Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 184,118
Positions
13,517 52,143 6,207 42,743 39,581 6,181 53,764 35,761 12,080 11,290 1,555 33 38,302 30,577
Changes from: February 18, 2020 Total Change is: 8,821
-3,133 4,997 2,156 4,707 1,140 729 1,467 -3,430 1,724 -845 233 13 2,001 1,258
Percent of Open Interest Represented by Each Category of Trader
7.3 28.3 3.4 23.2 21.5 3.4 29.2 19.4 6.6 6.1 0.8 0.0 20.8 16.6
Number of Traders in Each Category Total Traders: 116
5 8 5 21 18 14 25 26 14 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 60,379
Positions
16,703 6,242 1,172 3,939 15,952 569 24,202 11,187 1,180 1,130 868 0 11,483 23,209
Changes from: February 18, 2020 Total Change is: 4,899
3,867 -966 467 -1,739 2,242 16 2,112 2,416 23 -52 0 0 205 701
Percent of Open Interest Represented by Each Category of Trader
27.7 10.3 1.9 6.5 26.4 0.9 40.1 18.5 2.0 1.9 1.4 0.0 19.0 38.4
Number of Traders in Each Category Total Traders: 61
6 6 5 6 14 . 14 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 239,224
Positions
17,449 47,370 7,763 65,989 70,255 10,750 70,038 42,709 22,315 12,398 10,057 270 32,252 27,736
Changes from: February 18, 2020 Total Change is: -1,059
2,331 -9,418 2,807 -5,249 6,154 -393 659 -704 640 -517 793 270 -1,607 -1,208
Percent of Open Interest Represented by Each Category of Trader
7.3 19.8 3.2 27.6 29.4 4.5 29.3 17.9 9.3 5.2 4.2 0.1 13.5 11.6
Number of Traders in Each Category Total Traders: 132
8 8 7 20 27 13 24 32 17 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 269,091
Positions
108,568 15,315 8,877 38,808 74,986 16,903 35,357 70,498 31,735 2,488 6,146 439 25,917 44,192
Changes from: February 18, 2020 Total Change is: 38,048
28,436 -8,691 2,922 -2,711 2,052 2,853 -4,327 22,270 11,841 307 2,588 204 -1,477 2,009
Percent of Open Interest Represented by Each Category of Trader
40.3 5.7 3.3 14.4 27.9 6.3 13.1 26.2 11.8 0.9 2.3 0.2 9.6 16.4
Number of Traders in Each Category Total Traders: 153
8 7 7 18 31 13 25 47 22 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 710,390
Positions
32,607 121,644 24,498 381,509 173,149 41,023 36,821 200,472 60,464 26,079 13,532 9,214 98,176 66,395
Changes from: February 18, 2020 Total Change is: 13,767
496 -16,240 4,044 10,847 2,135 -1,319 -3,736 9,508 7,278 -7,025 -612 7,113 -3,930 1,861
Percent of Open Interest Represented by Each Category of Trader
4.6 17.1 3.4 53.7 24.4 5.8 5.2 28.2 8.5 3.7 1.9 1.3 13.8 9.3
Number of Traders in Each Category Total Traders: 313
16 13 17 87 45 44 38 64 36 29 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 23,419
Positions
0 4,079 0 7,377 6,778 2,735 420 2,769 0 0 0 0 12,887 7,058
Changes from: February 18, 2020 Total Change is: -441
0 -48 0 -542 168 -46 3 -327 0 0 0 0 144 -188
Percent of Open Interest Represented by Each Category of Trader
0.0 17.4 0.0 31.5 28.9 11.7 1.8 11.8 0.0 0.0 0.0 0.0 55.0 30.1
Number of Traders in Each Category Total Traders: 21
0 . 0 8 8 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 23,001
Positions
4,737 3,794 571 4,750 9,614 2,593 2,055 0 0 0 965 88 8,207 5,376
Changes from: February 18, 2020 Total Change is: -3,198
-258 21 -21 -33 -4,054 -25 -3,820 0 0 0 965 88 871 -172
Percent of Open Interest Represented by Each Category of Trader
20.6 16.5 2.5 20.7 41.8 11.3 8.9 0.0 0.0 0.0 4.2 0.4 35.7 23.4
Number of Traders in Each Category Total Traders: 22
. . . 4 9 8 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 243,832
Positions
87,118 10,855 19,640 19,358 95,596 7,591 54,004 41,127 19,323 923 11,476 690 35,185 37,533
Changes from: February 18, 2020 Total Change is: 35,994
11,417 64 10,339 -162 14,457 2,084 8,399 3,745 2,484 678 838 218 537 1,765
Percent of Open Interest Represented by Each Category of Trader
35.7 4.5 8.1 7.9 39.2 3.1 22.1 16.9 7.9 0.4 4.7 0.3 14.4 15.4
Number of Traders in Each Category Total Traders: 121
6 5 6 11 28 12 28 29 20 . 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 53,787
Positions
469 44,983 73 29,198 125 41 14,383 3,093 3,306 3,851 374 391 2,075 1,401
Changes from: February 18, 2020 Total Change is: 408
37 5 -5 -1,782 125 0 1,738 -626 327 -111 29 300 -96 253
Percent of Open Interest Represented by Each Category of Trader
0.9 83.6 0.1 54.3 0.2 0.1 26.7 5.8 6.1 7.2 0.7 0.7 3.9 2.6
Number of Traders in Each Category Total Traders: 43
. 5 . 11 . . 15 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 277,224
Positions
4,179 206,838 1,200 150,574 5,167 1,184 105,781 38,220 4,483 3,611 16,597 0 6,212 3,535
Changes from: February 18, 2020 Total Change is: -25,316
1,347 -12,397 42 -5,937 -414 612 -19,181 -12,576 318 -500 -813 0 -2,017 -89
Percent of Open Interest Represented by Each Category of Trader
1.5 74.6 0.4 54.3 1.9 0.4 38.2 13.8 1.6 1.3 6.0 0.0 2.2 1.3
Number of Traders in Each Category Total Traders: 173
. 11 . 32 10 5 58 33 15 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 72,225
Positions
20,702 1,275 15,152 3,671 38,355 196 27,315 11,903 1,064 1,528 1,346 0 2,597 2,934
Changes from: February 18, 2020 Total Change is: 19,916
210 -391 15,152 357 3,608 0 3,802 527 293 -190 -201 -82 374 1,010
Percent of Open Interest Represented by Each Category of Trader
28.7 1.8 21.0 5.1 53.1 0.3 37.8 16.5 1.5 2.1 1.9 0.0 3.6 4.1
Number of Traders in Each Category Total Traders: 71
. . . 6 12 . 14 23 4 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 58,826
Positions
28,388 3,028 378 4,364 21,695 529 18,545 23,285 2,102 1,343 1,904 63 3,114 5,842
Changes from: February 18, 2020 Total Change is: 5,765
4,781 -803 95 -134 3,517 -130 1,905 2,804 450 -952 114 -91 -159 -191
Percent of Open Interest Represented by Each Category of Trader
48.3 5.1 0.6 7.4 36.9 0.9 31.5 39.6 3.6 2.3 3.2 0.1 5.3 9.9
Number of Traders in Each Category Total Traders: 101
11 . 4 7 15 5 25 29 9 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 20,462
Positions
832 8,057 2 6,359 2,357 0 9,695 7,771 20 2,462 100 0 1,092 2,155
Changes from: February 18, 2020 Total Change is: 1,696
0 -42 0 -64 -33 0 164 1,201 19 1,517 0 0 60 551
Percent of Open Interest Represented by Each Category of Trader
4.1 39.4 0.0 31.1 11.5 0.0 47.4 38.0 0.1 12.0 0.5 0.0 5.3 10.5
Number of Traders in Each Category Total Traders: 25
. . . . 4 0 5 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,160
Positions
14,647 28,682 416 10,643 3,573 2,241 9,825 6,248 2,877 300 535 0 10,211 6,589
Changes from: February 18, 2020 Total Change is: -854
-872 2,253 395 -270 599 -1,755 -25 -214 320 300 0 0 1,052 -2,451
Percent of Open Interest Represented by Each Category of Trader
28.6 56.1 0.8 20.8 7.0 4.4 19.2 12.2 5.6 0.6 1.0 0.0 20.0 12.9
Number of Traders in Each Category Total Traders: 96
13 19 4 17 8 8 23 11 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,319
Positions
29,293 57,364 832 21,285 7,145 4,482 19,651 12,495 5,754 600 1,069 0 20,422 13,177
Changes from: February 18, 2020 Total Change is: -1,707
-1,743 4,506 791 -540 1,197 -3,509 -50 -429 640 600 0 0 2,105 -4,903
Percent of Open Interest Represented by Each Category of Trader
28.6 56.1 0.8 20.8 7.0 4.4 19.2 12.2 5.6 0.6 1.0 0.0 20.0 12.9
Number of Traders in Each Category Total Traders: 96
13 19 4 17 8 8 23 11 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 42,875
Positions
791 35,053 0 38,723 480 176 800 4,957 0 0 464 0 2,385 1,745
Changes from: February 18, 2020 Total Change is: 412
59 147 0 38 -240 3 50 316 0 0 0 0 262 186
Percent of Open Interest Represented by Each Category of Trader
1.8 81.8 0.0 90.3 1.1 0.4 1.9 11.6 0.0 0.0 1.1 0.0 5.6 4.1
Number of Traders in Each Category Total Traders: 31
. 7 0 15 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 889,406
Positions
41,844 185,046 67,654 288,119 108,575 62,939 53,878 78,712 232,892 24,833 46,604 9,750 107,496 97,233
Changes from: February 18, 2020 Total Change is: 68,569
4,823 -11,113 13,312 -30,631 16,628 3,166 2,898 -16,448 48,305 3,952 -2,700 5,074 17,671 12,347
Percent of Open Interest Represented by Each Category of Trader
4.7 20.8 7.6 32.4 12.2 7.1 6.1 8.8 26.2 2.8 5.2 1.1 12.1 10.9
Number of Traders in Each Category Total Traders: 649
37 39 53 176 92 130 81 107 108 65 52 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 81,751
Positions
18,586 14,511 859 3,604 4,000 0 15,962 10,983 22,664 231 113 651 19,193 27,970
Changes from: February 18, 2020 Total Change is: 10,519
5,270 9 476 1,588 -189 -300 4,018 3,080 1,053 201 77 429 -2,216 5,884
Percent of Open Interest Represented by Each Category of Trader
22.7 17.7 1.1 4.4 4.9 0.0 19.5 13.4 27.7 0.3 0.1 0.8 23.5 34.2
Number of Traders in Each Category Total Traders: 49
8 8 8 . . 0 14 11 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 13,535
Positions
7,677 5,117 0 2,859 6,365 229 274 850 2 0 0 0 2,494 972
Changes from: February 18, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
56.7 37.8 0.0 21.1 47.0 1.7 2.0 6.3 0.0 0.0 0.0 0.0 18.4 7.2
Number of Traders in Each Category Total Traders: 21
4 8 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 16,108
Positions
8,965 12,372 16 4,557 686 75 172 1,591 46 0 0 0 2,277 1,322
Changes from: February 18, 2020 Total Change is: -26
1,079 -456 0 408 0 0 -863 193 0 0 0 0 -650 237
Percent of Open Interest Represented by Each Category of Trader
55.7 76.8 0.1 28.3 4.3 0.5 1.1 9.9 0.3 0.0 0.0 0.0 14.1 8.2
Number of Traders in Each Category Total Traders: 27
8 5 . 8 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 4,038,276
Positions
198,628 935,018 251,635 1,422,576 522,873 314,696 289,225 438,296 951,493 123,435 232,879 45,072 441,516 346,314
Changes from: February 18, 2020 Total Change is: 290,250
21,925 -31,458 40,024 -162,551 82,629 18,783 17,754 -74,284 212,905 19,178 -13,462 22,798 99,434 32,316
Percent of Open Interest Represented by Each Category of Trader
4.9 23.2 6.2 35.2 12.9 7.8 7.2 10.9 23.6 3.1 5.8 1.1 10.9 8.6
Number of Traders in Each Category Total Traders: 638
37 38 51 176 91 130 81 101 103 63 51 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,510
Positions
19,164 17,898 1 2,085 907 982 317 7,752 0 0 332 0 5,961 638
Changes from: February 18, 2020 Total Change is: -3,316
348 -607 0 -5,076 0 0 -466 -371 0 -650 0 0 2,528 -2,338
Percent of Open Interest Represented by Each Category of Trader
67.2 62.8 0.0 7.3 3.2 3.4 1.1 27.2 0.0 0.0 1.2 0.0 20.9 2.2
Number of Traders in Each Category Total Traders: 23
5 8 . 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,418
Positions
3,970 8,220 3 5,245 983 112 650 2,215 2 300 0 0 2,136 883
Changes from: February 18, 2020 Total Change is: 127
160 0 2 -107 -215 0 223 0 0 0 0 0 -151 340
Percent of Open Interest Represented by Each Category of Trader
32.0 66.2 0.0 42.2 7.9 0.9 5.2 17.8 0.0 2.4 0.0 0.0 17.2 7.1
Number of Traders in Each Category Total Traders: 23
5 7 . . . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 15,953
Positions
6,783 8,813 0 3,179 3,736 989 1,111 0 0 309 900 0 3,582 1,515
Changes from: February 18, 2020 Total Change is: -787
-1,212 61 0 43 -317 102 564 -649 -14 -307 0 0 37 30
Percent of Open Interest Represented by Each Category of Trader
42.5 55.2 0.0 19.9 23.4 6.2 7.0 0.0 0.0 1.9 5.6 0.0 22.5 9.5
Number of Traders in Each Category Total Traders: 24
5 8 0 4 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 75,681
Positions
6,503 30,904 211 52,382 37,321 2,278 2,820 563 12 0 925 0 11,475 3,467
Changes from: February 18, 2020 Total Change is: -3,104
1,305 -5,156 80 -4,417 4,047 113 -273 -1,166 -383 0 0 0 471 -639
Percent of Open Interest Represented by Each Category of Trader
8.6 40.8 0.3 69.2 49.3 3.0 3.7 0.7 0.0 0.0 1.2 0.0 15.2 4.6
Number of Traders in Each Category Total Traders: 80
7 8 . 34 21 15 8 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 53,617
Positions
4,739 13,583 817 14,602 6,657 1,464 9,411 9,221 9,679 1,542 1,720 160 11,203 10,316
Changes from: February 18, 2020 Total Change is: 3,792
-1,106 4,267 411 458 -1,672 30 -1,524 -2,509 2,086 151 267 76 3,209 836
Percent of Open Interest Represented by Each Category of Trader
8.8 25.3 1.5 27.2 12.4 2.7 17.6 17.2 18.1 2.9 3.2 0.3 20.9 19.2
Number of Traders in Each Category Total Traders: 280
13 32 9 64 33 35 44 54 26 21 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 268,085
Positions
23,695 67,916 4,083 73,012 33,284 7,322 47,055 46,105 48,396 7,710 8,599 798 56,015 51,582
Changes from: February 18, 2020 Total Change is: 18,960
-5,532 21,335 2,056 2,292 -8,362 152 -7,618 -12,543 10,428 756 1,334 380 16,047 4,179
Percent of Open Interest Represented by Each Category of Trader
8.8 25.3 1.5 27.2 12.4 2.7 17.6 17.2 18.1 2.9 3.2 0.3 20.9 19.2
Number of Traders in Each Category Total Traders: 280
13 32 9 64 33 35 44 54 26 21 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 487,789
Positions
56,626 138,681 7,408 261,692 173,145 34,868 79,431 72,850 13,244 8,090 28,334 30 26,399 19,228
Changes from: February 18, 2020 Total Change is: -4,586
2,732 -16,047 1,033 -19,474 15,819 -1,540 6,638 -9,403 5,009 -243 -516 -38 1,297 1,096
Percent of Open Interest Represented by Each Category of Trader
11.6 28.4 1.5 53.6 35.5 7.1 16.3 14.9 2.7 1.7 5.8 0.0 5.4 3.9
Number of Traders in Each Category Total Traders: 300
23 19 6 83 46 45 59 46 33 12 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 8,215
Positions
474 5,766 0 3,685 751 0 1,841 939 0 705 0 0 1,510 759
Changes from: February 18, 2020 Total Change is: 434
0 200 0 243 0 0 -83 313 0 0 0 0 274 -79
Percent of Open Interest Represented by Each Category of Trader
5.8 70.2 0.0 44.9 9.1 0.0 22.4 11.4 0.0 8.6 0.0 0.0 18.4 9.2
Number of Traders in Each Category Total Traders: 21
. 5 0 4 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 19,559
Positions
1,788 6,605 0 9,949 177 104 1,030 6,613 603 300 1,693 0 5,785 3,764
Changes from: February 18, 2020 Total Change is: -115
286 -187 0 -486 18 -4 121 -1,146 86 300 1,271 0 -418 -153
Percent of Open Interest Represented by Each Category of Trader
9.1 33.8 0.0 50.9 0.9 0.5 5.3 33.8 3.1 1.5 8.7 0.0 29.6 19.2
Number of Traders in Each Category Total Traders: 24
. . 0 7 . . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 60,094
Positions
10,767 4,998 1 20,429 3,612 225 16,184 16,147 1,208 2,144 925 0 9,136 32,978
Changes from: February 18, 2020 Total Change is: 2,153
-134 -833 -1 -343 19 36 890 9,852 19 1,448 325 0 238 -7,264
Percent of Open Interest Represented by Each Category of Trader
17.9 8.3 0.0 34.0 6.0 0.4 26.9 26.9 2.0 3.6 1.5 0.0 15.2 54.9
Number of Traders in Each Category Total Traders: 88
13 8 . 16 6 6 18 22 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 377,848
Positions
39,760 253,870 378 279,875 74,233 26,353 17,862 16,090 1,141 2,464 796 0 10,015 4,987
Changes from: February 18, 2020 Total Change is: 6,670
-748 5,614 62 7,255 9,208 -3,040 1,541 -5,092 698 -24 11 0 926 -791
Percent of Open Interest Represented by Each Category of Trader
10.5 67.2 0.1 74.1 19.6 7.0 4.7 4.3 0.3 0.7 0.2 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 181
17 13 4 71 36 37 21 15 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,536,132
Positions
132,756 1,024,281 7,036 1,057,276 282,036 107,372 147,986 34,488 5,432 44,161 59,932 2,741 31,372 12,814
Changes from: February 18, 2020 Total Change is: 28,427
41,293 -38,481 818 -42,575 27,612 18,695 25,926 -12,834 1,428 -3,702 29,652 -7 -13,449 1,544
Percent of Open Interest Represented by Each Category of Trader
8.6 66.7 0.5 68.8 18.4 7.0 9.6 2.2 0.4 2.9 3.9 0.2 2.0 0.8
Number of Traders in Each Category Total Traders: 445
27 23 9 172 67 79 72 29 22 40 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 125,228
Positions
16,963 86,299 36,156 18,789 0 836 46,599 0 1,876 3,957 0 0 52 61
Changes from: February 18, 2020 Total Change is: 22,251
1,257 7,152 13,612 -1,350 0 0 7,222 0 1,487 0 0 0 23 0
Percent of Open Interest Represented by Each Category of Trader
13.5 68.9 28.9 15.0 0.0 0.7 37.2 0.0 1.5 3.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 50
7 16 13 10 0 . 12 0 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,749,498
Positions
8,087 188,139 79,351 530,193 277,394 279,356 71,212 214,326 471,021 86,478 53,332 14,962 208,836 171,616
Changes from: February 18, 2020 Total Change is: 131,918
-3,529 2,773 1,441 21,359 -20,760 -9,985 1,332 6,521 112,266 2,374 9,943 5,064 1,596 24,656
Percent of Open Interest Represented by Each Category of Trader
0.5 10.8 4.5 30.3 15.9 16.0 4.1 12.3 26.9 4.9 3.0 0.9 11.9 9.8
Number of Traders in Each Category Total Traders: 201
10 19 24 57 31 59 30 31 46 13 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,308,445
Positions
36,592 131,231 11,602 654,524 78,485 242,628 25,365 629,766 98,121 51,751 6,086 0 187,862 110,526
Changes from: February 18, 2020 Total Change is: 37,322
-10,812 33,749 236 4,691 -10,417 10,955 -830 -31,355 22,338 -100 -1,742 -1 10,846 13,559
Percent of Open Interest Represented by Each Category of Trader
2.8 10.0 0.9 50.0 6.0 18.5 1.9 48.1 7.5 4.0 0.5 0.0 14.4 8.4
Number of Traders in Each Category Total Traders: 144
5 11 7 70 13 52 7 31 22 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,618,290
Positions
50,122 320,848 47,080 1,537,176 785,423 394,001 813,041 1,625,845 177,241 355,161 109,084 8,297 236,173 150,471
Changes from: February 18, 2020 Total Change is: -364,343
-30,944 49,208 -21,885 -129,300 -72,274 64,835 -51,530 -233,967 -164,105 -34,646 2,600 -35,954 39,187 47,199
Percent of Open Interest Represented by Each Category of Trader
1.4 8.9 1.3 42.5 21.7 10.9 22.5 44.9 4.9 9.8 3.0 0.2 6.5 4.2
Number of Traders in Each Category Total Traders: 362
20 29 23 123 30 74 61 55 57 29 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,230,576
Positions
227,478 202,192 402,217 1,540,498 858,999 1,016,982 459,734 1,080,135 759,597 140,354 239,936 121,479 562,236 549,038
Changes from: February 18, 2020 Total Change is: -175,563
-18,420 -17,213 -34,948 -80,841 -133,803 -61,762 -4,267 -26,626 -33,127 -62,285 11,622 38,100 81,986 82,192
Percent of Open Interest Represented by Each Category of Trader
4.3 3.9 7.7 29.5 16.4 19.4 8.8 20.7 14.5 2.7 4.6 2.3 10.7 10.5
Number of Traders in Each Category Total Traders: 417
28 32 48 111 70 110 65 61 93 21 27 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,030,102
Positions
157,439 48,419 6,968 367,503 291,933 133,926 132,012 210,235 34,263 47,902 35,853 33 150,056 268,473
Changes from: February 18, 2020 Total Change is: 73,725
68,694 14,432 1,650 11,707 -15,419 -6,757 -24,173 -18,696 8,840 -8,884 904 33 22,615 88,739
Percent of Open Interest Represented by Each Category of Trader
15.3 4.7 0.7 35.7 28.3 13.0 12.8 20.4 3.3 4.7 3.5 0.0 14.6 26.1
Number of Traders in Each Category Total Traders: 115
6 7 6 26 37 41 13 19 15 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,174,276
Positions
136,276 498,830 154,930 2,112,448 663,016 897,490 529,525 1,638,745 594,600 290,672 224,661 70,396 387,939 431,609
Changes from: February 18, 2020 Total Change is: 23,495
14,177 -4,185 -41,466 -52,049 -99,822 -5,169 -2,787 10,680 39,092 -7,267 -38,293 45,809 33,154 116,848
Percent of Open Interest Represented by Each Category of Trader
2.6 9.6 3.0 40.8 12.8 17.3 10.2 31.7 11.5 5.6 4.3 1.4 7.5 8.3
Number of Traders in Each Category Total Traders: 321
16 23 25 94 47 81 48 60 61 20 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,102,008
Positions
398,422 439,062 441,984 6,450 72,321 18,529 564,814 507,107 547,281 62,265 24,693 6,194 56,070 44,837
Changes from: February 18, 2020 Total Change is: 205,098
32,831 -31,398 29,202 4,592 -1,741 5,902 75,973 152,881 42,403 3,051 1,818 -2,149 13,293 8,181
Percent of Open Interest Represented by Each Category of Trader
19.0 20.9 21.0 0.3 3.4 0.9 26.9 24.1 26.0 3.0 1.2 0.3 2.7 2.1
Number of Traders in Each Category Total Traders: 154
35 22 49 5 7 4 35 32 50 10 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is24,416,172
Positions
2,630,805 2,193,383 4,295,424 885,480 2,027,788 1,651,621 1,466,076 678,780 12,389,814 156,771 111,545 161,373 778,809 906,444
Changes from: February 18, 2020 Total Change is: 2,565,843
-5,213 524,852 184,794 137,917 -91,069 123,322 268,280 27,355 1,741,175 -1,732 6,779 33,021 84,281 15,615
Percent of Open Interest Represented by Each Category of Trader
10.8 9.0 17.6 3.6 8.3 6.8 6.0 2.8 50.7 0.6 0.5 0.7 3.2 3.7
Number of Traders in Each Category Total Traders: 284
32 47 76 22 17 26 59 58 106 29 16 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 177,626
Positions
9,112 86,527 23,575 5,542 8,127 8,571 103,820 21,746 24,905 366 497 481 1,254 3,197
Changes from: February 18, 2020 Total Change is: 7,139
721 -5,323 3,357 -612 8,127 -5,998 11,106 8,090 -775 -438 -185 -79 -143 -75
Percent of Open Interest Represented by Each Category of Trader
5.1 48.7 13.3 3.1 4.6 4.8 58.4 12.2 14.0 0.2 0.3 0.3 0.7 1.8
Number of Traders in Each Category Total Traders: 58
4 16 6 . . . 15 14 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 303,581
Positions
4,275 98,558 40,616 21,345 6,422 4,938 155,720 86,146 64,881 11,041 701 342 423 977
Changes from: February 18, 2020 Total Change is: 40,787
1,511 8,560 3,753 10,602 3,203 -2,368 20,159 20,573 7,218 -248 68 -163 323 -57
Percent of Open Interest Represented by Each Category of Trader
1.4 32.5 13.4 7.0 2.1 1.6 51.3 28.4 21.4 3.6 0.2 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 88
6 20 13 4 6 4 23 26 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 100,624
Positions
838 36,930 0 938 3,559 38 18,805 11,829 45,248 34,729 1,140 0 28 1,880
Changes from: February 18, 2020 Total Change is: 3,200
0 -1,068 0 13 221 4 1,196 1,310 2,818 -830 0 0 -1 -85
Percent of Open Interest Represented by Each Category of Trader
0.8 36.7 0.0 0.9 3.5 0.0 18.7 11.8 45.0 34.5 1.1 0.0 0.0 1.9
Number of Traders in Each Category Total Traders: 32
. 4 0 . 7 . 5 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 34,313
Positions
148 11,683 0 1,293 475 115 16,527 4,320 16,230 0 0 0 0 1,490
Changes from: February 18, 2020 Total Change is: 1,681
-40 -613 0 0 -118 0 762 1,318 959 0 0 0 0 135
Percent of Open Interest Represented by Each Category of Trader
0.4 34.0 0.0 3.8 1.4 0.3 48.2 12.6 47.3 0.0 0.0 0.0 0.0 4.3
Number of Traders in Each Category Total Traders: 21
. 4 0 . 6 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 45,290
Positions
10,601 0 16,188 0 111 0 705 11,845 13,615 3,920 3,217 246 15 68
Changes from: February 18, 2020 Total Change is: 212
0 0 0 0 0 0 -719 -657 871 60 50 0 0 -52
Percent of Open Interest Represented by Each Category of Trader
23.4 0.0 35.7 0.0 0.2 0.0 1.6 26.2 30.1 8.7 7.1 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 5,754
Positions
71 178 5 164 189 0 1,734 4,484 214 1,747 30 194 1,626 460
Changes from: February 18, 2020 Total Change is: -819
-7 20 5 -96 12 0 -667 -755 -23 166 -146 36 -233 31
Percent of Open Interest Represented by Each Category of Trader
1.2 3.1 0.1 2.9 3.3 0.0 30.1 77.9 3.7 30.4 0.5 3.4 28.3 8.0
Number of Traders in Each Category Total Traders: 58
. . . . . 0 22 11 8 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 47,901
Positions
595 26,500 0 18,650 1,558 610 21,164 15,273 1,254 1,936 745 187 3,505 1,774
Changes from: February 18, 2020 Total Change is: -574
145 610 0 500 -15 27 -1,580 -1,087 44 174 -62 108 7 -200
Percent of Open Interest Represented by Each Category of Trader
1.2 55.3 0.0 38.9 3.3 1.3 44.2 31.9 2.6 4.0 1.6 0.4 7.3 3.7
Number of Traders in Each Category Total Traders: 101
. . 0 20 . 4 35 15 6 16 8 .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 431,241
Positions
81,197 39,105 32,094 123,557 63,287 21,608 43,937 152,458 76,721 12,087 2,891 15,613 24,427 27,464
Changes from: February 18, 2020 Total Change is: 6,464
-5,123 13,949 5,315 16,751 -45,483 -4,474 -10,938 32,662 9,659 -5,003 518 -438 715 -5,244
Percent of Open Interest Represented by Each Category of Trader
18.8 9.1 7.4 28.7 14.7 5.0 10.2 35.4 17.8 2.8 0.7 3.6 5.7 6.4
Number of Traders in Each Category Total Traders: 218
16 16 20 30 26 27 33 63 64 11 12 15
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Traders in Financial Futures - Options and Futures Combined Positions as of February 25, 2020
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 21,052
Positions
7,573 765 264 11,455 4,436 491 77 14,914 100 798 30 0 294 52
Changes from: February 18, 2020 Total Change is: -3,256
0 -84 -30 -2,196 -316 -1,006 -20 -1,834 0 -45 -20 0 41 34
Percent of Open Interest Represented by Each Category of Trader
36.0 3.6 1.3 54.4 21.1 2.3 0.4 70.8 0.5 3.8 0.1 0.0 1.4 0.2
Number of Traders in Each Category Total Traders: 43
4 . . 10 5 . . 8 . 12 . 0
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Updated February 28, 2020