Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 159,195
Positions
53,336 0 49 30,530 42,530 6,065 25,822 55,213 5,835 9,394 12,934 23 28,141 36,546
Changes from: December 18, 2018 Total Change is: -32,281
1,637 -3,687 -21,349 1,425 4,326 34 -14,318 9,778 -447 -41 905 -476 1,254 -21,365
Percent of Open Interest Represented by Each Category of Trader
33.5 0.0 0.0 19.2 26.7 3.8 16.2 34.7 3.7 5.9 8.1 0.0 17.7 23.0
Number of Traders in Each Category Total Traders: 111
10 0 . 10 19 8 20 39 13 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 70,711
Positions
45,282 2,465 0 1,921 17,509 1,390 12,781 22,582 749 540 3,937 0 8,048 22,079
Changes from: December 18, 2018 Total Change is: -232
1,537 313 0 723 160 1,028 -3,269 -712 -78 519 -96 -885 193 38
Percent of Open Interest Represented by Each Category of Trader
64.0 3.5 0.0 2.7 24.8 2.0 18.1 31.9 1.1 0.8 5.6 0.0 11.4 31.2
Number of Traders in Each Category Total Traders: 48
5 . 0 . 12 . 8 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 212,023
Positions
98,976 5,593 2,739 43,905 101,044 5,446 37,249 43,447 4,901 91 10,827 153 18,563 37,873
Changes from: December 18, 2018 Total Change is: 7,075
1,487 1,555 451 -661 2,372 1,054 5,331 2,410 237 91 -734 46 -961 -316
Percent of Open Interest Represented by Each Category of Trader
46.7 2.6 1.3 20.7 47.7 2.6 17.6 20.5 2.3 0.0 5.1 0.1 8.8 17.9
Number of Traders in Each Category Total Traders: 118
11 5 7 10 31 12 24 29 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 224,458
Positions
94,252 23,097 1,416 45,414 32,356 11,685 31,850 109,199 4,974 10,559 6,226 49 24,259 35,456
Changes from: December 18, 2018 Total Change is: 9,590
-10,440 9,230 0 9,213 -12,539 662 4,639 13,881 244 2,581 -348 -150 2,841 -1,390
Percent of Open Interest Represented by Each Category of Trader
42.0 10.3 0.6 20.2 14.4 5.2 14.2 48.7 2.2 4.7 2.8 0.0 10.8 15.8
Number of Traders in Each Category Total Traders: 121
5 9 . 19 23 10 28 27 17 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 508,253
Positions
40,110 108,396 1,935 298,447 178,139 19,922 26,688 115,542 13,078 18,118 15,798 83 89,872 55,360
Changes from: December 18, 2018 Total Change is: 2,542
-3,102 9,764 -114 4,133 -4,473 -1,371 -1,233 3,033 -1,973 -1,087 -96 -207 7,496 -2,021
Percent of Open Interest Represented by Each Category of Trader
7.9 21.3 0.4 58.7 35.0 3.9 5.3 22.7 2.6 3.6 3.1 0.0 17.7 10.9
Number of Traders in Each Category Total Traders: 270
15 11 9 91 40 45 26 53 20 20 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,015
Positions
602 13,655 0 9,554 6,224 2,325 1,511 745 2 0 727 5 14,016 4,332
Changes from: December 18, 2018 Total Change is: 1,498
602 412 0 1,067 155 141 965 745 2 0 0 0 -1,279 43
Percent of Open Interest Represented by Each Category of Trader
2.1 48.7 0.0 34.1 22.2 8.3 5.4 2.7 0.0 0.0 2.6 0.0 50.0 15.5
Number of Traders in Each Category Total Traders: 26
. . 0 13 6 7 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,007
Positions
5,601 6,461 622 10,963 12,670 2,314 3,881 1,251 0 0 0 0 5,626 5,689
Changes from: December 18, 2018 Total Change is: -10,026
5,601 -5,792 -5,669 -149 23 -37 -4,417 1,251 0 0 0 0 -5,355 198
Percent of Open Interest Represented by Each Category of Trader
19.3 22.3 2.1 37.8 43.7 8.0 13.4 4.3 0.0 0.0 0.0 0.0 19.4 19.6
Number of Traders in Each Category Total Traders: 22
. . . 7 8 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 117,693
Positions
44,078 4,139 1,558 13,774 39,444 2,626 27,214 26,554 4,352 1,184 4,391 22 22,885 34,607
Changes from: December 18, 2018 Total Change is: 5,431
-855 -1,576 1,117 -737 6,325 493 5,265 2,466 -674 -2,013 -4,143 0 2,835 1,423
Percent of Open Interest Represented by Each Category of Trader
37.5 3.5 1.3 11.7 33.5 2.2 23.1 22.6 3.7 1.0 3.7 0.0 19.4 29.4
Number of Traders in Each Category Total Traders: 79
9 4 . 6 17 5 17 20 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,022
Positions
192 29,620 500 24,193 258 0 7,586 1,328 0 465 693 0 1,086 1,623
Changes from: December 18, 2018 Total Change is: -3,384
192 -676 0 -9,009 126 0 5,627 -3,199 -6 0 165 0 -188 206
Percent of Open Interest Represented by Each Category of Trader
0.6 87.1 1.5 71.1 0.8 0.0 22.3 3.9 0.0 1.4 2.0 0.0 3.2 4.8
Number of Traders in Each Category Total Traders: 32
. 4 . 6 . 0 9 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 137,078
Positions
6,183 53,023 872 63,101 10,024 365 52,322 36,898 4,294 5,420 26,380 0 4,521 5,222
Changes from: December 18, 2018 Total Change is: 14,468
-537 3,414 72 4,873 -480 -27 7,766 16,315 472 1,659 -5,453 0 190 155
Percent of Open Interest Represented by Each Category of Trader
4.5 38.7 0.6 46.0 7.3 0.3 38.2 26.9 3.1 4.0 19.2 0.0 3.3 3.8
Number of Traders in Each Category Total Traders: 132
. 9 . 12 15 . 30 38 8 14 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,226
Positions
1,393 874 775 0 4,032 0 7,636 4,016 1,361 100 900 0 1,961 1,268
Changes from: December 18, 2018 Total Change is: 485
93 12 -93 0 -293 0 -580 -177 1,278 -616 -40 0 403 -202
Percent of Open Interest Represented by Each Category of Trader
10.5 6.6 5.9 0.0 30.5 0.0 57.7 30.4 10.3 0.8 6.8 0.0 14.8 9.6
Number of Traders in Each Category Total Traders: 32
. . . 0 7 0 10 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,524
Positions
3,098 38 7 7,895 6,246 48 12,133 11,930 1,595 267 2,792 281 3,200 5,587
Changes from: December 18, 2018 Total Change is: -1,151
1,480 -1,309 7 -3,103 2,994 48 1,030 -678 -5 -164 -2,175 -209 -235 176
Percent of Open Interest Represented by Each Category of Trader
10.9 0.1 0.0 27.7 21.9 0.2 42.5 41.8 5.6 0.9 9.8 1.0 11.2 19.6
Number of Traders in Each Category Total Traders: 63
5 . . 7 10 . 18 17 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,713
Positions
8,644 27,433 744 6,650 2,523 177 15,433 4,462 900 1,683 563 0 7,483 4,913
Changes from: December 18, 2018 Total Change is: -5,494
-443 3,187 -8,549 -392 845 -43 4,745 742 -391 46 -578 -9 -459 -699
Percent of Open Interest Represented by Each Category of Trader
20.7 65.8 1.8 15.9 6.0 0.4 37.0 10.7 2.2 4.0 1.3 0.0 17.9 11.8
Number of Traders in Each Category Total Traders: 88
11 15 . 12 4 . 24 14 6 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 83,425
Positions
17,288 54,866 1,487 13,300 5,045 354 30,866 8,924 1,799 3,366 1,125 0 14,965 9,825
Changes from: December 18, 2018 Total Change is: -10,988
-886 6,374 -17,098 -783 1,690 -86 9,490 1,483 -781 91 -1,156 -17 -918 -1,397
Percent of Open Interest Represented by Each Category of Trader
20.7 65.8 1.8 15.9 6.0 0.4 37.0 10.7 2.2 4.0 1.3 0.0 17.9 11.8
Number of Traders in Each Category Total Traders: 88
11 15 . 12 4 . 24 14 6 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,947
Positions
9,007 23,222 0 16,859 1,411 1,975 405 2,679 0 0 446 0 1,701 214
Changes from: December 18, 2018 Total Change is: -14,521
5,497 4,268 -15,558 -4,192 22 -549 0 -2,193 0 0 -8 0 281 -503
Percent of Open Interest Represented by Each Category of Trader
30.1 77.5 0.0 56.3 4.7 6.6 1.4 8.9 0.0 0.0 1.5 0.0 5.7 0.7
Number of Traders in Each Category Total Traders: 21
. 5 0 10 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 588,676
Positions
35,444 184,595 19,447 255,424 152,732 69,133 88,617 56,840 11,892 28,797 37,829 1,452 78,471 54,756
Changes from: December 18, 2018 Total Change is: -121,224
-21,833 32,948 -74,798 23,240 -15,508 -13,449 8,052 -6,292 -24,174 923 1,863 -565 -18,620 -21,249
Percent of Open Interest Represented by Each Category of Trader
6.0 31.4 3.3 43.4 25.9 11.7 15.1 9.7 2.0 4.9 6.4 0.2 13.3 9.3
Number of Traders in Each Category Total Traders: 594
29 44 16 166 104 127 102 81 56 44 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,978
Positions
5,834 2,892 1,700 4,301 8,871 3 3,465 1,499 0 0 50 0 11,675 11,963
Changes from: December 18, 2018 Total Change is: -38,829
-23,146 -15,769 976 -4,173 -10,460 0 -10,239 -4,327 -293 0 -71 0 -1,954 -8,885
Percent of Open Interest Represented by Each Category of Trader
21.6 10.7 6.3 15.9 32.9 0.0 12.8 5.6 0.0 0.0 0.2 0.0 43.3 44.3
Number of Traders in Each Category Total Traders: 24
. . . . . . 6 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,808,490
Positions
190,718 951,184 46,064 1,275,156 738,849 326,108 436,477 287,420 48,743 144,235 189,146 7,011 333,978 213,965
Changes from: December 18, 2018 Total Change is: -411,975
-133,189 103,831 -239,117 113,395 -48,910 -43,572 31,790 -69,490 -59,740 4,262 9,317 -2,472 -83,332 -61,822
Percent of Open Interest Represented by Each Category of Trader
6.8 33.9 1.6 45.4 26.3 11.6 15.5 10.2 1.7 5.1 6.7 0.2 11.9 7.6
Number of Traders in Each Category Total Traders: 592
29 44 13 167 102 127 101 81 54 44 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 18,467
Positions
3,785 17,534 7 10,171 348 0 1,818 0 0 836 0 0 1,850 578
Changes from: December 18, 2018 Total Change is: -8,096
-3,119 -2,641 -4,040 -139 0 -1,133 13 0 0 0 -461 0 322 179
Percent of Open Interest Represented by Each Category of Trader
20.5 94.9 0.0 55.1 1.9 0.0 9.8 0.0 0.0 4.5 0.0 0.0 10.0 3.1
Number of Traders in Each Category Total Traders: 20
. 7 . 5 . 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,956
Positions
3,440 10,467 0 8,881 3,894 532 1,675 0 0 0 890 0 2,428 1,173
Changes from: December 18, 2018 Total Change is: -4,073
617 -2,532 -3,670 -458 2,456 0 99 0 0 -840 0 0 179 -327
Percent of Open Interest Represented by Each Category of Trader
20.3 61.7 0.0 52.4 23.0 3.1 9.9 0.0 0.0 0.0 5.2 0.0 14.3 6.9
Number of Traders in Each Category Total Traders: 26
4 8 0 7 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 69,904
Positions
15,130 10,963 2,951 33,943 45,348 3,879 4,648 1,567 448 0 617 0 8,905 4,131
Changes from: December 18, 2018 Total Change is: -10,840
2,512 -2,136 -12,583 -492 4,775 -114 479 -706 144 0 40 0 -786 -260
Percent of Open Interest Represented by Each Category of Trader
21.6 15.7 4.2 48.6 64.9 5.5 6.6 2.2 0.6 0.0 0.9 0.0 12.7 5.9
Number of Traders in Each Category Total Traders: 81
10 5 . 32 20 19 9 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,653
Positions
7,468 8,937 261 9,920 14,251 1,086 13,440 8,940 403 2,116 1,827 47 6,913 5,902
Changes from: December 18, 2018 Total Change is: -12,777
-6,560 -1,785 -4,884 -301 -757 -1,578 1,981 -1,275 -626 115 -371 11 -935 -1,511
Percent of Open Interest Represented by Each Category of Trader
17.9 21.5 0.6 23.8 34.2 2.6 32.3 21.5 1.0 5.1 4.4 0.1 16.6 14.2
Number of Traders in Each Category Total Traders: 252
24 21 . 48 42 27 45 46 12 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 208,265
Positions
37,339 44,686 1,304 49,602 71,257 5,428 67,201 44,699 2,013 10,581 9,136 234 34,563 29,508
Changes from: December 18, 2018 Total Change is: -63,883
-32,801 -8,923 -24,421 -1,504 -3,786 -7,888 9,906 -6,376 -3,130 575 -1,857 54 -4,674 -7,556
Percent of Open Interest Represented by Each Category of Trader
17.9 21.5 0.6 23.8 34.2 2.6 32.3 21.5 1.0 5.1 4.4 0.1 16.6 14.2
Number of Traders in Each Category Total Traders: 252
24 21 . 48 42 27 45 46 12 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 484,949
Positions
79,785 66,362 10,486 204,096 198,012 36,414 107,644 125,957 7,969 17,722 14,892 456 20,377 24,401
Changes from: December 18, 2018 Total Change is: -71,539
-2,702 -9,901 -33,295 -1,561 18,512 -4,822 -15,631 -23,934 -5,175 749 -2,681 262 -9,364 -10,505
Percent of Open Interest Represented by Each Category of Trader
16.5 13.7 2.2 42.1 40.8 7.5 22.2 26.0 1.6 3.7 3.1 0.1 4.2 5.0
Number of Traders in Each Category Total Traders: 289
30 16 5 67 60 48 44 48 20 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,840
Positions
1,328 3,000 274 10,663 1,853 454 1,279 10,675 0 1,393 1,591 1 5,448 2,992
Changes from: December 18, 2018 Total Change is: 844
10 0 3 538 128 -10 13 -445 0 0 1,054 1 289 113
Percent of Open Interest Represented by Each Category of Trader
6.4 14.4 1.3 51.2 8.9 2.2 6.1 51.2 0.0 6.7 7.6 0.0 26.1 14.4
Number of Traders in Each Category Total Traders: 33
. . . 14 4 . . 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,680
Positions
9,632 7,556 2,554 16,709 4,871 2,308 18,344 9,479 777 1,756 1,907 1 8,599 31,227
Changes from: December 18, 2018 Total Change is: 6,171
3,125 -1,700 997 -4,826 -1,959 390 3,439 1,434 55 1,152 -172 1 1,838 7,125
Percent of Open Interest Represented by Each Category of Trader
15.9 12.5 4.2 27.5 8.0 3.8 30.2 15.6 1.3 2.9 3.1 0.0 14.2 51.5
Number of Traders in Each Category Total Traders: 73
15 6 . 15 6 8 13 13 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 296,541
Positions
34,041 164,965 747 221,043 97,404 13,642 16,712 9,840 639 2,258 2,455 0 7,459 6,849
Changes from: December 18, 2018 Total Change is: -69,146
6,356 -12,205 -49,317 -11,613 7,114 -6,856 -2,473 -2,576 -1,481 243 510 0 -4,005 -4,335
Percent of Open Interest Represented by Each Category of Trader
11.5 55.6 0.3 74.5 32.8 4.6 5.6 3.3 0.2 0.8 0.8 0.0 2.5 2.3
Number of Traders in Each Category Total Traders: 163
11 10 . 61 38 25 18 14 5 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,194,618
Positions
81,713 734,511 5,649 853,089 279,127 105,687 78,250 32,163 4,282 25,063 14,288 380 40,505 18,531
Changes from: December 18, 2018 Total Change is: -278,347
-51,881 -23,472 -127,935 13,730 -6,585 -20,406 694 -26,638 -9,745 -1,848 1,107 -366 -80,590 -64,307
Percent of Open Interest Represented by Each Category of Trader
6.8 61.5 0.5 71.4 23.4 8.8 6.6 2.7 0.4 2.1 1.2 0.0 3.4 1.6
Number of Traders in Each Category Total Traders: 412
24 17 5 179 63 72 58 29 16 30 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,675
Positions
21,371 34,226 28,583 5,433 0 305 6,928 0 478 552 0 0 25 83
Changes from: December 18, 2018 Total Change is: -47,612
-17,134 -25,188 -22,635 -7,956 0 -25 -92 0 280 -38 -30 0 -12 -14
Percent of Open Interest Represented by Each Category of Trader
33.6 53.8 44.9 8.5 0.0 0.5 10.9 0.0 0.8 0.9 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 29
4 13 8 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 939,891
Positions
10,382 114,938 3,280 494,901 320,475 186,888 56,837 81,601 8,133 26,098 50,020 5,145 148,227 169,411
Changes from: December 18, 2018 Total Change is: -37,735
-8,056 13,800 -1,838 -16,470 -23,980 -6,761 -5,620 -19,132 -2,037 1,655 -1,296 -379 1,771 3,888
Percent of Open Interest Represented by Each Category of Trader
1.1 12.2 0.3 52.7 34.1 19.9 6.0 8.7 0.9 2.8 5.3 0.5 15.8 18.0
Number of Traders in Each Category Total Traders: 179
4 22 4 59 29 44 21 25 10 9 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,086,790
Positions
11,500 238,599 1,355 671,508 55,170 174,757 25,801 503,023 4,538 45,784 8,784 532 151,015 100,032
Changes from: December 18, 2018 Total Change is: -1,715
-3,610 5,887 91 2,543 -15,176 3,536 -3,117 2,549 -5,289 -3,588 2,707 -122 7,841 4,102
Percent of Open Interest Represented by Each Category of Trader
1.1 22.0 0.1 61.8 5.1 16.1 2.4 46.3 0.4 4.2 0.8 0.0 13.9 9.2
Number of Traders in Each Category Total Traders: 128
4 14 4 58 13 47 10 22 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,700,640
Positions
91,243 275,198 13,399 1,155,880 309,363 285,868 476,480 1,244,303 71,371 428,680 327,760 24,077 153,642 149,301
Changes from: December 18, 2018 Total Change is: 92,830
2,374 30,879 -1,044 51,785 4,136 2,749 47,826 71,468 -7,768 6,865 2,227 448 -10,405 -10,265
Percent of Open Interest Represented by Each Category of Trader
3.4 10.2 0.5 42.8 11.5 10.6 17.6 46.1 2.6 15.9 12.1 0.9 5.7 5.5
Number of Traders in Each Category Total Traders: 339
19 31 6 95 36 67 47 61 25 24 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,976,992
Positions
144,084 374,239 48,839 1,986,175 836,174 632,940 372,675 1,233,018 87,025 259,455 316,871 9,186 436,613 438,700
Changes from: December 18, 2018 Total Change is: -159,562
2,128 -14,700 5,649 -24,330 37,592 -5,287 -40,045 -115,345 -51,425 -54,777 -10,097 -3,066 11,591 -2,883
Percent of Open Interest Represented by Each Category of Trader
3.6 9.4 1.2 49.9 21.0 15.9 9.4 31.0 2.2 6.5 8.0 0.2 11.0 11.0
Number of Traders in Each Category Total Traders: 406
22 35 11 120 62 102 58 72 49 15 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 697,142
Positions
16,896 119,548 2,104 251,443 207,870 82,251 159,802 82,922 3,925 56,440 38,165 2,821 121,460 157,536
Changes from: December 18, 2018 Total Change is: -2,308
175 6,977 -381 16,296 -10,511 -204 -14,061 3,192 -415 -107 1,100 0 -3,611 -2,066
Percent of Open Interest Represented by Each Category of Trader
2.4 17.1 0.3 36.1 29.8 11.8 22.9 11.9 0.6 8.1 5.5 0.4 17.4 22.6
Number of Traders in Each Category Total Traders: 105
. 10 . 29 29 36 13 11 5 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,610,743
Positions
77,864 535,216 18,189 2,669,490 461,018 685,908 464,687 1,838,927 114,347 248,309 586,399 4,325 327,624 366,414
Changes from: December 18, 2018 Total Change is: -111,692
-2,985 -51,262 -4,837 -20,372 25,142 -22,281 -39,680 -6,848 -24,977 802 -16,183 433 2,205 -10,879
Percent of Open Interest Represented by Each Category of Trader
1.7 11.6 0.4 57.9 10.0 14.9 10.1 39.9 2.5 5.4 12.7 0.1 7.1 7.9
Number of Traders in Each Category Total Traders: 340
12 42 10 94 54 84 31 67 25 12 28 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,254,841
Positions
444,229 313,028 661,182 52,880 21,954 88,102 281,786 330,679 480,536 89,063 190,278 98,208 58,855 70,874
Changes from: December 18, 2018 Total Change is: -25,926
13,561 -6,305 24,852 -8,440 -6,502 2,076 -65,245 12,865 -63,851 56,594 10,874 -1,975 16,502 2,040
Percent of Open Interest Represented by Each Category of Trader
19.7 13.9 29.3 2.3 1.0 3.9 12.5 14.7 21.3 3.9 8.4 4.4 2.6 3.1
Number of Traders in Each Category Total Traders: 165
21 37 54 5 6 7 25 41 50 9 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is12,667,625
Positions
4,240,480 1,280,408 2,156,576 378,703 1,562,763 1,298,357 1,002,795 1,974,956 2,359,523 68,146 328,765 503,727 659,318 1,202,550
Changes from: December 18, 2018 Total Change is: 28,209
-181,313 -59,067 60,466 -395 20,718 -41,147 86,767 -3,970 117,033 -7,219 -47,219 29,449 -35,432 -48,054
Percent of Open Interest Represented by Each Category of Trader
33.5 10.1 17.0 3.0 12.3 10.2 7.9 15.6 18.6 0.5 2.6 4.0 5.2 9.5
Number of Traders in Each Category Total Traders: 278
29 45 65 6 33 40 38 71 89 15 22 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,092
Positions
1,539 11,807 2,670 0 0 0 16,794 6,455 13,838 25 0 0 226 322
Changes from: December 18, 2018 Total Change is: -6,699
-188 -121 -813 0 0 0 345 -1,960 -3,796 0 0 0 -2,247 -9
Percent of Open Interest Represented by Each Category of Trader
4.4 33.6 7.6 0.0 0.0 0.0 47.9 18.4 39.4 0.1 0.0 0.0 0.6 0.9
Number of Traders in Each Category Total Traders: 28
. 6 6 0 0 0 9 10 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,102
Positions
11,029 4,007 5,708 500 0 0 13,063 18,234 7,408 225 0 0 169 2,745
Changes from: December 18, 2018 Total Change is: -158
-829 -2,122 1,045 0 0 0 -394 -159 -7 0 0 0 27 1,085
Percent of Open Interest Represented by Each Category of Trader
28.9 10.5 15.0 1.3 0.0 0.0 34.3 47.9 19.4 0.6 0.0 0.0 0.4 7.2
Number of Traders in Each Category Total Traders: 36
4 6 5 . 0 0 12 12 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,270
Positions
348 3,132 0 1,189 8,034 23 11,156 11,454 140 14,400 1,235 0 14 3,252
Changes from: December 18, 2018 Total Change is: 1,630
-394 280 0 12 142 23 -2,120 954 0 4,110 0 0 -1 231
Percent of Open Interest Represented by Each Category of Trader
1.3 11.5 0.0 4.4 29.5 0.1 40.9 42.0 0.5 52.8 4.5 0.0 0.1 11.9
Number of Traders in Each Category Total Traders: 37
. 4 0 . 11 . . 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,825
Positions
3,655 2,222 0 517 2,427 12 9,615 6,842 0 0 407 0 26 1,915
Changes from: December 18, 2018 Total Change is: 442
-123 -14 0 -8 4 -5 578 757 0 0 0 0 0 -300
Percent of Open Interest Represented by Each Category of Trader
26.4 16.1 0.0 3.7 17.6 0.1 69.5 49.5 0.0 0.0 2.9 0.0 0.2 13.9
Number of Traders in Each Category Total Traders: 27
. . 0 . 8 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,814
Positions
55 0 0 0 0 0 557 2,045 222 1,196 1,124 0 1,784 423
Changes from: December 18, 2018 Total Change is: -777
0 0 0 0 -150 0 -368 429 -93 76 -791 0 -392 -172
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 0.0 0.0 14.6 53.6 5.8 31.4 29.5 0.0 46.8 11.1
Number of Traders in Each Category Total Traders: 40
. 0 0 0 0 0 7 11 . 16 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,857
Positions
0 0 0 101 140 0 2,690 2,577 173 160 673 13 720 281
Changes from: December 18, 2018 Total Change is: -502
0 0 0 -37 30 0 -401 -636 21 -18 68 13 -80 2
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.6 3.6 0.0 69.7 66.8 4.5 4.1 17.4 0.3 18.7 7.3
Number of Traders in Each Category Total Traders: 46
0 0 0 . . 0 15 17 6 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,245
Positions
502 38,639 0 20,841 746 394 20,608 5,621 975 2,554 1,665 27 4,344 2,178
Changes from: December 18, 2018 Total Change is: -545
118 0 0 -2,112 -247 -55 2,357 -792 -38 -595 -104 0 -220 691
Percent of Open Interest Represented by Each Category of Trader
1.0 76.9 0.0 41.5 1.5 0.8 41.0 11.2 1.9 5.1 3.3 0.1 8.6 4.3
Number of Traders in Each Category Total Traders: 94
. . 0 14 4 . 30 13 11 22 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 388,238
Positions
22,997 65,451 18,122 85,489 23,690 14,748 74,787 97,586 113,510 9,232 6,925 19,253 30,100 28,953
Changes from: December 18, 2018 Total Change is: -50,084
20 -7,815 -17,781 -2,822 -2,292 -1,211 -8,799 -7,057 -15,454 -4,825 2,331 -2,751 3,539 1,946
Percent of Open Interest Represented by Each Category of Trader
5.9 16.9 4.7 22.0 6.1 3.8 19.3 25.1 29.2 2.4 1.8 5.0 7.8 7.5
Number of Traders in Each Category Total Traders: 212
10 14 16 26 22 16 54 42 58 15 11 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,116
Positions
3,755 705 1,168 14,156 13,966 182 9,285 13,781 97 1,256 173 0 217 44
Changes from: December 18, 2018 Total Change is: -19,139
1,710 -4,295 -1,204 -4,020 13,937 -395 -2,925 -1,743 -12,288 2 -13,150 0 -19 -1
Percent of Open Interest Represented by Each Category of Trader
12.5 2.3 3.9 47.0 46.4 0.6 30.8 45.8 0.3 4.2 0.6 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 44
. . . 11 4 . 5 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 1, 2019