Traders in Financial Futures - Futures Only Positions as of March 12, 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 159,939
Positions
46,035 7,541 801 39,925 39,144 5,017 12,666 53,284 8,296 13,560 737 73 33,566 45,046
Changes from: March 5, 2019 Total Change is: 13,387
6,717 -2,546 -282 -600 4,895 96 2,548 447 1,357 -2,508 9 6 6,053 9,405
Percent of Open Interest Represented by Each Category of Trader
28.8 4.7 0.5 25.0 24.5 3.1 7.9 33.3 5.2 8.5 0.5 0.0 21.0 28.2
Number of Traders in Each Category Total Traders: 101
9 . 4 14 16 10 15 30 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 85,572
Positions
46,358 2,163 5,287 2,410 27,025 1,460 18,664 19,501 1,640 440 919 0 9,313 27,577
Changes from: March 5, 2019 Total Change is: 5,951
-1,079 -312 5,125 751 -512 -428 -821 -914 1,258 2 0 0 1,143 1,734
Percent of Open Interest Represented by Each Category of Trader
54.2 2.5 6.2 2.8 31.6 1.7 21.8 22.8 1.9 0.5 1.1 0.0 10.9 32.2
Number of Traders in Each Category Total Traders: 57
8 . 4 4 16 5 11 13 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 191,938
Positions
53,268 31,611 7,383 50,020 61,436 4,242 28,980 38,615 9,316 12,209 7,374 0 26,520 31,961
Changes from: March 5, 2019 Total Change is: -1,559
1,392 559 2,153 -4,331 980 -734 -3,455 -5,742 3,015 426 -236 0 -25 -1,554
Percent of Open Interest Represented by Each Category of Trader
27.8 16.5 3.8 26.1 32.0 2.2 15.1 20.1 4.9 6.4 3.8 0.0 13.8 16.7
Number of Traders in Each Category Total Traders: 101
7 8 7 11 23 13 20 28 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 196,766
Positions
80,910 45,399 3,678 34,121 58,735 10,031 27,602 35,436 5,803 3,951 2,506 0 30,670 35,178
Changes from: March 5, 2019 Total Change is: -10,317
-3,494 -3,827 27 708 1,533 900 -9,730 -6,504 -1,247 868 -2 0 1,651 -1,197
Percent of Open Interest Represented by Each Category of Trader
41.1 23.1 1.9 17.3 29.9 5.1 14.0 18.0 2.9 2.0 1.3 0.0 15.6 17.9
Number of Traders in Each Category Total Traders: 115
7 9 6 21 24 13 23 24 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 536,724
Positions
53,613 94,320 4,315 290,054 180,396 29,450 35,487 118,661 15,858 17,729 22,257 132 90,086 71,335
Changes from: March 5, 2019 Total Change is: -5,029
-166 -12,000 -277 -4,122 -297 5,213 -8,558 -6,459 6,137 -670 481 -103 -2,483 2,276
Percent of Open Interest Represented by Each Category of Trader
10.0 17.6 0.8 54.0 33.6 5.5 6.6 22.1 3.0 3.3 4.1 0.0 16.8 13.3
Number of Traders in Each Category Total Traders: 272
19 11 13 94 38 48 32 44 24 19 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 33,271
Positions
0 11,754 66 10,365 8,905 2,815 4,494 0 1,371 0 583 8 14,152 7,769
Changes from: March 5, 2019 Total Change is: 1,891
0 -281 66 40 946 -5 -311 0 1,270 0 -144 3 828 36
Percent of Open Interest Represented by Each Category of Trader
0.0 35.3 0.2 31.2 26.8 8.5 13.5 0.0 4.1 0.0 1.8 0.0 42.5 23.4
Number of Traders in Each Category Total Traders: 23
0 . . 10 7 8 . 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 163,073
Positions
70,704 10,355 11,840 13,625 49,447 2,858 25,331 36,184 7,572 5,354 3,349 0 25,789 41,468
Changes from: March 5, 2019 Total Change is: 21,300
8,275 215 7,842 -1,202 4,419 -572 1,449 2,566 2,948 9 717 0 2,551 3,165
Percent of Open Interest Represented by Each Category of Trader
43.4 6.3 7.3 8.4 30.3 1.8 15.5 22.2 4.6 3.3 2.1 0.0 15.8 25.4
Number of Traders in Each Category Total Traders: 94
9 5 7 11 22 12 18 23 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 65,966
Positions
0 31,753 13,424 48,925 582 0 1,883 16,345 2 299 2,670 0 1,433 1,190
Changes from: March 5, 2019 Total Change is: 15,685
0 1,689 12,924 4,181 16 0 -953 926 2 -145 0 0 -324 128
Percent of Open Interest Represented by Each Category of Trader
0.0 48.1 20.3 74.2 0.9 0.0 2.9 24.8 0.0 0.5 4.0 0.0 2.2 1.8
Number of Traders in Each Category Total Traders: 34
0 5 . 8 . 0 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 273,064
Positions
20,446 128,073 4,343 130,747 9,293 1,315 83,915 71,566 23,140 2,122 31,051 331 6,705 3,952
Changes from: March 5, 2019 Total Change is: 26,423
19,609 -434 3,543 -19,093 -1,606 355 -153 4,495 22,267 216 7,332 331 -652 -9,860
Percent of Open Interest Represented by Each Category of Trader
7.5 46.9 1.6 47.9 3.4 0.5 30.7 26.2 8.5 0.8 11.4 0.1 2.5 1.4
Number of Traders in Each Category Total Traders: 166
. 11 . 29 12 . 49 36 11 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 18,798
Positions
3,915 0 563 611 7,167 0 9,757 8,096 1,083 595 460 0 2,274 1,429
Changes from: March 5, 2019 Total Change is: 2,891
1,710 -5,897 563 -245 3,001 0 222 4,015 799 79 10 0 -237 400
Percent of Open Interest Represented by Each Category of Trader
20.8 0.0 3.0 3.3 38.1 0.0 51.9 43.1 5.8 3.2 2.4 0.0 12.1 7.6
Number of Traders in Each Category Total Traders: 37
. 0 . . 4 0 10 15 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 42,326
Positions
9,713 1,161 3,863 11,425 12,856 822 9,583 11,725 3,201 222 2,646 0 3,497 6,052
Changes from: March 5, 2019 Total Change is: 3,012
-190 -422 1,785 -843 1,531 413 364 -2,701 947 5 562 0 531 897
Percent of Open Interest Represented by Each Category of Trader
22.9 2.7 9.1 27.0 30.4 1.9 22.6 27.7 7.6 0.5 6.3 0.0 8.3 14.3
Number of Traders in Each Category Total Traders: 80
6 . 5 10 12 . 22 18 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 30,441
Positions
4,644 11,076 11,498 3,052 2,464 1 9,972 3,876 126 143 0 0 1,005 1,400
Changes from: March 5, 2019 Total Change is: 3,127
131 -11 3,015 -7,719 162 0 7,649 -99 104 143 0 0 -196 -44
Percent of Open Interest Represented by Each Category of Trader
15.3 36.4 37.8 10.0 8.1 0.0 32.8 12.7 0.4 0.5 0.0 0.0 3.3 4.6
Number of Traders in Each Category Total Traders: 21
. . . 4 4 . . 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 48,613
Positions
10,240 23,635 5,681 9,463 2,900 1,910 10,493 3,789 1,052 1,521 1,809 0 8,254 7,839
Changes from: March 5, 2019 Total Change is: 4,204
-1,055 3,513 3,890 -774 -2,183 352 23 -743 643 -165 -88 0 1,291 -1,179
Percent of Open Interest Represented by Each Category of Trader
21.1 48.6 11.7 19.5 6.0 3.9 21.6 7.8 2.2 3.1 3.7 0.0 17.0 16.1
Number of Traders in Each Category Total Traders: 103
14 19 13 14 5 7 18 18 8 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 97,225
Positions
20,480 47,269 11,362 18,926 5,799 3,820 20,985 7,577 2,103 3,041 3,618 0 16,508 15,677
Changes from: March 5, 2019 Total Change is: 8,408
-2,110 7,025 7,779 -1,547 -4,366 704 46 -1,485 1,285 -330 -176 0 2,581 -2,358
Percent of Open Interest Represented by Each Category of Trader
21.1 48.6 11.7 19.5 6.0 3.9 21.6 7.8 2.2 3.1 3.7 0.0 17.0 16.1
Number of Traders in Each Category Total Traders: 103
14 19 13 14 5 7 18 18 8 . 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 36,632
Positions
12,159 27,678 3,256 18,381 689 418 0 2,436 0 0 446 0 2,418 1,709
Changes from: March 5, 2019 Total Change is: 4,063
-542 459 3,256 745 -804 81 -360 249 0 0 0 0 883 822
Percent of Open Interest Represented by Each Category of Trader
33.2 75.6 8.9 50.2 1.9 1.1 0.0 6.6 0.0 0.0 1.2 0.0 6.6 4.7
Number of Traders in Each Category Total Traders: 24
. 7 . 11 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 620,260
Positions
37,294 107,472 74,211 258,648 121,869 68,624 43,686 70,626 34,384 17,119 54,146 1,910 84,386 87,020
Changes from: March 5, 2019 Total Change is: 49,116
-9,938 4,414 27,486 2,968 -5,846 11,890 -3,085 -6,836 12,343 -1,048 -2,075 220 8,279 7,520
Percent of Open Interest Represented by Each Category of Trader
6.0 17.3 12.0 41.7 19.6 11.1 7.0 11.4 5.5 2.8 8.7 0.3 13.6 14.0
Number of Traders in Each Category Total Traders: 561
28 42 42 158 97 129 67 107 78 34 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 44,329
Positions
8,840 15,750 5,493 3,694 1,097 0 9,400 1,884 321 0 3 9 16,572 19,772
Changes from: March 5, 2019 Total Change is: -2,101
-2,392 3,654 450 15 -6,100 0 -154 65 -573 0 0 0 553 403
Percent of Open Interest Represented by Each Category of Trader
19.9 35.5 12.4 8.3 2.5 0.0 21.2 4.3 0.7 0.0 0.0 0.0 37.4 44.6
Number of Traders in Each Category Total Traders: 34
6 9 6 . . 0 8 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 21,940
Positions
3,115 10,093 6,389 4,519 857 258 487 344 229 0 0 0 6,943 3,770
Changes from: March 5, 2019 Total Change is: 8,595
315 -922 6,389 -3,283 0 117 -53 0 229 0 0 0 4,881 2,782
Percent of Open Interest Represented by Each Category of Trader
14.2 46.0 29.1 20.6 3.9 1.2 2.2 1.6 1.0 0.0 0.0 0.0 31.6 17.2
Number of Traders in Each Category Total Traders: 25
5 9 4 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 2,879,657
Positions
232,926 549,265 252,932 1,280,253 609,343 337,637 215,864 388,143 125,878 85,593 270,714 9,506 339,068 336,239
Changes from: March 5, 2019 Total Change is: 256,086
-16,394 25,134 113,846 13,065 -431 61,152 -15,787 -35,636 65,712 -5,238 -10,374 1,100 38,630 35,583
Percent of Open Interest Represented by Each Category of Trader
8.1 19.1 8.8 44.5 21.2 11.7 7.5 13.5 4.4 3.0 9.4 0.3 11.8 11.7
Number of Traders in Each Category Total Traders: 560
30 40 37 158 97 129 67 107 76 34 26 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 25,576
Positions
6,029 12,809 8,616 7,657 1,793 1,191 201 252 0 0 0 0 1,882 915
Changes from: March 5, 2019 Total Change is: 7,910
-1,010 151 8,616 -204 -1,199 26 0 -302 0 0 0 0 482 618
Percent of Open Interest Represented by Each Category of Trader
23.6 50.1 33.7 29.9 7.0 4.7 0.8 1.0 0.0 0.0 0.0 0.0 7.4 3.6
Number of Traders in Each Category Total Traders: 22
. 11 5 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 19,404
Positions
5,460 13,245 4,608 5,662 359 428 904 0 0 0 0 0 2,342 764
Changes from: March 5, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
28.1 68.3 23.7 29.2 1.9 2.2 4.7 0.0 0.0 0.0 0.0 0.0 12.1 3.9
Number of Traders in Each Category Total Traders: 25
6 8 10 6 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 17,996
Positions
12,448 14,743 854 2,041 316 147 215 387 0 0 0 0 2,291 1,549
Changes from: March 5, 2019 Total Change is: 1,410
1,507 572 854 -2,079 0 0 0 0 0 0 -825 0 1,128 809
Percent of Open Interest Represented by Each Category of Trader
69.2 81.9 4.7 11.3 1.8 0.8 1.2 2.2 0.0 0.0 0.0 0.0 12.7 8.6
Number of Traders in Each Category Total Traders: 20
4 9 4 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 14,239
Positions
7,348 6,212 2,728 2,341 615 257 0 2,865 710 0 0 0 855 852
Changes from: March 5, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
51.6 43.6 19.2 16.4 4.3 1.8 0.0 20.1 5.0 0.0 0.0 0.0 6.0 6.0
Number of Traders in Each Category Total Traders: 22
7 6 4 . . . 0 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 21,101
Positions
8,673 10,654 3,650 2,982 3,867 1,344 1,119 0 286 0 0 0 3,047 1,300
Changes from: March 5, 2019 Total Change is: 3,322
-1,597 175 3,650 -302 -39 506 0 -683 286 0 -890 0 779 317
Percent of Open Interest Represented by Each Category of Trader
41.1 50.5 17.3 14.1 18.3 6.4 5.3 0.0 1.4 0.0 0.0 0.0 14.4 6.2
Number of Traders in Each Category Total Traders: 24
7 5 6 4 . . 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 76,848
Positions
8,646 14,477 11,265 41,223 37,778 2,435 1,440 2,065 224 268 4,618 0 11,347 3,986
Changes from: March 5, 2019 Total Change is: 9,199
-428 -280 8,761 265 896 42 -782 -828 32 5 0 0 1,304 576
Percent of Open Interest Represented by Each Category of Trader
11.3 18.8 14.7 53.6 49.2 3.2 1.9 2.7 0.3 0.3 6.0 0.0 14.8 5.2
Number of Traders in Each Category Total Traders: 77
6 10 9 31 18 13 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 51,567
Positions
20,742 9,246 3,336 11,076 13,871 1,286 5,824 10,791 1,611 1,301 1,658 193 6,198 9,576
Changes from: March 5, 2019 Total Change is: 5,033
1,783 -1,650 2,824 -1,385 469 462 361 1,816 35 -201 -53 183 972 948
Percent of Open Interest Represented by Each Category of Trader
40.2 17.9 6.5 21.5 26.9 2.5 11.3 20.9 3.1 2.5 3.2 0.4 12.0 18.6
Number of Traders in Each Category Total Traders: 235
24 20 19 50 36 25 33 46 21 7 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 257,837
Positions
103,710 46,228 16,682 55,381 69,353 6,429 29,119 53,956 8,057 6,505 8,290 964 30,990 47,878
Changes from: March 5, 2019 Total Change is: 25,167
8,914 -8,248 14,118 -6,923 2,346 2,309 1,807 9,079 173 -1,005 -266 916 4,858 4,740
Percent of Open Interest Represented by Each Category of Trader
40.2 17.9 6.5 21.5 26.9 2.5 11.3 20.9 3.1 2.5 3.2 0.4 12.0 18.6
Number of Traders in Each Category Total Traders: 235
24 20 19 50 36 25 33 46 21 7 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 574,890
Positions
100,111 85,961 59,814 249,482 226,709 56,155 65,321 83,057 11,465 6,661 30,761 30 25,851 20,938
Changes from: March 5, 2019 Total Change is: 61,805
-1,137 -3,649 46,676 -7,473 4,787 15,726 -5,630 -4,019 5,861 1,257 -5,316 0 6,525 1,739
Percent of Open Interest Represented by Each Category of Trader
17.4 15.0 10.4 43.4 39.4 9.8 11.4 14.4 2.0 1.2 5.4 0.0 4.5 3.6
Number of Traders in Each Category Total Traders: 289
24 23 18 72 52 44 46 49 33 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 24,124
Positions
1,695 0 0 10,278 2,654 429 6,130 16,961 11 1,067 825 0 4,514 3,244
Changes from: March 5, 2019 Total Change is: -15,136
-2,911 -3,327 0 231 143 -127 2,193 -2,725 -6,314 -1,645 825 -2,197 -4,366 -1,414
Percent of Open Interest Represented by Each Category of Trader
7.0 0.0 0.0 42.6 11.0 1.8 25.4 70.3 0.0 4.4 3.4 0.0 18.7 13.4
Number of Traders in Each Category Total Traders: 32
. 0 0 11 5 4 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 51,499
Positions
2,163 14,528 4 13,534 7,273 2,437 23,475 8,099 9 686 400 0 9,191 18,749
Changes from: March 5, 2019 Total Change is: -35,742
-11,933 -925 -10,958 -4,158 860 121 -2,303 131 -6,077 355 -1,141 -309 -480 -17,444
Percent of Open Interest Represented by Each Category of Trader
4.2 28.2 0.0 26.3 14.1 4.7 45.6 15.7 0.0 1.3 0.8 0.0 17.8 36.4
Number of Traders in Each Category Total Traders: 59
6 6 . 13 7 7 16 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 372,857
Positions
34,841 193,907 33,451 232,531 77,785 25,398 14,122 15,318 2,399 7,397 1,409 0 22,718 23,190
Changes from: March 5, 2019 Total Change is: 63,325
2,447 4,145 30,022 7,468 64 5,958 353 4,511 2,252 878 -62 0 13,947 16,435
Percent of Open Interest Represented by Each Category of Trader
9.3 52.0 9.0 62.4 20.9 6.8 3.8 4.1 0.6 2.0 0.4 0.0 6.1 6.2
Number of Traders in Each Category Total Traders: 159
14 11 13 62 34 28 14 15 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 1,585,774
Positions
83,539 890,579 217,231 942,877 202,942 121,716 78,937 67,544 3,872 31,210 14,394 1,373 105,019 66,123
Changes from: March 5, 2019 Total Change is: 220,436
-1,669 -28,172 188,731 -57,243 -6,574 19,768 -1,712 -7,822 713 -176 -580 -23 72,047 54,395
Percent of Open Interest Represented by Each Category of Trader
5.3 56.2 13.7 59.5 12.8 7.7 5.0 4.3 0.2 2.0 0.9 0.1 6.6 4.2
Number of Traders in Each Category Total Traders: 421
28 20 25 184 63 86 58 28 18 31 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 88,635
Positions
31,756 51,388 36,536 6,623 0 305 12,390 0 300 700 0 0 25 106
Changes from: March 5, 2019 Total Change is: 6,339
252 1,940 4,354 45 0 0 1,688 0 0 0 0 0 0 45
Percent of Open Interest Represented by Each Category of Trader
35.8 58.0 41.2 7.5 0.0 0.3 14.0 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 15 7 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 967,242
Positions
5,844 96,567 3,761 438,122 352,044 183,248 115,015 137,783 15,738 26,936 32,063 1,348 177,230 144,690
Changes from: March 5, 2019 Total Change is: 3,387
-1,692 13,277 -1,944 -1,849 7,355 -2,749 11,453 9,383 -9,997 -1,239 1,425 -16 11,420 -13,347
Percent of Open Interest Represented by Each Category of Trader
0.6 10.0 0.4 45.3 36.4 18.9 11.9 14.2 1.6 2.8 3.3 0.1 18.3 15.0
Number of Traders in Each Category Total Traders: 189
. 20 5 58 31 51 31 30 11 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 1,120,527
Positions
9,761 182,744 191 657,123 51,162 185,482 37,760 576,301 27,392 43,704 2,993 251 158,863 94,011
Changes from: March 5, 2019 Total Change is: -11,577
-1,315 4,755 -2,224 -8,672 1,813 -888 7,101 -11,456 -1,652 -1,484 0 0 -2,443 -1,925
Percent of Open Interest Represented by Each Category of Trader
0.9 16.3 0.0 58.6 4.6 16.6 3.4 51.4 2.4 3.9 0.3 0.0 14.2 8.4
Number of Traders in Each Category Total Traders: 134
5 12 4 61 16 49 10 25 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 2,977,954
Positions
114,303 213,999 21,456 1,426,217 510,522 248,850 492,954 1,609,442 52,936 418,135 168,088 22,520 180,583 130,141
Changes from: March 5, 2019 Total Change is: 51,416
10,826 -14,661 3,025 56,582 35,132 11,800 -5,044 25,876 -20,612 14,771 1,039 209 -20,141 9,608
Percent of Open Interest Represented by Each Category of Trader
3.8 7.2 0.7 47.9 17.1 8.4 16.6 54.0 1.8 14.0 5.6 0.8 6.1 4.4
Number of Traders in Each Category Total Traders: 331
17 27 7 112 31 73 47 59 29 23 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 3,834,496
Positions
145,492 213,661 58,626 1,783,334 860,230 662,664 313,270 1,268,704 121,646 280,089 231,295 19,646 449,729 398,024
Changes from: March 5, 2019 Total Change is: 52,953
-3,143 753 14,373 13,094 -1,058 22,913 28,951 47,507 -50,945 3,174 15,315 -4,689 29,225 8,784
Percent of Open Interest Represented by Each Category of Trader
3.8 5.6 1.5 46.5 22.4 17.3 8.2 33.1 3.2 7.3 6.0 0.5 11.7 10.4
Number of Traders in Each Category Total Traders: 401
26 34 11 110 64 93 62 67 39 18 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 668,656
Positions
18,869 57,835 3,790 290,259 249,435 83,103 95,183 99,598 6,265 58,625 12,908 500 112,062 155,222
Changes from: March 5, 2019 Total Change is: 4,010
-6,954 9,522 -3,563 13,590 4,666 -6,862 9,563 -4,519 -216 -1,431 -300 0 -117 5,282
Percent of Open Interest Represented by Each Category of Trader
2.8 8.6 0.6 43.4 37.3 12.4 14.2 14.9 0.9 8.8 1.9 0.1 16.8 23.2
Number of Traders in Each Category Total Traders: 109
. 10 4 30 34 39 12 12 9 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 4,253,937
Positions
53,316 418,808 43,459 2,388,478 768,867 520,197 506,519 1,701,865 146,417 196,804 306,903 3,102 395,645 344,319
Changes from: March 5, 2019 Total Change is: 50,312
-22,150 43,585 -13,950 32,012 48,098 -39,852 65,469 25,473 -16,398 2,214 815 -199 43,166 2,740
Percent of Open Interest Represented by Each Category of Trader
1.3 9.8 1.0 56.1 18.1 12.2 11.9 40.0 3.4 4.6 7.2 0.1 9.3 8.1
Number of Traders in Each Category Total Traders: 333
9 40 10 95 46 82 45 63 33 10 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 1,714,599
Positions
530,651 298,650 427,511 59,430 14,849 66,332 199,154 475,224 330,773 42,118 17,627 26,151 32,479 57,482
Changes from: March 5, 2019 Total Change is: 70,453
24,004 14,940 2,160 12,048 -390 6,544 30,915 42,685 -892 -5,324 -1,700 2,685 -1,687 4,421
Percent of Open Interest Represented by Each Category of Trader
30.9 17.4 24.9 3.5 0.9 3.9 11.6 27.7 19.3 2.5 1.0 1.5 1.9 3.4
Number of Traders in Each Category Total Traders: 149
22 35 51 . 7 4 24 37 40 6 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 is12,769,400
Positions
2,643,142 1,576,576 2,875,126 483,000 1,461,072 1,106,489 1,697,927 1,223,813 2,978,475 134,147 262,457 180,937 670,157 1,104,455
Changes from: March 5, 2019 Total Change is: 103,700
-327,968 123,855 185,507 -8,027 -155,866 52,652 228,256 -70,589 13,204 2,842 -3,643 -6,864 -35,902 -34,556
Percent of Open Interest Represented by Each Category of Trader
20.7 12.3 22.5 3.8 11.4 8.7 13.3 9.6 23.3 1.1 2.1 1.4 5.2 8.6
Number of Traders in Each Category Total Traders: 281
26 47 65 13 35 41 50 63 97 12 20 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 64,460
Positions
6,433 23,549 5,471 604 0 0 31,941 15,371 19,127 25 0 0 859 942
Changes from: March 5, 2019 Total Change is: 4,745
810 7,014 -2,654 0 0 0 8,049 1,832 -1,747 0 0 0 287 300
Percent of Open Interest Represented by Each Category of Trader
10.0 36.5 8.5 0.9 0.0 0.0 49.6 23.8 29.7 0.0 0.0 0.0 1.3 1.5
Number of Traders in Each Category Total Traders: 34
. 7 8 . 0 0 11 12 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 67,367
Positions
10,545 20,484 9,197 2,623 3,600 674 36,696 26,600 6,173 1,208 0 0 251 639
Changes from: March 5, 2019 Total Change is: 3,904
2,332 6,371 -3,299 139 0 -210 5,238 85 860 0 0 0 -1,156 97
Percent of Open Interest Represented by Each Category of Trader
15.7 30.4 13.7 3.9 5.3 1.0 54.5 39.5 9.2 1.8 0.0 0.0 0.4 0.9
Number of Traders in Each Category Total Traders: 57
8 8 10 . . . 18 17 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 27,736
Positions
532 5,219 2,335 1,238 7,757 44 13,507 7,617 83 9,949 1,323 0 48 3,358
Changes from: March 5, 2019 Total Change is: -1,747
1 -328 2,335 9 59 2 1,055 -3,906 -23 -5,097 88 0 -29 26
Percent of Open Interest Represented by Each Category of Trader
1.9 18.8 8.4 4.5 28.0 0.2 48.7 27.5 0.3 35.9 4.8 0.0 0.2 12.1
Number of Traders in Each Category Total Traders: 38
. 5 . . 10 . 4 6 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 16,462
Positions
3,216 2,503 2,753 562 2,016 53 9,867 6,363 0 0 407 0 11 2,367
Changes from: March 5, 2019 Total Change is: 2,512
-151 56 2,753 -6 -14 26 -109 -717 0 0 0 0 -1 408
Percent of Open Interest Represented by Each Category of Trader
19.5 15.2 16.7 3.4 12.2 0.3 59.9 38.7 0.0 0.0 2.5 0.0 0.1 14.4
Number of Traders in Each Category Total Traders: 26
. . . . 7 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 74,532
Positions
1,830 5,294 32,281 0 220 0 18,622 7,805 21,522 30 7,135 246 1 29
Changes from: March 5, 2019 Total Change is: 847
0 -92 187 0 0 0 502 592 158 0 0 0 0 2
Percent of Open Interest Represented by Each Category of Trader
2.5 7.1 43.3 0.0 0.3 0.0 25.0 10.5 28.9 0.0 9.6 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 . 0 . 5 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 4,109
Positions
55 0 0 0 27 0 596 2,247 386 1,301 1,009 66 1,705 374
Changes from: March 5, 2019 Total Change is: 213
0 0 0 0 0 0 108 93 144 55 -127 13 -107 90
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.0 0.7 0.0 14.5 54.7 9.4 31.7 24.6 1.6 41.5 9.1
Number of Traders in Each Category Total Traders: 38
. 0 0 0 . 0 6 10 4 17 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 3,480
Positions
0 124 0 97 195 40 1,459 2,257 187 751 343 104 842 230
Changes from: March 5, 2019 Total Change is: 254
0 0 0 64 -33 13 112 445 49 -72 -216 104 -16 -108
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 2.8 5.6 1.1 41.9 64.9 5.4 21.6 9.9 3.0 24.2 6.6
Number of Traders in Each Category Total Traders: 46
0 . 0 . . . 11 15 7 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 60,235
Positions
132 36,986 0 20,523 1,570 389 23,809 9,692 7,733 2,335 614 170 5,144 3,081
Changes from: March 5, 2019 Total Change is: 5,338
-10 277 0 1,684 -647 -55 1,180 2,984 1,850 194 95 -126 621 960
Percent of Open Interest Represented by Each Category of Trader
0.2 61.4 0.0 34.1 2.6 0.6 39.5 16.1 12.8 3.9 1.0 0.3 8.5 5.1
Number of Traders in Each Category Total Traders: 103
. . 0 14 6 . 40 14 11 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 12, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 356,766
Positions
54,911 21,998 18,748 100,804 83,209 24,215 48,371 102,748 60,344 10,399 3,426 13,900 25,074 28,178
Changes from: March 5, 2019 Total Change is: 15,318
2,273 5,774 4,045 6,682 -1,047 -1,413 -5,381 -430 10,477 549 -343 -1,542 -372 -203
Percent of Open Interest Represented by Each Category of Trader
15.4 6.2 5.3 28.3 23.3 6.8 13.6 28.8 16.9 2.9 1.0 3.9 7.0 7.9
Number of Traders in Each Category Total Traders: 201
14 11 15 24 31 23 35 53 47 14 8 12
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Traders in Financial Futures - Futures Only Positions as of March 12, 2019
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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 34,605
Positions
1,658 718 1,443 20,145 16,975 213 5,419 10,416 397 1,156 429 0 4,174 4,014
Changes from: March 5, 2019 Total Change is: 8,223
-200 28 300 3,780 3,368 24 158 265 273 -83 0 0 3,971 3,965
Percent of Open Interest Represented by Each Category of Trader
4.8 2.1 4.2 58.2 49.1 0.6 15.7 30.1 1.1 3.3 1.2 0.0 12.1 11.6
Number of Traders in Each Category Total Traders: 43
. . . 11 4 . 4 9 . 7 . 0
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Updated March 15, 2019