597 -43,388 -123,338
Percent of Open Interest Represented by Each Category of Trader
2.5 11.4 0.8 48.3 14.3 16.4 16.0 42.7 2.6 5.9 5.2 0.1 7.4 6.5
Number of Traders in Each Category Total Traders: 327
14 29 14 98 45 77 37 70 30 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,731,708
Positions
275,956 364,169 400,124 40,181 89,899 13,685 547,726 395,548 380,242 20,448 19,293 17,154 36,192 51,594
Changes from: February 25, 2020 Total Change is: -368,379
-122,466 -74,893 -41,860 33,731 17,578 -4,844 -18,510 -112,961 -163,716 -41,817 -5,400 10,960 -19,857 6,757
Percent of Open Interest Represented by Each Category of Trader
15.9 21.0 23.1 2.3 5.2 0.8 31.6 22.8 22.0 1.2 1.1 1.0 2.1 3.0
Number of Traders in Each Category Total Traders: 128
21 28 42 . 5 . 21 37 45 6 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is11,821,031
Positions
1,731,045 2,587,735 2,131,875 519,623 1,463,519 751,083 2,852,159 752,423 3,164,533 49,692 122,371 26,545 594,476 820,947
Changes from: February 25, 2020 Total Change is: -65,123
-325,143 331,340 117,776 -99,609 -570,190 28,696 277,346 -38,546 140,717 -73,159 -3,634 -34,270 -97,477 -37,012
Percent of Open Interest Represented by Each Category of Trader
14.6 21.9 18.0 4.4 12.4 6.4 24.1 6.4 26.8 0.4 1.0 0.2 5.0 6.9
Number of Traders in Each Category Total Traders: 252
33 47 72 18 17 20 70 36 88 12 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 209,585
Positions
22,098 94,174 24,799 5,525 27,142 10,145 115,743 21,071 28,468 749 0 846 1,212 2,940
Changes from: February 25, 2020 Total Change is: 31,971
12,986 7,644 1,228 -17 19,015 1,574 11,923 -670 3,567 383 -497 365 -38 -255
Percent of Open Interest Represented by Each Category of Trader
10.5 44.9 11.8 2.6 13.0 4.8 55.2 10.1 13.6 0.4 0.0 0.4 0.6 1.4
Number of Traders in Each Category Total Traders: 61
4 17 7 . . . 17 12 19 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 306,314
Positions
4,767 97,922 30,068 37,550 21,353 6,195 161,020 93,408 55,565 10,121 646 315 713 842
Changes from: February 25, 2020 Total Change is: 2,733
492 -636 -10,548 16,205 14,931 1,257 5,300 7,262 -9,316 -920 -55 -27 290 -135
Percent of Open Interest Represented by Each Category of Trader
1.6 32.0 9.8 12.3 7.0 2.0 52.6 30.5 18.1 3.3 0.2 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 86
6 17 15 4 6 . 23 26 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 103,321
Positions
838 36,092 0 1,030 3,619 7 20,271 12,012 49,068 32,100 1,051 0 7 1,472
Changes from: February 25, 2020 Total Change is: 2,697
0 -838 0 92 60 -31 1,466 183 3,820 -2,629 -89 0 -21 -408
Percent of Open Interest Represented by Each Category of Trader
0.8 34.9 0.0 1.0 3.5 0.0 19.6 11.6 47.5 31.1 1.0 0.0 0.0 1.4
Number of Traders in Each Category Total Traders: 28
. 4 0 . 7 . 4 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 44,315
Positions
125 11,534 0 1,541 370 115 16,087 4,331 26,446 0 0 0 1 1,519
Changes from: February 25, 2020 Total Change is: 10,002
-23 -149 0 248 -105 0 -440 11 10,216 0 0 0 1 29
Percent of Open Interest Represented by Each Category of Trader
0.3 26.0 0.0 3.5 0.8 0.3 36.3 9.8 59.7 0.0 0.0 0.0 0.0 3.4
Number of Traders in Each Category Total Traders: 20
. 4 0 . 5 . 4 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 46,902
Positions
10,601 0 16,188 0 111 0 705 12,317 14,737 3,920 3,275 246 505 28
Changes from: February 25, 2020 Total Change is: 1,612
0 0 0 0 0 0 0 472 1,122 0 58 0 490 -40
Percent of Open Interest Represented by Each Category of Trader
22.6 0.0 34.5 0.0 0.2 0.0 1.5 26.3 31.4 8.4 7.0 0.5 1.1 0.1
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,837
Positions
66 159 0 163 196 0 764 3,454 208 1,234 0 413 1,989 407
Changes from: February 25, 2020 Total Change is: -795
-5 -19 -5 -1 7 0 -1,010 -1,057 106 -507 -38 231 396 -20
Percent of Open Interest Represented by Each Category of Trader
1.4 3.3 0.0 3.4 4.1 0.0 15.8 71.4 4.3 25.5 0.0 8.5 41.1 8.4
Number of Traders in Each Category Total Traders: 40
. . 0 . . 0 12 11 5 8 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 39,782
Positions
605 26,491 0 18,544 1,962 608 14,300 7,123 1,467 1,198 502 100 2,960 1,529
Changes from: February 25, 2020 Total Change is: -8,103
10 -9 0 -106 404 -2 -6,864 -8,154 221 -738 -243 -84 -540 -236
Percent of Open Interest Represented by Each Category of Trader
1.5 66.6 0.0 46.6 4.9 1.5 35.9 17.9 3.7 3.0 1.3 0.3 7.4 3.8
Number of Traders in Each Category Total Traders: 84
. . 0 17 4 4 28 13 10 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 3, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 451,311
Positions
62,075 72,491 35,574 122,652 29,194 28,091 90,557 169,024 60,447 5,665 2,948 17,984 28,266 35,558
Changes from: February 25, 2020 Total Change is: 20,070
-19,122 33,386 3,480 -905 -34,093 6,483 46,620 16,566 -16,274 -6,422 57 2,371 3,839 8,094
Percent of Open Interest Represented by Each Category of Trader
13.8 16.1 7.9 27.2 6.5 6.2 20.1 37.5 13.4 1.3 0.7 4.0 6.3 7.9
Number of Traders in Each Category Total Traders: 218
13 22 16 30 20 30 48 50 61 7 11 20
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Traders in Financial Futures - Futures Only Positions as of March 3, 2020
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 19,581
Positions
7,495 664 329 8,046 7,653 680 1,612 9,967 155 1,020 0 0 244 133
Changes from: February 25, 2020 Total Change is: -1,471
-78 -101 65 -3,409 3,217 189 1,535 -4,947 55 222 -30 0 -50 81
Percent of Open Interest Represented by Each Category of Trader
38.3 3.4 1.7 41.1 39.1 3.5 8.2 50.9 0.8 5.2 0.0 0.0 1.2 0.7
Number of Traders in Each Category Total Traders: 41
5 . . 8 5 . . 7 . 13 0 0
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Updated March 06, 2020