Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 181,574
Positions
1,876 77,630 6,554 49,394 29,741 7,115 34,603 29,927 11,372 18,735 4 1,358 50,566 17,872
Changes from: March 2, 2021 Total Change is: 913
1,081 -4,897 3,234 69 987 -524 -1,527 2,768 -1,856 -199 -3 0 634 1,204
Percent of Open Interest Represented by Each Category of Trader
1.0 42.8 3.6 27.2 16.4 3.9 19.1 16.5 6.3 10.3 0.0 0.7 27.8 9.8
Number of Traders in Each Category Total Traders: 107
. 9 8 19 15 10 26 19 15 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 59,820
Positions
17,855 19,456 1,580 2,441 9,651 651 24,992 6,051 2,076 0 643 6 10,220 19,707
Changes from: March 2, 2021 Total Change is: 4,878
4,108 391 630 -1,317 2,114 347 2,468 -1,368 169 0 0 0 -1,527 2,595
Percent of Open Interest Represented by Each Category of Trader
29.8 32.5 2.6 4.1 16.1 1.1 41.8 10.1 3.5 0.0 1.1 0.0 17.1 32.9
Number of Traders in Each Category Total Traders: 55
8 8 4 . 12 5 15 8 5 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 200,791
Positions
9,601 44,842 20,582 53,530 49,608 5,538 47,014 23,153 22,872 3,038 6,241 983 37,633 26,971
Changes from: March 2, 2021 Total Change is: 5,594
853 -6,723 14,249 -2,897 -1,264 -111 -4,898 841 -1,964 131 -720 258 -26 1,029
Percent of Open Interest Represented by Each Category of Trader
4.8 22.3 10.3 26.7 24.7 2.8 23.4 11.5 11.4 1.5 3.1 0.5 18.7 13.4
Number of Traders in Each Category Total Traders: 115
5 11 10 18 22 15 28 22 20 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 226,104
Positions
47,088 76,982 3,465 75,291 30,973 7,802 43,933 54,937 12,026 14,764 1,049 284 21,451 38,586
Changes from: March 2, 2021 Total Change is: 18,801
23,208 -2,431 -3,374 -3,549 12,296 -1,735 7,249 6,124 -265 -1,171 446 271 -1,833 7,469
Percent of Open Interest Represented by Each Category of Trader
20.8 34.0 1.5 33.3 13.7 3.5 19.4 24.3 5.3 6.5 0.5 0.1 9.5 17.1
Number of Traders in Each Category Total Traders: 124
13 4 11 25 20 17 20 33 20 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 766,605
Positions
36,892 443,033 61,317 399,448 72,129 27,939 62,647 70,108 37,407 36,066 5,228 4,920 99,968 44,525
Changes from: March 2, 2021 Total Change is: 19,863
5,643 -21,857 26,819 -5,886 6,382 -4,505 -8,383 11,584 598 121 -109 282 5,173 668
Percent of Open Interest Represented by Each Category of Trader
4.8 57.8 8.0 52.1 9.4 3.6 8.2 9.1 4.9 4.7 0.7 0.6 13.0 5.8
Number of Traders in Each Category Total Traders: 299
18 10 16 116 31 52 43 40 35 32 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 29,590
Positions
0 9,027 0 8,988 6,358 3,440 2,323 2,963 1,285 800 0 0 12,754 6,517
Changes from: March 2, 2021 Total Change is: 2,469
0 -89 0 -1,120 922 354 358 151 1,245 0 0 0 1,632 -114
Percent of Open Interest Represented by Each Category of Trader
0.0 30.5 0.0 30.4 21.5 11.6 7.9 10.0 4.3 2.7 0.0 0.0 43.1 22.0
Number of Traders in Each Category Total Traders: 25
0 . 0 9 8 8 . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 20,457
Positions
445 1,881 809 6,397 6,395 1,325 500 2,911 809 0 588 62 10,110 5,677
Changes from: March 2, 2021 Total Change is: 1,973
16 0 785 -53 -76 -3 0 177 809 0 0 0 419 281
Percent of Open Interest Represented by Each Category of Trader
2.2 9.2 4.0 31.3 31.3 6.5 2.4 14.2 4.0 0.0 2.9 0.3 49.4 27.8
Number of Traders in Each Category Total Traders: 21
. . . 7 6 5 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 159,439
Positions
3,893 45,005 8,500 48,940 47,057 2,293 48,772 22,882 8,205 452 774 0 38,384 24,725
Changes from: March 2, 2021 Total Change is: -4,917
-1,046 -9,740 2,337 -3,097 3,491 -2,802 502 -922 -2,667 20 0 0 1,835 5,387
Percent of Open Interest Represented by Each Category of Trader
2.4 28.2 5.3 30.7 29.5 1.4 30.6 14.4 5.1 0.3 0.5 0.0 24.1 15.5
Number of Traders in Each Category Total Traders: 87
. 10 7 21 11 11 26 15 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 29,110
Positions
171 9,801 422 17,889 0 0 6,799 15,629 260 1,511 1,431 0 2,058 1,567
Changes from: March 2, 2021 Total Change is: -1,217
-25 25 387 -501 0 0 -612 -1,723 19 -444 0 0 -41 75
Percent of Open Interest Represented by Each Category of Trader
0.6 33.7 1.4 61.5 0.0 0.0 23.4 53.7 0.9 5.2 4.9 0.0 7.1 5.4
Number of Traders in Each Category Total Traders: 42
. 5 . 7 0 0 10 6 . 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 167,521
Positions
19,230 94,294 12,954 51,161 4,455 804 66,126 25,881 7,648 3,995 17,316 160 5,443 4,009
Changes from: March 2, 2021 Total Change is: 7,023
16,295 -5,580 12,337 -15,491 86 -622 -3,306 2,191 -1,382 -161 -533 -1 -647 526
Percent of Open Interest Represented by Each Category of Trader
11.5 56.3 7.7 30.5 2.7 0.5 39.5 15.4 4.6 2.4 10.3 0.1 3.2 2.4
Number of Traders in Each Category Total Traders: 144
. 10 . 20 6 4 45 35 15 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 47,425
Positions
16,851 799 103 6,473 28,289 0 15,969 10,060 772 4,115 4,643 1 3,141 2,758
Changes from: March 2, 2021 Total Change is: 6,550
-36 609 -1 -477 3,671 0 6,240 850 517 432 927 1 -125 -24
Percent of Open Interest Represented by Each Category of Trader
35.5 1.7 0.2 13.6 59.6 0.0 33.7 21.2 1.6 8.7 9.8 0.0 6.6 5.8
Number of Traders in Each Category Total Traders: 81
. . . 8 9 0 18 18 7 13 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 51,382
Positions
3,128 18,910 637 12,097 5,066 1,268 25,333 17,455 3,162 110 1,718 6 5,641 3,160
Changes from: March 2, 2021 Total Change is: 2,771
1,054 407 347 -708 0 413 904 96 1,357 -634 32 0 38 120
Percent of Open Interest Represented by Each Category of Trader
6.1 36.8 1.2 23.5 9.9 2.5 49.3 34.0 6.2 0.2 3.3 0.0 11.0 6.2
Number of Traders in Each Category Total Traders: 78
7 4 . 15 5 4 24 17 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 14,567
Positions
727 128 577 3,590 2,812 0 6,674 7,758 1,357 100 0 0 1,542 1,935
Changes from: March 2, 2021 Total Change is: -1,414
7 -59 -2,579 -810 161 0 518 -2 1,300 -213 -130 0 363 -105
Percent of Open Interest Represented by Each Category of Trader
5.0 0.9 4.0 24.6 19.3 0.0 45.8 53.3 9.3 0.7 0.0 0.0 10.6 13.3
Number of Traders in Each Category Total Traders: 31
. . . 6 . 0 10 7 4 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 46,562
Positions
18,024 7,546 5,282 8,090 3,139 515 5,578 8,497 410 0 14,679 0 8,663 6,494
Changes from: March 2, 2021 Total Change is: 1,694
91 -732 3,189 365 1,412 -957 -465 -1,438 -604 0 348 0 76 476
Percent of Open Interest Represented by Each Category of Trader
38.7 16.2 11.3 17.4 6.7 1.1 12.0 18.2 0.9 0.0 31.5 0.0 18.6 13.9
Number of Traders in Each Category Total Traders: 102
20 12 6 22 7 9 19 15 9 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 93,124
Positions
36,047 15,092 10,564 16,180 6,278 1,030 11,156 16,994 821 0 29,357 0 17,326 12,988
Changes from: March 2, 2021 Total Change is: 3,388
181 -1,463 6,377 730 2,823 -1,914 -931 -2,877 -1,207 0 696 0 152 953
Percent of Open Interest Represented by Each Category of Trader
38.7 16.2 11.3 17.4 6.7 1.1 12.0 18.2 0.9 0.0 31.5 0.0 18.6 13.9
Number of Traders in Each Category Total Traders: 102
20 12 6 22 7 9 19 15 9 0 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 25,861
Positions
2,757 17,013 1,412 14,532 0 3,140 1,481 3,647 0 190 0 210 2,139 439
Changes from: March 2, 2021 Total Change is: 202
462 291 -142 -40 0 0 465 -19 0 -210 0 210 -543 -138
Percent of Open Interest Represented by Each Category of Trader
10.7 65.8 5.5 56.2 0.0 12.1 5.7 14.1 0.0 0.7 0.0 0.8 8.3 1.7
Number of Traders in Each Category Total Traders: 31
5 7 . 14 0 . . . 0 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 726,303
Positions
83,902 174,510 38,470 231,183 95,977 74,132 73,756 82,763 122,367 20,885 63,442 4,235 77,372 70,407
Changes from: March 2, 2021 Total Change is: 8,313
-735 1,793 3,456 -5,821 2,191 6,785 4,039 -7,077 9,283 305 -1,574 373 -9,371 -6,917
Percent of Open Interest Represented by Each Category of Trader
11.6 24.0 5.3 31.8 13.2 10.2 10.2 11.4 16.8 2.9 8.7 0.6 10.7 9.7
Number of Traders in Each Category Total Traders: 575
35 35 41 160 87 127 82 95 109 42 39 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 46,693
Positions
6,782 18,577 388 2,000 0 0 11,050 5,764 11,396 1 1,401 0 15,076 9,167
Changes from: March 2, 2021 Total Change is: -1,194
4,387 -1,300 38 0 0 0 1,577 -1,322 252 0 500 0 -7,449 637
Percent of Open Interest Represented by Each Category of Trader
14.5 39.8 0.8 4.3 0.0 0.0 23.7 12.3 24.4 0.0 3.0 0.0 32.3 19.6
Number of Traders in Each Category Total Traders: 27
5 . . . 0 0 9 7 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 15,749
Positions
5,145 9,249 0 6,250 4,072 420 1,043 884 0 0 0 0 2,891 1,124
Changes from: March 2, 2021 Total Change is: 2,782
-280 4,408 0 1,499 -671 -420 494 -212 0 0 0 0 1,489 -323
Percent of Open Interest Represented by Each Category of Trader
32.7 58.7 0.0 39.7 25.9 2.7 6.6 5.6 0.0 0.0 0.0 0.0 18.4 7.1
Number of Traders in Each Category Total Traders: 24
4 10 0 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 35,959
Positions
11,006 31,365 1,000 16,040 309 361 4,070 1,737 24 0 0 0 3,458 1,163
Changes from: March 2, 2021 Total Change is: 7,231
3,390 6,673 1,000 1,110 0 188 480 -409 0 0 0 0 1,063 -221
Percent of Open Interest Represented by Each Category of Trader
30.6 87.2 2.8 44.6 0.9 1.0 11.3 4.8 0.1 0.0 0.0 0.0 9.6 3.2
Number of Traders in Each Category Total Traders: 41
4 9 . 15 . . 8 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 3,398,049
Positions
400,661 794,725 175,347 1,155,915 489,884 360,661 367,022 438,486 501,362 108,404 314,188 17,195 311,482 306,201
Changes from: March 2, 2021 Total Change is: 47,536
-31,980 9,095 23,459 -19,107 20,954 23,927 9,690 -31,391 47,771 1,002 -10,892 2,385 -9,610 -37,771
Percent of Open Interest Represented by Each Category of Trader
11.8 23.4 5.2 34.0 14.4 10.6 10.8 12.9 14.8 3.2 9.2 0.5 9.2 9.0
Number of Traders in Each Category Total Traders: 574
34 36 39 160 87 127 82 94 107 43 38 35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 53,524
Positions
3,135 46,877 2,500 40,304 0 99 3,083 3,075 0 0 0 0 4,403 973
Changes from: March 2, 2021 Total Change is: 1,713
229 -1,058 2,500 -2,023 -173 -43 256 215 0 0 0 0 794 272
Percent of Open Interest Represented by Each Category of Trader
5.9 87.6 4.7 75.3 0.0 0.2 5.8 5.7 0.0 0.0 0.0 0.0 8.2 1.8
Number of Traders in Each Category Total Traders: 41
. 9 . 18 0 . 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 27,755
Positions
5,626 25,742 0 18,283 1,175 244 699 0 0 0 0 0 2,903 594
Changes from: March 2, 2021 Total Change is: 6,360
1,068 5,072 0 4,956 1,068 0 10 0 0 0 0 0 326 220
Percent of Open Interest Represented by Each Category of Trader
20.3 92.7 0.0 65.9 4.2 0.9 2.5 0.0 0.0 0.0 0.0 0.0 10.5 2.1
Number of Traders in Each Category Total Traders: 23
. 8 0 9 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 19,555
Positions
8,647 13,625 0 6,387 3,998 93 0 849 0 0 0 0 4,428 990
Changes from: March 2, 2021 Total Change is: 1,591
-509 2,172 0 -387 -649 93 -254 0 0 0 0 0 2,648 -25
Percent of Open Interest Represented by Each Category of Trader
44.2 69.7 0.0 32.7 20.4 0.5 0.0 4.3 0.0 0.0 0.0 0.0 22.6 5.1
Number of Traders in Each Category Total Traders: 21
6 6 0 4 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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: March 2, 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 9, 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 108,343
Positions
18,234 1,493 0 23,376 1,001 33 25,111 62,816 8,032 0 2,710 20 33,537 32,238
Changes from: March 2, 2021 Total Change is: -1,206
4,763 106 0 -126 -152 33 -5,350 2,015 3,204 0 1,280 20 -3,750 -7,712
Percent of Open Interest Represented by Each Category of Trader
16.8 1.4 0.0 21.6 0.9 0.0 23.2 58.0 7.4 0.0 2.5 0.0 31.0 29.8
Number of Traders in Each Category Total Traders: 22
. . 0 5 . . 5 7 9 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 49,427
Positions
6,429 16,460 258 29,106 24,996 1,977 1,795 1,935 433 0 226 2 9,427 3,140
Changes from: March 2, 2021 Total Change is: -207
249 -314 94 203 258 -412 -226 -429 430 -370 -50 2 -177 214
Percent of Open Interest Represented by Each Category of Trader
13.0 33.3 0.5 58.9 50.6 4.0 3.6 3.9 0.9 0.0 0.5 0.0 19.1 6.4
Number of Traders in Each Category Total Traders: 67
5 8 . 30 14 9 6 . 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 61,233
Positions
17,241 4,871 612 10,278 11,013 1,739 11,546 17,892 10,142 1,495 4,116 151 8,029 10,696
Changes from: March 2, 2021 Total Change is: 4,733
-48 -351 206 100 2,444 393 1,833 -1,423 1,954 -145 -138 37 404 1,611
Percent of Open Interest Represented by Each Category of Trader
28.2 8.0 1.0 16.8 18.0 2.8 18.9 29.2 16.6 2.4 6.7 0.2 13.1 17.5
Number of Traders in Each Category Total Traders: 328
32 19 17 54 57 43 40 81 47 15 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 306,167
Positions
86,204 24,357 3,060 51,391 55,066 8,697 57,731 89,460 50,711 7,474 20,582 753 40,145 53,480
Changes from: March 2, 2021 Total Change is: 23,666
-241 -1,754 1,028 498 12,221 1,965 9,167 -7,114 9,769 -724 -688 186 2,018 8,055
Percent of Open Interest Represented by Each Category of Trader
28.2 8.0 1.0 16.8 18.0 2.8 18.9 29.2 16.6 2.4 6.7 0.2 13.1 17.5
Number of Traders in Each Category Total Traders: 328
32 19 17 54 57 43 40 81 47 15 29 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 124,820
Positions
460 20,130 0 598 0 0 22,064 76,043 3,387 1,370 1,192 276 96,665 23,793
Changes from: March 2, 2021 Total Change is: 30,815
90 1,895 0 55 -214 0 7,343 21,026 196 -28 1,002 -169 23,328 7,079
Percent of Open Interest Represented by Each Category of Trader
0.4 16.1 0.0 0.5 0.0 0.0 17.7 60.9 2.7 1.1 1.0 0.2 77.4 19.1
Number of Traders in Each Category Total Traders: 24
. . 0 . 0 0 4 6 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 564,834
Positions
140,644 109,109 6,133 242,940 128,155 45,840 71,518 164,775 17,276 10,427 74,344 86 29,970 19,117
Changes from: March 2, 2021 Total Change is: -14,244
-11,851 6,651 -171 -3,946 -5,345 -3,982 2,479 -12,355 372 2,384 1,297 -21 492 -689
Percent of Open Interest Represented by Each Category of Trader
24.9 19.3 1.1 43.0 22.7 8.1 12.7 29.2 3.1 1.8 13.2 0.0 5.3 3.4
Number of Traders in Each Category Total Traders: 359
27 21 7 104 51 54 54 62 28 18 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 21,269
Positions
4,974 20,388 21 11,456 567 0 2,587 0 88 0 0 0 2,143 205
Changes from: March 2, 2021 Total Change is: 3,838
-434 4,002 0 3,248 0 0 214 0 56 0 0 0 754 -220
Percent of Open Interest Represented by Each Category of Trader
23.4 95.9 0.1 53.9 2.7 0.0 12.2 0.0 0.4 0.0 0.0 0.0 10.1 1.0
Number of Traders in Each Category Total Traders: 27
. 10 . 11 . 0 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 22,556
Positions
520 9,872 1,094 8,633 0 3 1,353 3,875 1,623 0 361 779 8,551 4,949
Changes from: March 2, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.3 43.8 4.9 38.3 0.0 0.0 6.0 17.2 7.2 0.0 1.6 3.5 37.9 21.9
Number of Traders in Each Category Total Traders: 23
. . . 9 0 . . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 60,422
Positions
14,397 10,089 2,144 14,477 3,016 270 18,045 7,679 536 2,580 0 249 7,724 36,439
Changes from: March 2, 2021 Total Change is: 8,120
1,233 545 1,032 1,800 1,317 -47 3,210 10 182 321 0 249 140 4,832
Percent of Open Interest Represented by Each Category of Trader
23.8 16.7 3.5 24.0 5.0 0.4 29.9 12.7 0.9 4.3 0.0 0.4 12.8 60.3
Number of Traders in Each Category Total Traders: 64
7 9 7 11 5 5 15 13 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 430,459
Positions
33,455 255,227 11,781 291,986 72,905 56,790 17,964 19,841 1,819 7,350 4,493 0 9,314 7,603
Changes from: March 2, 2021 Total Change is: -3,495
-1,009 -8,261 -327 -2,218 1,250 1,547 258 -2,177 -90 0 1,455 0 -1,656 3,108
Percent of Open Interest Represented by Each Category of Trader
7.8 59.3 2.7 67.8 16.9 13.2 4.2 4.6 0.4 1.7 1.0 0.0 2.2 1.8
Number of Traders in Each Category Total Traders: 186
13 15 7 74 40 44 20 14 6 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 1,198,671
Positions
110,473 631,066 8,703 784,350 298,435 126,462 87,131 61,440 4,893 32,621 49,337 7,313 36,725 11,022
Changes from: March 2, 2021 Total Change is: -15,429
4,267 -16,547 5,630 -39,568 -22,636 13,119 3,789 -1,674 1,400 -7,204 4,258 2,270 868 -1,249
Percent of Open Interest Represented by Each Category of Trader
9.2 52.6 0.7 65.4 24.9 10.6 7.3 5.1 0.4 2.7 4.1 0.6 3.1 0.9
Number of Traders in Each Category Total Traders: 427
32 15 10 184 66 88 60 30 28 27 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 164,105
Positions
23,794 127,134 17,327 24,324 6,247 3,341 84,160 410 9,501 1,061 75 0 597 70
Changes from: March 2, 2021 Total Change is: -4,330
541 -2,344 -2,237 70 200 0 -2,837 0 50 0 0 0 83 1
Percent of Open Interest Represented by Each Category of Trader
14.5 77.5 10.6 14.8 3.8 2.0 51.3 0.2 5.8 0.6 0.0 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 77
11 17 16 14 . . 25 . 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 1,445,348
Positions
8,263 67,824 48,580 645,038 327,983 246,066 65,975 309,054 181,098 77,529 53,677 9,437 163,362 201,629
Changes from: March 2, 2021 Total Change is: 7,824
-4,276 -25,383 7,123 -32,184 4,607 17,806 -12,778 -20,513 28,136 4,386 1,402 -420 32 -4,934
Percent of Open Interest Represented by Each Category of Trader
0.6 4.7 3.4 44.6 22.7 17.0 4.6 21.4 12.5 5.4 3.7 0.7 11.3 14.0
Number of Traders in Each Category Total Traders: 204
8 15 17 55 42 56 19 44 45 12 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 1,159,893
Positions
28,475 128,246 1,105 658,409 314,502 190,220 66,687 344,057 14,377 62,439 19,284 0 138,181 148,102
Changes from: March 2, 2021 Total Change is: 14,504
-2,094 14,852 707 7,573 32,734 -5,830 11,155 -17,755 -2,831 2,047 -3,853 0 3,777 -3,520
Percent of Open Interest Represented by Each Category of Trader
2.5 11.1 0.1 56.8 27.1 16.4 5.7 29.7 1.2 5.4 1.7 0.0 11.9 12.8
Number of Traders in Each Category Total Traders: 155
. 11 . 63 36 58 10 21 10 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 2,401,436
Positions
168,415 185,635 26,223 949,206 453,255 329,288 541,583 1,185,048 62,471 165,925 41,632 1,234 157,091 116,650
Changes from: March 2, 2021 Total Change is: 117,821
71,794 -66,195 -3,455 3,074 2,583 8,767 13,818 152,227 21,473 -1,444 -6,748 -3 3,797 9,172
Percent of Open Interest Represented by Each Category of Trader
7.0 7.7 1.1 39.5 18.9 13.7 22.6 49.3 2.6 6.9 1.7 0.1 6.5 4.9
Number of Traders in Each Category Total Traders: 293
14 31 10 98 35 76 42 46 30 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 4,948,465
Positions
134,967 201,514 369,273 1,222,696 1,258,841 932,295 774,206 481,951 830,183 264,821 249,700 72,833 347,192 551,876
Changes from: March 2, 2021 Total Change is: 354,743
4,105 -25,416 68,215 83,144 56,084 1,047 85,375 99,468 108,990 -4,146 22,182 7,478 534 16,694
Percent of Open Interest Represented by Each Category of Trader
2.7 4.1 7.5 24.7 25.4 18.8 15.6 9.7 16.8 5.4 5.0 1.5 7.0 11.2
Number of Traders in Each Category Total Traders: 427
22 36 48 77 105 110 59 82 88 22 24 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 1,294,071
Positions
110,916 14,821 8,855 368,829 473,443 169,131 465,300 292,830 24,054 37,429 75,722 74 109,483 235,141
Changes from: March 2, 2021 Total Change is: 24,511
-2,578 28 1,313 3,473 10,512 -4,529 23,829 15,645 421 -2,032 -798 0 4,614 1,919
Percent of Open Interest Represented by Each Category of Trader
8.6 1.1 0.7 28.5 36.6 13.1 36.0 22.6 1.9 2.9 5.9 0.0 8.5 18.2
Number of Traders in Each Category Total Traders: 147
8 4 7 24 58 42 26 17 17 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 3,943,799
Positions
97,360 118,917 109,081 1,479,895 1,067,102 673,826 538,587 950,456 436,039 305,852 169,513 20,891 282,268 397,973
Changes from: March 2, 2021 Total Change is: 49,120
15,496 -66,624 26,247 13,681 96,530 16,150 -67,809 -151,749 55,759 -21,017 39,132 3,601 7,013 30,074
Percent of Open Interest Represented by Each Category of Trader
2.5 3.0 2.8 37.5 27.1 17.1 13.7 24.1 11.1 7.8 4.3 0.5 7.2 10.1
Number of Traders in Each Category Total Traders: 323
17 24 25 81 70 85 42 61 52 10 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 1,010,370
Positions
373,844 198,286 210,389 20,748 6,335 5,726 80,270 267,329 294,431 3,687 1,500 0 21,275 26,374
Changes from: March 2, 2021 Total Change is: 24,936
4,691 -32,558 24,401 -1,019 10 -113 -15,873 19,923 10,063 -988 1,500 0 3,774 1,710
Percent of Open Interest Represented by Each Category of Trader
37.0 19.6 20.8 2.1 0.6 0.6 7.9 26.5 29.1 0.4 0.1 0.0 2.1 2.6
Number of Traders in Each Category Total Traders: 92
23 20 40 . 4 . 16 21 31 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 is24,283,055
Positions
2,509,045 1,925,594 3,673,364 366,230 972,789 1,825,077 1,388,605 798,839 13,511,882 32,056 276,245 321,194 655,603 978,072
Changes from: March 2, 2021 Total Change is: 1,606,297
-410,822 -96,427 325,753 35,368 -21,385 146,047 218,281 -86,758 1,203,262 18,861 47,291 14,936 54,612 73,577
Percent of Open Interest Represented by Each Category of Trader
10.3 7.9 15.1 1.5 4.0 7.5 5.7 3.3 55.6 0.1 1.1 1.3 2.7 4.0
Number of Traders in Each Category Total Traders: 273
29 48 74 15 17 28 59 53 97 16 29 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 494,306
Positions
57,137 193,502 128,449 2,288 19,336 6,399 185,881 28,224 106,226 2,516 327 4,999 411 6,844
Changes from: March 2, 2021 Total Change is: -3,351
4,107 -11,440 -337 109 1,961 -1,036 -3,654 3,786 -3,114 329 -9 230 15 6,608
Percent of Open Interest Represented by Each Category of Trader
11.6 39.1 26.0 0.5 3.9 1.3 37.6 5.7 21.5 0.5 0.1 1.0 0.1 1.4
Number of Traders in Each Category Total Traders: 103
13 26 22 . 4 . 23 20 36 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 213,953
Positions
23,399 81,288 36,941 2,506 2,378 1,662 83,080 31,679 58,413 6,795 320 1,042 115 230
Changes from: March 2, 2021 Total Change is: 4,188
-5,797 -5,374 6,862 106 -28 8 1,835 1,435 1,100 0 67 58 16 60
Percent of Open Interest Represented by Each Category of Trader
10.9 38.0 17.3 1.2 1.1 0.8 38.8 14.8 27.3 3.2 0.1 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 87
9 21 12 4 . . 25 22 30 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 176,456
Positions
0 27,514 0 1,765 2,510 0 4,877 52,546 93,110 76,702 690 0 2 86
Changes from: March 2, 2021 Total Change is: 6,782
0 870 0 0 142 0 96 -7,986 13,835 -7,128 -62 0 -21 -17
Percent of Open Interest Represented by Each Category of Trader
0.0 15.6 0.0 1.0 1.4 0.0 2.8 29.8 52.8 43.5 0.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 29
0 7 0 . 5 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 9,342
Positions
395 164 41 331 619 15 1,967 6,085 1,208 2,580 189 84 2,722 937
Changes from: March 2, 2021 Total Change is: 752
19 27 -1 8 -24 15 300 579 117 154 20 -35 176 54
Percent of Open Interest Represented by Each Category of Trader
4.2 1.8 0.4 3.5 6.6 0.2 21.1 65.1 12.9 27.6 2.0 0.9 29.1 10.0
Number of Traders in Each Category Total Traders: 76
. . . . . . 25 18 13 19 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 41,344
Positions
10,400 288 814 7,459 3,657 1,245 11,591 28,098 1,069 3,692 3,300 233 4,840 2,639
Changes from: March 2, 2021 Total Change is: 3,727
1,404 -665 814 -82 -2,174 20 1,753 7,097 -784 -7 -117 -189 798 -275
Percent of Open Interest Represented by Each Category of Trader
25.2 0.7 2.0 18.0 8.8 3.0 28.0 68.0 2.6 8.9 8.0 0.6 11.7 6.4
Number of Traders in Each Category Total Traders: 106
. . . 10 6 4 21 27 8 25 11 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 395,630
Positions
62,882 21,842 7,540 150,033 57,169 18,234 28,419 154,828 89,224 8,233 3,808 12,017 19,048 30,968
Changes from: March 2, 2021 Total Change is: 9,249
-574 -2,845 2,667 -10,664 -3,892 -1,090 4,467 -1,570 14,546 788 -159 1,208 -2,099 384
Percent of Open Interest Represented by Each Category of Trader
15.9 5.5 1.9 37.9 14.5 4.6 7.2 39.1 22.6 2.1 1.0 3.0 4.8 7.8
Number of Traders in Each Category Total Traders: 172
9 13 15 13 28 18 28 53 58 6 11 13
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Traders in Financial Futures - Options and Futures Combined Positions as of March 9, 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 52,184
Positions
3,147 4,316 0 45,002 1,243 232 817 46,249 1 2,518 75 6 461 62
Changes from: March 2, 2021 Total Change is: -882
0 34 -34 -987 113 148 1 -1,135 1 -46 -6 3 32 -6
Percent of Open Interest Represented by Each Category of Trader
6.0 8.3 0.0 86.2 2.4 0.4 1.6 88.6 0.0 4.8 0.1 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 49
. . 0 12 4 . 4 7 . 16 . .
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Updated March 12, 2021