Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 175,666 Positions 3,876 77,238 666 58,307 13,093 5,515 38,431 55,991 2,344 19,633 2,061 146 46,748 18,612 Changes from: December 24, 2019 Total Change is: 17,000 72 6,050 0 3,627 -3,369 -425 4,186 13,950 -1,420 2,790 98 100 8,070 2,016 Percent of Open Interest Represented by Each Category of Trader 2.2 44.0 0.4 33.2 7.5 3.1 21.9 31.9 1.3 11.2 1.2 0.1 26.6 10.6 Number of Traders in Each Category Total Traders: 115 4 11 . 25 10 12 27 24 14 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 55,514 Positions 21,650 5,485 0 3,014 13,477 984 17,953 15,275 8 1,261 868 0 10,644 19,417 Changes from: December 24, 2019 Total Change is: -4,936 -4,953 1,835 0 611 -8,643 426 -2,178 3,169 6 521 -953 0 631 -776 Percent of Open Interest Represented by Each Category of Trader 39.0 9.9 0.0 5.4 24.3 1.8 32.3 27.5 0.0 2.3 1.6 0.0 19.2 35.0 Number of Traders in Each Category Total Traders: 56 4 5 0 4 14 . 11 15 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 206,784 Positions 4,970 46,396 6,988 72,251 60,908 7,374 60,934 43,156 10,087 11,711 7,563 0 32,469 24,312 Changes from: December 24, 2019 Total Change is: 501 -359 1,334 367 1,080 -3,781 1,211 618 -4,577 4,683 -6,530 -456 0 -569 1,720 Percent of Open Interest Represented by Each Category of Trader 2.4 22.4 3.4 34.9 29.5 3.6 29.5 20.9 4.9 5.7 3.7 0.0 15.7 11.8 Number of Traders in Each Category Total Traders: 114 . 10 . 23 20 14 27 23 12 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 174,966 Positions 50,721 20,561 1,371 43,204 47,687 11,903 32,687 43,688 5,041 2,403 7,215 0 27,636 37,500 Changes from: December 24, 2019 Total Change is: 1,824 -832 1,566 109 -178 -8,835 861 2,065 3,854 1,709 -268 -1,192 0 -1,642 3,752 Percent of Open Interest Represented by Each Category of Trader 29.0 11.8 0.8 24.7 27.3 6.8 18.7 25.0 2.9 1.4 4.1 0.0 15.8 21.4 Number of Traders in Each Category Total Traders: 121 6 7 . 16 25 13 26 32 15 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 557,585 Positions 25,642 144,791 1,398 338,307 139,559 27,984 44,827 172,022 5,414 24,209 11,008 84 89,720 55,325 Changes from: December 24, 2019 Total Change is: 17,190 -257 9,367 341 7,624 -13,365 350 2,243 16,531 846 970 836 -47 5,120 2,331 Percent of Open Interest Represented by Each Category of Trader 4.6 26.0 0.3 60.7 25.0 5.0 8.0 30.9 1.0 4.3 2.0 0.0 16.1 9.9 Number of Traders in Each Category Total Traders: 282 13 14 10 90 40 43 38 46 17 26 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 23,490 Positions 0 3,548 100 8,555 6,192 2,959 845 3,745 0 0 0 0 11,031 6,946 Changes from: December 24, 2019 Total Change is: -90 0 0 0 10 -80 0 0 -254 0 0 0 0 -100 244 Percent of Open Interest Represented by Each Category of Trader 0.0 15.1 0.4 36.4 26.4 12.6 3.6 15.9 0.0 0.0 0.0 0.0 47.0 29.6 Number of Traders in Each Category Total Traders: 24 0 . . 11 6 8 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 22,832 Positions 3,709 3,606 624 5,844 12,948 2,132 2,293 0 0 0 0 0 8,230 3,522 Changes from: December 24, 2019 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 16.2 15.8 2.7 25.6 56.7 9.3 10.0 0.0 0.0 0.0 0.0 0.0 36.0 15.4 Number of Traders in Each Category Total Traders: 22 . . . 5 10 9 . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 164,305 Positions 57,711 15,404 1,349 25,534 37,273 2,389 36,001 69,975 2,719 11,660 10,185 0 26,942 25,011 Changes from: December 24, 2019 Total Change is: 8,495 -6,098 8,218 39 4,275 -16,968 -175 3,376 18,371 674 3,137 12 0 3,267 -1,676 Percent of Open Interest Represented by Each Category of Trader 35.1 9.4 0.8 15.5 22.7 1.5 21.9 42.6 1.7 7.1 6.2 0.0 16.4 15.2 Number of Traders in Each Category Total Traders: 89 5 7 5 12 17 8 21 21 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 56,790 Positions 0 45,342 41 44,332 0 31 8,111 10,055 0 1,813 325 0 2,462 996 Changes from: December 24, 2019 Total Change is: 1,512 0 186 0 1,054 0 0 214 1,063 0 -1 169 0 245 94 Percent of Open Interest Represented by Each Category of Trader 0.0 79.8 0.1 78.1 0.0 0.1 14.3 17.7 0.0 3.2 0.6 0.0 4.3 1.8 Number of Traders in Each Category Total Traders: 46 0 6 . 13 0 . 15 6 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 277,946 Positions 578 184,803 862 129,680 4,046 3,442 106,921 64,151 1,443 18,514 16,136 0 16,506 3,063 Changes from: December 24, 2019 Total Change is: 2,959 -90 1,003 0 -13,154 -1,914 2,554 1,004 492 0 2,295 843 0 10,350 -19 Percent of Open Interest Represented by Each Category of Trader 0.2 66.5 0.3 46.7 1.5 1.2 38.5 23.1 0.5 6.7 5.8 0.0 5.9 1.1 Number of Traders in Each Category Total Traders: 178 4 9 . 31 8 4 66 28 8 14 17 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 54,106 Positions 38,396 695 1,964 3,579 23,831 0 3,964 22,760 1,680 1,374 875 0 3,149 2,301 Changes from: December 24, 2019 Total Change is: 202 -740 -89 462 430 -1,670 -3 293 777 5 -633 25 0 388 695 Percent of Open Interest Represented by Each Category of Trader 71.0 1.3 3.6 6.6 44.0 0.0 7.3 42.1 3.1 2.5 1.6 0.0 5.8 4.3 Number of Traders in Each Category Total Traders: 53 4 . . 6 8 0 10 17 6 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 48,744 Positions 11,971 2,972 0 10,192 12,881 355 15,695 25,222 327 4,850 1,768 6 5,348 5,213 Changes from: December 24, 2019 Total Change is: 2,114 -5,447 908 0 1,533 -2,377 -21 785 4,925 -214 3,369 -665 0 2,109 -442 Percent of Open Interest Represented by Each Category of Trader 24.6 6.1 0.0 20.9 26.4 0.7 32.2 51.7 0.7 9.9 3.6 0.0 11.0 10.7 Number of Traders in Each Category Total Traders: 95 7 . 0 12 12 . 30 16 . 7 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 18,513 Positions 832 8,177 25 14,044 2,308 0 1,977 6,121 61 0 488 0 1,574 1,333 Changes from: December 24, 2019 Total Change is: 307 0 -7 7 1,195 -313 0 -1,185 483 18 0 162 0 272 -43 Percent of Open Interest Represented by Each Category of Trader 4.5 44.2 0.1 75.9 12.5 0.0 10.7 33.1 0.3 0.0 2.6 0.0 8.5 7.2 Number of Traders in Each Category Total Traders: 33 . . . 7 4 0 7 10 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 53,616 Positions 13,569 27,363 659 18,097 4,274 892 10,927 10,015 292 501 1,648 419 8,262 8,056 Changes from: December 24, 2019 Total Change is: 2,098 268 1,985 -23 118 -34 58 1,363 620 174 -125 382 49 218 -1,111 Percent of Open Interest Represented by Each Category of Trader 25.3 51.0 1.2 33.8 8.0 1.7 20.4 18.7 0.5 0.9 3.1 0.8 15.4 15.0 Number of Traders in Each Category Total Traders: 102 11 20 . 18 . 4 27 13 7 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 107,231 Positions 27,138 54,726 1,317 36,193 8,548 1,783 21,853 20,029 583 1,002 3,295 838 16,524 16,112 Changes from: December 24, 2019 Total Change is: 4,196 535 3,969 -46 235 -68 115 2,725 1,239 348 -249 763 98 435 -2,222 Percent of Open Interest Represented by Each Category of Trader 25.3 51.0 1.2 33.8 8.0 1.7 20.4 18.7 0.5 0.9 3.1 0.8 15.4 15.0 Number of Traders in Each Category Total Traders: 102 11 20 . 18 . 4 27 13 7 . 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 38,696 Positions 200 31,203 0 36,735 720 145 550 5,128 0 0 464 0 1,066 1,036 Changes from: December 24, 2019 Total Change is: 4,691 0 3,550 0 5,447 0 0 200 465 0 0 0 0 -956 676 Percent of Open Interest Represented by Each Category of Trader 0.5 80.6 0.0 94.9 1.9 0.4 1.4 13.3 0.0 0.0 1.2 0.0 2.8 2.7 Number of Traders in Each Category Total Traders: 27 . 7 0 14 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 566,928 Positions 43,192 175,002 18,263 304,126 101,535 46,590 55,482 95,886 12,018 19,307 59,908 833 67,118 56,895 Changes from: December 24, 2019 Total Change is: 9,948 -6,561 -10,238 7,978 -5,375 3,337 2,222 3,779 2,248 3,880 2,085 -553 -72 2,012 1,145 Percent of Open Interest Represented by Each Category of Trader 7.6 30.9 3.2 53.6 17.9 8.2 9.8 16.9 2.1 3.4 10.6 0.1 11.8 10.0 Number of Traders in Each Category Total Traders: 553 29 36 21 169 83 117 65 94 43 35 42 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 22,871 Positions 8,156 8,604 74 1,017 4,000 0 2,066 4,604 0 0 0 0 11,558 5,589 Changes from: December 24, 2019 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 35.7 37.6 0.3 4.4 17.5 0.0 9.0 20.1 0.0 0.0 0.0 0.0 50.5 24.4 Number of Traders in Each Category Total Traders: 21 5 5 . . . 0 4 5 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 2,720,284 Positions 215,961 872,769 50,163 1,518,381 490,510 230,113 293,349 482,680 33,818 96,537 299,539 4,163 277,799 256,529 Changes from: December 24, 2019 Total Change is: 4,129 -32,806 -23,469 1,989 -24,037 -478 8,275 31,044 10,769 5,423 10,424 -2,763 -361 4,178 4,744 Percent of Open Interest Represented by Each Category of Trader 7.9 32.1 1.8 55.8 18.0 8.5 10.8 17.7 1.2 3.5 11.0 0.2 10.2 9.4 Number of Traders in Each Category Total Traders: 552 29 35 18 170 82 116 65 94 40 35 42 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 28,682 Positions 16,459 10,608 0 7,399 0 982 462 11,524 0 0 357 0 3,380 5,211 Changes from: December 24, 2019 Total Change is: 72 0 450 0 -5 0 0 -236 -221 0 0 0 0 313 -157 Percent of Open Interest Represented by Each Category of Trader 57.4 37.0 0.0 25.8 0.0 3.4 1.6 40.2 0.0 0.0 1.2 0.0 11.8 18.2 Number of Traders in Each Category Total Traders: 23 5 7 0 5 0 . . 4 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price) CFTC Code #13874I Open Interest is 8,660 Positions 2,306 4,377 0 3,601 1,256 109 696 2,200 0 0 0 0 1,948 718 Changes from: December 24, 2019 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 26.6 50.5 0.0 41.6 14.5 1.3 8.0 25.4 0.0 0.0 0.0 0.0 22.5 8.3 Number of Traders in Each Category Total Traders: 21 4 5 0 4 4 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 11,380 Positions 3,939 6,532 0 3,802 956 1,000 547 1,702 0 0 0 0 2,092 1,190 Changes from: December 24, 2019 Total Change is: 159 0 0 0 97 2 -2 0 0 0 0 0 0 64 159 Percent of Open Interest Represented by Each Category of Trader 34.6 57.4 0.0 33.4 8.4 8.8 4.8 15.0 0.0 0.0 0.0 0.0 18.4 10.5 Number of Traders in Each Category Total Traders: 22 . 7 0 6 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 78,012 Positions 4,648 28,846 139 53,014 33,774 2,972 4,869 2,040 271 0 7,803 0 12,099 2,167 Changes from: December 24, 2019 Total Change is: -635 -757 -298 1 -1,740 -414 -94 1,020 831 30 0 -9 0 905 -682 Percent of Open Interest Represented by Each Category of Trader 6.0 37.0 0.2 68.0 43.3 3.8 6.2 2.6 0.3 0.0 10.0 0.0 15.5 2.8 Number of Traders in Each Category Total Traders: 88 4 11 . 33 21 14 12 5 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 43,347 Positions 4,349 11,529 383 16,229 8,089 1,687 11,784 11,601 533 955 2,229 84 7,343 7,212 Changes from: December 24, 2019 Total Change is: 1,128 -28 1,532 -37 -530 -302 23 1,175 132 -248 -28 -9 48 753 -10 Percent of Open Interest Represented by Each Category of Trader 10.0 26.6 0.9 37.4 18.7 3.9 27.2 26.8 1.2 2.2 5.1 0.2 16.9 16.6 Number of Traders in Each Category Total Traders: 244 16 26 . 56 27 27 48 44 13 12 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 216,734 Positions 21,743 57,643 1,915 81,146 40,447 8,436 58,921 58,007 2,664 4,774 11,145 419 36,716 36,058 Changes from: December 24, 2019 Total Change is: 5,640 -140 7,658 -186 -2,649 -1,510 116 5,875 658 -1,240 -142 -46 242 3,764 -52 Percent of Open Interest Represented by Each Category of Trader 10.0 26.6 0.9 37.4 18.7 3.9 27.2 26.8 1.2 2.2 5.1 0.2 16.9 16.6 Number of Traders in Each Category Total Traders: 244 16 26 . 56 27 27 48 44 13 12 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 485,652 Positions 51,343 152,649 8,073 265,493 161,204 40,086 76,018 70,448 9,646 8,891 28,774 0 26,102 14,772 Changes from: December 24, 2019 Total Change is: 8,332 -2,544 6,048 1,447 611 -2,117 2,642 4,110 -232 1,426 -1,628 -405 0 2,268 -477 Percent of Open Interest Represented by Each Category of Trader 10.6 31.4 1.7 54.7 33.2 8.3 15.7 14.5 2.0 1.8 5.9 0.0 5.4 3.0 Number of Traders in Each Category Total Traders: 306 18 25 7 88 46 37 55 47 25 15 12 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 22,444 Positions 859 6,989 0 12,655 363 22 2,087 10,877 28 0 1,151 0 6,793 3,014 Changes from: December 24, 2019 Total Change is: -13 0 0 0 -934 0 6 -117 764 -5 0 0 0 1,037 -778 Percent of Open Interest Represented by Each Category of Trader 3.8 31.1 0.0 56.4 1.6 0.1 9.3 48.5 0.1 0.0 5.1 0.0 30.3 13.4 Number of Traders in Each Category Total Traders: 31 . . 0 13 . . 4 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 60,519 Positions 9,078 2,564 0 19,566 4,379 376 21,100 6,889 375 1,254 1,000 0 8,770 44,936 Changes from: December 24, 2019 Total Change is: 1,106 2,031 -689 -690 -872 -187 97 999 555 -514 -6 127 0 61 2,407 Percent of Open Interest Represented by Each Category of Trader 15.0 4.2 0.0 32.3 7.2 0.6 34.9 11.4 0.6 2.1 1.7 0.0 14.5 74.3 Number of Traders in Each Category Total Traders: 58 9 4 0 14 5 5 14 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 394,554 Positions 48,642 255,435 4,038 292,330 71,375 22,341 14,552 26,725 417 2,597 9,409 0 9,637 4,814 Changes from: December 24, 2019 Total Change is: 11,253 2,049 7,947 -5 8,125 603 -184 -318 3,852 -225 871 -18 0 940 -717 Percent of Open Interest Represented by Each Category of Trader 12.3 64.7 1.0 74.1 18.1 5.7 3.7 6.8 0.1 0.7 2.4 0.0 2.4 1.2 Number of Traders in Each Category Total Traders: 183 16 11 5 75 37 33 20 15 5 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,466,368 Positions 80,692 985,822 7,638 1,053,299 272,961 102,118 136,849 57,467 4,093 41,955 18,844 2,952 36,772 14,473 Changes from: December 24, 2019 Total Change is: 11,350 -982 -11,652 1,355 1,438 26,546 5,630 12,055 -15,032 -1,031 -12,133 1,890 -82 5,100 3,726 Percent of Open Interest Represented by Each Category of Trader 5.5 67.2 0.5 71.8 18.6 7.0 9.3 3.9 0.3 2.9 1.3 0.2 2.5 1.0 Number of Traders in Each Category Total Traders: 444 29 19 9 179 65 77 74 26 19 42 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 80,536 Positions 11,839 52,206 27,139 16,315 0 946 20,870 0 184 3,219 0 0 24 61 Changes from: December 24, 2019 Total Change is: 990 -570 1,000 -20 0 0 0 345 0 10 1,225 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 14.7 64.8 33.7 20.3 0.0 1.2 25.9 0.0 0.2 4.0 0.0 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 47 8 14 11 8 0 . 13 0 . 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,005,197 Positions 6,552 123,978 509 514,332 289,733 181,652 48,470 249,588 6,712 82,916 26,688 0 164,054 126,337 Changes from: December 24, 2019 Total Change is: -31,812 -3,184 -6,887 -4,537 -3,152 -5,688 -1,328 -11,846 -2,684 -1,146 -4,662 -9,867 0 -1,957 325 Percent of Open Interest Represented by Each Category of Trader 0.7 12.3 0.1 51.2 28.8 18.1 4.8 24.8 0.7 8.2 2.7 0.0 16.3 12.6 Number of Traders in Each Category Total Traders: 176 9 17 . 58 28 51 17 32 6 9 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,245,241 Positions 47,146 133,571 31 731,318 103,867 191,773 61,293 709,807 14,991 46,279 6,086 0 152,410 85,115 Changes from: December 24, 2019 Total Change is: 2,367 2,100 -3,743 -2 6,834 4,605 -3,063 597 1,492 1,325 -2,881 1,196 0 -2,543 557 Percent of Open Interest Represented by Each Category of Trader 3.8 10.7 0.0 58.7 8.3 15.4 4.9 57.0 1.2 3.7 0.5 0.0 12.2 6.8 Number of Traders in Each Category Total Traders: 143 8 12 . 66 15 52 13 23 11 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,580,082 Positions 98,362 272,695 9,566 1,735,333 882,533 289,219 909,646 1,835,351 34,925 330,494 145,401 1,916 170,621 108,476 Changes from: December 24, 2019 Total Change is: -59,066 -4,135 11,993 1,080 5,097 10,680 -11,128 -35,052 -59,839 -12,422 2,514 1,174 38 -5,058 -642 Percent of Open Interest Represented by Each Category of Trader 2.7 7.6 0.3 48.5 24.7 8.1 25.4 51.3 1.0 9.2 4.1 0.1 4.8 3.0 Number of Traders in Each Category Total Traders: 362 23 31 8 121 33 68 68 45 28 26 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,624,029 Positions 151,981 279,892 45,850 1,625,405 819,379 714,014 392,411 1,049,742 93,330 214,260 216,706 6,626 380,152 398,490 Changes from: December 24, 2019 Total Change is: -29,720 -45,883 7,394 7,535 33,823 -30,208 7,895 -17,467 -90,334 5,577 -28,856 33,931 4,674 2,982 23,816 Percent of Open Interest Represented by Each Category of Trader 4.2 7.7 1.3 44.9 22.6 19.7 10.8 29.0 2.6 5.9 6.0 0.2 10.5 11.0 Number of Traders in Each Category Total Traders: 389 23 39 10 101 75 96 50 65 40 22 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 923,376 Positions 90,174 69,534 2,145 319,142 291,909 139,568 195,427 184,118 16,764 49,869 32,054 0 110,287 187,284 Changes from: December 24, 2019 Total Change is: 13,654 2,536 1,674 -708 19,780 1,851 2,479 -13,385 8,459 469 -1,925 -1,500 0 4,408 930 Percent of Open Interest Represented by Each Category of Trader 9.8 7.5 0.2 34.6 31.6 15.1 21.2 19.9 1.8 5.4 3.5 0.0 11.9 20.3 Number of Traders in Each Category Total Traders: 113 5 9 . 23 40 40 16 14 9 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 4,278,094 Positions 55,189 437,646 33,250 2,219,580 835,497 756,964 545,953 1,591,279 85,108 292,248 229,851 778 289,024 307,721 Changes from: December 24, 2019 Total Change is: 27,041 -5,526 -27,853 2,436 83,499 35,531 -29,892 -13,589 41,622 -1,367 -3,750 10,906 101 -4,871 -4,443 Percent of Open Interest Represented by Each Category of Trader 1.3 10.2 0.8 51.9 19.5 17.7 12.8 37.2 2.0 6.8 5.4 0.0 6.8 7.2 Number of Traders in Each Category Total Traders: 322 15 34 11 85 57 78 42 54 26 20 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,911,620 Positions 417,312 503,743 442,799 21,569 17,669 30,352 475,288 419,513 429,085 40,639 24,800 5,497 49,079 38,162 Changes from: December 24, 2019 Total Change is: 16,436 20,794 -12,866 -1,434 5,753 2,679 361 -9,988 26,358 -6,579 1,676 5,000 -1,108 6,961 4,025 Percent of Open Interest Represented by Each Category of Trader 21.8 26.4 23.2 1.1 0.9 1.6 24.9 21.9 22.4 2.1 1.3 0.3 2.6 2.0 Number of Traders in Each Category Total Traders: 145 34 19 42 8 4 7 43 23 46 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is10,939,959 Positions 2,487,268 1,538,395 2,163,386 345,898 2,329,507 562,356 1,883,134 558,720 2,810,149 60,910 98,354 48,526 578,332 830,566 Changes from: December 24, 2019 Total Change is: 62,404 78,152 -59,129 39,389 -14,093 3,696 21,542 -44,378 65,410 -13,624 -1,215 5,024 -991 -2,378 1,087 Percent of Open Interest Represented by Each Category of Trader 22.7 14.1 19.8 3.2 21.3 5.1 17.2 5.1 25.7 0.6 0.9 0.4 5.3 7.6 Number of Traders in Each Category Total Traders: 221 38 33 63 12 17 21 51 39 78 13 12 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 130,526 Positions 3,856 69,160 18,462 16,835 0 6,777 58,725 10,610 23,772 0 739 875 1,224 131 Changes from: December 24, 2019 Total Change is: -669 0 -145 0 186 0 -77 -72 72 -473 0 149 -232 -1 37 Percent of Open Interest Represented by Each Category of Trader 3.0 53.0 14.1 12.9 0.0 5.2 45.0 8.1 18.2 0.0 0.6 0.7 0.9 0.1 Number of Traders in Each Category Total Traders: 50 . 13 4 4 0 . 11 18 19 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 375,232 Positions 38,375 73,558 48,796 0 34,245 23,423 218,456 141,128 42,352 2,432 7,410 1,313 85 3,007 Changes from: December 24, 2019 Total Change is: 4,610 -264 -3,857 6,802 0 -1,091 3,759 -4,299 1,054 -1,409 1,215 -270 -283 -911 -95 Percent of Open Interest Represented by Each Category of Trader 10.2 19.6 13.0 0.0 9.1 6.2 58.2 37.6 11.3 0.6 2.0 0.3 0.0 0.8 Number of Traders in Each Category Total Traders: 93 5 24 16 0 9 4 19 29 23 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 68,075 Positions 1,169 27,123 0 1,164 3,306 179 13,189 7,497 25,290 27,038 1,045 0 46 3,635 Changes from: December 24, 2019 Total Change is: 6,426 331 4,532 0 0 217 8 -162 188 1,099 5,150 0 0 0 382 Percent of Open Interest Represented by Each Category of Trader 1.7 39.8 0.0 1.7 4.9 0.3 19.4 11.0 37.2 39.7 1.5 0.0 0.1 5.3 Number of Traders in Each Category Total Traders: 30 . 4 0 . 9 . . 4 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 16,503 Positions 171 6,285 0 808 545 115 9,938 2,266 5,471 0 0 0 0 1,821 Changes from: December 24, 2019 Total Change is: 2,283 4 2,274 0 0 0 0 1,924 -352 355 0 0 0 0 6 Percent of Open Interest Represented by Each Category of Trader 1.0 38.1 0.0 4.9 3.3 0.7 60.2 13.7 33.2 0.0 0.0 0.0 0.0 11.0 Number of Traders in Each Category Total Traders: 22 . 4 0 . 6 . 5 5 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #344601 Open Interest is 47,643 Positions 11,499 193 16,080 0 266 0 0 12,196 15,998 3,810 2,586 246 10 78 Changes from: December 24, 2019 Total Change is: 431 0 100 0 0 106 0 0 -30 431 0 -106 0 0 -70 Percent of Open Interest Represented by Each Category of Trader 24.1 0.4 33.8 0.0 0.6 0.0 0.0 25.6 33.6 8.0 5.4 0.5 0.0 0.2 Number of Traders in Each Category Total Traders: 24 . . . 0 . 0 0 9 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,186 Positions 137 0 0 159 437 1 1,037 1,840 102 366 451 30 1,354 325 Changes from: December 24, 2019 Total Change is: -355 0 0 0 26 154 0 -142 -416 2 90 -63 5 -336 -37 Percent of Open Interest Represented by Each Category of Trader 4.3 0.0 0.0 5.0 13.7 0.0 32.5 57.8 3.2 11.5 14.2 0.9 42.5 10.2 Number of Traders in Each Category Total Traders: 47 . 0 0 . 4 . 9 16 . 9 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 35,967 Positions 665 18,093 0 6,732 3,432 919 22,740 8,731 1,477 710 996 19 2,705 2,300 Changes from: December 24, 2019 Total Change is: 2,991 100 0 0 -2,946 181 324 6,238 1,909 32 -1,062 -6 -38 343 589 Percent of Open Interest Represented by Each Category of Trader 1.8 50.3 0.0 18.7 9.5 2.6 63.2 24.3 4.1 2.0 2.8 0.1 7.5 6.4 Number of Traders in Each Category Total Traders: 83 . . 0 13 7 7 20 20 5 9 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 421,662 Positions 83,859 9,229 17,331 115,356 103,502 21,731 36,293 117,752 94,140 10,833 3,349 21,235 20,884 33,393 Changes from: December 24, 2019 Total Change is: 9,768 -2,302 3,149 -137 4,674 -18,070 1,485 -6,705 9,491 7,887 -95 -318 4,224 737 2,057 Percent of Open Interest Represented by Each Category of Trader 19.9 2.2 4.1 27.4 24.5 5.2 8.6 27.9 22.3 2.6 0.8 5.0 5.0 7.9 Number of Traders in Each Category Total Traders: 197 17 7 15 12 39 20 30 59 53 11 11 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of December 31, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 15,326 Positions 4,955 751 359 7,814 2,637 969 0 10,464 100 742 34 0 387 12 Changes from: December 24, 2019 Total Change is: 611 0 34 -21 694 -550 -122 -98 1,297 0 6 -26 0 152 -1 Percent of Open Interest Represented by Each Category of Trader 32.3 4.9 2.3 51.0 17.2 6.3 0.0 68.3 0.7 4.8 0.2 0.0 2.5 0.1 Number of Traders in Each Category Total Traders: 36 . . . 10 . . 0 7 . 11 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 06, 2020