Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 197,808
Positions
4,040 70,698 15,897 52,150 28,182 7,718 35,469 31,005 11,882 18,326 4 7 52,320 32,416
Changes from: March 9, 2021 Total Change is: 16,234
2,163 -6,932 9,343 2,756 -1,559 602 867 1,078 510 -409 0 -1,351 1,754 14,543
Percent of Open Interest Represented by Each Category of Trader
2.0 35.7 8.0 26.4 14.2 3.9 17.9 15.7 6.0 9.3 0.0 0.0 26.4 16.4
Number of Traders in Each Category Total Traders: 110
. 11 8 20 15 11 24 22 14 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 40,280
Positions
11,917 1,337 715 2,311 9,956 476 14,954 3,470 1,226 0 643 0 8,682 22,457
Changes from: March 9, 2021 Total Change is: -19,540
-5,937 -18,119 -865 -130 305 -175 -10,038 -2,580 -851 0 0 -6 -1,538 2,751
Percent of Open Interest Represented by Each Category of Trader
29.6 3.3 1.8 5.7 24.7 1.2 37.1 8.6 3.0 0.0 1.6 0.0 21.6 55.8
Number of Traders in Each Category Total Traders: 40
5 . . . 11 . 12 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 168,157
Positions
2,713 41,503 1,987 58,591 46,241 5,388 40,505 23,475 17,070 3,128 6,296 892 37,883 25,305
Changes from: March 9, 2021 Total Change is: -32,634
-6,888 -3,339 -18,595 5,061 -3,367 -150 -6,509 322 -5,803 90 55 -91 251 -1,667
Percent of Open Interest Represented by Each Category of Trader
1.6 24.7 1.2 34.8 27.5 3.2 24.1 14.0 10.2 1.9 3.7 0.5 22.5 15.0
Number of Traders in Each Category Total Traders: 106
4 6 4 22 18 15 25 22 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 163,987
Positions
27,439 11,309 2,035 71,158 34,132 7,961 21,009 58,033 12,985 1,407 654 35 19,958 36,844
Changes from: March 9, 2021 Total Change is: -62,117
-19,649 -65,673 -1,430 -4,133 3,158 159 -22,924 3,096 959 -13,357 -395 -249 -1,493 -1,742
Percent of Open Interest Represented by Each Category of Trader
16.7 6.9 1.2 43.4 20.8 4.9 12.8 35.4 7.9 0.9 0.4 0.0 12.2 22.5
Number of Traders in Each Category Total Traders: 117
8 4 8 22 21 12 23 32 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 684,075
Positions
28,505 428,318 10,711 409,510 69,040 27,893 47,212 65,609 27,792 37,212 4,667 4,320 90,919 45,725
Changes from: March 9, 2021 Total Change is: -82,530
-8,388 -14,715 -50,606 10,062 -3,089 -45 -15,435 -4,499 -9,614 1,146 -561 -600 -9,049 1,201
Percent of Open Interest Represented by Each Category of Trader
4.2 62.6 1.6 59.9 10.1 4.1 6.9 9.6 4.1 5.4 0.7 0.6 13.3 6.7
Number of Traders in Each Category Total Traders: 301
13 12 14 115 31 56 43 46 34 31 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 25,679
Positions
0 6,446 0 10,920 5,569 2,796 0 2,988 0 800 0 0 11,163 7,880
Changes from: March 9, 2021 Total Change is: -3,911
0 -2,581 0 1,932 -789 -644 -2,323 25 -1,285 0 0 0 -1,591 1,363
Percent of Open Interest Represented by Each Category of Trader
0.0 25.1 0.0 42.5 21.7 10.9 0.0 11.6 0.0 3.1 0.0 0.0 43.5 30.7
Number of Traders in Each Category Total Traders: 22
0 . 0 12 7 7 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 22,707
Positions
455 1,917 3,465 6,812 6,440 1,548 500 3,738 0 0 913 62 9,865 4,624
Changes from: March 9, 2021 Total Change is: 2,250
10 36 2,656 415 45 223 0 827 -809 0 325 0 -245 -1,053
Percent of Open Interest Represented by Each Category of Trader
2.0 8.4 15.3 30.0 28.4 6.8 2.2 16.5 0.0 0.0 4.0 0.3 43.4 20.4
Number of Traders in Each Category Total Traders: 22
. . . 7 7 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 138,540
Positions
256 44,461 2,070 50,172 46,221 2,613 39,531 18,165 5,901 6,306 774 0 31,692 18,337
Changes from: March 9, 2021 Total Change is: -20,899
-3,637 -544 -6,430 1,232 -837 320 -9,241 -4,717 -2,304 5,854 0 0 -6,693 -6,387
Percent of Open Interest Represented by Each Category of Trader
0.2 32.1 1.5 36.2 33.4 1.9 28.5 13.1 4.3 4.6 0.6 0.0 22.9 13.2
Number of Traders in Each Category Total Traders: 86
. 9 5 24 11 12 19 19 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 31,747
Positions
0 15,351 0 18,920 0 0 8,835 14,622 0 1,690 723 0 2,302 1,051
Changes from: March 9, 2021 Total Change is: 2,637
-171 5,550 -422 1,031 0 0 2,036 -1,007 -260 179 -708 0 244 -516
Percent of Open Interest Represented by Each Category of Trader
0.0 48.4 0.0 59.6 0.0 0.0 27.8 46.1 0.0 5.3 2.3 0.0 7.3 3.3
Number of Traders in Each Category Total Traders: 43
0 5 0 9 0 0 15 6 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 114,166
Positions
154 57,006 505 55,610 3,699 853 47,126 30,829 482 4,230 17,020 5 5,201 3,766
Changes from: March 9, 2021 Total Change is: -53,355
-19,076 -37,288 -12,449 4,448 -756 49 -19,000 4,948 -7,166 235 -296 -155 -242 -243
Percent of Open Interest Represented by Each Category of Trader
0.1 49.9 0.4 48.7 3.2 0.7 41.3 27.0 0.4 3.7 14.9 0.0 4.6 3.3
Number of Traders in Each Category Total Traders: 136
. 9 . 22 4 4 42 33 8 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 47,896
Positions
16,449 1,105 292 6,486 27,974 108 17,000 10,070 1,121 3,778 4,407 1 2,661 2,818
Changes from: March 9, 2021 Total Change is: 471
-402 306 189 13 -315 108 1,031 10 349 -337 -236 0 -481 60
Percent of Open Interest Represented by Each Category of Trader
34.3 2.3 0.6 13.5 58.4 0.2 35.5 21.0 2.3 7.9 9.2 0.0 5.6 5.9
Number of Traders in Each Category Total Traders: 81
. . . 8 8 . 20 18 8 14 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 34,569
Positions
2,282 6,599 0 11,610 6,568 995 13,776 15,113 921 113 1,633 6 4,866 2,734
Changes from: March 9, 2021 Total Change is: -16,813
-846 -12,311 -637 -487 1,502 -273 -11,557 -2,342 -2,241 3 -85 0 -775 -426
Percent of Open Interest Represented by Each Category of Trader
6.6 19.1 0.0 33.6 19.0 2.9 39.9 43.7 2.7 0.3 4.7 0.0 14.1 7.9
Number of Traders in Each Category Total Traders: 75
. . 0 18 7 5 25 14 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,214
Positions
2,630 0 0 3,363 2,873 0 4,665 7,860 0 327 0 0 1,229 1,481
Changes from: March 9, 2021 Total Change is: -2,353
1,903 -128 -577 -227 61 0 -2,009 102 -1,357 227 0 0 -313 -454
Percent of Open Interest Represented by Each Category of Trader
21.5 0.0 0.0 27.5 23.5 0.0 38.2 64.4 0.0 2.7 0.0 0.0 10.1 12.1
Number of Traders in Each Category Total Traders: 30
. 0 0 6 . 0 9 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 54,604
Positions
15,543 7,586 11,404 7,862 2,378 666 7,952 9,318 1,326 138 14,776 0 9,714 7,151
Changes from: March 9, 2021 Total Change is: 8,042
-2,481 40 6,122 -229 -762 151 2,373 821 916 138 97 0 1,051 657
Percent of Open Interest Represented by Each Category of Trader
28.5 13.9 20.9 14.4 4.4 1.2 14.6 17.1 2.4 0.3 27.1 0.0 17.8 13.1
Number of Traders in Each Category Total Traders: 107
21 11 18 23 5 8 25 13 15 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 109,207
Positions
31,086 15,172 22,807 15,723 4,755 1,331 15,903 18,636 2,652 276 29,551 0 19,429 14,303
Changes from: March 9, 2021 Total Change is: 16,083
-4,961 80 12,243 -457 -1,523 301 4,747 1,642 1,831 276 194 0 2,103 1,315
Percent of Open Interest Represented by Each Category of Trader
28.5 13.9 20.9 14.4 4.4 1.2 14.6 17.1 2.4 0.3 27.1 0.0 17.8 13.1
Number of Traders in Each Category Total Traders: 107
21 11 18 23 5 8 25 13 15 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 34,731
Positions
2,154 17,209 8,560 16,988 0 3,118 1,316 5,001 31 0 0 0 2,564 812
Changes from: March 9, 2021 Total Change is: 8,870
-603 196 7,148 2,456 0 -22 -165 1,354 31 -190 0 -210 425 373
Percent of Open Interest Represented by Each Category of Trader
6.2 49.5 24.6 48.9 0.0 9.0 3.8 14.4 0.1 0.0 0.0 0.0 7.4 2.3
Number of Traders in Each Category Total Traders: 32
5 7 6 15 0 . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 788,315
Positions
88,637 169,992 70,344 227,733 92,824 87,214 70,712 86,508 139,156 20,088 66,191 3,910 80,521 72,175
Changes from: March 9, 2021 Total Change is: 62,013
4,735 -4,518 31,874 -3,450 -3,153 13,082 -3,044 3,745 16,789 -797 2,749 -325 3,149 1,768
Percent of Open Interest Represented by Each Category of Trader
11.2 21.6 8.9 28.9 11.8 11.1 9.0 11.0 17.7 2.5 8.4 0.5 10.2 9.2
Number of Traders in Each Category Total Traders: 561
36 30 50 162 85 131 79 92 110 39 36 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 48,126
Positions
9,227 17,795 410 2,000 0 0 14,001 7,313 12,075 3 2 0 10,411 10,531
Changes from: March 9, 2021 Total Change is: 1,433
2,445 -782 22 0 0 0 2,951 1,549 678 2 -1,398 0 -4,665 1,364
Percent of Open Interest Represented by Each Category of Trader
19.2 37.0 0.9 4.2 0.0 0.0 29.1 15.2 25.1 0.0 0.0 0.0 21.6 21.9
Number of Traders in Each Category Total Traders: 27
5 . . . 0 0 8 8 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 17,116
Positions
5,339 9,626 300 7,289 2,556 420 1,857 1,883 0 0 0 0 1,911 2,331
Changes from: March 9, 2021 Total Change is: 1,367
194 377 300 1,039 -1,516 0 814 999 0 0 0 0 -980 1,207
Percent of Open Interest Represented by Each Category of Trader
31.2 56.2 1.8 42.6 14.9 2.5 10.8 11.0 0.0 0.0 0.0 0.0 11.2 13.6
Number of Traders in Each Category Total Traders: 26
5 9 . 5 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 43,804
Positions
11,065 31,353 5,256 19,076 309 709 3,813 1,822 466 0 0 0 3,419 3,889
Changes from: March 9, 2021 Total Change is: 7,845
59 -12 4,256 3,036 0 348 -257 85 442 0 0 0 -39 2,726
Percent of Open Interest Represented by Each Category of Trader
25.3 71.6 12.0 43.5 0.7 1.6 8.7 4.2 1.1 0.0 0.0 0.0 7.8 8.9
Number of Traders in Each Category Total Traders: 40
4 9 . 14 . . 7 5 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,700,947
Positions
418,585 782,522 328,134 1,138,664 474,120 426,072 353,494 465,911 565,472 100,427 330,945 19,549 350,551 308,223
Changes from: March 9, 2021 Total Change is: 302,898
17,923 -12,203 152,787 -17,251 -15,764 65,411 -13,527 27,425 64,110 -7,977 16,758 2,354 39,069 2,021
Percent of Open Interest Represented by Each Category of Trader
11.3 21.1 8.9 30.8 12.8 11.5 9.6 12.6 15.3 2.7 8.9 0.5 9.5 8.3
Number of Traders in Each Category Total Traders: 558
35 31 48 162 85 131 79 89 106 39 36 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 57,796
Positions
3,742 46,609 7,419 39,288 0 99 2,998 2,722 0 0 0 0 4,250 947
Changes from: March 9, 2021 Total Change is: 4,272
607 -268 4,919 -1,016 0 0 -85 -353 0 0 0 0 -153 -26
Percent of Open Interest Represented by Each Category of Trader
6.5 80.6 12.8 68.0 0.0 0.2 5.2 4.7 0.0 0.0 0.0 0.0 7.4 1.6
Number of Traders in Each Category Total Traders: 44
5 9 6 19 0 . 7 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 35,680
Positions
5,890 25,949 4,154 17,619 1,175 3,850 699 0 0 0 0 0 3,468 552
Changes from: March 9, 2021 Total Change is: 7,925
264 207 4,154 -664 0 3,606 0 0 0 0 0 0 565 -42
Percent of Open Interest Represented by Each Category of Trader
16.5 72.7 11.6 49.4 3.3 10.8 2.0 0.0 0.0 0.0 0.0 0.0 9.7 1.5
Number of Traders in Each Category Total Traders: 24
. 9 4 9 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 8,966
Positions
3,357 7,365 857 1,662 0 44 1,491 0 0 0 0 0 1,555 700
Changes from: March 9, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
37.4 82.1 9.6 18.5 0.0 0.5 16.6 0.0 0.0 0.0 0.0 0.0 17.3 7.8
Number of Traders in Each Category Total Traders: 20
4 7 . 4 0 . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 20,071
Positions
6,618 12,137 4,169 7,258 1,642 96 0 849 0 0 0 0 1,930 1,178
Changes from: March 9, 2021 Total Change is: 516
-2,029 -1,488 4,169 871 -2,356 3 0 0 0 0 0 0 -2,498 188
Percent of Open Interest Represented by Each Category of Trader
33.0 60.5 20.8 36.2 8.2 0.5 0.0 4.2 0.0 0.0 0.0 0.0 9.6 5.9
Number of Traders in Each Category Total Traders: 22
5 8 . 5 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 TOTAL RETURN INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 TOTAL RETURN INDEX x $25)
CFTC Code #13874N Open Interest is 139,760
Positions
92,357 99,464 39,796 0 0 0 7,607 0 0 0 0 0 0 500
Changes from: March 9, 2021 Total Change is: 13,822
500 0 13,822 0 0 0 0 0 0 0 0 0 -500 0
Percent of Open Interest Represented by Each Category of Trader
66.1 71.2 28.5 0.0 0.0 0.0 5.4 0.0 0.0 0.0 0.0 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 20
8 11 6 0 0 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 141,364
Positions
0 3,432 0 23,383 0 11 16,305 70,117 18,084 0 1,150 30 83,551 48,540
Changes from: March 9, 2021 Total Change is: 33,021
-18,234 1,939 0 7 -1,001 -22 -8,806 7,301 10,052 0 -1,560 10 50,014 16,302
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.0 16.5 0.0 0.0 11.5 49.6 12.8 0.0 0.8 0.0 59.1 34.3
Number of Traders in Each Category Total Traders: 21
0 . 0 5 0 . 4 9 8 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 50,552
Positions
6,343 17,332 1,108 28,046 23,019 2,218 1,968 2,804 156 475 0 0 10,238 3,915
Changes from: March 9, 2021 Total Change is: 1,125
-86 872 850 -1,060 -1,977 241 173 869 -277 475 -226 -2 811 775
Percent of Open Interest Represented by Each Category of Trader
12.5 34.3 2.2 55.5 45.5 4.4 3.9 5.5 0.3 0.9 0.0 0.0 20.3 7.7
Number of Traders in Each Category Total Traders: 68
4 8 4 28 14 8 7 5 7 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 61,260
Positions
14,962 4,339 2,358 10,622 10,361 2,759 9,912 16,925 10,150 1,964 3,919 251 8,282 10,198
Changes from: March 9, 2021 Total Change is: 27
-2,278 -533 1,746 344 -652 1,020 -1,635 -967 7 469 -198 101 253 -498
Percent of Open Interest Represented by Each Category of Trader
24.4 7.1 3.8 17.3 16.9 4.5 16.2 27.6 16.6 3.2 6.4 0.4 13.5 16.6
Number of Traders in Each Category Total Traders: 319
30 19 21 61 55 47 34 75 49 19 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 306,302
Positions
74,812 21,694 11,791 53,110 51,805 13,795 49,558 84,625 50,748 9,819 19,595 1,257 41,412 50,992
Changes from: March 9, 2021 Total Change is: 135
-11,391 -2,663 8,731 1,719 -3,261 5,098 -8,173 -4,834 37 2,344 -988 504 1,267 -2,488
Percent of Open Interest Represented by Each Category of Trader
24.4 7.1 3.8 17.3 16.9 4.5 16.2 27.6 16.6 3.2 6.4 0.4 13.5 16.6
Number of Traders in Each Category Total Traders: 319
30 19 21 61 55 47 34 75 49 19 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 118,583
Positions
590 1,311 0 570 0 0 34,610 75,972 20,751 451 944 835 60,776 18,769
Changes from: March 9, 2021 Total Change is: -6,237
130 -18,819 0 -28 0 0 12,546 -70 17,365 -919 -248 559 -35,890 -5,023
Percent of Open Interest Represented by Each Category of Trader
0.5 1.1 0.0 0.5 0.0 0.0 29.2 64.1 17.5 0.4 0.8 0.7 51.3 15.8
Number of Traders in Each Category Total Traders: 26
. . 0 . 0 0 6 9 12 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 630,589
Positions
130,460 105,450 60,581 248,707 121,975 51,164 66,183 166,573 29,568 10,577 70,483 495 32,854 24,300
Changes from: March 9, 2021 Total Change is: 65,755
-10,184 -3,659 54,448 5,767 -6,179 5,324 -5,335 1,798 12,293 150 -3,860 409 2,884 5,183
Percent of Open Interest Represented by Each Category of Trader
20.7 16.7 9.6 39.4 19.3 8.1 10.5 26.4 4.7 1.7 11.2 0.1 5.2 3.9
Number of Traders in Each Category Total Traders: 350
27 18 17 107 50 56 55 53 38 19 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 25,690
Positions
5,773 20,968 2,915 11,685 541 0 2,655 468 342 0 0 0 2,320 456
Changes from: March 9, 2021 Total Change is: 4,421
799 580 2,894 229 -26 0 68 468 254 0 0 0 177 251
Percent of Open Interest Represented by Each Category of Trader
22.5 81.6 11.3 45.5 2.1 0.0 10.3 1.8 1.3 0.0 0.0 0.0 9.0 1.8
Number of Traders in Each Category Total Traders: 30
. 11 6 11 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 35,145
Positions
2,814 4,287 285 15,125 2,937 310 6,817 3,396 171 1,774 1,078 0 7,849 22,681
Changes from: March 9, 2021 Total Change is: -25,277
-11,583 -5,802 -1,859 648 -79 40 -11,228 -4,283 -365 -806 1,078 -249 125 -13,758
Percent of Open Interest Represented by Each Category of Trader
8.0 12.2 0.8 43.0 8.4 0.9 19.4 9.7 0.5 5.0 3.1 0.0 22.3 64.5
Number of Traders in Each Category Total Traders: 48
. 5 . 12 5 5 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 482,162
Positions
33,065 255,325 52,038 290,948 70,097 68,102 14,967 17,440 2,893 7,283 5,236 132 12,734 10,899
Changes from: March 9, 2021 Total Change is: 51,703
-390 98 40,257 -1,038 -2,808 11,312 -2,997 -2,401 1,074 -67 743 132 3,420 3,296
Percent of Open Interest Represented by Each Category of Trader
6.9 53.0 10.8 60.3 14.5 14.1 3.1 3.6 0.6 1.5 1.1 0.0 2.6 2.3
Number of Traders in Each Category Total Traders: 183
11 15 13 76 39 48 20 12 11 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,399,310
Positions
116,693 616,255 104,909 779,840 270,309 146,649 74,932 74,199 23,874 32,339 57,480 13,897 106,177 91,738
Changes from: March 9, 2021 Total Change is: 200,639
6,220 -14,811 96,206 -4,510 -28,126 20,187 -12,199 12,759 18,981 -282 8,143 6,584 69,452 80,716
Percent of Open Interest Represented by Each Category of Trader
8.3 44.0 7.5 55.7 19.3 10.5 5.4 5.3 1.7 2.3 4.1 1.0 7.6 6.6
Number of Traders in Each Category Total Traders: 438
32 16 15 190 62 100 57 40 33 26 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 166,285
Positions
21,828 127,656 18,985 24,584 6,247 3,341 86,685 410 9,501 1,061 75 0 300 70
Changes from: March 9, 2021 Total Change is: 2,180
-1,966 522 1,658 260 0 0 2,525 0 0 0 0 0 -297 0
Percent of Open Interest Represented by Each Category of Trader
13.1 76.8 11.4 14.8 3.8 2.0 52.1 0.2 5.7 0.6 0.0 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 77
11 17 15 14 . . 25 . 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,476,548
Positions
6,478 81,322 57,794 617,903 323,733 263,198 59,925 267,718 211,359 81,151 49,384 12,644 166,096 209,396
Changes from: March 9, 2021 Total Change is: 31,200
-1,785 13,498 9,214 -27,135 -4,250 17,131 -6,050 -41,335 30,261 3,622 -4,293 3,207 2,734 7,767
Percent of Open Interest Represented by Each Category of Trader
0.4 5.5 3.9 41.8 21.9 17.8 4.1 18.1 14.3 5.5 3.3 0.9 11.2 14.2
Number of Traders in Each Category Total Traders: 199
7 17 19 54 41 55 18 40 47 13 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,172,521
Positions
28,810 123,590 421 654,087 303,541 204,549 66,826 366,096 12,048 61,475 16,427 0 144,305 145,849
Changes from: March 9, 2021 Total Change is: 12,628
335 -4,656 -684 -4,322 -10,961 14,329 139 22,039 -2,329 -964 -2,857 0 6,124 -2,253
Percent of Open Interest Represented by Each Category of Trader
2.5 10.5 0.0 55.8 25.9 17.4 5.7 31.2 1.0 5.2 1.4 0.0 12.3 12.4
Number of Traders in Each Category Total Traders: 159
. 9 . 65 38 61 10 24 9 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,372,208
Positions
164,711 191,260 30,781 903,310 477,427 341,161 579,014 1,100,276 48,173 164,590 48,891 1,217 139,251 133,021
Changes from: March 9, 2021 Total Change is: -29,228
-3,704 5,625 4,558 -45,896 24,172 11,873 37,431 -84,772 -14,297 -1,335 7,259 -17 -17,840 16,372
Percent of Open Interest Represented by Each Category of Trader
6.9 8.1 1.3 38.1 20.1 14.4 24.4 46.4 2.0 6.9 2.1 0.1 5.9 5.6
Number of Traders in Each Category Total Traders: 283
11 30 9 94 38 77 44 37 29 17 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,169,552
Positions
133,188 191,958 413,528 1,331,597 1,361,875 941,656 733,079 493,637 869,638 325,241 264,809 72,982 348,643 559,468
Changes from: March 9, 2021 Total Change is: 221,087
-1,779 -9,555 44,255 108,900 103,034 9,361 -41,127 11,686 39,455 60,420 15,109 150 1,451 7,592
Percent of Open Interest Represented by Each Category of Trader
2.6 3.7 8.0 25.8 26.3 18.2 14.2 9.5 16.8 6.3 5.1 1.4 6.7 10.8
Number of Traders in Each Category Total Traders: 428
23 34 44 83 98 107 66 71 93 23 30 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 1,265,898
Positions
106,899 17,575 6,782 346,148 488,819 159,751 472,402 279,016 13,077 47,312 65,328 74 113,453 235,476
Changes from: March 9, 2021 Total Change is: -28,173
-4,017 2,754 -2,073 -22,681 15,376 -9,380 7,102 -13,814 -10,977 9,883 -10,394 0 3,970 335
Percent of Open Interest Represented by Each Category of Trader
8.4 1.4 0.5 27.3 38.6 12.6 37.3 22.0 1.0 3.7 5.2 0.0 9.0 18.6
Number of Traders in Each Category Total Traders: 145
6 5 6 24 59 45 24 17 15 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,970,814
Positions
44,746 160,859 116,056 1,570,277 1,068,038 679,391 494,623 889,755 476,424 286,855 155,662 23,235 279,208 401,395
Changes from: March 9, 2021 Total Change is: 27,015
-52,614 41,942 6,974 90,382 936 5,565 -43,964 -60,702 40,385 -18,997 -13,851 2,344 -3,060 3,422
Percent of Open Interest Represented by Each Category of Trader
1.1 4.1 2.9 39.5 26.9 17.1 12.5 22.4 12.0 7.2 3.9 0.6 7.0 10.1
Number of Traders in Each Category Total Traders: 319
11 27 26 83 69 84 37 62 55 11 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,047,884
Positions
355,602 207,319 231,362 22,977 6,552 6,753 93,993 254,270 313,323 3,655 1,500 0 20,219 26,805
Changes from: March 9, 2021 Total Change is: 37,514
-18,242 9,033 20,973 2,229 217 1,027 13,723 -13,059 18,892 -32 0 0 -1,056 431
Percent of Open Interest Represented by Each Category of Trader
33.9 19.8 22.1 2.2 0.6 0.6 9.0 24.3 29.9 0.3 0.1 0.0 1.9 2.6
Number of Traders in Each Category Total Traders: 93
22 20 40 . 4 . 20 19 32 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is20,982,124
Positions
1,938,652 1,822,683 3,147,583 397,154 927,864 1,682,532 1,700,202 734,741 11,161,018 42,945 263,388 312,409 599,629 929,906
Changes from: March 9, 2021 Total Change is:-3,300,931
-570,393 -102,911 -525,780 30,925 -44,925 -142,545 311,596 -64,097 -2,350,863 10,889 -12,858 -8,785 -55,974 -48,166
Percent of Open Interest Represented by Each Category of Trader
9.2 8.7 15.0 1.9 4.4 8.0 8.1 3.5 53.2 0.2 1.3 1.5 2.9 4.4
Number of Traders in Each Category Total Traders: 277
31 45 74 21 16 31 54 64 101 15 26 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 490,947
Positions
62,520 179,261 131,272 2,297 12,700 12,643 161,237 36,117 112,602 2,046 546 5,545 785 261
Changes from: March 9, 2021 Total Change is: -3,359
5,383 -14,241 2,823 9 -6,636 6,244 -24,644 7,893 6,376 -470 219 546 374 -6,583
Percent of Open Interest Represented by Each Category of Trader
12.7 36.5 26.7 0.5 2.6 2.6 32.8 7.4 22.9 0.4 0.1 1.1 0.2 0.1
Number of Traders in Each Category Total Traders: 105
14 26 23 . 4 . 22 24 34 4 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 224,798
Positions
26,267 89,706 41,137 1,263 8,434 3,450 86,968 23,342 57,448 7,159 91 1,050 56 140
Changes from: March 9, 2021 Total Change is: 10,845
2,868 8,418 4,196 -1,243 6,056 1,788 3,888 -8,337 -965 364 -229 8 -59 -90
Percent of Open Interest Represented by Each Category of Trader
11.7 39.9 18.3 0.6 3.8 1.5 38.7 10.4 25.6 3.2 0.0 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 89
9 21 13 . . . 27 20 28 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 122,504
Positions
0 42,658 0 1,753 2,551 0 4,438 37,009 39,707 76,604 500 0 2 79
Changes from: March 9, 2021 Total Change is: -53,952
0 15,144 0 -12 41 0 -439 -15,537 -53,403 -98 -190 0 0 -7
Percent of Open Interest Represented by Each Category of Trader
0.0 34.8 0.0 1.4 2.1 0.0 3.6 30.2 32.4 62.5 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 9 0 . 5 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 9,951
Positions
468 203 63 357 516 55 2,024 6,695 1,418 2,360 145 71 3,135 785
Changes from: March 9, 2021 Total Change is: 609
73 39 22 26 -103 40 57 609 211 -219 -44 -13 412 -152
Percent of Open Interest Represented by Each Category of Trader
4.7 2.0 0.6 3.6 5.2 0.6 20.3 67.3 14.3 23.7 1.5 0.7 31.5 7.9
Number of Traders in Each Category Total Traders: 80
. . . . . . 26 21 15 17 4 5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 35,409
Positions
2,164 8,057 1 7,361 3,627 1,140 12,506 17,500 1,153 5,856 1,733 17 5,211 2,181
Changes from: March 9, 2021 Total Change is: -5,935
-8,236 7,769 -813 -98 -30 -105 915 -10,598 84 2,164 -1,567 -216 371 -459
Percent of Open Interest Represented by Each Category of Trader
6.1 22.8 0.0 20.8 10.2 3.2 35.3 49.4 3.3 16.5 4.9 0.0 14.7 6.2
Number of Traders in Each Category Total Traders: 105
. . . 8 7 . 18 30 6 25 13 .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 412,533
Positions
59,579 25,370 13,608 144,201 65,680 23,567 37,399 145,203 89,844 8,754 3,654 13,297 22,284 32,310
Changes from: March 9, 2021 Total Change is: 16,903
-3,303 3,528 6,068 -5,832 8,511 5,333 8,980 -9,625 620 521 -154 1,280 3,236 1,342
Percent of Open Interest Represented by Each Category of Trader
14.4 6.1 3.3 35.0 15.9 5.7 9.1 35.2 21.8 2.1 0.9 3.2 5.4 7.8
Number of Traders in Each Category Total Traders: 190
13 11 19 20 30 20 38 49 61 8 11 13
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Traders in Financial Futures - Options and Futures Combined Positions as of March 16, 2021
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 59,091
Positions
3,347 4,203 1,342 42,359 1,760 177 827 43,427 8,056 2,553 58 6 424 62
Changes from: March 9, 2021 Total Change is: 6,907
200 -113 1,342 -2,643 517 -55 10 -2,822 8,055 35 -17 0 -37 0
Percent of Open Interest Represented by Each Category of Trader
5.7 7.1 2.3 71.7 3.0 0.3 1.4 73.5 13.6 4.3 0.1 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 49
. . . 12 4 . 4 7 . 16 . .
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Updated March 19, 2021