Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 147,621
Positions
36,086 13,683 951 43,138 32,081 4,885 13,384 57,434 6,895 16,613 739 129 25,540 30,824
Changes from: February 19, 2019 Total Change is: 5,001
-5,622 4,852 -189 8,157 -6,375 1,614 1,757 6,054 135 189 11 76 -1,116 -1,177
Percent of Open Interest Represented by Each Category of Trader
24.4 9.3 0.6 29.2 21.7 3.3 9.1 38.9 4.7 11.3 0.5 0.1 17.3 20.9
Number of Traders in Each Category Total Traders: 106
8 6 5 17 14 11 17 28 10 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,277
Positions
46,111 2,628 182 1,725 26,684 1,316 16,513 19,695 487 438 919 0 8,505 23,366
Changes from: February 19, 2019 Total Change is: 665
464 -494 0 248 1,812 649 -262 -625 -245 0 0 0 -189 -432
Percent of Open Interest Represented by Each Category of Trader
61.3 3.5 0.2 2.3 35.4 1.7 21.9 26.2 0.6 0.6 1.2 0.0 11.3 31.0
Number of Traders in Each Category Total Traders: 57
7 . . . 18 5 11 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 202,065
Positions
58,448 30,839 3,050 50,202 67,322 4,567 39,655 50,545 5,610 11,791 7,708 0 28,742 32,424
Changes from: February 19, 2019 Total Change is: 161
-14,922 7,666 180 2,541 -10,146 237 7,041 4,050 -429 -81 203 0 5,594 -1,600
Percent of Open Interest Represented by Each Category of Trader
28.9 15.3 1.5 24.8 33.3 2.3 19.6 25.0 2.8 5.8 3.8 0.0 14.2 16.0
Number of Traders in Each Category Total Traders: 115
9 7 5 13 25 10 27 27 18 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 186,158
Positions
75,228 60,001 4,522 32,777 40,643 9,175 30,119 32,690 4,385 3,688 2,508 0 26,264 32,234
Changes from: February 19, 2019 Total Change is: 2,135
930 -8,640 -214 850 5,004 -267 2,578 3,822 -651 -1,214 0 0 123 3,081
Percent of Open Interest Represented by Each Category of Trader
40.4 32.2 2.4 17.6 21.8 4.9 16.2 17.6 2.4 2.0 1.3 0.0 14.1 17.3
Number of Traders in Each Category Total Traders: 112
5 11 5 18 20 11 28 25 17 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 528,376
Positions
48,921 116,287 4,775 296,739 173,758 25,692 30,866 113,046 11,135 19,300 21,349 261 90,687 62,073
Changes from: February 19, 2019 Total Change is: -9,020
1,928 -3,752 -186 -8,436 3,335 -700 -154 -8,616 -15 -111 1,254 -6 -1,340 -334
Percent of Open Interest Represented by Each Category of Trader
9.3 22.0 0.9 56.2 32.9 4.9 5.8 21.4 2.1 3.7 4.0 0.0 17.2 11.7
Number of Traders in Each Category Total Traders: 276
18 9 11 94 38 44 31 49 21 21 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 31,350
Positions
0 13,776 0 12,646 6,796 2,586 3,428 0 31 0 727 5 12,654 7,429
Changes from: February 19, 2019 Total Change is: 926
0 -21 0 -458 -70 -17 1,686 0 21 0 0 0 -306 1,013
Percent of Open Interest Represented by Each Category of Trader
0.0 43.9 0.0 40.3 21.7 8.2 10.9 0.0 0.1 0.0 2.3 0.0 40.4 23.7
Number of Traders in Each Category Total Traders: 24
0 . 0 12 5 8 4 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 130,502
Positions
54,269 10,274 3,836 19,002 37,150 2,936 18,403 31,361 4,276 5,404 3,632 0 22,376 37,037
Changes from: February 19, 2019 Total Change is: 1,279
-2,122 522 883 5,602 349 387 -1,938 1,822 -946 973 -1,742 0 -1,560 4
Percent of Open Interest Represented by Each Category of Trader
41.6 7.9 2.9 14.6 28.5 2.2 14.1 24.0 3.3 4.1 2.8 0.0 17.1 28.4
Number of Traders in Each Category Total Traders: 88
9 6 4 13 20 8 14 22 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,213
Positions
0 30,051 505 43,378 574 0 3,616 14,873 544 444 2,670 0 1,726 996
Changes from: February 19, 2019 Total Change is: 845
0 0 0 136 -22 0 674 854 343 -6 0 0 -302 -330
Percent of Open Interest Represented by Each Category of Trader
0.0 59.8 1.0 86.4 1.1 0.0 7.2 29.6 1.1 0.9 5.3 0.0 3.4 2.0
Number of Traders in Each Category Total Traders: 37
0 6 . 8 . 0 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 236,584
Positions
508 126,329 800 145,584 15,730 325 78,452 55,052 974 2,754 23,517 0 7,187 13,857
Changes from: February 19, 2019 Total Change is: 2,792
-95 910 0 5,203 2,258 -521 -2,806 119 673 210 -70 0 128 -577
Percent of Open Interest Represented by Each Category of Trader
0.2 53.4 0.3 61.5 6.6 0.1 33.2 23.3 0.4 1.2 9.9 0.0 3.0 5.9
Number of Traders in Each Category Total Traders: 173
. 10 . 29 13 . 57 34 6 12 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 21,065
Positions
325 1,584 5,703 1,171 2,893 0 9,316 8,602 701 800 390 0 3,049 1,192
Changes from: February 19, 2019 Total Change is: 6,167
0 0 5,676 283 -156 0 -206 -23 214 140 15 0 60 441
Percent of Open Interest Represented by Each Category of Trader
1.5 7.5 27.1 5.6 13.7 0.0 44.2 40.8 3.3 3.8 1.9 0.0 14.5 5.7
Number of Traders in Each Category Total Traders: 32
. . . . 4 0 7 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,407
Positions
9,582 2,213 69 12,043 8,790 667 7,569 13,917 2,126 119 2,508 0 3,232 5,117
Changes from: February 19, 2019 Total Change is: -1,351
-745 -361 0 357 -346 214 -1,088 -712 -34 -136 40 0 81 -152
Percent of Open Interest Represented by Each Category of Trader
27.1 6.3 0.2 34.0 24.8 1.9 21.4 39.3 6.0 0.3 7.1 0.0 9.1 14.5
Number of Traders in Each Category Total Traders: 75
5 4 . 10 9 4 21 20 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,707
Positions
11,676 20,904 877 9,752 3,810 1,555 10,586 4,858 276 1,551 1,281 0 6,436 9,148
Changes from: February 19, 2019 Total Change is: 1,638
-473 2,643 23 1,460 218 282 559 -454 -127 -10 -235 0 -76 -712
Percent of Open Interest Represented by Each Category of Trader
27.3 48.9 2.1 22.8 8.9 3.6 24.8 11.4 0.6 3.6 3.0 0.0 15.1 21.4
Number of Traders in Each Category Total Traders: 98
13 20 6 16 . 5 21 16 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 85,414
Positions
23,351 41,808 1,754 19,504 7,619 3,110 21,171 9,715 551 3,101 2,562 0 12,872 18,295
Changes from: February 19, 2019 Total Change is: 3,276
-946 5,285 45 2,920 436 564 1,118 -907 -254 -20 -470 0 -151 -1,423
Percent of Open Interest Represented by Each Category of Trader
27.3 48.9 2.1 22.8 8.9 3.6 24.8 11.4 0.6 3.6 3.0 0.0 15.1 21.4
Number of Traders in Each Category Total Traders: 98
13 20 6 16 . 5 21 16 . . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,491
Positions
10,509 26,653 0 18,218 1,289 544 360 2,159 0 0 446 0 1,860 400
Changes from: February 19, 2019 Total Change is: 245
250 790 0 -290 71 -82 0 -356 0 0 0 0 367 -178
Percent of Open Interest Represented by Each Category of Trader
33.4 84.6 0.0 57.9 4.1 1.7 1.1 6.9 0.0 0.0 1.4 0.0 5.9 1.3
Number of Traders in Each Category Total Traders: 23
. 7 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 603,122
Positions
48,665 104,363 57,929 256,609 130,509 59,644 41,995 75,377 24,425 17,077 53,607 2,556 94,222 94,712
Changes from: February 19, 2019 Total Change is: 13,827
-6,646 9,129 9,161 10,734 -7,921 446 2,748 5,658 -1,320 293 2,486 -934 -657 -2,879
Percent of Open Interest Represented by Each Category of Trader
8.1 17.3 9.6 42.5 21.6 9.9 7.0 12.5 4.0 2.8 8.9 0.4 15.6 15.7
Number of Traders in Each Category Total Traders: 580
29 43 26 167 98 120 72 101 61 33 37 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,238
Positions
24,403 8,356 7,543 3,326 7,197 0 12,387 2,075 904 0 7 9 14,666 37,147
Changes from: February 19, 2019 Total Change is: -409
-925 1,831 1,035 31 0 0 -564 -2,088 676 0 4 0 -662 -1,867
Percent of Open Interest Represented by Each Category of Trader
38.6 13.2 11.9 5.3 11.4 0.0 19.6 3.3 1.4 0.0 0.0 0.0 23.2 58.7
Number of Traders in Each Category Total Traders: 32
7 5 . . . 0 8 6 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,559
Positions
2,796 11,020 20 7,767 857 141 483 574 0 0 0 0 2,352 947
Changes from: February 19, 2019 Total Change is: -382
-40 -104 20 -418 0 40 0 0 0 0 0 0 16 -338
Percent of Open Interest Represented by Each Category of Trader
20.6 81.3 0.1 57.3 6.3 1.0 3.6 4.2 0.0 0.0 0.0 0.0 17.3 7.0
Number of Traders in Each Category Total Traders: 23
. 9 . 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,699,419
Positions
227,032 585,757 146,208 1,271,900 622,046 292,736 205,879 424,348 59,768 85,384 267,998 12,733 397,779 287,825
Changes from: February 19, 2019 Total Change is: 71,179
-24,215 40,879 36,244 51,863 -41,256 3,884 3,301 25,469 3,281 1,466 12,410 -4,670 25 -5,062
Percent of Open Interest Represented by Each Category of Trader
8.4 21.7 5.4 47.1 23.0 10.8 7.6 15.7 2.2 3.2 9.9 0.5 14.7 10.7
Number of Traders in Each Category Total Traders: 576
28 44 21 167 97 120 73 99 58 33 35 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,335
Positions
6,082 11,544 0 7,861 2,503 1,003 0 804 7 0 0 0 1,382 474
Changes from: February 19, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
37.2 70.7 0.0 48.1 15.3 6.1 0.0 4.9 0.0 0.0 0.0 0.0 8.5 2.9
Number of Traders in Each Category Total Traders: 20
. 9 0 . . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,707
Positions
11,657 12,614 31 2,881 1,400 78 228 387 0 0 825 0 832 372
Changes from: February 19, 2019 Total Change is: -1,264
-46 -87 31 -214 0 -141 0 -213 0 0 0 0 -894 -854
Percent of Open Interest Represented by Each Category of Trader
74.2 80.3 0.2 18.3 8.9 0.5 1.5 2.5 0.0 0.0 5.3 0.0 5.3 2.4
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,428
Positions
8,812 10,863 0 4,989 3,333 951 1,444 1,271 0 0 890 0 2,232 1,120
Changes from: February 19, 2019 Total Change is: 1,060
1,083 349 0 636 715 -3 0 211 0 0 0 0 -656 -212
Percent of Open Interest Represented by Each Category of Trader
47.8 58.9 0.0 27.1 18.1 5.2 7.8 6.9 0.0 0.0 4.8 0.0 12.1 6.1
Number of Traders in Each Category Total Traders: 29
6 6 0 7 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 67,602
Positions
9,111 14,331 2,101 41,439 36,207 2,674 2,341 3,907 233 263 4,187 0 9,440 3,962
Changes from: February 19, 2019 Total Change is: 79
-2,004 2,911 -503 1,835 -283 -558 907 -857 79 0 -292 0 323 -418
Percent of Open Interest Represented by Each Category of Trader
13.5 21.2 3.1 61.3 53.6 4.0 3.5 5.8 0.3 0.4 6.2 0.0 14.0 5.9
Number of Traders in Each Category Total Traders: 81
4 9 . 34 18 14 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 44,657
Positions
17,565 10,838 257 12,615 13,715 882 5,939 8,532 805 1,420 1,378 11 5,164 8,240
Changes from: February 19, 2019 Total Change is: 337
-274 69 0 720 449 -22 245 110 -77 -293 -207 -1 38 16
Percent of Open Interest Represented by Each Category of Trader
39.3 24.3 0.6 28.2 30.7 2.0 13.3 19.1 1.8 3.2 3.1 0.0 11.6 18.5
Number of Traders in Each Category Total Traders: 239
25 18 6 52 34 26 29 56 20 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 223,287
Positions
87,825 54,192 1,285 63,077 68,573 4,409 29,696 42,658 4,025 7,099 6,891 53 25,818 41,201
Changes from: February 19, 2019 Total Change is: 1,686
-1,371 343 2 3,602 2,246 -109 1,224 548 -384 -1,467 -1,036 -3 192 79
Percent of Open Interest Represented by Each Category of Trader
39.3 24.3 0.6 28.2 30.7 2.0 13.3 19.1 1.8 3.2 3.1 0.0 11.6 18.5
Number of Traders in Each Category Total Traders: 239
25 18 6 52 34 26 29 56 20 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 509,404
Positions
95,071 95,133 12,875 257,965 219,474 42,029 69,251 83,503 4,902 7,870 31,869 38 19,403 19,581
Changes from: February 19, 2019 Total Change is: 13,436
-3,762 14,528 2,637 1,403 -4,641 1,110 13,182 1,562 -1,639 -1,388 718 8 1,885 -847
Percent of Open Interest Represented by Each Category of Trader
18.7 18.7 2.5 50.6 43.1 8.3 13.6 16.4 1.0 1.5 6.3 0.0 3.8 3.8
Number of Traders in Each Category Total Traders: 290
26 19 7 75 56 40 42 52 25 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,234
Positions
4,970 3,316 0 10,434 1,546 520 4,699 20,303 597 1,959 0 0 6,055 2,952
Changes from: February 19, 2019 Total Change is: -172
1 -150 0 0 980 -32 -507 -892 93 482 0 0 -209 -171
Percent of Open Interest Represented by Each Category of Trader
17.0 11.3 0.0 35.7 5.3 1.8 16.1 69.4 2.0 6.7 0.0 0.0 20.7 10.1
Number of Traders in Each Category Total Traders: 35
. . 0 12 4 . 5 5 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 71,349
Positions
14,416 14,999 1,446 17,994 6,672 2,195 24,114 7,756 1,231 310 933 0 9,643 36,117
Changes from: February 19, 2019 Total Change is: -1,827
-768 837 80 -591 -180 -83 -1,172 -3,009 50 -24 533 0 681 -55
Percent of Open Interest Represented by Each Category of Trader
20.2 21.0 2.0 25.2 9.4 3.1 33.8 10.9 1.7 0.4 1.3 0.0 13.5 50.6
Number of Traders in Each Category Total Traders: 69
14 8 . 16 7 8 12 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 326,655
Positions
32,283 201,624 3,136 241,974 75,533 20,908 13,759 17,294 115 6,354 1,481 0 8,126 6,564
Changes from: February 19, 2019 Total Change is: 15,588
3,589 15,936 -82 15,549 -2,061 -580 -2,685 3,070 -100 160 0 0 -263 -595
Percent of Open Interest Represented by Each Category of Trader
9.9 61.7 1.0 74.1 23.1 6.4 4.2 5.3 0.0 1.9 0.5 0.0 2.5 2.0
Number of Traders in Each Category Total Traders: 168
13 11 5 66 35 28 14 20 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,384,358
Positions
84,453 938,642 5,044 1,038,286 217,207 103,348 88,514 89,371 1,951 29,188 15,497 208 33,366 13,090
Changes from: February 19, 2019 Total Change is: 207
782 6,131 1,617 4,940 -10,547 -46 -2,513 -1,825 287 -4,166 4,039 -283 -411 834
Percent of Open Interest Represented by Each Category of Trader
6.1 67.8 0.4 75.0 15.7 7.5 6.4 6.5 0.1 2.1 1.1 0.0 2.4 0.9
Number of Traders in Each Category Total Traders: 433
25 20 11 188 62 84 67 31 12 32 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 78,951
Positions
30,331 47,979 30,306 6,750 0 305 10,182 0 300 752 0 0 25 61
Changes from: February 19, 2019 Total Change is: 1,948
898 578 1,370 -490 0 0 170 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.4 60.8 38.4 8.5 0.0 0.4 12.9 0.0 0.4 1.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 15 7 8 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,141,835
Positions
10,645 108,301 9,181 462,847 344,190 199,198 112,243 152,545 117,320 26,617 31,226 2,134 201,650 177,740
Changes from: February 19, 2019 Total Change is: 130,960
-6,406 2,065 3,660 -8,455 -31,106 18,402 -4,707 32,536 89,632 -1,619 1,973 588 39,865 13,210
Percent of Open Interest Represented by Each Category of Trader
0.9 9.5 0.8 40.5 30.1 17.4 9.8 13.4 10.3 2.3 2.7 0.2 17.7 15.6
Number of Traders in Each Category Total Traders: 178
4 19 8 58 29 50 25 28 18 7 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,199,594
Positions
7,692 196,122 8,284 697,362 42,348 182,490 26,193 615,961 32,265 32,756 0 951 211,601 121,173
Changes from: February 19, 2019 Total Change is: -25,055
115 -42,227 -1,118 -28,367 2,680 -8,153 1,177 12,802 -19,093 -10,909 0 700 40,593 29,354
Percent of Open Interest Represented by Each Category of Trader
0.6 16.3 0.7 58.1 3.5 15.2 2.2 51.3 2.7 2.7 0.0 0.1 17.6 10.1
Number of Traders in Each Category Total Traders: 125
. 12 9 62 12 44 7 26 19 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,107,022
Positions
136,288 270,871 51,268 1,293,275 388,030 285,583 555,385 1,627,969 127,292 403,664 162,033 31,119 223,148 162,857
Changes from: February 19, 2019 Total Change is: -147,140
-149 30,989 12,489 -32,339 75,514 -5,798 51,579 -99,939 -180,343 -32,496 -15,105 13,433 26,484 21,620
Percent of Open Interest Represented by Each Category of Trader
4.4 8.7 1.7 41.6 12.5 9.2 17.9 52.4 4.1 13.0 5.2 1.0 7.2 5.2
Number of Traders in Each Category Total Traders: 324
19 26 17 105 29 69 52 53 38 22 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,229,624
Positions
188,430 312,598 76,714 1,900,167 876,855 684,406 345,867 1,342,745 238,264 260,065 218,281 31,324 504,387 448,437
Changes from: February 19, 2019 Total Change is: -21,610
20,032 -27,577 -6,437 -78,486 4,992 -3,040 23,173 11,314 -17,261 -24,910 -16,481 11,831 53,488 21,049
Percent of Open Interest Represented by Each Category of Trader
4.5 7.4 1.8 44.9 20.7 16.2 8.2 31.7 5.6 6.1 5.2 0.7 11.9 10.6
Number of Traders in Each Category Total Traders: 382
23 29 20 100 67 95 60 68 54 18 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 744,615
Positions
26,870 62,677 3,666 268,639 222,541 95,672 130,930 126,338 23,865 57,836 15,714 500 136,637 193,642
Changes from: February 19, 2019 Total Change is: 54,276
4,644 -27,113 2,032 -3,903 10,660 4,026 5,517 7,156 16,954 -750 -53 0 25,756 40,614
Percent of Open Interest Represented by Each Category of Trader
3.6 8.4 0.5 36.1 29.9 12.8 17.6 17.0 3.2 7.8 2.1 0.1 18.4 26.0
Number of Traders in Each Category Total Traders: 106
4 8 6 26 35 37 14 12 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,446,488
Positions
146,574 418,017 58,234 2,354,852 772,309 606,003 539,640 1,702,600 148,036 198,582 308,215 3,501 391,066 429,573
Changes from: February 19, 2019 Total Change is: -124,842
38,064 -31,357 -29,275 -7,810 36,583 -60,620 17,804 9,857 -96,775 -14,009 -30,549 -233 28,012 77,527
Percent of Open Interest Represented by Each Category of Trader
3.3 9.4 1.3 53.0 17.4 13.6 12.1 38.3 3.3 4.5 6.9 0.1 8.8 9.7
Number of Traders in Each Category Total Traders: 328
15 30 21 92 53 82 42 65 45 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,896,319
Positions
586,181 252,910 451,322 24,204 15,400 91,243 202,538 561,336 412,421 59,005 24,694 28,141 41,264 58,852
Changes from: February 19, 2019 Total Change is: 78,166
75,503 2,984 -13,805 -16,199 -600 14,153 8,389 57,289 2,698 -942 12,000 4,528 3,841 -1,081
Percent of Open Interest Represented by Each Category of Trader
30.9 13.3 23.8 1.3 0.8 4.8 10.7 29.6 21.7 3.1 1.3 1.5 2.2 3.1
Number of Traders in Each Category Total Traders: 164
23 37 50 4 4 4 33 41 48 10 6 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is12,412,924
Positions
2,825,566 1,348,955 2,664,527 444,755 1,445,219 985,744 1,439,096 1,276,214 3,028,271 113,614 291,169 208,582 702,769 1,164,243
Changes from: February 19, 2019 Total Change is: 253,369
-119,230 -63,719 111,578 78 95,811 57,057 142,928 -50,426 -10,341 3,140 -6,562 -366 68,525 120,337
Percent of Open Interest Represented by Each Category of Trader
22.8 10.9 21.5 3.6 11.6 7.9 11.6 10.3 24.4 0.9 2.3 1.7 5.7 9.4
Number of Traders in Each Category Total Traders: 283
28 43 66 15 31 40 47 66 99 9 27 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,551
Positions
5,830 18,734 7,212 134 0 0 25,242 12,473 14,992 25 0 0 116 140
Changes from: February 19, 2019 Total Change is: 1,191
0 -891 -553 0 0 0 65 936 2,157 0 0 0 -478 -458
Percent of Open Interest Represented by Each Category of Trader
10.9 35.0 13.5 0.3 0.0 0.0 47.1 23.3 28.0 0.0 0.0 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 32
. 8 8 . 0 0 13 8 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 61,656
Positions
19,647 9,580 9,702 673 3,600 699 23,659 30,878 5,068 1,912 0 0 296 2,129
Changes from: February 19, 2019 Total Change is: 13,959
3,745 -1,495 314 273 855 595 9,818 13,944 -1,579 708 0 0 85 1,325
Percent of Open Interest Represented by Each Category of Trader
31.9 15.5 15.7 1.1 5.8 1.1 38.4 50.1 8.2 3.1 0.0 0.0 0.5 3.5
Number of Traders in Each Category Total Traders: 50
7 8 9 . . . 17 12 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,646
Positions
596 5,297 0 1,346 7,678 21 11,678 11,774 94 15,773 1,235 0 138 3,547
Changes from: February 19, 2019 Total Change is: -516
-3 1,059 0 0 -726 12 -695 -1,091 -17 168 0 0 19 247
Percent of Open Interest Represented by Each Category of Trader
2.0 17.9 0.0 4.5 25.9 0.1 39.4 39.7 0.3 53.2 4.2 0.0 0.5 12.0
Number of Traders in Each Category Total Traders: 34
. 5 0 . 10 . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,174
Positions
4,488 2,351 0 730 2,030 35 8,917 7,145 0 0 407 0 4 2,206
Changes from: February 19, 2019 Total Change is: -768
-830 -302 0 0 -13 -9 95 -138 0 0 0 0 -24 -306
Percent of Open Interest Represented by Each Category of Trader
31.7 16.6 0.0 5.2 14.3 0.2 62.9 50.4 0.0 0.0 2.9 0.0 0.0 15.6
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 73,230
Positions
1,830 4,788 32,094 0 220 0 17,665 8,099 21,364 30 6,385 246 1 34
Changes from: February 19, 2019 Total Change is: 397
0 250 0 0 0 0 396 -12 0 0 160 0 1 -1
Percent of Open Interest Represented by Each Category of Trader
2.5 6.5 43.8 0.0 0.3 0.0 24.1 11.1 29.2 0.0 8.7 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 5 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,463
Positions
55 0 0 0 27 0 299 1,730 183 1,196 1,163 40 1,690 320
Changes from: February 19, 2019 Total Change is: -153
0 0 0 0 0 0 -187 38 10 13 -175 -23 34 -3
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 0.0 0.8 0.0 8.6 50.0 5.3 34.5 33.6 1.2 48.8 9.2
Number of Traders in Each Category Total Traders: 39
. 0 0 0 . 0 6 11 . 17 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,324
Positions
0 124 0 54 283 27 1,575 1,885 105 739 624 0 824 276
Changes from: February 19, 2019 Total Change is: -640
0 27 -27 -116 118 -25 -259 -374 -163 35 -137 -51 -34 -8
Percent of Open Interest Represented by Each Category of Trader
0.0 3.7 0.0 1.6 8.5 0.8 47.4 56.7 3.2 22.2 18.8 0.0 24.8 8.3
Number of Traders in Each Category Total Traders: 44
0 . 0 . 4 . 10 13 . 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 64,599
Positions
222 36,734 0 18,894 2,353 455 31,641 15,432 6,350 2,588 460 350 4,099 2,465
Changes from: February 19, 2019 Total Change is: 5,490
86 -13 0 -1,757 5 46 2,316 850 4,441 -226 0 177 407 -16
Percent of Open Interest Represented by Each Category of Trader
0.3 56.9 0.0 29.2 3.6 0.7 49.0 23.9 9.8 4.0 0.7 0.5 6.3 3.8
Number of Traders in Each Category Total Traders: 98
. . 0 12 8 . 32 19 12 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 378,766
Positions
50,722 18,225 15,152 95,039 81,419 24,552 55,790 104,314 91,267 10,460 4,073 15,962 19,822 23,802
Changes from: February 19, 2019 Total Change is: 15,847
4,731 562 1,774 9,569 10,674 1,323 1,905 7,106 -6,116 1,547 -52 4,018 -2,904 -3,442
Percent of Open Interest Represented by Each Category of Trader
13.4 4.8 4.0 25.1 21.5 6.5 14.7 27.5 24.1 2.8 1.1 4.2 5.2 6.3
Number of Traders in Each Category Total Traders: 190
13 14 14 22 29 21 36 48 46 13 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 26, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,060
Positions
1,919 720 1,143 16,245 16,014 189 7,052 9,427 100 1,239 435 0 173 32
Changes from: February 19, 2019 Total Change is: -1,070
-30 -40 0 0 -1,062 0 -1,016 32 -1 0 -1 0 -23 2
Percent of Open Interest Represented by Each Category of Trader
6.8 2.6 4.1 57.9 57.1 0.7 25.1 33.6 0.4 4.4 1.6 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 45
. . . 11 . . 6 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 05, 2019