Traders in Financial Futures - Futures Only Positions as of December 31, 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 170,168
Positions
60,277 0 49 30,182 45,376 5,573 30,673 62,618 5,345 9,401 13,598 17 28,651 37,592
Changes from: December 24, 2018 Total Change is: 10,973
6,941 0 0 -348 2,846 -492 4,851 7,405 -490 7 664 -6 510 1,046
Percent of Open Interest Represented by Each Category of Trader
35.4 0.0 0.0 17.7 26.7 3.3 18.0 36.8 3.1 5.5 8.0 0.0 16.8 22.1
Number of Traders in Each Category Total Traders: 113
10 0 . 10 19 7 21 40 16 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 67,730
Positions
45,123 2,045 0 1,555 16,232 1,073 11,982 23,573 758 0 3,610 0 7,239 20,439
Changes from: December 24, 2018 Total Change is: -2,981
-159 -420 0 -366 -1,277 -317 -799 991 9 -540 -327 0 -809 -1,640
Percent of Open Interest Represented by Each Category of Trader
66.6 3.0 0.0 2.3 24.0 1.6 17.7 34.8 1.1 0.0 5.3 0.0 10.7 30.2
Number of Traders in Each Category Total Traders: 46
5 . 0 . 11 . 9 13 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 212,470
Positions
98,244 4,956 2,765 44,357 98,295 5,095 38,668 48,102 5,349 87 10,993 128 17,777 36,787
Changes from: December 24, 2018 Total Change is: 447
-732 -637 26 452 -2,749 -351 1,419 4,655 448 -4 166 -25 -786 -1,086
Percent of Open Interest Represented by Each Category of Trader
46.2 2.3 1.3 20.9 46.3 2.4 18.2 22.6 2.5 0.0 5.2 0.1 8.4 17.3
Number of Traders in Each Category Total Traders: 122
11 . 6 10 31 12 29 30 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 216,224
Positions
87,795 30,453 1,104 46,941 27,152 11,376 28,394 101,961 4,234 14,015 5,128 1 22,364 34,815
Changes from: December 24, 2018 Total Change is: -8,234
-6,457 7,356 -312 1,527 -5,204 -309 -3,456 -7,238 -740 3,456 -1,098 -48 -1,895 -641
Percent of Open Interest Represented by Each Category of Trader
40.6 14.1 0.5 21.7 12.6 5.3 13.1 47.2 2.0 6.5 2.4 0.0 10.3 16.1
Number of Traders in Each Category Total Traders: 114
5 10 . 21 19 12 25 23 18 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 505,986
Positions
40,539 110,896 2,252 299,788 176,416 19,495 28,805 112,280 14,493 18,625 16,835 144 81,845 53,175
Changes from: December 24, 2018 Total Change is: -2,267
429 2,500 317 1,341 -1,723 -427 2,117 -3,262 1,415 507 1,037 61 -8,027 -2,185
Percent of Open Interest Represented by Each Category of Trader
8.0 21.9 0.4 59.2 34.9 3.9 5.7 22.2 2.9 3.7 3.3 0.0 16.2 10.5
Number of Traders in Each Category Total Traders: 271
17 9 10 93 39 44 30 47 24 20 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 28,260
Positions
602 13,655 0 10,578 6,176 2,372 1,000 849 2 0 727 5 13,701 4,474
Changes from: December 24, 2018 Total Change is: 245
0 0 0 1,024 -48 47 -511 104 0 0 0 0 -315 142
Percent of Open Interest Represented by Each Category of Trader
2.1 48.3 0.0 37.4 21.9 8.4 3.5 3.0 0.0 0.0 2.6 0.0 48.5 15.8
Number of Traders in Each Category Total Traders: 26
. . 0 13 6 7 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 28,352
Positions
5,618 6,456 627 10,924 12,247 2,111 3,001 1,252 0 0 0 0 6,071 5,659
Changes from: December 24, 2018 Total Change is: -655
17 -5 5 -39 -423 -203 -880 1 0 0 0 0 445 -30
Percent of Open Interest Represented by Each Category of Trader
19.8 22.8 2.2 38.5 43.2 7.4 10.6 4.4 0.0 0.0 0.0 0.0 21.4 20.0
Number of Traders in Each Category Total Traders: 21
. . . 7 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 122,428
Positions
45,324 4,106 1,533 13,617 38,766 2,854 32,170 28,967 3,594 1,141 3,786 22 22,173 38,800
Changes from: December 24, 2018 Total Change is: 4,735
1,246 -33 -25 -157 -678 228 4,956 2,413 -758 -43 -605 0 -712 4,193
Percent of Open Interest Represented by Each Category of Trader
37.0 3.4 1.3 11.1 31.7 2.3 26.3 23.7 2.9 0.9 3.1 0.0 18.1 31.7
Number of Traders in Each Category Total Traders: 82
9 4 . 5 19 5 20 19 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 35,017
Positions
1,204 28,659 500 18,274 1,885 29 13,474 1,818 3 520 528 0 1,013 1,595
Changes from: December 24, 2018 Total Change is: 995
1,012 -961 0 -5,919 1,627 29 5,888 490 3 55 -165 0 -73 -28
Percent of Open Interest Represented by Each Category of Trader
3.4 81.8 1.4 52.2 5.4 0.1 38.5 5.2 0.0 1.5 1.5 0.0 2.9 4.6
Number of Traders in Each Category Total Traders: 32
. 4 . 4 . . 11 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 151,235
Positions
5,576 56,900 1,007 73,048 9,554 514 56,404 49,016 3,815 5,634 26,491 1 5,236 3,937
Changes from: December 24, 2018 Total Change is: 14,157
-607 3,877 135 9,947 -470 149 4,082 12,118 -479 214 111 1 715 -1,285
Percent of Open Interest Represented by Each Category of Trader
3.7 37.6 0.7 48.3 6.3 0.3 37.3 32.4 2.5 3.7 17.5 0.0 3.5 2.6
Number of Traders in Each Category Total Traders: 128
. 8 . 13 13 . 34 33 8 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 21,484
Positions
2,614 363 1,863 0 10,281 0 12,888 4,689 1,968 100 844 0 2,051 1,476
Changes from: December 24, 2018 Total Change is: 8,258
1,221 -511 1,088 0 6,249 0 5,252 673 607 0 -56 0 90 208
Percent of Open Interest Represented by Each Category of Trader
12.2 1.7 8.7 0.0 47.9 0.0 60.0 21.8 9.2 0.5 3.9 0.0 9.5 6.9
Number of Traders in Each Category Total Traders: 30
. . . 0 6 0 9 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 29,640
Positions
4,018 39 7 7,053 6,549 23 13,434 12,217 1,598 266 2,740 573 2,668 5,894
Changes from: December 24, 2018 Total Change is: 1,116
920 1 0 -842 303 -25 1,301 287 3 -1 -52 292 -532 307
Percent of Open Interest Represented by Each Category of Trader
13.6 0.1 0.0 23.8 22.1 0.1 45.3 41.2 5.4 0.9 9.2 1.9 9.0 19.9
Number of Traders in Each Category Total Traders: 65
6 . . 5 12 . 19 17 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,960
Positions
2,237 10,860 0 8,846 1,744 1 3,285 725 0 120 220 0 471 1,410
Changes from: December 24, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
15.0 72.6 0.0 59.1 11.7 0.0 22.0 4.8 0.0 0.8 1.5 0.0 3.1 9.4
Number of Traders in Each Category Total Traders: 20
. . 0 . . . 6 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 36,864
Positions
10,377 22,162 1,015 7,120 1,414 143 11,188 4,304 498 1,526 818 0 4,999 6,512
Changes from: December 24, 2018 Total Change is: -4,849
1,733 -5,272 272 470 -1,109 -34 -4,246 -159 -402 -158 255 0 -2,484 1,599
Percent of Open Interest Represented by Each Category of Trader
28.1 60.1 2.8 19.3 3.8 0.4 30.3 11.7 1.3 4.1 2.2 0.0 13.6 17.7
Number of Traders in Each Category Total Traders: 81
13 13 . 13 . . 18 12 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 73,727
Positions
20,753 44,323 2,030 14,240 2,828 286 22,375 8,607 995 3,051 1,635 0 9,997 13,023
Changes from: December 24, 2018 Total Change is: -9,698
3,465 -10,543 543 940 -2,217 -68 -8,491 -317 -804 -315 510 0 -4,968 3,198
Percent of Open Interest Represented by Each Category of Trader
28.1 60.1 2.8 19.3 3.8 0.4 30.3 11.7 1.3 4.1 2.2 0.0 13.6 17.7
Number of Traders in Each Category Total Traders: 81
13 13 . 13 . . 18 12 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 32,388
Positions
7,048 25,058 0 21,503 1,224 2,205 405 2,699 0 0 446 0 1,227 756
Changes from: December 24, 2018 Total Change is: 2,441
-1,959 1,836 0 4,644 -187 230 0 20 0 0 0 0 -474 542
Percent of Open Interest Represented by Each Category of Trader
21.8 77.4 0.0 66.4 3.8 6.8 1.3 8.3 0.0 0.0 1.4 0.0 3.8 2.3
Number of Traders in Each Category Total Traders: 23
. 6 0 11 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 575,768
Positions
34,722 173,059 23,390 260,710 140,469 70,088 59,873 55,615 15,250 32,491 35,574 1,251 77,993 61,072
Changes from: December 24, 2018 Total Change is: -12,908
-721 -11,535 3,943 5,286 -12,264 955 -28,744 -1,225 3,358 3,694 -2,255 -201 -478 6,316
Percent of Open Interest Represented by Each Category of Trader
6.0 30.1 4.1 45.3 24.4 12.2 10.4 9.7 2.6 5.6 6.2 0.2 13.5 10.6
Number of Traders in Each Category Total Traders: 577
27 47 17 167 101 127 80 83 56 45 26 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 36,791
Positions
10,108 7,154 725 4,197 9,834 33 4,895 2,800 200 0 3 9 16,624 16,033
Changes from: December 24, 2018 Total Change is: 9,813
4,274 4,262 -975 -104 963 30 1,430 1,301 200 0 -47 9 4,949 4,070
Percent of Open Interest Represented by Each Category of Trader
27.5 19.4 2.0 11.4 26.7 0.1 13.3 7.6 0.5 0.0 0.0 0.0 45.2 43.6
Number of Traders in Each Category Total Traders: 26
4 6 . . 4 . 6 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 2,694,884
Positions
183,177 889,633 53,218 1,307,877 678,486 324,962 296,016 285,201 54,125 162,454 177,856 6,210 306,845 225,193
Changes from: December 24, 2018 Total Change is: -113,606
-7,541 -61,551 7,154 32,721 -60,363 -1,146 -140,461 -2,219 5,382 18,219 -11,290 -801 -27,133 11,228
Percent of Open Interest Represented by Each Category of Trader
6.8 33.0 2.0 48.5 25.2 12.1 11.0 10.6 2.0 6.0 6.6 0.2 11.4 8.4
Number of Traders in Each Category Total Traders: 574
28 46 13 169 99 126 79 83 55 45 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 17,216
Positions
4,223 16,311 7 8,998 376 0 1,818 0 0 836 0 0 1,334 522
Changes from: December 24, 2018 Total Change is: -1,251
438 -1,223 0 -1,173 28 0 0 0 0 0 0 0 -516 -56
Percent of Open Interest Represented by Each Category of Trader
24.5 94.7 0.0 52.3 2.2 0.0 10.6 0.0 0.0 4.9 0.0 0.0 7.7 3.0
Number of Traders in Each Category Total Traders: 21
. 7 . 5 . 0 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 18,940
Positions
6,070 9,827 0 8,477 6,314 532 1,444 0 0 0 890 0 2,417 1,377
Changes from: December 24, 2018 Total Change is: 1,984
2,630 -640 0 -404 2,420 0 -231 0 0 0 0 0 -11 204
Percent of Open Interest Represented by Each Category of Trader
32.0 51.9 0.0 44.8 33.3 2.8 7.6 0.0 0.0 0.0 4.7 0.0 12.8 7.3
Number of Traders in Each Category Total Traders: 25
4 8 0 7 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 69,805
Positions
16,261 9,274 3,120 33,282 43,975 3,384 3,574 2,123 553 0 2,454 0 9,631 4,922
Changes from: December 24, 2018 Total Change is: -99
1,131 -1,689 169 -661 -1,373 -495 -1,074 556 105 0 1,837 0 726 791
Percent of Open Interest Represented by Each Category of Trader
23.3 13.3 4.5 47.7 63.0 4.8 5.1 3.0 0.8 0.0 3.5 0.0 13.8 7.1
Number of Traders in Each Category Total Traders: 74
10 5 . 28 19 16 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 40,798
Positions
14,108 7,354 851 9,672 13,895 789 8,358 8,900 550 968 2,117 64 5,438 6,278
Changes from: December 24, 2018 Total Change is: -855
6,640 -1,583 590 -248 -357 -297 -5,082 -40 147 -1,148 290 18 -1,475 377
Percent of Open Interest Represented by Each Category of Trader
34.6 18.0 2.1 23.7 34.1 1.9 20.5 21.8 1.3 2.4 5.2 0.2 13.3 15.4
Number of Traders in Each Category Total Traders: 241
24 17 4 48 43 30 39 45 13 6 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 203,989
Positions
70,539 36,771 4,254 48,361 69,474 3,944 41,791 44,498 2,750 4,839 10,584 322 27,189 31,392
Changes from: December 24, 2018 Total Change is: -4,276
33,200 -7,915 2,950 -1,241 -1,783 -1,484 -25,410 -201 737 -5,742 1,448 88 -7,374 1,884
Percent of Open Interest Represented by Each Category of Trader
34.6 18.0 2.1 23.7 34.1 1.9 20.5 21.8 1.3 2.4 5.2 0.2 13.3 15.4
Number of Traders in Each Category Total Traders: 241
24 17 4 48 43 30 39 45 13 6 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 470,966
Positions
76,145 55,728 14,503 200,158 197,594 37,056 92,934 123,694 8,789 22,048 14,676 133 19,200 18,793
Changes from: December 24, 2018 Total Change is: -13,983
-3,640 -10,634 4,017 -3,938 -418 642 -14,710 -2,263 820 4,326 -216 -323 -1,177 -5,608
Percent of Open Interest Represented by Each Category of Trader
16.2 11.8 3.1 42.5 42.0 7.9 19.7 26.3 1.9 4.7 3.1 0.0 4.1 4.0
Number of Traders in Each Category Total Traders: 276
26 15 5 71 58 46 40 46 20 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 20,462
Positions
1,323 3,000 284 11,399 1,886 419 682 9,447 0 1,393 1,891 7 4,955 3,528
Changes from: December 24, 2018 Total Change is: -378
-5 0 10 736 33 -35 -597 -1,228 0 0 300 6 -493 536
Percent of Open Interest Represented by Each Category of Trader
6.5 14.7 1.4 55.7 9.2 2.0 3.3 46.2 0.0 6.8 9.2 0.0 24.2 17.2
Number of Traders in Each Category Total Traders: 34
. . . 13 4 . . 5 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 61,890
Positions
13,484 6,709 1,883 16,632 4,121 2,341 16,688 5,931 656 2,446 1,519 7 7,753 38,723
Changes from: December 24, 2018 Total Change is: 1,210
3,852 -847 -671 -77 -750 33 -1,656 -3,548 -121 690 -388 6 -846 7,496
Percent of Open Interest Represented by Each Category of Trader
21.8 10.8 3.0 26.9 6.7 3.8 27.0 9.6 1.1 4.0 2.5 0.0 12.5 62.6
Number of Traders in Each Category Total Traders: 71
15 5 . 16 5 8 14 11 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 307,877
Positions
35,051 165,577 2,252 224,422 93,165 17,169 15,715 20,501 200 6,110 2,614 0 6,958 6,399
Changes from: December 24, 2018 Total Change is: 11,336
1,010 612 1,505 3,379 -4,239 3,527 -997 10,661 -439 3,852 159 0 -501 -450
Percent of Open Interest Represented by Each Category of Trader
11.4 53.8 0.7 72.9 30.3 5.6 5.1 6.7 0.1 2.0 0.8 0.0 2.3 2.1
Number of Traders in Each Category Total Traders: 166
11 12 4 60 38 25 16 18 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 1,217,296
Positions
86,667 749,102 5,728 878,347 289,870 107,775 84,291 33,185 3,245 23,319 13,949 391 27,533 14,051
Changes from: December 24, 2018 Total Change is: 22,678
4,954 14,591 79 25,258 10,743 2,088 6,041 1,022 -1,037 -1,744 -339 11 -12,972 -4,480
Percent of Open Interest Represented by Each Category of Trader
7.1 61.5 0.5 72.2 23.8 8.9 6.9 2.7 0.3 1.9 1.1 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 413
21 20 6 177 67 75 56 31 16 29 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 64,598
Positions
24,059 36,952 26,760 5,433 0 305 6,986 0 478 552 0 0 25 103
Changes from: December 24, 2018 Total Change is: 923
2,688 2,726 -1,823 0 0 0 58 0 0 0 0 0 0 20
Percent of Open Interest Represented by Each Category of Trader
37.2 57.2 41.4 8.4 0.0 0.5 10.8 0.0 0.7 0.9 0.0 0.0 0.0 0.2
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 31, 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 943,667
Positions
11,303 114,765 1,934 491,761 317,049 183,988 60,261 91,150 10,669 24,869 52,898 4,380 154,502 166,834
Changes from: December 24, 2018 Total Change is: 3,776
921 -173 -1,346 -3,140 -3,426 -2,900 3,424 9,549 2,536 -1,229 2,878 -765 6,275 -2,577
Percent of Open Interest Represented by Each Category of Trader
1.2 12.2 0.2 52.1 33.6 19.5 6.4 9.7 1.1 2.6 5.6 0.5 16.4 17.7
Number of Traders in Each Category Total Traders: 179
5 20 . 57 29 45 22 26 13 8 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 1,091,022
Positions
13,312 243,600 1,702 659,187 54,352 172,526 28,828 511,417 7,799 49,963 5,460 533 157,172 93,633
Changes from: December 24, 2018 Total Change is: 4,232
1,812 5,001 347 -12,321 -818 -2,231 3,027 8,394 3,261 4,179 -3,324 1 6,157 -6,399
Percent of Open Interest Represented by Each Category of Trader
1.2 22.3 0.2 60.4 5.0 15.8 2.6 46.9 0.7 4.6 0.5 0.0 14.4 8.6
Number of Traders in Each Category Total Traders: 130
4 14 5 56 14 47 11 24 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 2,752,772
Positions
75,374 304,017 13,966 1,130,761 292,239 303,638 520,105 1,259,951 78,713 448,494 338,739 24,897 156,824 136,612
Changes from: December 24, 2018 Total Change is: 52,132
-15,869 28,819 567 -25,119 -17,124 17,770 43,625 15,648 7,342 19,814 10,979 820 3,182 -12,689
Percent of Open Interest Represented by Each Category of Trader
2.7 11.0 0.5 41.1 10.6 11.0 18.9 45.8 2.9 16.3 12.3 0.9 5.7 5.0
Number of Traders in Each Category Total Traders: 338
13 34 7 94 35 67 52 58 25 23 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 4,044,514
Positions
127,090 390,746 58,776 2,009,526 767,133 652,574 405,803 1,215,199 103,145 254,984 410,696 13,562 419,054 432,683
Changes from: December 24, 2018 Total Change is: 67,522
-16,994 16,507 9,937 23,351 -69,041 19,634 33,128 -17,819 16,120 -4,471 93,825 4,376 -17,559 -6,017
Percent of Open Interest Represented by Each Category of Trader
3.1 9.7 1.5 49.7 19.0 16.1 10.0 30.0 2.6 6.3 10.2 0.3 10.4 10.7
Number of Traders in Each Category Total Traders: 426
20 44 12 123 64 107 63 71 49 15 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 711,435
Positions
17,860 129,123 2,515 257,568 206,542 87,037 157,924 91,055 3,925 61,061 37,786 2,400 121,145 151,052
Changes from: December 24, 2018 Total Change is: 14,293
964 9,575 411 6,125 -1,328 4,786 -1,878 8,133 0 4,621 -379 -421 -315 -6,484
Percent of Open Interest Represented by Each Category of Trader
2.5 18.1 0.4 36.2 29.0 12.2 22.2 12.8 0.6 8.6 5.3 0.3 17.0 21.2
Number of Traders in Each Category Total Traders: 109
. 11 . 28 31 38 13 12 5 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 4,695,255
Positions
122,180 503,239 25,842 2,676,716 456,674 703,565 507,778 1,963,388 87,370 247,460 582,202 3,722 320,622 369,253
Changes from: December 24, 2018 Total Change is: 84,512
44,316 -31,977 7,653 7,226 -4,344 17,657 43,091 124,461 -26,977 -849 -4,197 -603 -7,002 2,839
Percent of Open Interest Represented by Each Category of Trader
2.6 10.7 0.6 57.0 9.7 15.0 10.8 41.8 1.9 5.3 12.4 0.1 6.8 7.9
Number of Traders in Each Category Total Traders: 350
16 37 11 93 56 85 40 67 27 12 29 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 2,281,980
Positions
453,357 332,589 670,314 41,911 25,105 95,046 307,131 361,350 450,938 108,535 181,344 106,820 47,928 58,474
Changes from: December 24, 2018 Total Change is: 27,139
9,128 19,561 9,132 -10,969 3,151 6,944 25,345 30,671 -29,598 19,472 -8,934 8,612 -10,927 -12,400
Percent of Open Interest Represented by Each Category of Trader
19.9 14.6 29.4 1.8 1.1 4.2 13.5 15.8 19.8 4.8 7.9 4.7 2.1 2.6
Number of Traders in Each Category Total Traders: 174
22 41 54 5 6 8 24 48 49 9 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 is12,690,809
Positions
4,164,077 1,348,270 2,162,856 395,519 1,365,583 1,371,313 1,003,415 2,037,118 2,343,923 95,207 363,468 491,644 662,855 1,206,634
Changes from: December 24, 2018 Total Change is: 23,184
-76,403 67,862 6,280 16,816 -197,180 72,956 620 62,162 -15,600 27,061 34,703 -12,083 3,537 4,084
Percent of Open Interest Represented by Each Category of Trader
32.8 10.6 17.0 3.1 10.8 10.8 7.9 16.1 18.5 0.8 2.9 3.9 5.2 9.5
Number of Traders in Each Category Total Traders: 282
28 43 62 8 33 41 35 77 92 12 27 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 32,138
Positions
1,539 11,841 2,450 0 0 0 16,957 6,538 10,953 25 0 0 214 356
Changes from: December 24, 2018 Total Change is: -2,954
0 34 -220 0 0 0 163 83 -2,885 0 0 0 -12 34
Percent of Open Interest Represented by Each Category of Trader
4.8 36.8 7.6 0.0 0.0 0.0 52.8 20.3 34.1 0.1 0.0 0.0 0.7 1.1
Number of Traders in Each Category Total Traders: 27
. 6 5 0 0 0 9 10 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 41,282
Positions
9,264 7,987 3,948 500 0 0 16,296 17,388 9,220 1,025 0 0 1,029 2,739
Changes from: December 24, 2018 Total Change is: 3,180
-1,765 3,980 -1,760 0 0 0 3,233 -846 1,812 800 0 0 860 -6
Percent of Open Interest Represented by Each Category of Trader
22.4 19.3 9.6 1.2 0.0 0.0 39.5 42.1 22.3 2.5 0.0 0.0 2.5 6.6
Number of Traders in Each Category Total Traders: 38
4 7 6 . 0 0 11 14 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 27,553
Positions
350 2,875 0 1,195 8,034 23 11,047 11,853 140 14,775 1,235 0 23 3,393
Changes from: December 24, 2018 Total Change is: 283
2 -257 0 6 0 0 -109 399 0 375 0 0 9 141
Percent of Open Interest Represented by Each Category of Trader
1.3 10.4 0.0 4.3 29.2 0.1 40.1 43.0 0.5 53.6 4.5 0.0 0.1 12.3
Number of Traders in Each Category Total Traders: 35
. . 0 . 11 . . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 15,646
Positions
4,127 2,199 0 517 2,427 12 10,975 8,759 0 0 407 0 15 1,842
Changes from: December 24, 2018 Total Change is: 1,821
472 -23 0 0 0 0 1,360 1,917 0 0 0 0 -11 -73
Percent of Open Interest Represented by Each Category of Trader
26.4 14.1 0.0 3.3 15.5 0.1 70.1 56.0 0.0 0.0 2.6 0.0 0.1 11.8
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 31, 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 4,088
Positions
55 0 0 0 0 0 661 2,284 200 1,295 1,176 0 1,877 428
Changes from: December 24, 2018 Total Change is: 274
0 0 0 0 0 0 104 239 -22 99 52 0 93 5
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.0 0.0 0.0 16.2 55.9 4.9 31.7 28.8 0.0 45.9 10.5
Number of Traders in Each Category Total Traders: 41
. 0 0 0 0 0 7 12 . 16 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 3,708
Positions
49 0 1 80 140 0 2,452 2,389 222 105 674 4 795 278
Changes from: December 24, 2018 Total Change is: -149
49 0 1 -21 0 0 -238 -188 49 -55 1 -9 75 -3
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 2.2 3.8 0.0 66.1 64.4 6.0 2.8 18.2 0.1 21.4 7.5
Number of Traders in Each Category Total Traders: 41
. 0 . . . 0 15 14 4 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 52,699
Positions
534 38,639 0 19,507 1,032 373 23,966 7,289 1,357 2,639 1,651 27 4,296 2,331
Changes from: December 24, 2018 Total Change is: 2,454
32 0 0 -1,334 286 -21 3,358 1,668 382 85 -14 0 -48 153
Percent of Open Interest Represented by Each Category of Trader
1.0 73.3 0.0 37.0 2.0 0.7 45.5 13.8 2.6 5.0 3.1 0.1 8.2 4.4
Number of Traders in Each Category Total Traders: 97
. . 0 13 5 . 31 14 10 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 369,483
Positions
14,538 73,967 15,393 89,094 22,511 14,967 81,869 97,911 92,923 12,060 7,839 16,635 32,004 27,337
Changes from: December 24, 2018 Total Change is: -18,755
-8,459 8,516 -2,729 3,605 -1,179 219 7,082 325 -20,587 2,828 914 -2,618 1,904 -1,616
Percent of Open Interest Represented by Each Category of Trader
3.9 20.0 4.2 24.1 6.1 4.1 22.2 26.5 25.1 3.3 2.1 4.5 8.7 7.4
Number of Traders in Each Category Total Traders: 197
7 16 15 30 20 17 42 40 53 12 13 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 31, 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 32,552
Positions
370 774 1,168 14,181 17,713 194 15,084 12,352 97 1,255 179 0 203 75
Changes from: December 24, 2018 Total Change is: 2,436
-3,385 69 0 25 3,747 12 5,799 -1,429 0 -1 6 0 -14 31
Percent of Open Interest Represented by Each Category of Trader
1.1 2.4 3.6 43.6 54.4 0.6 46.3 37.9 0.3 3.9 0.5 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 43
. . . 11 4 . 5 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 5, 2019