Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 172,515
Positions
4,223 73,717 2,065 55,210 29,556 7,344 31,080 32,457 6,611 17,706 74 7 48,269 20,684
Changes from: March 16, 2021 Total Change is: -25,293
183 3,019 -13,831 3,060 1,374 -373 -4,389 1,452 -5,271 -620 71 0 -4,051 -11,731
Percent of Open Interest Represented by Each Category of Trader
2.4 42.7 1.2 32.0 17.1 4.3 18.0 18.8 3.8 10.3 0.0 0.0 28.0 12.0
Number of Traders in Each Category Total Traders: 103
4 9 5 22 13 12 21 21 12 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 41,229
Positions
11,999 1,368 922 2,431 10,632 376 14,119 3,914 1,747 0 643 0 9,635 21,626
Changes from: March 16, 2021 Total Change is: 949
81 31 207 120 676 -100 -834 444 521 0 0 0 953 -831
Percent of Open Interest Represented by Each Category of Trader
29.1 3.3 2.2 5.9 25.8 0.9 34.2 9.5 4.2 0.0 1.6 0.0 23.4 52.5
Number of Traders in Each Category Total Traders: 40
4 . . . 11 . 10 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 167,266
Positions
5,292 34,570 2,668 54,044 45,115 6,167 40,712 28,154 17,114 2,540 6,046 935 37,794 26,496
Changes from: March 16, 2021 Total Change is: -891
2,580 -6,933 680 -4,547 -1,126 779 208 4,679 45 -588 -250 43 -90 1,192
Percent of Open Interest Represented by Each Category of Trader
3.2 20.7 1.6 32.3 27.0 3.7 24.3 16.8 10.2 1.5 3.6 0.6 22.6 15.8
Number of Traders in Each Category Total Traders: 110
5 5 5 21 20 15 25 25 15 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 175,552
Positions
38,780 6,582 2,057 69,874 38,174 8,599 23,080 69,230 9,918 2,590 618 23 20,631 40,351
Changes from: March 16, 2021 Total Change is: 11,565
11,341 -4,726 22 -1,284 4,042 638 2,071 11,197 -3,067 1,183 -36 -12 673 3,507
Percent of Open Interest Represented by Each Category of Trader
22.1 3.7 1.2 39.8 21.7 4.9 13.1 39.4 5.6 1.5 0.4 0.0 11.8 23.0
Number of Traders in Each Category Total Traders: 118
10 . 6 21 23 12 22 32 15 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 690,625
Positions
29,641 426,650 11,235 403,739 71,112 31,287 48,637 64,997 30,549 38,707 3,057 4,423 92,408 47,315
Changes from: March 16, 2021 Total Change is: 6,550
1,136 -1,668 525 -5,771 2,072 3,394 1,425 -611 2,756 1,494 -1,610 102 1,489 1,590
Percent of Open Interest Represented by Each Category of Trader
4.3 61.8 1.6 58.5 10.3 4.5 7.0 9.4 4.4 5.6 0.4 0.6 13.4 6.9
Number of Traders in Each Category Total Traders: 305
13 12 13 115 34 59 42 47 32 34 8 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 25,824
Positions
0 6,453 0 10,518 5,989 2,986 0 3,556 0 800 0 0 11,520 6,840
Changes from: March 16, 2021 Total Change is: 145
0 7 0 -402 420 190 0 568 0 0 0 0 357 -1,040
Percent of Open Interest Represented by Each Category of Trader
0.0 25.0 0.0 40.7 23.2 11.6 0.0 13.8 0.0 3.1 0.0 0.0 44.6 26.5
Number of Traders in Each Category Total Traders: 23
0 . 0 12 7 7 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 143,501
Positions
1,998 42,739 2,739 46,351 46,905 2,543 40,875 21,315 6,400 8,854 774 0 33,742 20,086
Changes from: March 16, 2021 Total Change is: 4,961
1,742 -1,722 669 -3,822 685 -69 1,344 3,150 499 2,548 0 0 2,050 1,749
Percent of Open Interest Represented by Each Category of Trader
1.4 29.8 1.9 32.3 32.7 1.8 28.5 14.9 4.5 6.2 0.5 0.0 23.5 14.0
Number of Traders in Each Category Total Traders: 87
. 9 5 22 10 11 17 23 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 30,839
Positions
106 15,412 0 20,338 0 0 6,431 13,318 0 1,661 796 0 2,303 1,313
Changes from: March 16, 2021 Total Change is: -908
106 61 0 1,418 0 0 -2,404 -1,304 0 -29 73 0 1 262
Percent of Open Interest Represented by Each Category of Trader
0.3 50.0 0.0 65.9 0.0 0.0 20.9 43.2 0.0 5.4 2.6 0.0 7.5 4.3
Number of Traders in Each Category Total Traders: 39
. 5 0 9 0 0 9 7 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 130,429
Positions
727 69,705 558 61,316 4,382 792 55,971 33,722 516 4,557 17,261 15 5,977 3,478
Changes from: March 16, 2021 Total Change is: 16,263
573 12,699 53 5,706 683 -61 8,845 2,893 34 327 241 10 776 -288
Percent of Open Interest Represented by Each Category of Trader
0.6 53.4 0.4 47.0 3.4 0.6 42.9 25.9 0.4 3.5 13.2 0.0 4.6 2.7
Number of Traders in Each Category Total Traders: 142
. 10 . 20 6 4 49 29 7 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 47,477
Positions
16,452 1,115 389 7,240 28,233 141 15,471 8,818 1,978 3,153 4,379 175 2,477 2,249
Changes from: March 16, 2021 Total Change is: -419
3 10 97 754 259 33 -1,529 -1,252 858 -625 -28 174 -183 -569
Percent of Open Interest Represented by Each Category of Trader
34.7 2.3 0.8 15.2 59.5 0.3 32.6 18.6 4.2 6.6 9.2 0.4 5.2 4.7
Number of Traders in Each Category Total Traders: 80
. . . 9 8 . 21 17 9 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 38,259
Positions
4,562 7,155 90 9,667 6,277 952 15,701 17,204 1,410 0 1,861 6 5,871 3,304
Changes from: March 16, 2021 Total Change is: 3,690
2,280 556 90 -1,943 -291 -43 1,925 2,091 489 -113 228 0 1,005 570
Percent of Open Interest Represented by Each Category of Trader
11.9 18.7 0.2 25.3 16.4 2.5 41.0 45.0 3.7 0.0 4.9 0.0 15.3 8.6
Number of Traders in Each Category Total Traders: 78
5 . . 17 8 4 21 19 5 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 12,582
Positions
2,630 0 0 3,488 2,741 0 5,070 8,256 0 200 0 0 1,194 1,585
Changes from: March 16, 2021 Total Change is: 368
0 0 0 125 -132 0 405 396 0 -127 0 0 -35 104
Percent of Open Interest Represented by Each Category of Trader
20.9 0.0 0.0 27.7 21.8 0.0 40.3 65.6 0.0 1.6 0.0 0.0 9.5 12.6
Number of Traders in Each Category Total Traders: 31
. 0 0 5 . 0 10 10 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 45,554
Positions
15,391 15,587 644 8,117 2,796 719 9,179 3,175 1,635 540 14,831 0 9,331 6,169
Changes from: March 16, 2021 Total Change is: -9,050
-153 8,001 -10,760 255 418 53 1,227 -6,143 309 402 55 0 -384 -983
Percent of Open Interest Represented by Each Category of Trader
33.8 34.2 1.4 17.8 6.1 1.6 20.2 7.0 3.6 1.2 32.6 0.0 20.5 13.5
Number of Traders in Each Category Total Traders: 108
14 14 . 24 6 8 24 15 12 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 91,108
Positions
30,781 31,174 1,288 16,233 5,591 1,437 18,358 6,350 3,270 1,080 29,661 0 18,661 12,337
Changes from: March 16, 2021 Total Change is: -18,099
-305 16,002 -21,519 510 836 106 2,455 -12,286 618 804 110 0 -768 -1,965
Percent of Open Interest Represented by Each Category of Trader
33.8 34.2 1.4 17.8 6.1 1.6 20.2 7.0 3.6 1.2 32.6 0.0 20.5 13.5
Number of Traders in Each Category Total Traders: 108
14 14 . 24 6 8 24 15 12 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 22,829
Positions
708 16,858 75 15,222 0 3,273 1,366 1,998 0 0 0 0 2,185 625
Changes from: March 16, 2021 Total Change is: -11,902
-1,446 -351 -8,485 -1,766 0 155 50 -3,003 -31 0 0 0 -379 -187
Percent of Open Interest Represented by Each Category of Trader
3.1 73.8 0.3 66.7 0.0 14.3 6.0 8.8 0.0 0.0 0.0 0.0 9.6 2.7
Number of Traders in Each Category Total Traders: 26
. 7 . 13 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 605,897
Positions
75,268 160,017 21,164 240,420 93,635 67,114 40,234 75,694 77,595 20,800 57,621 3,433 59,870 49,624
Changes from: March 16, 2021 Total Change is: -182,418
-13,369 -9,975 -49,180 12,687 811 -20,100 -30,479 -10,814 -61,562 712 -8,570 -477 -20,651 -22,552
Percent of Open Interest Represented by Each Category of Trader
12.4 26.4 3.5 39.7 15.5 11.1 6.6 12.5 12.8 3.4 9.5 0.6 9.9 8.2
Number of Traders in Each Category Total Traders: 558
36 30 31 166 89 125 69 94 91 45 29 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 25,267
Positions
6,768 22,673 0 10,757 309 173 3,910 1,023 2 0 0 0 3,657 1,087
Changes from: March 16, 2021 Total Change is: -18,537
-4,297 -8,680 -5,256 -8,319 0 -536 97 -799 -464 0 0 0 238 -2,802
Percent of Open Interest Represented by Each Category of Trader
26.8 89.7 0.0 42.6 1.2 0.7 15.5 4.0 0.0 0.0 0.0 0.0 14.5 4.3
Number of Traders in Each Category Total Traders: 33
5 6 0 11 . . 8 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 3,029,485
Positions
376,339 800,087 105,820 1,202,099 468,176 335,570 201,169 378,468 387,973 103,999 288,105 17,165 299,351 248,120
Changes from: March 16, 2021 Total Change is: -671,462
-42,245 17,565 -222,313 63,436 -5,943 -90,502 -152,326 -87,443 -177,498 3,572 -42,840 -2,384 -51,200 -60,103
Percent of Open Interest Represented by Each Category of Trader
12.4 26.4 3.5 39.7 15.5 11.1 6.6 12.5 12.8 3.4 9.5 0.6 9.9 8.2
Number of Traders in Each Category Total Traders: 558
36 30 31 166 89 125 69 94 91 45 29 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 52,936
Positions
3,723 48,455 0 42,168 0 99 2,927 2,491 0 0 0 0 4,019 1,891
Changes from: March 16, 2021 Total Change is: -4,860
-19 1,846 -7,419 2,880 0 0 -71 -231 0 0 0 0 -231 944
Percent of Open Interest Represented by Each Category of Trader
7.0 91.5 0.0 79.7 0.0 0.2 5.5 4.7 0.0 0.0 0.0 0.0 7.6 3.6
Number of Traders in Each Category Total Traders: 39
. 7 0 19 0 . 6 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 24,363
Positions
305 22,286 0 18,034 669 223 925 286 0 0 0 0 4,876 899
Changes from: March 16, 2021 Total Change is: -11,317
-5,585 -3,663 -4,154 415 -506 -3,627 226 286 0 0 0 0 1,408 347
Percent of Open Interest Represented by Each Category of Trader
1.3 91.5 0.0 74.0 2.7 0.9 3.8 1.2 0.0 0.0 0.0 0.0 20.0 3.7
Number of Traders in Each Category Total Traders: 20
. 6 0 9 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 46,611
Positions
4,280 14,237 249 27,492 23,343 1,988 3,428 2,896 185 0 579 0 8,989 3,134
Changes from: March 16, 2021 Total Change is: -3,941
-2,063 -3,095 -859 -554 324 -230 1,460 92 29 -475 579 0 -1,249 -781
Percent of Open Interest Represented by Each Category of Trader
9.2 30.5 0.5 59.0 50.1 4.3 7.4 6.2 0.4 0.0 1.2 0.0 19.3 6.7
Number of Traders in Each Category Total Traders: 75
4 9 . 32 15 10 8 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 50,929
Positions
13,573 4,618 204 11,438 9,546 1,610 9,346 16,475 5,752 1,606 3,779 76 7,323 8,870
Changes from: March 16, 2021 Total Change is: -10,332
-1,389 279 -2,154 816 -815 -1,149 -565 -450 -4,398 -358 -140 -175 -959 -1,329
Percent of Open Interest Represented by Each Category of Trader
26.7 9.1 0.4 22.5 18.7 3.2 18.4 32.3 11.3 3.2 7.4 0.1 14.4 17.4
Number of Traders in Each Category Total Traders: 315
29 22 9 59 54 49 36 75 36 16 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 254,644
Positions
67,866 23,090 1,021 57,190 47,729 8,048 46,732 82,377 28,758 8,031 18,893 381 36,617 44,348
Changes from: March 16, 2021 Total Change is: -51,658
-6,946 1,396 -10,769 4,080 -4,076 -5,747 -2,826 -2,249 -21,990 -1,788 -702 -877 -4,795 -6,644
Percent of Open Interest Represented by Each Category of Trader
26.7 9.1 0.4 22.5 18.7 3.2 18.4 32.3 11.3 3.2 7.4 0.1 14.4 17.4
Number of Traders in Each Category Total Traders: 315
29 22 9 59 54 49 36 75 36 16 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 51,332
Positions
0 1,926 0 582 0 0 16,092 27,541 4,309 0 1,802 10 30,339 15,744
Changes from: March 16, 2021 Total Change is: -67,251
-590 615 0 12 0 0 -18,518 -48,431 -16,442 -451 858 -825 -30,437 -3,025
Percent of Open Interest Represented by Each Category of Trader
0.0 3.8 0.0 1.1 0.0 0.0 31.3 53.7 8.4 0.0 3.5 0.0 59.1 30.7
Number of Traders in Each Category Total Traders: 20
0 . 0 . 0 0 6 8 5 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 500,961
Positions
95,548 131,895 4,943 252,362 122,602 38,165 56,950 102,260 10,206 10,268 69,199 1,552 30,968 20,140
Changes from: March 16, 2021 Total Change is: -129,628
-34,912 26,445 -55,638 3,655 627 -12,999 -9,233 -64,313 -19,363 -308 -1,285 1,056 -1,886 -4,159
Percent of Open Interest Represented by Each Category of Trader
19.1 26.3 1.0 50.4 24.5 7.6 11.4 20.4 2.0 2.0 13.8 0.3 6.2 4.0
Number of Traders in Each Category Total Traders: 351
26 19 5 111 49 51 50 59 28 22 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 23,729
Positions
5,735 22,430 0 13,130 540 0 2,655 454 0 0 0 0 2,209 305
Changes from: March 16, 2021 Total Change is: -1,961
-38 1,462 -2,915 1,445 -1 0 0 -14 -342 0 0 0 -111 -151
Percent of Open Interest Represented by Each Category of Trader
24.2 94.5 0.0 55.3 2.3 0.0 11.2 1.9 0.0 0.0 0.0 0.0 9.3 1.3
Number of Traders in Each Category Total Traders: 30
. 10 0 14 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 14,347
Positions
229 3,004 0 9,029 0 3 490 5,018 1 0 1,435 0 4,595 4,886
Changes from: March 16, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.6 20.9 0.0 62.9 0.0 0.0 3.4 35.0 0.0 0.0 10.0 0.0 32.0 34.1
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 31,206
Positions
2,401 4,651 443 10,297 3,247 298 8,515 1,786 395 1,824 3,227 0 7,033 17,159
Changes from: March 16, 2021 Total Change is: -3,939
-413 364 158 -4,828 310 -12 1,698 -1,610 224 50 2,149 0 -816 -5,522
Percent of Open Interest Represented by Each Category of Trader
7.7 14.9 1.4 33.0 10.4 1.0 27.3 5.7 1.3 5.8 10.3 0.0 22.5 55.0
Number of Traders in Each Category Total Traders: 47
5 6 . 9 5 4 11 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 411,896
Positions
29,443 263,509 6,796 281,287 70,267 57,314 16,874 5,689 1,965 9,091 1,851 0 9,126 4,505
Changes from: March 16, 2021 Total Change is: -70,266
-3,622 8,184 -45,242 -9,661 170 -10,788 1,907 -11,751 -928 1,808 -3,385 -132 -3,608 -6,394
Percent of Open Interest Represented by Each Category of Trader
7.1 64.0 1.6 68.3 17.1 13.9 4.1 1.4 0.5 2.2 0.4 0.0 2.2 1.1
Number of Traders in Each Category Total Traders: 184
12 14 4 73 40 42 23 11 8 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 1,135,023
Positions
116,330 621,839 6,449 735,064 264,554 113,300 87,555 62,569 4,829 34,369 46,806 3,839 33,288 10,838
Changes from: March 16, 2021 Total Change is: -264,287
-363 5,584 -98,460 -44,776 -5,755 -33,349 12,623 -11,630 -19,045 2,030 -10,674 -10,058 -72,889 -80,900
Percent of Open Interest Represented by Each Category of Trader
10.2 54.8 0.6 64.8 23.3 10.0 7.7 5.5 0.4 3.0 4.1 0.3 2.9 1.0
Number of Traders in Each Category Total Traders: 425
32 15 10 177 68 88 56 38 22 26 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 170,477
Positions
22,940 131,515 19,068 25,448 6,247 3,341 88,596 410 9,751 1,131 75 0 202 70
Changes from: March 16, 2021 Total Change is: 4,192
1,112 3,859 83 864 0 0 1,911 0 250 70 0 0 -98 0
Percent of Open Interest Represented by Each Category of Trader
13.5 77.1 11.2 14.9 3.7 2.0 52.0 0.2 5.7 0.7 0.0 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 79
11 17 15 15 . . 25 . 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 1,509,826
Positions
6,331 81,403 62,235 609,388 329,814 283,656 58,271 239,249 241,082 69,910 49,795 13,713 165,241 208,879
Changes from: March 16, 2021 Total Change is: 33,278
-147 81 4,441 -8,515 6,080 20,458 -1,654 -28,469 29,723 -11,241 411 1,069 -856 -517
Percent of Open Interest Represented by Each Category of Trader
0.4 5.4 4.1 40.4 21.8 18.8 3.9 15.8 16.0 4.6 3.3 0.9 10.9 13.8
Number of Traders in Each Category Total Traders: 198
9 17 21 51 40 54 20 40 48 11 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 1,138,639
Positions
39,889 110,535 245 635,600 291,861 207,186 53,856 361,429 7,742 61,800 14,942 0 132,321 144,699
Changes from: March 16, 2021 Total Change is: -33,882
11,079 -13,055 -176 -18,487 -11,680 2,637 -12,970 -4,667 -4,306 325 -1,485 0 -11,984 -1,150
Percent of Open Interest Represented by Each Category of Trader
3.5 9.7 0.0 55.8 25.6 18.2 4.7 31.7 0.7 5.4 1.3 0.0 11.6 12.7
Number of Traders in Each Category Total Traders: 160
6 10 . 64 36 58 11 23 9 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 2,311,733
Positions
169,243 160,480 29,644 916,760 429,541 335,812 504,606 1,126,858 43,922 168,572 58,017 795 142,378 126,664
Changes from: March 16, 2021 Total Change is: -60,475
4,532 -30,780 -1,137 13,450 -47,886 -5,349 -74,407 26,582 -4,251 3,982 9,126 -422 3,127 -6,358
Percent of Open Interest Represented by Each Category of Trader
7.3 6.9 1.3 39.7 18.6 14.5 21.8 48.7 1.9 7.3 2.5 0.0 6.2 5.5
Number of Traders in Each Category Total Traders: 288
12 31 10 98 33 77 45 38 28 19 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 5,291,483
Positions
123,390 226,689 417,407 1,369,715 1,357,024 978,960 760,058 549,725 873,159 322,883 276,864 91,741 354,171 519,915
Changes from: March 16, 2021 Total Change is: 121,931
-9,798 34,730 3,879 38,119 -4,851 37,304 26,979 56,088 3,521 -2,358 12,055 18,758 5,527 -39,553
Percent of Open Interest Represented by Each Category of Trader
2.3 4.3 7.9 25.9 25.6 18.5 14.4 10.4 16.5 6.1 5.2 1.7 6.7 9.8
Number of Traders in Each Category Total Traders: 435
29 33 43 82 102 109 56 81 95 26 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 1,298,194
Positions
102,715 20,280 8,681 350,078 514,516 162,736 503,887 270,709 10,595 47,058 82,451 74 112,370 228,152
Changes from: March 16, 2021 Total Change is: 32,296
-4,184 2,705 1,899 3,930 25,697 2,985 31,485 -8,307 -2,482 -254 17,123 0 -1,083 -7,324
Percent of Open Interest Represented by Each Category of Trader
7.9 1.6 0.7 27.0 39.6 12.5 38.8 20.9 0.8 3.6 6.4 0.0 8.7 17.6
Number of Traders in Each Category Total Traders: 150
7 5 6 23 61 44 25 17 13 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 4,049,008
Positions
57,891 166,977 115,324 1,577,828 1,066,476 718,232 535,556 924,189 476,083 270,535 167,366 25,331 272,228 389,029
Changes from: March 16, 2021 Total Change is: 78,194
13,145 6,118 -731 7,551 -1,561 38,841 40,934 34,435 -341 -16,320 11,704 2,096 -6,980 -12,365
Percent of Open Interest Represented by Each Category of Trader
1.4 4.1 2.8 39.0 26.3 17.7 13.2 22.8 11.8 6.7 4.1 0.6 6.7 9.6
Number of Traders in Each Category Total Traders: 329
16 26 21 83 72 88 39 59 54 11 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 1,093,485
Positions
327,744 213,658 286,296 26,314 5,155 7,666 137,440 265,684 285,773 1,200 1,500 0 21,052 27,753
Changes from: March 16, 2021 Total Change is: 45,601
-27,858 6,339 54,934 3,337 -1,397 913 43,447 11,414 -27,550 -2,455 0 0 833 948
Percent of Open Interest Represented by Each Category of Trader
30.0 19.5 26.2 2.4 0.5 0.7 12.6 24.3 26.1 0.1 0.1 0.0 1.9 2.5
Number of Traders in Each Category Total Traders: 95
23 20 41 . . . 24 18 32 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 is21,372,729
Positions
1,968,436 2,021,425 3,122,318 460,266 963,331 1,727,335 1,815,623 723,119 11,274,460 41,012 255,453 325,271 638,008 960,017
Changes from: March 16, 2021 Total Change is: 390,605
29,784 198,742 -25,265 63,111 35,467 44,803 115,422 -11,622 113,442 -1,933 -7,934 12,863 38,378 30,110
Percent of Open Interest Represented by Each Category of Trader
9.2 9.5 14.6 2.2 4.5 8.1 8.5 3.4 52.8 0.2 1.2 1.5 3.0 4.5
Number of Traders in Each Category Total Traders: 271
26 47 72 23 14 31 53 62 98 12 28 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 430,796
Positions
83,254 164,169 101,306 3,094 2,334 10,442 129,822 52,240 95,472 2,300 324 4,198 908 311
Changes from: March 16, 2021 Total Change is: -60,151
20,734 -15,092 -29,966 797 -10,366 -2,201 -31,415 16,123 -17,129 254 -222 -1,347 123 50
Percent of Open Interest Represented by Each Category of Trader
19.3 38.1 23.5 0.7 0.5 2.4 30.1 12.1 22.2 0.5 0.1 1.0 0.2 0.1
Number of Traders in Each Category Total Traders: 102
15 24 19 . . . 16 28 34 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 229,402
Positions
39,793 108,318 34,328 168 8,961 3,275 99,744 28,813 43,897 6,795 308 1,318 84 184
Changes from: March 16, 2021 Total Change is: 4,604
13,526 18,612 -6,809 -1,095 527 -175 12,776 5,471 -13,551 -364 217 268 28 44
Percent of Open Interest Represented by Each Category of Trader
17.3 47.2 15.0 0.1 3.9 1.4 43.5 12.6 19.1 3.0 0.1 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 91
10 23 13 . 4 . 26 21 30 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 132,750
Positions
0 46,283 0 1,753 2,722 0 4,737 28,244 54,873 71,384 500 0 3 128
Changes from: March 16, 2021 Total Change is: 10,246
0 3,625 0 0 171 0 299 -8,765 15,166 -5,220 0 0 1 49
Percent of Open Interest Represented by Each Category of Trader
0.0 34.9 0.0 1.3 2.1 0.0 3.6 21.3 41.3 53.8 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 30
0 8 0 . 5 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 10,491
Positions
502 132 181 358 463 120 2,498 7,105 1,220 2,617 321 94 2,901 856
Changes from: March 16, 2021 Total Change is: 540
34 -71 118 1 -53 65 474 410 -198 257 176 22 -233 71
Percent of Open Interest Represented by Each Category of Trader
4.8 1.3 1.7 3.4 4.4 1.1 23.8 67.7 11.6 24.9 3.1 0.9 27.7 8.2
Number of Traders in Each Category Total Traders: 87
. . . . . . 33 19 17 18 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 36,782
Positions
315 8,057 0 7,869 3,186 1,015 14,122 19,528 1,164 7,084 1,826 8 5,206 1,999
Changes from: March 16, 2021 Total Change is: 1,373
-1,849 0 -1 508 -441 -125 1,616 2,028 11 1,228 92 -9 -6 -182
Percent of Open Interest Represented by Each Category of Trader
0.9 21.9 0.0 21.4 8.7 2.8 38.4 53.1 3.2 19.3 5.0 0.0 14.2 5.4
Number of Traders in Each Category Total Traders: 108
. . 0 10 6 . 27 24 6 25 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 384,390
Positions
60,099 23,513 6,935 145,302 70,691 23,692 32,122 138,329 70,866 6,116 3,051 7,640 31,618 39,673
Changes from: March 16, 2021 Total Change is: -28,143
520 -1,857 -6,673 1,101 5,011 125 -5,277 -6,874 -18,978 -2,638 -603 -5,657 9,334 7,363
Percent of Open Interest Represented by Each Category of Trader
15.6 6.1 1.8 37.8 18.4 6.2 8.4 36.0 18.4 1.6 0.8 2.0 8.2 10.3
Number of Traders in Each Category Total Traders: 171
12 12 15 16 31 20 34 44 47 7 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 23, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 38,472
Positions
3,347 4,757 73 32,759 1,753 177 849 31,608 0 885 45 0 382 59
Changes from: March 16, 2021 Total Change is: -20,619
0 554 -1,269 -9,600 -7 0 22 -11,819 -8,056 -1,668 -13 -6 -42 -3
Percent of Open Interest Represented by Each Category of Trader
8.7 12.4 0.2 85.2 4.6 0.5 2.2 82.2 0.0 2.3 0.1 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 42
. . . 11 4 . 4 7 0 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 25, 2021