Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 180,661
Positions
795 82,527 3,319 49,325 28,754 7,640 36,129 27,159 13,228 18,934 7 1,358 49,932 16,669
Changes from: February 23, 2021 Total Change is: 1,485
-1,746 1,277 417 -2,526 6,498 546 3,712 -5,934 433 2,005 -193 -1 -1,355 -1,558
Percent of Open Interest Represented by Each Category of Trader
0.4 45.7 1.8 27.3 15.9 4.2 20.0 15.0 7.3 10.5 0.0 0.8 27.6 9.2
Number of Traders in Each Category Total Traders: 111
. 11 5 20 16 10 26 22 12 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 54,942
Positions
13,747 19,065 950 3,758 7,537 304 22,524 7,419 1,907 0 643 6 11,747 17,112
Changes from: February 23, 2021 Total Change is: 159
4,373 -1,754 -16 -394 341 -166 95 -694 439 0 1 6 -4,178 2,002
Percent of Open Interest Represented by Each Category of Trader
25.0 34.7 1.7 6.8 13.7 0.6 41.0 13.5 3.5 0.0 1.2 0.0 21.4 31.1
Number of Traders in Each Category Total Traders: 57
8 7 4 5 9 4 16 11 6 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 195,197
Positions
8,748 51,565 6,333 56,427 50,872 5,650 51,912 22,312 24,836 2,907 6,961 725 37,658 25,942
Changes from: February 23, 2021 Total Change is: -8,854
-1,389 -483 168 -4,225 2,945 -36 2,215 -9,123 6,621 -1,114 356 683 -11,778 -9,987
Percent of Open Interest Represented by Each Category of Trader
4.5 26.4 3.2 28.9 26.1 2.9 26.6 11.4 12.7 1.5 3.6 0.4 19.3 13.3
Number of Traders in Each Category Total Traders: 120
4 12 10 18 21 15 34 21 20 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 207,303
Positions
23,880 79,413 6,839 78,840 18,678 9,537 36,684 48,813 12,291 15,935 603 13 23,284 31,117
Changes from: February 23, 2021 Total Change is: 12,360
10,180 -13,253 4,032 -2,762 2,585 1,979 -2,406 8,933 3,726 552 32 13 -2,953 4,312
Percent of Open Interest Represented by Each Category of Trader
11.5 38.3 3.3 38.0 9.0 4.6 17.7 23.5 5.9 7.7 0.3 0.0 11.2 15.0
Number of Traders in Each Category Total Traders: 120
11 5 9 25 16 17 24 31 21 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 746,742
Positions
31,249 464,889 34,498 405,335 65,747 32,444 71,031 58,524 36,808 35,945 5,337 4,638 94,795 43,857
Changes from: February 23, 2021 Total Change is: 3,399
3,725 -18,339 836 596 7,574 2,079 -106 2,544 6,958 -5,384 159 -211 -5,091 1,801
Percent of Open Interest Represented by Each Category of Trader
4.2 62.3 4.6 54.3 8.8 4.3 9.5 7.8 4.9 4.8 0.7 0.6 12.7 5.9
Number of Traders in Each Category Total Traders: 317
14 14 15 122 30 56 51 36 34 36 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 27,121
Positions
0 9,116 0 10,108 5,436 3,086 1,965 2,812 40 800 0 0 11,122 6,631
Changes from: February 23, 2021 Total Change is: -1,563
0 -202 0 315 -1,260 -67 -1,386 0 40 0 0 0 -465 -74
Percent of Open Interest Represented by Each Category of Trader
0.0 33.6 0.0 37.3 20.0 11.4 7.2 10.4 0.1 2.9 0.0 0.0 41.0 24.4
Number of Traders in Each Category Total Traders: 24
0 . 0 11 6 7 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 18,484
Positions
429 1,881 24 6,450 6,471 1,328 500 2,734 0 0 588 62 9,691 5,396
Changes from: February 23, 2021 Total Change is: -258
-8 -197 0 -87 -250 30 -500 -551 0 0 15 -15 322 710
Percent of Open Interest Represented by Each Category of Trader
2.3 10.2 0.1 34.9 35.0 7.2 2.7 14.8 0.0 0.0 3.2 0.3 52.4 29.2
Number of Traders in Each Category Total Traders: 20
. . . 7 6 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 164,356
Positions
4,939 54,745 6,163 52,037 43,566 5,094 48,270 23,804 10,872 432 774 0 36,549 19,338
Changes from: February 23, 2021 Total Change is: 4,392
-860 4,803 2,387 1,225 -886 -490 4,627 -2,017 636 -33 -52 0 -3,099 12
Percent of Open Interest Represented by Each Category of Trader
3.0 33.3 3.7 31.7 26.5 3.1 29.4 14.5 6.6 0.3 0.5 0.0 22.2 11.8
Number of Traders in Each Category Total Traders: 89
. 11 8 19 11 10 26 17 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 30,327
Positions
196 9,776 35 18,390 0 0 7,411 17,352 241 1,955 1,431 0 2,099 1,492
Changes from: February 23, 2021 Total Change is: -707
-375 -21 0 -612 -2,703 0 -547 1,887 239 462 -100 0 126 -9
Percent of Open Interest Represented by Each Category of Trader
0.6 32.2 0.1 60.6 0.0 0.0 24.4 57.2 0.8 6.4 4.7 0.0 6.9 4.9
Number of Traders in Each Category Total Traders: 51
. 5 . 9 0 0 15 8 4 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 160,498
Positions
2,935 99,874 617 66,652 4,369 1,426 69,431 23,689 9,030 4,156 17,849 161 6,090 3,483
Changes from: February 23, 2021 Total Change is: -5,821
2,203 -1,129 -75 -3,731 501 -474 -4,571 -5,214 649 861 1 0 -683 -80
Percent of Open Interest Represented by Each Category of Trader
1.8 62.2 0.4 41.5 2.7 0.9 43.3 14.8 5.6 2.6 11.1 0.1 3.8 2.2
Number of Traders in Each Category Total Traders: 151
. 11 . 21 5 6 56 29 15 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 40,875
Positions
16,887 190 104 6,950 24,618 0 9,729 9,210 255 3,683 3,716 0 3,266 2,782
Changes from: February 23, 2021 Total Change is: 4,626
7,799 -1,743 -54 -1,116 2,649 -435 -1,232 3,271 -574 250 253 0 -13 1,259
Percent of Open Interest Represented by Each Category of Trader
41.3 0.5 0.3 17.0 60.2 0.0 23.8 22.5 0.6 9.0 9.1 0.0 8.0 6.8
Number of Traders in Each Category Total Traders: 67
. . . 8 8 0 16 15 5 11 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 48,611
Positions
2,074 18,503 290 12,805 5,066 855 24,429 17,359 1,805 744 1,686 6 5,603 3,040
Changes from: February 23, 2021 Total Change is: 373
-937 -1,041 279 -817 910 493 1,338 -1,588 1,042 -108 45 0 -917 232
Percent of Open Interest Represented by Each Category of Trader
4.3 38.1 0.6 26.3 10.4 1.8 50.3 35.7 3.7 1.5 3.5 0.0 11.5 6.3
Number of Traders in Each Category Total Traders: 90
4 8 . 18 4 4 30 17 7 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 15,981
Positions
720 187 3,156 4,400 2,651 0 6,156 7,760 57 313 130 0 1,179 2,040
Changes from: February 23, 2021 Total Change is: 2,476
0 -88 3,156 380 -488 0 -1,093 -414 56 61 -295 0 -84 549
Percent of Open Interest Represented by Each Category of Trader
4.5 1.2 19.7 27.5 16.6 0.0 38.5 48.6 0.4 2.0 0.8 0.0 7.4 12.8
Number of Traders in Each Category Total Traders: 35
. . . 7 . 0 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 44,868
Positions
17,933 8,278 2,094 7,725 1,728 1,472 6,044 9,936 1,014 0 14,331 0 8,587 6,018
Changes from: February 23, 2021 Total Change is: -1,324
1,095 -4,055 1,370 -3,720 -45 1,138 -826 395 32 0 16 0 -412 -174
Percent of Open Interest Represented by Each Category of Trader
40.0 18.4 4.7 17.2 3.9 3.3 13.5 22.1 2.3 0.0 31.9 0.0 19.1 13.4
Number of Traders in Each Category Total Traders: 97
20 11 5 21 4 9 21 15 9 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 89,736
Positions
35,866 16,555 4,187 15,450 3,455 2,944 12,087 19,871 2,028 0 28,661 0 17,174 12,035
Changes from: February 23, 2021 Total Change is: -2,647
2,189 -8,110 2,739 -7,440 -89 2,276 -1,652 789 64 0 31 0 -823 -347
Percent of Open Interest Represented by Each Category of Trader
40.0 18.4 4.7 17.2 3.9 3.3 13.5 22.1 2.3 0.0 31.9 0.0 19.1 13.4
Number of Traders in Each Category Total Traders: 97
20 11 5 21 4 9 21 15 9 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 25,659
Positions
2,295 16,722 1,554 14,572 0 3,140 1,016 3,666 0 400 0 0 2,682 577
Changes from: February 23, 2021 Total Change is: 925
-195 1,183 209 -106 -713 512 -50 -374 0 0 0 0 555 108
Percent of Open Interest Represented by Each Category of Trader
8.9 65.2 6.1 56.8 0.0 12.2 4.0 14.3 0.0 1.6 0.0 0.0 10.5 2.2
Number of Traders in Each Category Total Traders: 28
4 7 . 13 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 717,990
Positions
84,637 172,717 35,014 237,004 93,786 67,347 69,717 89,840 113,084 20,581 65,016 3,862 86,743 77,324
Changes from: February 23, 2021 Total Change is: 32,367
7,909 2,295 6,016 -15,317 3,576 6,197 7,108 -6,821 4,147 485 5,201 985 14,837 10,772
Percent of Open Interest Represented by Each Category of Trader
11.8 24.1 4.9 33.0 13.1 9.4 9.7 12.5 15.8 2.9 9.1 0.5 12.1 10.8
Number of Traders in Each Category Total Traders: 583
39 34 36 158 88 121 83 101 101 44 36 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 47,887
Positions
2,395 19,877 350 2,000 0 0 9,473 7,086 11,144 0 900 0 22,525 8,530
Changes from: February 23, 2021 Total Change is: 6,262
-7,990 4,079 82 1,000 0 0 993 922 656 0 0 0 11,522 524
Percent of Open Interest Represented by Each Category of Trader
5.0 41.5 0.7 4.2 0.0 0.0 19.8 14.8 23.3 0.0 1.9 0.0 47.0 17.8
Number of Traders in Each Category Total Traders: 24
. . . . 0 0 9 7 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 12,967
Positions
5,425 4,841 0 4,751 4,743 840 549 1,096 0 0 0 0 1,402 1,447
Changes from: February 23, 2021 Total Change is: -197
-775 480 0 0 -710 0 268 -252 0 0 0 0 310 285
Percent of Open Interest Represented by Each Category of Trader
41.8 37.3 0.0 36.6 36.6 6.5 4.2 8.5 0.0 0.0 0.0 0.0 10.8 11.2
Number of Traders in Each Category Total Traders: 21
4 7 0 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 28,728
Positions
7,616 24,692 0 14,930 309 173 3,590 2,146 24 0 0 0 2,395 1,384
Changes from: February 23, 2021 Total Change is: 2,225
106 1,606 0 1,690 0 0 607 873 2 0 0 0 -180 -256
Percent of Open Interest Represented by Each Category of Trader
26.5 86.0 0.0 52.0 1.1 0.6 12.5 7.5 0.1 0.0 0.0 0.0 8.3 4.8
Number of Traders in Each Category Total Traders: 42
. 9 0 18 . . 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 3,350,513
Positions
432,642 785,631 151,888 1,175,022 468,930 336,734 357,332 469,878 453,591 107,403 325,079 14,810 321,092 343,972
Changes from: February 23, 2021 Total Change is: 130,525
96,031 7,616 13,134 -81,583 17,879 30,986 40,225 -29,070 7,807 6,925 30,507 423 16,576 51,242
Percent of Open Interest Represented by Each Category of Trader
12.9 23.4 4.5 35.1 14.0 10.1 10.7 14.0 13.5 3.2 9.7 0.4 9.6 10.3
Number of Traders in Each Category Total Traders: 580
39 34 36 158 88 121 82 99 98 44 36 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 51,811
Positions
2,906 47,935 0 42,327 173 142 2,827 2,860 0 0 0 0 3,609 701
Changes from: February 23, 2021 Total Change is: 1,393
0 1,098 0 1,326 0 0 183 246 0 0 0 0 -116 49
Percent of Open Interest Represented by Each Category of Trader
5.6 92.5 0.0 81.7 0.3 0.3 5.5 5.5 0.0 0.0 0.0 0.0 7.0 1.4
Number of Traders in Each Category Total Traders: 39
. 9 0 16 . . 6 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 21,395
Positions
4,558 20,670 0 13,327 107 244 689 0 0 0 0 0 2,577 374
Changes from: February 23, 2021 Total Change is: 2,032
0 1,972 0 2,466 0 0 -246 0 0 0 0 0 -188 60
Percent of Open Interest Represented by Each Category of Trader
21.3 96.6 0.0 62.3 0.5 1.1 3.2 0.0 0.0 0.0 0.0 0.0 12.0 1.7
Number of Traders in Each Category Total Traders: 22
. 8 0 9 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 17,964
Positions
9,156 11,453 0 6,774 4,647 0 254 849 0 0 0 0 1,780 1,015
Changes from: February 23, 2021 Total Change is: 46
73 -29 0 -77 0 0 254 42 0 0 0 0 -204 33
Percent of Open Interest Represented by Each Category of Trader
51.0 63.8 0.0 37.7 25.9 0.0 1.4 4.7 0.0 0.0 0.0 0.0 9.9 5.7
Number of Traders in Each Category Total Traders: 22
7 5 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 125,938
Positions
91,857 99,464 25,974 0 0 0 7,607 0 0 0 0 0 500 500
Changes from: February 23, 2021 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
72.9 79.0 20.6 0.0 0.0 0.0 6.0 0.0 0.0 0.0 0.0 0.0 0.4 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 - Options and Futures Combined Positions as of March 2, 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 109,549
Positions
13,471 1,387 0 23,502 1,153 0 30,461 60,801 4,828 0 1,430 0 37,287 39,950
Changes from: February 23, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
12.3 1.3 0.0 21.5 1.1 0.0 27.8 55.5 4.4 0.0 1.3 0.0 34.0 36.5
Number of Traders in Each Category Total Traders: 20
. . 0 5 . 0 4 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 49,634
Positions
6,180 16,774 164 28,903 24,738 2,389 2,021 2,364 3 370 276 0 9,604 2,926
Changes from: February 23, 2021 Total Change is: -818
665 -454 -101 -1,885 218 266 -231 -776 0 0 276 0 468 -247
Percent of Open Interest Represented by Each Category of Trader
12.5 33.8 0.3 58.2 49.8 4.8 4.1 4.8 0.0 0.7 0.6 0.0 19.3 5.9
Number of Traders in Each Category Total Traders: 70
5 8 . 30 15 10 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 56,500
Positions
17,289 5,222 406 10,179 8,569 1,346 9,713 19,315 8,189 1,640 4,254 113 7,625 9,085
Changes from: February 23, 2021 Total Change is: 1,265
3,378 -1,630 29 -1,397 1,414 -262 -722 -1,276 1,099 -177 737 -29 -655 1,182
Percent of Open Interest Represented by Each Category of Trader
30.6 9.2 0.7 18.0 15.2 2.4 17.2 34.2 14.5 2.9 7.5 0.2 13.5 16.1
Number of Traders in Each Category Total Traders: 311
31 23 16 55 51 40 33 79 39 11 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 282,501
Positions
86,445 26,112 2,032 50,893 42,846 6,732 48,564 96,574 40,943 8,198 21,271 567 38,127 45,425
Changes from: February 23, 2021 Total Change is: 6,324
16,892 -8,150 146 -6,984 7,072 -1,308 -3,612 -6,381 5,496 -885 3,686 -147 -3,275 5,910
Percent of Open Interest Represented by Each Category of Trader
30.6 9.2 0.7 18.0 15.2 2.4 17.2 34.2 14.5 2.9 7.5 0.2 13.5 16.1
Number of Traders in Each Category Total Traders: 311
31 23 16 55 51 40 33 79 39 11 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 94,005
Positions
370 18,235 0 543 214 0 14,721 55,017 3,191 1,398 190 445 73,337 16,714
Changes from: February 23, 2021 Total Change is: 36,800
-30 10,949 0 215 214 0 -1,235 21,411 1,303 -1,116 -1,006 80 37,583 3,849
Percent of Open Interest Represented by Each Category of Trader
0.4 19.4 0.0 0.6 0.2 0.0 15.7 58.5 3.4 1.5 0.2 0.5 78.0 17.8
Number of Traders in Each Category Total Traders: 25
. . 0 . . 0 6 6 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 579,078
Positions
152,496 102,458 6,304 246,886 133,500 49,822 69,039 177,130 16,904 8,042 73,047 108 29,478 19,806
Changes from: February 23, 2021 Total Change is: -6,389
7,822 -2,967 324 -2,951 -2,967 -2,367 -9,551 -2,535 1,375 824 5,123 -182 -1,684 -2,193
Percent of Open Interest Represented by Each Category of Trader
26.3 17.7 1.1 42.6 23.1 8.6 11.9 30.6 2.9 1.4 12.6 0.0 5.1 3.4
Number of Traders in Each Category Total Traders: 367
30 16 5 110 48 58 58 66 31 21 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 17,431
Positions
5,408 16,386 21 8,208 567 0 2,373 0 32 0 0 0 1,389 425
Changes from: February 23, 2021 Total Change is: -242
70 470 0 232 0 0 -9 -492 0 0 0 0 -535 -220
Percent of Open Interest Represented by Each Category of Trader
31.0 94.0 0.1 47.1 3.3 0.0 13.6 0.0 0.2 0.0 0.0 0.0 8.0 2.4
Number of Traders in Each Category Total Traders: 24
. 9 . 8 . 0 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 52,302
Positions
13,164 9,544 1,112 12,677 1,699 317 14,835 7,669 354 2,259 0 0 7,584 31,607
Changes from: February 23, 2021 Total Change is: -990
-645 -179 -138 -644 164 184 -1,475 1,349 148 870 -1,564 0 710 -954
Percent of Open Interest Represented by Each Category of Trader
25.2 18.2 2.1 24.2 3.2 0.6 28.4 14.7 0.7 4.3 0.0 0.0 14.5 60.4
Number of Traders in Each Category Total Traders: 56
6 8 . 11 4 . 11 13 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 433,954
Positions
34,464 263,488 12,108 294,204 71,655 55,243 17,706 22,018 1,909 7,350 3,038 0 10,970 4,495
Changes from: February 23, 2021 Total Change is: 1,118
1,611 -8,606 -10 190 1,179 3,541 -4,782 7,784 -603 385 396 0 786 -2,563
Percent of Open Interest Represented by Each Category of Trader
7.9 60.7 2.8 67.8 16.5 12.7 4.1 5.1 0.4 1.7 0.7 0.0 2.5 1.0
Number of Traders in Each Category Total Traders: 191
14 14 8 73 42 43 22 14 7 6 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 1,214,100
Positions
106,206 647,613 3,073 823,918 321,071 113,343 83,342 63,114 3,493 39,825 45,079 5,043 35,857 12,271
Changes from: February 23, 2021 Total Change is: -19,883
-5,084 4,955 -51 -9,837 -14,565 2,067 -7,888 -2,266 241 832 -6,762 -61 -102 -3,441
Percent of Open Interest Represented by Each Category of Trader
8.7 53.3 0.3 67.9 26.4 9.3 6.9 5.2 0.3 3.3 3.7 0.4 3.0 1.0
Number of Traders in Each Category Total Traders: 433
33 14 7 187 70 86 57 30 21 31 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 168,435
Positions
23,253 129,478 19,564 24,254 6,047 3,341 86,997 410 9,451 1,061 75 0 514 69
Changes from: February 23, 2021 Total Change is: -5,308
3,956 4,150 -9,358 657 95 145 -618 0 -350 0 0 0 260 10
Percent of Open Interest Represented by Each Category of Trader
13.8 76.9 11.6 14.4 3.6 2.0 51.7 0.2 5.6 0.6 0.0 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 80
11 17 16 14 . . 28 . 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 1,437,524
Positions
12,539 93,207 41,457 677,222 323,376 228,260 78,753 329,567 152,963 73,143 52,275 9,857 163,330 206,563
Changes from: February 23, 2021 Total Change is: 12,026
3,817 -12,373 6,189 8,157 47,603 7,256 18,445 -46,127 4,900 -14,228 18,020 -487 -22,024 -12,956
Percent of Open Interest Represented by Each Category of Trader
0.9 6.5 2.9 47.1 22.5 15.9 5.5 22.9 10.6 5.1 3.6 0.7 11.4 14.4
Number of Traders in Each Category Total Traders: 197
9 12 16 53 43 57 15 44 43 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 1,145,389
Positions
30,569 113,394 398 650,836 281,768 196,050 55,532 361,812 17,208 60,392 23,137 0 134,404 151,622
Changes from: February 23, 2021 Total Change is: -43,568
-2,501 2,155 -1,236 52,984 32,330 -27,408 -12,677 -15,737 -31,132 -4,996 10,325 -901 -15,701 -11,964
Percent of Open Interest Represented by Each Category of Trader
2.7 9.9 0.0 56.8 24.6 17.1 4.8 31.6 1.5 5.3 2.0 0.0 11.7 13.2
Number of Traders in Each Category Total Traders: 157
. 9 . 61 37 58 7 27 9 7 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 2,283,615
Positions
96,621 251,830 29,678 946,132 450,672 320,521 527,765 1,032,821 40,998 167,369 48,380 1,237 153,294 107,478
Changes from: February 23, 2021 Total Change is: -95,441
52,100 -45,644 6,900 -15,698 -25,790 27,319 -82,363 -1,800 -53,894 -7,580 -4,017 -29,730 7,505 31,215
Percent of Open Interest Represented by Each Category of Trader
4.2 11.0 1.3 41.4 19.7 14.0 23.1 45.2 1.8 7.3 2.1 0.1 6.7 4.7
Number of Traders in Each Category Total Traders: 285
11 28 10 96 33 73 45 44 29 17 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 4,593,722
Positions
130,862 226,929 301,058 1,139,552 1,202,757 931,248 688,830 382,483 721,193 268,966 227,518 65,354 346,658 535,182
Changes from: February 23, 2021 Total Change is: -292,012
-13,429 -51,876 14,580 -85,338 14,690 -12,354 124,675 -43,380 -127,292 -87,451 17,788 -12,906 -92,498 -91,262
Percent of Open Interest Represented by Each Category of Trader
2.8 4.9 6.6 24.8 26.2 20.3 15.0 8.3 15.7 5.9 5.0 1.4 7.5 11.7
Number of Traders in Each Category Total Traders: 407
20 39 46 74 100 103 60 68 84 24 22 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 1,269,560
Positions
113,494 14,793 7,542 365,356 462,931 173,660 441,471 277,185 23,633 39,461 76,520 74 104,869 233,222
Changes from: February 23, 2021 Total Change is: -93,347
23,349 -12,691 -6,991 -23,254 34,948 -5,992 52,411 3,206 -82,119 -17,440 8,281 -2,926 -30,385 -29,063
Percent of Open Interest Represented by Each Category of Trader
8.9 1.2 0.6 28.8 36.5 13.7 34.8 21.8 1.9 3.1 6.0 0.0 8.3 18.4
Number of Traders in Each Category Total Traders: 151
9 5 9 24 61 45 24 17 18 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 3,894,679
Positions
81,865 185,540 82,834 1,466,214 970,572 657,676 606,396 1,102,206 380,280 326,869 130,381 17,290 275,255 367,899
Changes from: February 23, 2021 Total Change is: -174,496
23,896 -60,762 8,611 86,245 73,863 4,100 -126,520 -32,992 -119,792 13,287 -5,505 -14,817 -49,506 -27,203
Percent of Open Interest Represented by Each Category of Trader
2.1 4.8 2.1 37.6 24.9 16.9 15.6 28.3 9.8 8.4 3.3 0.4 7.1 9.4
Number of Traders in Each Category Total Traders: 315
17 24 23 83 61 79 36 66 50 14 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 985,434
Positions
369,153 230,844 185,988 21,767 6,325 5,839 96,143 247,406 284,368 4,675 0 0 17,501 24,664
Changes from: February 23, 2021 Total Change is: -206,966
-49,629 -50,772 -65,927 -5,132 1,881 -3,258 -11,651 -26,159 -63,848 -2,800 0 0 -4,721 1,117
Percent of Open Interest Represented by Each Category of Trader
37.5 23.4 18.9 2.2 0.6 0.6 9.8 25.1 28.9 0.5 0.0 0.0 1.8 2.5
Number of Traders in Each Category Total Traders: 91
25 17 38 . 4 . 18 19 31 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 is22,676,758
Positions
2,919,867 2,022,020 3,347,611 330,862 994,174 1,679,029 1,170,325 885,597 12,308,619 13,195 228,954 306,258 600,991 904,495
Changes from: February 23, 2021 Total Change is: 622,885
50,846 35,838 158,506 -32,458 64,893 215,970 -215,918 -322,689 434,558 -4,564 -3,187 17,899 -1,955 21,097
Percent of Open Interest Represented by Each Category of Trader
12.9 8.9 14.8 1.5 4.4 7.4 5.2 3.9 54.3 0.1 1.0 1.4 2.7 4.0
Number of Traders in Each Category Total Traders: 276
30 45 69 18 14 28 53 65 100 13 31 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 497,657
Positions
53,030 204,942 128,786 2,179 17,375 7,435 189,535 24,438 109,339 2,187 336 4,769 396 236
Changes from: February 23, 2021 Total Change is: 16,725
15,246 29,069 6,107 -86 3,428 -3,940 5,289 -10,636 -6,052 -50 51 122 90 -1,423
Percent of Open Interest Represented by Each Category of Trader
10.7 41.2 25.9 0.4 3.5 1.5 38.1 4.9 22.0 0.4 0.1 1.0 0.1 0.0
Number of Traders in Each Category Total Traders: 104
12 28 22 . 4 . 22 22 35 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 209,765
Positions
29,196 86,662 30,079 2,400 2,406 1,654 81,245 30,244 57,313 6,795 253 984 99 170
Changes from: February 23, 2021 Total Change is: -45,337
-16,962 -27,291 -4,012 -62 -4,481 961 -12,835 -113 -9,891 -2,443 -441 -33 -60 -36
Percent of Open Interest Represented by Each Category of Trader
13.9 41.3 14.3 1.1 1.1 0.8 38.7 14.4 27.3 3.2 0.1 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 87
9 21 12 . . . 28 20 30 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 169,674
Positions
0 26,644 0 1,765 2,368 0 4,781 60,532 79,275 83,830 752 0 23 103
Changes from: February 23, 2021 Total Change is: 22,163
0 260 0 -1,621 -245 0 -330 14,678 7,303 16,809 209 0 2 -42
Percent of Open Interest Represented by Each Category of Trader
0.0 15.7 0.0 1.0 1.4 0.0 2.8 35.7 46.7 49.4 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 28
0 7 0 . 5 0 . 4 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 8,590
Positions
376 137 42 323 643 0 1,667 5,506 1,090 2,426 169 119 2,547 883
Changes from: February 23, 2021 Total Change is: -2,804
44 -327 -20 9 92 0 -779 -1,997 -391 -1,231 -81 18 -454 -98
Percent of Open Interest Represented by Each Category of Trader
4.4 1.6 0.5 3.8 7.5 0.0 19.4 64.1 12.7 28.2 2.0 1.4 29.6 10.3
Number of Traders in Each Category Total Traders: 79
. . . . . 0 29 16 13 18 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,617
Positions
8,996 953 0 7,541 5,831 1,225 9,838 21,001 1,854 3,699 3,417 422 4,043 2,914
Changes from: February 23, 2021 Total Change is: -3,829
-1,660 0 0 638 -3,251 79 -1,376 2,082 -2,274 1,553 713 232 -1,021 -1,410
Percent of Open Interest Represented by Each Category of Trader
23.9 2.5 0.0 20.0 15.5 3.3 26.2 55.8 4.9 9.8 9.1 1.1 10.7 7.7
Number of Traders in Each Category Total Traders: 104
4 . 0 8 9 . 19 28 8 20 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 386,381
Positions
63,456 24,687 4,873 160,697 61,061 19,324 23,952 156,398 74,678 7,445 3,967 10,809 21,147 30,584
Changes from: February 23, 2021 Total Change is: -6,223
2,115 -523 -2,158 -20,451 -20,820 -1,047 -5,691 -4,181 22,144 -861 394 306 -580 -338
Percent of Open Interest Represented by Each Category of Trader
16.4 6.4 1.3 41.6 15.8 5.0 6.2 40.5 19.3 1.9 1.0 2.8 5.5 7.9
Number of Traders in Each Category Total Traders: 165
10 11 15 15 28 16 22 54 56 5 11 11
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Traders in Financial Futures - Options and Futures Combined Positions as of March 2, 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 53,066
Positions
3,147 4,282 34 45,989 1,130 84 816 47,384 0 2,564 81 3 429 68
Changes from: February 23, 2021 Total Change is: 4,495
0 6 -14 4,373 15 54 -14 4,429 0 72 -13 2 22 16
Percent of Open Interest Represented by Each Category of Trader
5.9 8.1 0.1 86.7 2.1 0.2 1.5 89.3 0.0 4.8 0.2 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 48
. . . 12 . . 4 7 0 16 . .
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Updated March 05, 2021