Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 186,932
Positions
2,334 70,004 14,228 53,020 27,734 6,635 36,620 31,521 5,405 18,273 0 7 50,410 31,398
Changes from: March 9, 2021 Total Change is: 13,854
1,042 -7,416 9,482 3,225 -2,031 347 500 1,315 -650 -275 0 -1,351 1,534 14,158
Percent of Open Interest Represented by Each Category of Trader
1.2 37.4 7.6 28.4 14.8 3.5 19.6 16.9 2.9 9.8 0.0 0.0 27.0 16.8
Number of Traders in Each Category Total Traders: 109
. 11 7 22 13 7 24 22 11 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,985
Positions
11,125 1,343 61 2,311 9,956 476 15,450 3,260 83 0 643 0 8,479 22,163
Changes from: March 9, 2021 Total Change is: -19,363
-6,065 -18,178 -788 -130 305 -175 -9,686 -2,437 -998 0 0 -6 -1,515 2,914
Percent of Open Interest Represented by Each Category of Trader
29.3 3.5 0.2 6.1 26.2 1.3 40.7 8.6 0.2 0.0 1.7 0.0 22.3 58.3
Number of Traders in Each Category Total Traders: 38
. . . . 11 . 12 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 148,035
Positions
2,782 41,254 310 58,592 46,299 5,120 40,822 24,110 883 3,203 6,227 0 36,323 23,832
Changes from: March 9, 2021 Total Change is: -33,338
-7,182 -3,620 -18,427 4,668 -3,499 289 -6,518 220 -6,364 85 0 0 111 -1,937
Percent of Open Interest Represented by Each Category of Trader
1.9 27.9 0.2 39.6 31.3 3.5 27.6 16.3 0.6 2.2 4.2 0.0 24.5 16.1
Number of Traders in Each Category Total Traders: 103
. 7 . 21 18 12 26 21 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 145,951
Positions
26,005 11,713 113 71,063 35,249 6,298 21,051 54,898 1,746 1,222 568 0 18,453 35,366
Changes from: March 9, 2021 Total Change is: -65,396
-19,623 -66,248 -1,188 -4,155 3,097 -81 -22,561 4,250 -2,583 -13,393 -414 -252 -1,560 -1,977
Percent of Open Interest Represented by Each Category of Trader
17.8 8.0 0.1 48.7 24.2 4.3 14.4 37.6 1.2 0.8 0.4 0.0 12.6 24.2
Number of Traders in Each Category Total Traders: 113
7 5 . 21 22 10 24 29 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 638,977
Positions
26,711 430,548 1,918 404,576 66,921 23,130 48,912 60,735 5,193 37,381 4,379 3,896 87,260 42,257
Changes from: March 9, 2021 Total Change is: -83,146
-6,788 -13,797 -51,551 9,649 -3,807 357 -15,335 -3,438 -10,770 1,137 -770 -580 -9,265 1,210
Percent of Open Interest Represented by Each Category of Trader
4.2 67.4 0.3 63.3 10.5 3.6 7.7 9.5 0.8 5.9 0.7 0.6 13.7 6.6
Number of Traders in Each Category Total Traders: 286
12 12 6 111 29 47 42 44 21 30 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,679
Positions
0 6,446 0 10,920 5,569 2,796 0 2,988 0 800 0 0 11,163 7,880
Changes from: March 9, 2021 Total Change is: -3,911
0 -2,581 0 1,932 -789 -644 -2,323 25 -1,285 0 0 0 -1,591 1,363
Percent of Open Interest Represented by Each Category of Trader
0.0 25.1 0.0 42.5 21.7 10.9 0.0 11.6 0.0 3.1 0.0 0.0 43.5 30.7
Number of Traders in Each Category Total Traders: 22
0 . 0 12 7 7 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 22,707
Positions
455 1,917 3,465 6,812 6,440 1,548 500 3,738 0 0 913 62 9,865 4,624
Changes from: March 9, 2021 Total Change is: 2,250
10 36 2,656 415 45 223 0 827 -809 0 325 0 -245 -1,053
Percent of Open Interest Represented by Each Category of Trader
2.0 8.4 15.3 30.0 28.4 6.8 2.2 16.5 0.0 0.0 4.0 0.3 43.4 20.4
Number of Traders in Each Category Total Traders: 22
. . . 7 7 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 129,421
Positions
232 44,150 1 49,614 46,273 2,056 40,325 17,915 778 6,115 774 0 30,300 17,474
Changes from: March 9, 2021 Total Change is: -20,909
-3,945 -632 -6,034 1,103 -929 393 -8,558 -4,184 -3,044 5,663 0 0 -6,487 -6,479
Percent of Open Interest Represented by Each Category of Trader
0.2 34.1 0.0 38.3 35.8 1.6 31.2 13.8 0.6 4.7 0.6 0.0 23.4 13.5
Number of Traders in Each Category Total Traders: 83
. 8 . 23 11 9 20 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,747
Positions
0 15,351 0 18,920 0 0 8,835 14,622 0 1,690 723 0 2,302 1,051
Changes from: March 9, 2021 Total Change is: 2,645
-171 5,550 -422 1,031 0 0 2,036 -1,007 -260 179 -708 0 252 -508
Percent of Open Interest Represented by Each Category of Trader
0.0 48.4 0.0 59.6 0.0 0.0 27.8 46.1 0.0 5.3 2.3 0.0 7.3 3.3
Number of Traders in Each Category Total Traders: 43
0 5 0 9 0 0 15 6 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 113,924
Positions
154 57,006 505 55,508 3,699 853 47,062 30,660 463 4,230 17,020 5 5,144 3,713
Changes from: March 9, 2021 Total Change is: -53,363
-19,076 -37,288 -12,449 4,486 -756 49 -19,034 4,936 -7,161 235 -296 -155 -258 -243
Percent of Open Interest Represented by Each Category of Trader
0.1 50.0 0.4 48.7 3.2 0.7 41.3 26.9 0.4 3.7 14.9 0.0 4.5 3.3
Number of Traders in Each Category Total Traders: 132
. 9 . 22 4 4 40 31 6 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,685
Positions
16,449 1,105 292 6,486 27,974 108 16,941 9,865 1,118 3,630 4,407 1 2,660 2,815
Changes from: March 9, 2021 Total Change is: 340
-402 306 189 13 -315 108 989 -125 351 -427 -236 0 -481 62
Percent of Open Interest Represented by Each Category of Trader
34.5 2.3 0.6 13.6 58.7 0.2 35.5 20.7 2.3 7.6 9.2 0.0 5.6 5.9
Number of Traders in Each Category Total Traders: 77
. . . 8 8 . 19 17 7 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,565
Positions
2,282 6,599 0 11,610 6,568 995 13,776 15,113 921 113 1,633 6 4,862 2,730
Changes from: March 9, 2021 Total Change is: -16,815
-846 -12,311 -637 -487 1,502 -273 -11,557 -2,342 -2,241 3 -85 0 -777 -428
Percent of Open Interest Represented by Each Category of Trader
6.6 19.1 0.0 33.6 19.0 2.9 39.9 43.7 2.7 0.3 4.7 0.0 14.1 7.9
Number of Traders in Each Category Total Traders: 75
. . 0 18 7 5 25 14 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,214
Positions
2,630 0 0 3,363 2,873 0 4,665 7,860 0 327 0 0 1,229 1,481
Changes from: March 9, 2021 Total Change is: -2,353
1,903 -128 -577 -227 61 0 -2,009 102 -1,357 227 0 0 -313 -454
Percent of Open Interest Represented by Each Category of Trader
21.5 0.0 0.0 27.5 23.5 0.0 38.2 64.4 0.0 2.7 0.0 0.0 10.1 12.1
Number of Traders in Each Category Total Traders: 30
. 0 0 6 . 0 9 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,432
Positions
15,543 7,586 11,404 7,862 2,378 666 7,931 9,372 1,199 138 14,776 0 9,691 7,054
Changes from: March 9, 2021 Total Change is: 8,030
-2,481 40 6,122 -229 -762 151 2,374 890 858 138 97 0 1,097 635
Percent of Open Interest Represented by Each Category of Trader
28.6 13.9 21.0 14.4 4.4 1.2 14.6 17.2 2.2 0.3 27.1 0.0 17.8 13.0
Number of Traders in Each Category Total Traders: 107
21 11 18 23 5 8 25 13 11 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 108,863
Positions
31,086 15,172 22,807 15,723 4,755 1,331 15,861 18,743 2,397 276 29,551 0 19,382 14,107
Changes from: March 9, 2021 Total Change is: 16,059
-4,961 80 12,243 -457 -1,523 301 4,748 1,779 1,716 276 194 0 2,193 1,269
Percent of Open Interest Represented by Each Category of Trader
28.6 13.9 21.0 14.4 4.4 1.2 14.6 17.2 2.2 0.3 27.1 0.0 17.8 13.0
Number of Traders in Each Category Total Traders: 107
21 11 18 23 5 8 25 13 11 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,731
Positions
2,154 17,209 8,560 16,988 0 3,118 1,316 5,001 31 0 0 0 2,564 812
Changes from: March 9, 2021 Total Change is: 8,870
-603 196 7,148 2,456 0 -22 -165 1,354 31 -190 0 -210 425 373
Percent of Open Interest Represented by Each Category of Trader
6.2 49.5 24.6 48.9 0.0 9.0 3.8 14.4 0.1 0.0 0.0 0.0 7.4 2.3
Number of Traders in Each Category Total Traders: 32
5 7 6 15 0 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 643,898
Positions
90,509 166,249 48,074 228,444 93,144 83,448 64,436 86,564 40,526 19,759 65,985 1,375 67,328 58,533
Changes from: March 9, 2021 Total Change is: 58,270
4,924 -4,460 30,859 -2,779 -3,044 12,278 -4,524 2,392 15,608 -983 2,569 8 2,878 2,059
Percent of Open Interest Represented by Each Category of Trader
14.1 25.8 7.5 35.5 14.5 13.0 10.0 13.4 6.3 3.1 10.2 0.2 10.5 9.1
Number of Traders in Each Category Total Traders: 528
35 31 37 161 84 119 72 92 75 29 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 31,168
Positions
9,227 17,658 186 2,000 0 0 13,777 7,194 922 0 0 0 5,056 5,208
Changes from: March 9, 2021 Total Change is: 1,519
2,445 -821 21 0 0 0 2,854 1,435 783 0 -1,400 0 -4,584 1,501
Percent of Open Interest Represented by Each Category of Trader
29.6 56.7 0.6 6.4 0.0 0.0 44.2 23.1 3.0 0.0 0.0 0.0 16.2 16.7
Number of Traders in Each Category Total Traders: 21
5 . . . 0 0 7 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,116
Positions
5,339 9,626 300 7,289 2,556 420 1,857 1,883 0 0 0 0 1,911 2,331
Changes from: March 9, 2021 Total Change is: 1,367
194 377 300 1,039 -1,516 0 814 999 0 0 0 0 -980 1,207
Percent of Open Interest Represented by Each Category of Trader
31.2 56.2 1.8 42.6 14.9 2.5 10.8 11.0 0.0 0.0 0.0 0.0 11.2 13.6
Number of Traders in Each Category Total Traders: 26
5 9 . 5 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 43,804
Positions
11,065 31,353 5,256 19,076 309 709 3,813 1,822 466 0 0 0 3,419 3,889
Changes from: March 9, 2021 Total Change is: 7,845
59 -12 4,256 3,036 0 348 -257 85 442 0 0 0 -39 2,726
Percent of Open Interest Represented by Each Category of Trader
25.3 71.6 12.0 43.5 0.7 1.6 8.7 4.2 1.1 0.0 0.0 0.0 7.8 8.9
Number of Traders in Each Category Total Traders: 40
4 9 . 14 . . 7 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,063,652
Positions
427,946 764,491 217,902 1,142,219 475,718 407,239 320,554 464,110 130,762 98,795 329,927 6,876 311,359 266,627
Changes from: March 9, 2021 Total Change is: 283,754
18,871 -11,719 147,718 -13,896 -15,218 61,389 -19,342 22,332 56,579 -8,896 15,863 4,020 37,311 2,790
Percent of Open Interest Represented by Each Category of Trader
14.0 25.0 7.1 37.3 15.5 13.3 10.5 15.1 4.3 3.2 10.8 0.2 10.2 8.7
Number of Traders in Each Category Total Traders: 528
34 32 34 161 84 119 73 91 74 29 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,796
Positions
3,742 46,609 7,419 39,288 0 99 2,998 2,722 0 0 0 0 4,250 947
Changes from: March 9, 2021 Total Change is: 4,272
607 -268 4,919 -1,016 0 0 -85 -353 0 0 0 0 -153 -26
Percent of Open Interest Represented by Each Category of Trader
6.5 80.6 12.8 68.0 0.0 0.2 5.2 4.7 0.0 0.0 0.0 0.0 7.4 1.6
Number of Traders in Each Category Total Traders: 44
5 9 6 19 0 . 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,680
Positions
5,890 25,949 4,154 17,619 1,175 3,850 699 0 0 0 0 0 3,468 552
Changes from: March 9, 2021 Total Change is: 7,925
264 207 4,154 -664 0 3,606 0 0 0 0 0 0 565 -42
Percent of Open Interest Represented by Each Category of Trader
16.5 72.7 11.6 49.4 3.3 10.8 2.0 0.0 0.0 0.0 0.0 0.0 9.7 1.5
Number of Traders in Each Category Total Traders: 24
. 9 4 9 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 8,966
Positions
3,357 7,365 857 1,662 0 44 1,491 0 0 0 0 0 1,555 700
Changes from: March 9, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
37.4 82.1 9.6 18.5 0.0 0.5 16.6 0.0 0.0 0.0 0.0 0.0 17.3 7.8
Number of Traders in Each Category Total Traders: 20
4 7 . 4 0 . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,071
Positions
6,618 12,137 4,169 7,258 1,642 96 0 849 0 0 0 0 1,930 1,178
Changes from: March 9, 2021 Total Change is: 516
-2,029 -1,488 4,169 871 -2,356 3 0 0 0 0 0 0 -2,498 188
Percent of Open Interest Represented by Each Category of Trader
33.0 60.5 20.8 36.2 8.2 0.5 0.0 4.2 0.0 0.0 0.0 0.0 9.6 5.9
Number of Traders in Each Category Total Traders: 22
5 8 . 5 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 139,760
Positions
92,357 99,464 39,796 0 0 0 7,607 0 0 0 0 0 0 500
Changes from: March 9, 2021 Total Change is: 13,822
500 0 13,822 0 0 0 0 0 0 0 0 0 -500 0
Percent of Open Interest Represented by Each Category of Trader
66.1 71.2 28.5 0.0 0.0 0.0 5.4 0.0 0.0 0.0 0.0 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 20
8 11 6 0 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 134,238
Positions
0 3,432 0 23,383 0 11 15,930 70,358 12,813 0 1,150 30 82,071 46,444
Changes from: March 9, 2021 Total Change is: 32,310
-18,234 1,939 0 7 -1,001 -22 -9,111 7,261 9,636 0 -1,560 10 50,024 16,047
Percent of Open Interest Represented by Each Category of Trader
0.0 2.6 0.0 17.4 0.0 0.0 11.9 52.4 9.5 0.0 0.9 0.0 61.1 34.6
Number of Traders in Each Category Total Traders: 21
0 . 0 5 0 . 4 9 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,552
Positions
6,343 17,332 1,108 28,046 23,019 2,218 1,968 2,804 156 475 0 0 10,238 3,915
Changes from: March 9, 2021 Total Change is: 1,125
-86 872 850 -1,060 -1,977 241 173 869 -277 475 -226 -2 811 775
Percent of Open Interest Represented by Each Category of Trader
12.5 34.3 2.2 55.5 45.5 4.4 3.9 5.5 0.3 0.9 0.0 0.0 20.3 7.7
Number of Traders in Each Category Total Traders: 68
4 8 4 28 14 8 7 5 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,477
Positions
14,952 4,345 2,284 10,722 10,140 2,437 9,819 17,594 1,848 1,959 3,884 200 7,256 8,745
Changes from: March 9, 2021 Total Change is: 771
-2,293 -548 1,771 645 -750 1,135 -1,737 -584 392 465 -190 174 219 -628
Percent of Open Interest Represented by Each Category of Trader
29.0 8.4 4.4 20.8 19.7 4.7 19.1 34.2 3.6 3.8 7.5 0.4 14.1 17.0
Number of Traders in Each Category Total Traders: 307
29 20 14 62 53 42 32 73 33 16 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 257,385
Positions
74,758 21,724 11,419 53,611 50,700 12,184 49,093 87,970 9,242 9,797 19,419 1,000 36,281 43,727
Changes from: March 9, 2021 Total Change is: 3,857
-11,463 -2,739 8,853 3,227 -3,751 5,673 -8,686 -2,921 1,958 2,327 -949 872 1,096 -3,139
Percent of Open Interest Represented by Each Category of Trader
29.0 8.4 4.4 20.8 19.7 4.7 19.1 34.2 3.6 3.8 7.5 0.4 14.1 17.0
Number of Traders in Each Category Total Traders: 307
29 20 14 62 53 42 32 73 33 16 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 117,570
Positions
590 1,311 0 570 0 0 34,610 76,016 20,315 451 944 835 60,199 18,149
Changes from: March 9, 2021 Total Change is: -6,196
130 -18,819 0 -28 0 0 12,546 -108 17,396 -919 -248 559 -35,880 -4,976
Percent of Open Interest Represented by Each Category of Trader
0.5 1.1 0.0 0.5 0.0 0.0 29.4 64.7 17.3 0.4 0.8 0.7 51.2 15.4
Number of Traders in Each Category Total Traders: 26
. . 0 . 0 0 6 9 12 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 614,508
Positions
130,460 105,450 60,581 248,702 121,699 50,926 66,152 167,071 14,968 10,580 70,280 254 31,885 23,279
Changes from: March 9, 2021 Total Change is: 64,253
-10,184 -3,659 54,448 5,824 -6,249 5,260 -5,336 2,221 10,868 269 -3,946 202 2,902 5,108
Percent of Open Interest Represented by Each Category of Trader
21.2 17.2 9.9 40.5 19.8 8.3 10.8 27.2 2.4 1.7 11.4 0.0 5.2 3.8
Number of Traders in Each Category Total Traders: 347
27 18 17 106 50 54 54 54 28 19 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,690
Positions
5,773 20,968 2,915 11,685 541 0 2,655 468 342 0 0 0 2,320 456
Changes from: March 9, 2021 Total Change is: 4,421
799 580 2,894 229 -26 0 68 468 254 0 0 0 177 251
Percent of Open Interest Represented by Each Category of Trader
22.5 81.6 11.3 45.5 2.1 0.0 10.3 1.8 1.3 0.0 0.0 0.0 9.0 1.8
Number of Traders in Each Category Total Traders: 30
. 11 6 11 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,145
Positions
2,814 4,287 285 15,125 2,937 310 6,817 3,396 171 1,774 1,078 0 7,849 22,681
Changes from: March 9, 2021 Total Change is: -25,277
-11,583 -5,802 -1,859 648 -79 40 -11,228 -4,283 -365 -806 1,078 -249 125 -13,758
Percent of Open Interest Represented by Each Category of Trader
8.0 12.2 0.8 43.0 8.4 0.9 19.4 9.7 0.5 5.0 3.1 0.0 22.3 64.5
Number of Traders in Each Category Total Traders: 48
. 5 . 12 5 5 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 482,162
Positions
33,065 255,325 52,038 290,948 70,097 68,102 14,967 17,440 2,893 7,283 5,236 132 12,734 10,899
Changes from: March 9, 2021 Total Change is: 51,703
-390 98 40,257 -1,038 -2,808 11,312 -2,997 -2,401 1,074 -67 743 132 3,420 3,296
Percent of Open Interest Represented by Each Category of Trader
6.9 53.0 10.8 60.3 14.5 14.1 3.1 3.6 0.6 1.5 1.1 0.0 2.6 2.3
Number of Traders in Each Category Total Traders: 183
11 15 13 76 39 48 20 12 11 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,399,310
Positions
116,693 616,255 104,909 779,840 270,309 146,649 74,932 74,199 23,874 32,339 57,480 13,897 106,177 91,738
Changes from: March 9, 2021 Total Change is: 200,639
6,220 -14,811 96,206 -4,510 -28,126 20,187 -12,199 12,759 18,981 -282 8,143 6,584 69,452 80,716
Percent of Open Interest Represented by Each Category of Trader
8.3 44.0 7.5 55.7 19.3 10.5 5.4 5.3 1.7 2.3 4.1 1.0 7.6 6.6
Number of Traders in Each Category Total Traders: 438
32 16 15 190 62 100 57 40 33 26 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 166,285
Positions
21,828 127,656 18,985 24,584 6,247 3,341 86,685 410 9,501 1,061 75 0 300 70
Changes from: March 9, 2021 Total Change is: 2,180
-1,966 522 1,658 260 0 0 2,525 0 0 0 0 0 -297 0
Percent of Open Interest Represented by Each Category of Trader
13.1 76.8 11.4 14.8 3.8 2.0 52.1 0.2 5.7 0.6 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 77
11 17 15 14 . . 25 . 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,203,595
Positions
3,343 116,002 2,223 616,321 325,953 223,259 91,605 258,575 30,641 83,627 49,021 0 152,576 197,921
Changes from: March 9, 2021 Total Change is: -4,866
-746 17,442 -410 -22,759 -3,083 10,314 -8,679 -43,951 10,724 3,218 -4,656 0 3,472 8,754
Percent of Open Interest Represented by Each Category of Trader
0.3 9.6 0.2 51.2 27.1 18.5 7.6 21.5 2.5 6.9 4.1 0.0 12.7 16.4
Number of Traders in Each Category Total Traders: 191
4 20 4 55 39 52 19 35 19 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,172,483
Positions
28,810 123,590 421 654,087 303,541 204,549 66,826 366,096 12,048 61,475 16,427 0 144,267 145,811
Changes from: March 9, 2021 Total Change is: 12,639
335 -4,656 -684 -4,322 -10,961 14,329 139 22,039 -2,329 -964 -2,857 0 6,135 -2,242
Percent of Open Interest Represented by Each Category of Trader
2.5 10.5 0.0 55.8 25.9 17.4 5.7 31.2 1.0 5.2 1.4 0.0 12.3 12.4
Number of Traders in Each Category Total Traders: 159
. 9 . 65 38 61 10 24 9 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,366,163
Positions
164,711 191,260 30,781 903,362 477,427 341,109 581,800 1,103,482 39,681 164,590 48,891 1,217 138,912 132,315
Changes from: March 9, 2021 Total Change is: -29,423
-3,704 5,625 4,558 -45,901 24,174 11,878 36,047 -86,218 -13,035 -1,335 7,259 -17 -17,914 16,353
Percent of Open Interest Represented by Each Category of Trader
7.0 8.1 1.3 38.2 20.2 14.4 24.6 46.6 1.7 7.0 2.1 0.1 5.9 5.6
Number of Traders in Each Category Total Traders: 283
11 30 9 94 38 76 42 39 24 17 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,805,718
Positions
169,188 262,788 24,599 1,319,079 1,408,554 769,786 834,988 490,261 79,496 301,544 255,039 246 306,792 514,949
Changes from: March 9, 2021 Total Change is: 127,596
19,138 23,251 -5,404 106,070 121,998 -16,028 -10,285 8,937 -18,964 53,440 10,567 -1,249 878 4,488
Percent of Open Interest Represented by Each Category of Trader
4.4 6.9 0.6 34.7 37.0 20.2 21.9 12.9 2.1 7.9 6.7 0.0 8.1 13.5
Number of Traders in Each Category Total Traders: 412
25 31 13 81 97 98 62 70 39 18 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,265,898
Positions
106,899 17,575 6,782 346,148 488,819 159,751 472,402 279,016 13,077 47,312 65,328 74 113,453 235,476
Changes from: March 9, 2021 Total Change is: -28,173
-4,017 2,754 -2,073 -22,681 15,376 -9,380 7,102 -13,814 -10,977 9,883 -10,394 0 3,970 335
Percent of Open Interest Represented by Each Category of Trader
8.4 1.4 0.5 27.3 38.6 12.6 37.3 22.0 1.0 3.7 5.2 0.0 9.0 18.6
Number of Traders in Each Category Total Traders: 145
6 5 6 24 59 45 24 17 15 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,422,108
Positions
55,214 169,144 23,005 1,552,570 1,045,624 611,248 517,519 931,444 102,730 288,067 153,679 2,528 269,227 382,706
Changes from: March 9, 2021 Total Change is: -31,831
-60,100 37,772 -2,167 91,601 -4,781 -7,261 -47,657 -58,109 16,263 -18,582 -13,751 87 -4,015 116
Percent of Open Interest Represented by Each Category of Trader
1.6 4.9 0.7 45.4 30.6 17.9 15.1 27.2 3.0 8.4 4.5 0.1 7.9 11.2
Number of Traders in Each Category Total Traders: 317
13 25 11 84 68 81 39 59 28 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,047,884
Positions
355,602 207,319 231,362 22,977 6,552 6,753 93,993 254,270 313,323 3,655 1,500 0 20,219 26,805
Changes from: March 9, 2021 Total Change is: 37,514
-18,242 9,033 20,973 2,229 217 1,027 13,723 -13,059 18,892 -32 0 0 -1,056 431
Percent of Open Interest Represented by Each Category of Trader
33.9 19.8 22.1 2.2 0.6 0.6 9.0 24.3 29.9 0.3 0.1 0.0 1.9 2.6
Number of Traders in Each Category Total Traders: 93
22 20 40 . 4 . 20 19 32 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is10,595,320
Positions
1,930,699 1,883,394 1,573,903 586,573 752,124 775,964 2,206,148 1,672,764 2,676,253 54,993 158,715 237,626 553,161 864,577
Changes from: March 9, 2021 Total Change is:-1,027,241
-321,737 -94,215 -221,137 115,404 -69,670 992 -94,206 -112,388 -469,918 6,547 -8,371 155 -43,341 -52,689
Percent of Open Interest Represented by Each Category of Trader
18.2 17.8 14.9 5.5 7.1 7.3 20.8 15.8 25.3 0.5 1.5 2.2 5.2 8.2
Number of Traders in Each Category Total Traders: 233
30 45 71 17 11 25 47 49 86 8 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 488,159
Positions
62,520 179,261 131,272 2,297 12,700 12,643 160,772 35,652 110,279 2,046 546 5,545 785 261
Changes from: March 9, 2021 Total Change is: -3,376
5,383 -14,241 2,823 9 -6,641 6,249 -24,671 7,871 6,381 -470 219 546 374 -6,583
Percent of Open Interest Represented by Each Category of Trader
12.8 36.7 26.9 0.5 2.6 2.6 32.9 7.3 22.6 0.4 0.1 1.1 0.2 0.1
Number of Traders in Each Category Total Traders: 101
14 26 23 . 4 . 20 22 30 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 224,798
Positions
26,267 89,706 41,137 1,263 8,434 3,450 86,968 23,342 57,448 7,159 91 1,050 56 140
Changes from: March 9, 2021 Total Change is: 10,845
2,868 8,418 4,196 -1,243 6,056 1,788 3,888 -8,337 -965 364 -229 8 -59 -90
Percent of Open Interest Represented by Each Category of Trader
11.7 39.9 18.3 0.6 3.8 1.5 38.7 10.4 25.6 3.2 0.0 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 89
9 21 13 . . . 27 20 28 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 122,504
Positions
0 42,658 0 1,753 2,551 0 4,438 37,009 39,707 76,604 500 0 2 79
Changes from: March 9, 2021 Total Change is: -53,952
0 15,144 0 -12 41 0 -439 -15,537 -53,403 -98 -190 0 0 -7
Percent of Open Interest Represented by Each Category of Trader
0.0 34.8 0.0 1.4 2.1 0.0 3.6 30.2 32.4 62.5 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 9 0 . 5 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 9,335
Positions
468 203 63 357 516 55 2,099 6,756 842 2,352 139 44 3,055 717
Changes from: March 9, 2021 Total Change is: 550
73 39 22 26 -103 40 44 608 178 -221 -47 -32 420 -155
Percent of Open Interest Represented by Each Category of Trader
5.0 2.2 0.7 3.8 5.5 0.6 22.5 72.4 9.0 25.2 1.5 0.5 32.7 7.7
Number of Traders in Each Category Total Traders: 77
. . . . . . 25 22 9 15 . .
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Traders in Financial Futures - Futures Only Positions as of March 16, 2021
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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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 35,368
Positions
2,164 8,057 1 7,361 3,627 1,140 12,506 17,494 1,150 5,853 1,717 9 5,184 2,173
Changes from: March 9, 2021 Total Change is: -5,932
-8,236 7,769 -813 -98 -30 -105 915 -10,598 84 2,165 -1,565 -216 372 -458
Percent of Open Interest Represented by Each Category of Trader
6.1 22.8 0.0 20.8 10.3 3.2 35.4 49.5 3.3 16.5 4.9 0.0 14.7 6.1
Number of Traders in Each Category Total Traders: 104
. . . 8 7 . 18 30 6 24 13 .
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Traders in Financial Futures - Futures Only Positions as of March 16, 2021
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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 412,533
Positions
59,579 25,370 13,608 144,201 65,680 23,567 37,399 145,203 89,844 8,754 3,654 13,297 22,284 32,310
Changes from: March 9, 2021 Total Change is: 16,903
-3,303 3,528 6,068 -5,832 8,511 5,333 8,980 -9,625 620 521 -154 1,280 3,236 1,342
Percent of Open Interest Represented by Each Category of Trader
14.4 6.1 3.3 35.0 15.9 5.7 9.1 35.2 21.8 2.1 0.9 3.2 5.4 7.8
Number of Traders in Each Category Total Traders: 190
13 11 19 20 30 20 38 49 61 8 11 13
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Traders in Financial Futures - Futures Only Positions as of March 16, 2021
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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 59,091
Positions
3,347 4,203 1,342 42,359 1,760 177 827 43,427 8,056 2,553 58 6 424 62
Changes from: March 9, 2021 Total Change is: 6,907
200 -113 1,342 -2,643 517 -55 10 -2,822 8,055 35 -17 0 -37 0
Percent of Open Interest Represented by Each Category of Trader
5.7 7.1 2.3 71.7 3.0 0.3 1.4 73.5 13.6 4.3 0.1 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 49
. . . 12 4 . 4 7 . 16 . .
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Updated March 19, 2021