Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 173,706
Positions
3,073 76,502 1,894 58,840 29,184 6,959 31,258 32,603 6,767 16,993 614 7 47,915 19,178
Changes from: March 23, 2021 Total Change is: 1,191
-1,149 2,785 -171 3,631 -372 -385 177 146 156 -713 539 0 -354 -1,507
Percent of Open Interest Represented by Each Category of Trader
1.8 44.0 1.1 33.9 16.8 4.0 18.0 18.8 3.9 9.8 0.4 0.0 27.6 11.0
Number of Traders in Each Category Total Traders: 109
. 10 6 24 12 10 19 27 15 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 45,932
Positions
13,363 1,622 918 2,325 11,898 475 17,546 4,751 1,714 0 643 0 9,591 23,912
Changes from: March 23, 2021 Total Change is: 4,703
1,364 253 -4 -106 1,266 99 3,427 836 -33 0 0 0 -44 2,285
Percent of Open Interest Represented by Each Category of Trader
29.1 3.5 2.0 5.1 25.9 1.0 38.2 10.3 3.7 0.0 1.4 0.0 20.9 52.1
Number of Traders in Each Category Total Traders: 43
5 . . . 11 . 13 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 161,227
Positions
6,124 32,313 2,981 48,128 46,578 6,428 41,246 20,942 16,450 3,096 5,882 979 35,795 28,675
Changes from: March 23, 2021 Total Change is: -6,039
832 -2,258 313 -5,916 1,463 261 534 -7,212 -664 556 -165 45 -1,998 2,178
Percent of Open Interest Represented by Each Category of Trader
3.8 20.0 1.8 29.9 28.9 4.0 25.6 13.0 10.2 1.9 3.6 0.6 22.2 17.8
Number of Traders in Each Category Total Traders: 104
5 6 5 21 20 13 26 17 15 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 192,857
Positions
52,045 6,041 2,518 67,635 43,766 8,437 24,671 73,181 15,894 807 677 33 20,816 42,309
Changes from: March 23, 2021 Total Change is: 17,305
13,265 -542 461 -2,239 5,592 -162 1,591 3,952 5,976 -1,783 59 10 185 1,958
Percent of Open Interest Represented by Each Category of Trader
27.0 3.1 1.3 35.1 22.7 4.4 12.8 37.9 8.2 0.4 0.4 0.0 10.8 21.9
Number of Traders in Each Category Total Traders: 122
11 . 7 23 23 15 24 32 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 706,030
Positions
39,874 414,396 10,576 390,004 78,897 34,810 56,072 75,797 35,836 38,427 3,295 4,255 96,176 48,168
Changes from: March 23, 2021 Total Change is: 15,405
10,233 -12,254 -659 -13,735 7,785 3,523 7,435 10,800 5,287 -280 238 -168 3,768 852
Percent of Open Interest Represented by Each Category of Trader
5.6 58.7 1.5 55.2 11.2 4.9 7.9 10.7 5.1 5.4 0.5 0.6 13.6 6.8
Number of Traders in Each Category Total Traders: 302
14 13 12 108 39 55 44 45 34 31 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 26,092
Positions
0 6,237 0 9,646 6,713 3,333 0 3,534 0 800 0 0 12,313 6,275
Changes from: March 23, 2021 Total Change is: 268
0 -216 0 -872 724 347 0 -22 0 0 0 0 793 -565
Percent of Open Interest Represented by Each Category of Trader
0.0 23.9 0.0 37.0 25.7 12.8 0.0 13.5 0.0 3.1 0.0 0.0 47.2 24.0
Number of Traders in Each Category Total Traders: 23
0 . 0 10 9 9 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 21,157
Positions
2,414 4,509 20 6,425 8,763 1,740 1,094 1,545 0 0 913 62 9,402 3,605
Changes from: March 23, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.4 21.3 0.1 30.4 41.4 8.2 5.2 7.3 0.0 0.0 4.3 0.3 44.4 17.0
Number of Traders in Each Category Total Traders: 21
. . . 7 8 6 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 147,264
Positions
2,895 44,157 2,741 47,144 48,204 2,394 47,442 20,607 6,019 9,758 774 0 28,871 22,368
Changes from: March 23, 2021 Total Change is: 3,763
897 1,418 2 793 1,299 -149 6,567 -708 -381 904 0 0 -4,871 2,282
Percent of Open Interest Represented by Each Category of Trader
2.0 30.0 1.9 32.0 32.7 1.6 32.2 14.0 4.1 6.6 0.5 0.0 19.6 15.2
Number of Traders in Each Category Total Traders: 86
4 9 5 23 11 11 15 20 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 29,323
Positions
206 15,300 0 20,646 0 0 5,001 11,440 32 1,692 893 0 1,746 1,658
Changes from: March 23, 2021 Total Change is: -1,516
100 -112 0 308 0 0 -1,430 -1,878 32 31 97 0 -557 345
Percent of Open Interest Represented by Each Category of Trader
0.7 52.2 0.0 70.4 0.0 0.0 17.1 39.0 0.1 5.8 3.0 0.0 6.0 5.7
Number of Traders in Each Category Total Traders: 38
. 5 0 8 0 0 9 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 136,721
Positions
312 75,422 696 62,196 4,204 364 61,563 33,762 1,036 4,108 17,628 5 6,441 3,604
Changes from: March 23, 2021 Total Change is: 6,292
-415 5,717 138 881 -178 -428 5,592 41 520 -449 367 -10 464 125
Percent of Open Interest Represented by Each Category of Trader
0.2 55.2 0.5 45.5 3.1 0.3 45.0 24.7 0.8 3.0 12.9 0.0 4.7 2.6
Number of Traders in Each Category Total Traders: 146
. 11 . 21 6 4 50 33 10 13 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 65,906
Positions
16,459 1,359 19,804 6,444 27,211 152 14,344 9,301 1,918 4,074 3,538 1 2,709 2,622
Changes from: March 23, 2021 Total Change is: 18,429
7 244 19,415 -796 -1,022 11 -1,127 483 -60 921 -841 -174 231 373
Percent of Open Interest Represented by Each Category of Trader
25.0 2.1 30.0 9.8 41.3 0.2 21.8 14.1 2.9 6.2 5.4 0.0 4.1 4.0
Number of Traders in Each Category Total Traders: 83
. . . 8 7 . 22 16 7 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 36,811
Positions
5,410 7,634 152 8,012 6,912 404 16,005 14,992 1,465 0 1,860 6 5,357 3,386
Changes from: March 23, 2021 Total Change is: -1,448
848 479 62 -1,655 635 -548 304 -2,212 55 0 -1 0 -514 82
Percent of Open Interest Represented by Each Category of Trader
14.7 20.7 0.4 21.8 18.8 1.1 43.5 40.7 4.0 0.0 5.1 0.0 14.6 9.2
Number of Traders in Each Category Total Traders: 78
6 . . 16 9 4 20 19 7 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 12,684
Positions
2,630 0 0 3,662 2,763 0 4,988 8,339 0 200 0 0 1,204 1,582
Changes from: March 23, 2021 Total Change is: 102
0 0 0 174 22 0 -82 83 0 0 0 0 10 -3
Percent of Open Interest Represented by Each Category of Trader
20.7 0.0 0.0 28.9 21.8 0.0 39.3 65.7 0.0 1.6 0.0 0.0 9.5 12.5
Number of Traders in Each Category Total Traders: 32
. 0 0 5 . 0 10 11 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,859
Positions
15,170 13,401 790 8,079 3,832 1,044 8,777 4,219 786 948 14,534 0 9,267 6,254
Changes from: March 23, 2021 Total Change is: -695
-221 -2,186 146 -38 1,036 325 -402 1,044 -848 408 -297 0 -64 85
Percent of Open Interest Represented by Each Category of Trader
33.8 29.9 1.8 18.0 8.5 2.3 19.6 9.4 1.8 2.1 32.4 0.0 20.7 13.9
Number of Traders in Each Category Total Traders: 110
15 13 . 25 7 9 25 13 12 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 89,718
Positions
30,339 26,802 1,579 16,157 7,663 2,087 17,554 8,439 1,573 1,896 29,068 0 18,533 12,507
Changes from: March 23, 2021 Total Change is: -1,390
-442 -4,372 291 -76 2,072 650 -804 2,089 -1,697 816 -593 0 -128 170
Percent of Open Interest Represented by Each Category of Trader
33.8 29.9 1.8 18.0 8.5 2.3 19.6 9.4 1.8 2.1 32.4 0.0 20.7 13.9
Number of Traders in Each Category Total Traders: 110
15 13 . 25 7 9 25 13 12 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 26,928
Positions
940 19,590 451 16,756 0 3,399 2,778 2,959 0 0 0 0 2,604 529
Changes from: March 23, 2021 Total Change is: 4,099
232 2,732 376 1,534 0 126 1,412 961 0 0 0 0 419 -96
Percent of Open Interest Represented by Each Category of Trader
3.5 72.7 1.7 62.2 0.0 12.6 10.3 11.0 0.0 0.0 0.0 0.0 9.7 2.0
Number of Traders in Each Category Total Traders: 29
. 9 . 13 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 633,808
Positions
72,117 155,480 25,064 243,094 90,358 66,903 44,853 79,758 89,264 20,784 59,117 3,046 68,683 64,818
Changes from: March 23, 2021 Total Change is: 27,911
-3,150 -4,538 3,900 2,674 -3,277 -211 4,619 4,065 11,670 -16 1,496 -387 8,813 15,194
Percent of Open Interest Represented by Each Category of Trader
11.4 24.5 4.0 38.4 14.3 10.6 7.1 12.6 14.1 3.3 9.3 0.5 10.8 10.2
Number of Traders in Each Category Total Traders: 561
33 32 35 166 89 126 75 96 98 42 28 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 28,136
Positions
7,989 0 227 0 0 0 6,351 5,904 7,690 0 1 0 5,879 14,314
Changes from: March 23, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
28.4 0.0 0.8 0.0 0.0 0.0 22.6 21.0 27.3 0.0 0.0 0.0 20.9 50.9
Number of Traders in Each Category Total Traders: 22
4 0 . 0 0 0 7 9 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 25,137
Positions
7,221 22,047 0 11,387 0 170 2,971 1,854 2 0 0 0 3,386 1,064
Changes from: March 23, 2021 Total Change is: -130
453 -626 0 630 -309 -3 -939 831 0 0 0 0 -271 -23
Percent of Open Interest Represented by Each Category of Trader
28.7 87.7 0.0 45.3 0.0 0.7 11.8 7.4 0.0 0.0 0.0 0.0 13.5 4.2
Number of Traders in Each Category Total Traders: 32
5 5 0 12 0 . 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 3,028,360
Positions
356,837 813,593 87,990 1,215,469 451,791 334,514 229,307 406,068 371,074 103,919 295,583 15,229 314,022 252,519
Changes from: March 23, 2021 Total Change is: -1,125
-19,502 13,506 -17,831 13,370 -16,385 -1,055 28,138 27,600 -16,900 -80 7,478 -1,936 14,671 4,399
Percent of Open Interest Represented by Each Category of Trader
11.8 26.9 2.9 40.1 14.9 11.0 7.6 13.4 12.3 3.4 9.8 0.5 10.4 8.3
Number of Traders in Each Category Total Traders: 557
33 32 33 166 89 126 75 92 94 42 28 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 53,299
Positions
3,720 49,618 0 42,374 0 99 3,395 2,483 0 0 0 0 3,711 1,099
Changes from: March 23, 2021 Total Change is: 363
-3 1,163 0 206 0 0 468 -8 0 0 0 0 -308 -792
Percent of Open Interest Represented by Each Category of Trader
7.0 93.1 0.0 79.5 0.0 0.2 6.4 4.7 0.0 0.0 0.0 0.0 7.0 2.1
Number of Traders in Each Category Total Traders: 43
. 7 0 21 0 . 8 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 24,779
Positions
277 22,706 0 20,285 664 228 935 350 0 0 0 0 3,054 831
Changes from: March 23, 2021 Total Change is: 416
-28 420 0 2,251 -5 5 10 64 0 0 0 0 -1,822 -68
Percent of Open Interest Represented by Each Category of Trader
1.1 91.6 0.0 81.9 2.7 0.9 3.8 1.4 0.0 0.0 0.0 0.0 12.3 3.4
Number of Traders in Each Category Total Traders: 20
. 7 0 8 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 45,433
Positions
4,456 14,020 247 26,572 23,135 1,956 2,546 2,550 168 0 0 0 9,488 3,357
Changes from: March 23, 2021 Total Change is: -1,178
176 -217 -2 -920 -208 -32 -882 -346 -17 0 -579 0 499 223
Percent of Open Interest Represented by Each Category of Trader
9.8 30.9 0.5 58.5 50.9 4.3 5.6 5.6 0.4 0.0 0.0 0.0 20.9 7.4
Number of Traders in Each Category Total Traders: 69
4 9 . 30 16 10 6 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 50,486
Positions
14,333 4,531 195 10,936 9,255 1,422 9,184 16,577 5,648 1,529 4,031 75 7,166 8,754
Changes from: March 23, 2021 Total Change is: -443
759 -87 -10 -502 -291 -188 -163 101 -104 -77 253 -2 -157 -115
Percent of Open Interest Represented by Each Category of Trader
28.4 9.0 0.4 21.7 18.3 2.8 18.2 32.8 11.2 3.0 8.0 0.1 14.2 17.3
Number of Traders in Each Category Total Traders: 308
27 24 9 58 53 42 35 70 31 15 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 252,431
Positions
71,663 22,655 974 54,679 46,273 7,108 45,919 82,883 28,238 7,647 20,156 373 35,832 43,772
Changes from: March 23, 2021 Total Change is: -2,213
3,797 -435 -48 -2,511 -1,455 -940 -814 506 -521 -385 1,264 -8 -785 -577
Percent of Open Interest Represented by Each Category of Trader
28.4 9.0 0.4 21.7 18.3 2.8 18.2 32.8 11.2 3.0 8.0 0.1 14.2 17.3
Number of Traders in Each Category Total Traders: 308
27 24 9 58 53 42 35 70 31 15 26 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 74,641
Positions
0 10,072 0 599 0 0 29,288 45,494 4,371 0 1,218 0 40,383 13,486
Changes from: March 23, 2021 Total Change is: 23,309
0 8,146 0 17 0 0 13,196 17,953 62 0 -584 -10 10,044 -2,258
Percent of Open Interest Represented by Each Category of Trader
0.0 13.5 0.0 0.8 0.0 0.0 39.2 61.0 5.9 0.0 1.6 0.0 54.1 18.1
Number of Traders in Each Category Total Traders: 20
0 . 0 . 0 0 7 7 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 481,254
Positions
97,113 130,396 5,167 231,971 123,004 40,508 56,346 88,170 10,577 9,001 64,532 187 30,384 18,712
Changes from: March 23, 2021 Total Change is: -19,707
1,565 -1,499 224 -20,391 402 2,343 -603 -14,090 372 -1,267 -4,667 -1,364 -584 -1,428
Percent of Open Interest Represented by Each Category of Trader
20.2 27.1 1.1 48.2 25.6 8.4 11.7 18.3 2.2 1.9 13.4 0.0 6.3 3.9
Number of Traders in Each Category Total Traders: 340
26 20 5 109 44 51 49 57 28 18 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 33,230
Positions
6,226 31,970 0 22,358 530 0 2,631 457 0 0 0 0 2,015 273
Changes from: March 23, 2021 Total Change is: 9,501
491 9,540 0 9,228 -10 0 -24 3 0 0 0 0 -194 -32
Percent of Open Interest Represented by Each Category of Trader
18.7 96.2 0.0 67.3 1.6 0.0 7.9 1.4 0.0 0.0 0.0 0.0 6.1 0.8
Number of Traders in Each Category Total Traders: 31
. 10 0 15 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 14,624
Positions
577 2,994 0 8,838 0 10 473 5,403 1 0 1,473 0 4,725 4,743
Changes from: March 23, 2021 Total Change is: 277
348 -10 0 -191 0 7 -17 385 0 0 38 0 130 -143
Percent of Open Interest Represented by Each Category of Trader
3.9 20.5 0.0 60.4 0.0 0.1 3.2 36.9 0.0 0.0 10.1 0.0 32.3 32.4
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 30, 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 31,660
Positions
2,273 5,036 392 10,628 2,853 294 8,723 5,016 381 1,886 875 0 7,083 16,813
Changes from: March 23, 2021 Total Change is: 454
-128 385 -51 331 -394 -4 208 3,230 -14 62 -2,352 0 50 -346
Percent of Open Interest Represented by Each Category of Trader
7.2 15.9 1.2 33.6 9.0 0.9 27.6 15.8 1.2 6.0 2.8 0.0 22.4 53.1
Number of Traders in Each Category Total Traders: 48
. 7 . 11 5 4 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 414,387
Positions
31,311 259,682 6,830 289,012 70,079 55,670 13,579 11,017 1,492 6,774 4,645 0 9,719 4,972
Changes from: March 23, 2021 Total Change is: 2,491
1,868 -3,827 34 7,725 -188 -1,644 -3,295 5,328 -473 -2,317 2,794 0 593 467
Percent of Open Interest Represented by Each Category of Trader
7.6 62.7 1.6 69.7 16.9 13.4 3.3 2.7 0.4 1.6 1.1 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 181
10 14 4 74 38 43 20 15 7 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 1,132,878
Positions
117,721 610,013 6,570 718,099 256,855 118,595 94,533 64,145 4,578 38,725 57,917 3,252 30,805 10,953
Changes from: March 23, 2021 Total Change is: -2,145
1,391 -11,826 121 -16,965 -7,699 5,295 6,978 1,576 -251 4,356 11,111 -587 -2,483 115
Percent of Open Interest Represented by Each Category of Trader
10.4 53.8 0.6 63.4 22.7 10.5 8.3 5.7 0.4 3.4 5.1 0.3 2.7 1.0
Number of Traders in Each Category Total Traders: 417
31 17 9 178 61 85 56 34 20 27 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 173,884
Positions
24,733 132,706 20,503 25,634 6,247 3,331 86,960 410 10,501 990 137 0 1,232 49
Changes from: March 23, 2021 Total Change is: 3,407
1,793 1,191 1,435 186 0 -10 -1,636 0 750 -141 62 0 1,030 -21
Percent of Open Interest Represented by Each Category of Trader
14.2 76.3 11.8 14.7 3.6 1.9 50.0 0.2 6.0 0.6 0.1 0.0 0.7 0.0
Number of Traders in Each Category Total Traders: 79
9 19 15 15 . . 25 . 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 1,356,145
Positions
4,831 93,541 47,351 628,317 317,911 259,933 46,473 238,550 127,577 64,509 48,180 7,809 169,344 215,293
Changes from: March 23, 2021 Total Change is: -153,681
-1,500 12,138 -14,884 18,929 -11,903 -23,723 -11,798 -699 -113,505 -5,401 -1,615 -5,904 4,104 6,414
Percent of Open Interest Represented by Each Category of Trader
0.4 6.9 3.5 46.3 23.4 19.2 3.4 17.6 9.4 4.8 3.6 0.6 12.5 15.9
Number of Traders in Each Category Total Traders: 188
6 20 18 52 40 53 15 36 40 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 1,124,487
Positions
33,576 108,897 154 623,044 274,524 222,813 41,722 346,273 8,566 62,158 14,786 0 132,454 148,474
Changes from: March 23, 2021 Total Change is: -14,152
-6,313 -1,638 -91 -12,556 -17,337 15,627 -12,134 -15,156 824 358 -156 0 134 3,775
Percent of Open Interest Represented by Each Category of Trader
3.0 9.7 0.0 55.4 24.4 19.8 3.7 30.8 0.8 5.5 1.3 0.0 11.8 13.2
Number of Traders in Each Category Total Traders: 158
5 10 . 66 34 58 8 25 8 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 2,340,633
Positions
171,267 172,297 24,658 957,735 448,244 318,898 508,001 1,136,842 43,578 171,845 75,991 801 143,850 119,324
Changes from: March 23, 2021 Total Change is: 28,900
2,024 11,817 -4,986 40,974 18,703 -16,913 3,395 9,983 -344 3,273 17,974 6 1,472 -7,340
Percent of Open Interest Represented by Each Category of Trader
7.3 7.4 1.1 40.9 19.2 13.6 21.7 48.6 1.9 7.3 3.2 0.0 6.1 5.1
Number of Traders in Each Category Total Traders: 300
13 33 10 98 34 78 46 44 25 18 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,831,983
Positions
122,776 206,900 190,544 1,485,419 1,378,577 878,272 799,612 662,668 615,140 313,212 296,000 74,625 352,384 529,258
Changes from: March 23, 2021 Total Change is: -459,500
-614 -19,788 -226,863 115,703 21,553 -100,687 39,554 112,942 -258,018 -9,671 19,136 -17,116 -1,787 9,343
Percent of Open Interest Represented by Each Category of Trader
2.5 4.3 3.9 30.7 28.5 18.2 16.5 13.7 12.7 6.5 6.1 1.5 7.3 11.0
Number of Traders in Each Category Total Traders: 442
22 33 33 88 100 111 60 84 87 27 28 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 1,348,606
Positions
121,962 19,041 5,227 379,332 561,120 167,328 507,979 258,023 16,655 46,867 84,323 8 103,248 236,881
Changes from: March 23, 2021 Total Change is: 50,412
19,247 -1,239 -3,454 29,254 46,604 4,592 4,092 -12,686 6,060 -191 1,872 -66 -9,122 8,729
Percent of Open Interest Represented by Each Category of Trader
9.0 1.4 0.4 28.1 41.6 12.4 37.7 19.1 1.2 3.5 6.3 0.0 7.7 17.6
Number of Traders in Each Category Total Traders: 153
8 4 5 20 62 45 26 17 14 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 4,051,492
Positions
59,343 132,946 73,709 1,626,360 1,159,170 706,867 641,392 1,017,814 357,335 282,481 177,028 18,868 285,139 407,755
Changes from: March 23, 2021 Total Change is: 2,484
1,452 -34,031 -41,615 48,532 92,694 -11,365 105,836 93,625 -118,749 11,946 9,662 -6,463 12,911 18,726
Percent of Open Interest Represented by Each Category of Trader
1.5 3.3 1.8 40.1 28.6 17.4 15.8 25.1 8.8 7.0 4.4 0.5 7.0 10.1
Number of Traders in Each Category Total Traders: 325
15 23 17 82 70 87 39 62 55 13 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 1,115,554
Positions
329,999 205,745 297,522 25,917 5,155 8,000 137,772 273,866 293,721 1,200 1,500 0 21,423 30,045
Changes from: March 23, 2021 Total Change is: 22,069
2,255 -7,913 11,226 -397 0 334 332 8,182 7,948 0 0 0 371 2,292
Percent of Open Interest Represented by Each Category of Trader
29.6 18.4 26.7 2.3 0.5 0.7 12.4 24.5 26.3 0.1 0.1 0.0 1.9 2.7
Number of Traders in Each Category Total Traders: 94
24 19 41 . . . 24 18 30 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is22,362,002
Positions
1,983,427 2,083,946 3,259,176 400,316 934,248 1,957,713 1,915,848 751,403 11,811,622 42,126 263,006 327,855 663,919 973,034
Changes from: March 23, 2021 Total Change is: 989,273
14,991 62,521 136,858 -59,950 -29,083 230,378 100,225 28,284 537,162 1,114 7,552 2,584 25,912 13,017
Percent of Open Interest Represented by Each Category of Trader
8.9 9.3 14.6 1.8 4.2 8.8 8.6 3.4 52.8 0.2 1.2 1.5 3.0 4.4
Number of Traders in Each Category Total Traders: 274
28 45 71 22 16 31 56 62 98 10 29 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 445,567
Positions
83,596 173,147 109,076 12,250 2,334 8,455 135,024 57,383 89,613 2,228 915 4,409 916 235
Changes from: March 23, 2021 Total Change is: 14,771
342 8,978 7,770 9,156 0 -1,987 5,202 5,143 -5,859 -72 591 211 8 -76
Percent of Open Interest Represented by Each Category of Trader
18.8 38.9 24.5 2.7 0.5 1.9 30.3 12.9 20.1 0.5 0.2 1.0 0.2 0.1
Number of Traders in Each Category Total Traders: 105
16 24 19 4 . . 20 24 34 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 249,559
Positions
48,960 107,724 36,400 174 10,027 3,288 102,797 40,776 50,129 6,801 125 961 49 129
Changes from: March 23, 2021 Total Change is: 20,157
9,167 -594 2,072 6 1,066 13 3,053 11,963 6,232 6 -183 -357 -35 -55
Percent of Open Interest Represented by Each Category of Trader
19.6 43.2 14.6 0.1 4.0 1.3 41.2 16.3 20.1 2.7 0.0 0.4 0.0 0.1
Number of Traders in Each Category Total Traders: 94
9 24 13 . 5 . 26 23 32 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 138,779
Positions
1,045 47,041 0 1,753 2,908 0 4,068 28,101 60,113 71,798 500 0 2 116
Changes from: March 23, 2021 Total Change is: 6,029
1,045 758 0 0 186 0 -669 -143 5,240 414 0 0 -1 -12
Percent of Open Interest Represented by Each Category of Trader
0.8 33.9 0.0 1.3 2.1 0.0 2.9 20.2 43.3 51.7 0.4 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
. 8 0 . 6 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 9,504
Positions
493 243 27 354 534 105 2,313 7,145 535 3,007 176 25 2,645 713
Changes from: March 23, 2021 Total Change is: -987
-9 111 -154 -4 71 -15 -185 40 -684 389 -145 -69 -256 -142
Percent of Open Interest Represented by Each Category of Trader
5.2 2.6 0.3 3.7 5.6 1.1 24.3 75.2 5.6 31.6 1.9 0.3 27.8 7.5
Number of Traders in Each Category Total Traders: 81
. . . . 4 . 25 23 14 18 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 40,391
Positions
1,015 8,117 0 8,219 2,631 990 15,261 22,581 1,268 7,395 2,368 31 6,211 2,405
Changes from: March 23, 2021 Total Change is: 3,609
700 60 0 350 -555 -25 1,139 3,052 104 311 542 24 1,006 407
Percent of Open Interest Represented by Each Category of Trader
2.5 20.1 0.0 20.3 6.5 2.5 37.8 55.9 3.1 18.3 5.9 0.1 15.4 6.0
Number of Traders in Each Category Total Traders: 108
. . 0 11 4 . 23 22 6 28 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 358,072
Positions
58,225 20,794 8,381 140,680 72,632 26,227 27,262 127,330 64,391 6,208 3,750 7,177 19,521 27,390
Changes from: March 23, 2021 Total Change is: -26,318
-1,874 -2,719 1,446 -4,622 1,941 2,535 -4,860 -10,999 -6,475 92 699 -463 -12,097 -12,283
Percent of Open Interest Represented by Each Category of Trader
16.3 5.8 2.3 39.3 20.3 7.3 7.6 35.6 18.0 1.7 1.0 2.0 5.5 7.6
Number of Traders in Each Category Total Traders: 166
12 10 17 15 34 23 26 46 46 7 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 30, 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 35,141
Positions
2,089 7,396 40 28,668 1,073 299 2,551 26,178 0 1,084 89 0 410 66
Changes from: March 23, 2021 Total Change is: -3,331
-1,258 2,639 -33 -4,091 -680 122 1,702 -5,430 0 199 44 0 28 7
Percent of Open Interest Represented by Each Category of Trader
5.9 21.0 0.1 81.6 3.1 0.9 7.3 74.5 0.0 3.1 0.3 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 43
. . . 13 . . 6 4 0 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 02, 2021