Traders in Financial Futures - Options and Futures Combined 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 179,754
Positions
52,234 381 5,292 31,972 40,550 8,398 23,824 56,737 16,613 9,394 12,607 1,461 30,566 37,715
Changes from: December 18, 2018 Total Change is: -30,137
-167 -3,574 -20,429 2,033 3,488 659 -13,250 10,549 -237 -41 982 -263 1,557 -21,312
Percent of Open Interest Represented by Each Category of Trader
29.1 0.2 2.9 17.8 22.6 4.7 13.3 31.6 9.2 5.2 7.0 0.8 17.0 21.0
Number of Traders in Each Category Total Traders: 117
9 . 6 11 18 9 18 44 21 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 71,134
Positions
45,325 2,465 15 1,921 17,509 1,390 12,694 22,582 947 540 3,937 0 8,302 22,289
Changes from: December 18, 2018 Total Change is: -198
1,546 313 -3 723 160 1,028 -3,254 -712 -68 519 -96 -885 196 65
Percent of Open Interest Represented by Each Category of Trader
63.7 3.5 0.0 2.7 24.6 2.0 17.8 31.7 1.3 0.8 5.5 0.0 11.7 31.3
Number of Traders in Each Category Total Traders: 48
5 . . . 12 . 8 14 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 253,289
Positions
97,511 10,000 10,614 48,718 101,127 6,559 33,767 39,953 32,369 174 10,213 2,681 20,897 39,775
Changes from: December 18, 2018 Total Change is: 6,009
2,453 47 -46 -1,264 2,506 1,526 5,338 4,055 -1,436 134 -747 144 -839 -40
Percent of Open Interest Represented by Each Category of Trader
38.5 3.9 4.2 19.2 39.9 2.6 13.3 15.8 12.8 0.1 4.0 1.1 8.3 15.7
Number of Traders in Each Category Total Traders: 126
9 7 11 12 31 12 27 29 22 4 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 259,569
Positions
97,500 24,601 5,618 43,161 33,826 14,469 33,360 111,217 24,605 11,313 4,929 3,057 26,486 37,246
Changes from: December 18, 2018 Total Change is: 19,831
-8,233 9,378 347 6,646 -12,139 2,591 6,596 15,326 5,342 3,361 -607 369 2,811 -777
Percent of Open Interest Represented by Each Category of Trader
37.6 9.5 2.2 16.6 13.0 5.6 12.9 42.8 9.5 4.4 1.9 1.2 10.2 14.3
Number of Traders in Each Category Total Traders: 129
5 9 8 17 25 11 27 33 27 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 560,867
Positions
40,825 108,270 12,147 305,650 177,999 22,258 22,723 118,142 43,575 17,826 16,129 2,227 93,637 60,121
Changes from: December 18, 2018 Total Change is: 3,582
-2,081 9,916 238 4,981 -3,967 -1,522 -1,480 4,192 -2,362 -1,298 -1,345 153 6,954 -1,720
Percent of Open Interest Represented by Each Category of Trader
7.3 19.3 2.2 54.5 31.7 4.0 4.1 21.1 7.8 3.2 2.9 0.4 16.7 10.7
Number of Traders in Each Category Total Traders: 288
17 9 14 93 40 49 26 61 32 21 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 136,814
Positions
43,685 5,043 5,119 15,389 37,548 4,800 24,379 26,951 15,206 876 4,998 1,185 26,174 35,962
Changes from: December 18, 2018 Total Change is: 8,105
-1,758 -1,764 2,119 -1,159 4,813 1,656 4,479 2,809 810 -1,889 -3,840 -4 3,852 1,508
Percent of Open Interest Represented by Each Category of Trader
31.9 3.7 3.7 11.2 27.4 3.5 17.8 19.7 11.1 0.6 3.7 0.9 19.1 26.3
Number of Traders in Each Category Total Traders: 81
9 4 5 8 16 6 16 21 16 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 137,860
Positions
6,183 52,956 1,055 63,123 10,024 365 52,123 36,777 5,033 5,414 26,391 11 4,553 5,248
Changes from: December 18, 2018 Total Change is: 14,463
-537 3,370 94 4,876 -480 -27 7,734 16,328 468 1,653 -5,442 11 190 141
Percent of Open Interest Represented by Each Category of Trader
4.5 38.4 0.8 45.8 7.3 0.3 37.8 26.7 3.7 3.9 19.1 0.0 3.3 3.8
Number of Traders in Each Category Total Traders: 133
. 9 . 13 15 . 31 37 11 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 28,811
Positions
3,332 323 7 7,895 6,246 48 12,133 11,930 1,595 267 2,792 281 3,253 5,589
Changes from: December 18, 2018 Total Change is: -1,015
1,714 -1,046 -121 -3,103 2,994 48 1,028 -678 -5 -164 -2,175 -209 -204 177
Percent of Open Interest Represented by Each Category of Trader
11.6 1.1 0.0 27.4 21.7 0.2 42.1 41.4 5.5 0.9 9.7 1.0 11.3 19.4
Number of Traders in Each Category Total Traders: 63
5 . . 7 10 . 18 17 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 43,068
Positions
8,607 27,620 918 6,650 2,523 177 15,092 4,549 1,621 2,018 563 99 7,886 4,999
Changes from: December 18, 2018 Total Change is: -7,147
-393 3,132 -8,821 -392 845 -43 4,981 805 -1,706 26 -169 -412 -387 -778
Percent of Open Interest Represented by Each Category of Trader
20.0 64.1 2.1 15.4 5.9 0.4 35.0 10.6 3.8 4.7 1.3 0.2 18.3 11.6
Number of Traders in Each Category Total Traders: 89
10 16 . 12 4 . 23 15 8 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 86,135
Positions
17,213 55,239 1,835 13,300 5,045 354 30,185 9,097 3,243 4,036 1,125 198 15,771 9,998
Changes from: December 18, 2018 Total Change is: -14,293
-786 6,264 -17,642 -783 1,690 -86 9,961 1,609 -3,412 52 -337 -823 -773 -1,556
Percent of Open Interest Represented by Each Category of Trader
20.0 64.1 2.1 15.4 5.9 0.4 35.0 10.6 3.8 4.7 1.3 0.2 18.3 11.6
Number of Traders in Each Category Total Traders: 89
10 16 . 12 4 . 23 15 8 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 897,930
Positions
34,333 185,079 49,214 255,729 153,054 76,839 88,388 61,500 228,161 30,382 38,026 27,986 106,899 78,070
Changes from: December 18, 2018 Total Change is: -127,384
-19,105 35,944 -86,030 21,196 -14,074 -12,145 4,742 -10,923 -19,286 1,723 2,266 -2,106 -16,371 -21,030
Percent of Open Interest Represented by Each Category of Trader
3.8 20.6 5.5 28.5 17.0 8.6 9.8 6.8 25.4 3.4 4.2 3.1 11.9 8.7
Number of Traders in Each Category Total Traders: 634
32 41 38 168 106 137 110 87 109 65 24 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 69,011
Positions
6,011 4,217 3,483 5,216 8,871 3,608 4,086 2,293 20,014 37 67 1,333 25,223 25,126
Changes from: December 18, 2018 Total Change is: -37,259
-22,837 -15,394 -46 -3,884 -10,460 2,507 -12,677 -6,787 1,498 -123 -104 153 -1,851 -8,628
Percent of Open Interest Represented by Each Category of Trader
8.7 6.1 5.0 7.6 12.9 5.2 5.9 3.3 29.0 0.1 0.1 1.9 36.5 36.4
Number of Traders in Each Category Total Traders: 40
. 5 7 4 . . 11 9 16 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,144,597
Positions
186,000 948,704 184,268 1,272,104 740,458 346,610 435,247 309,776 1,026,995 152,063 190,131 132,934 408,376 264,721
Changes from: December 18, 2018 Total Change is: -450,626
-118,160 119,870 -293,105 101,727 -41,741 -49,591 20,559 -87,215 -37,386 8,713 11,332 -10,781 -72,602 -62,009
Percent of Open Interest Represented by Each Category of Trader
4.5 22.9 4.4 30.7 17.9 8.4 10.5 7.5 24.8 3.7 4.6 3.2 9.9 6.4
Number of Traders in Each Category Total Traders: 625
32 41 36 168 104 136 106 86 104 63 24 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 44,716
Positions
7,467 8,939 337 9,938 14,251 1,115 13,675 8,974 2,404 2,150 2,291 62 7,569 6,342
Changes from: December 18, 2018 Total Change is: -15,103
-6,559 -1,712 -5,085 -271 -764 -1,608 2,364 -1,042 -3,011 73 -224 -81 -926 -1,578
Percent of Open Interest Represented by Each Category of Trader
16.7 20.0 0.8 22.2 31.9 2.5 30.6 20.1 5.4 4.8 5.1 0.1 16.9 14.2
Number of Traders in Each Category Total Traders: 255
24 21 5 48 42 28 43 48 23 13 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 223,580
Positions
37,333 44,696 1,683 49,691 71,257 5,576 68,374 44,872 12,020 10,750 11,456 311 37,843 31,709
Changes from: December 18, 2018 Total Change is: -75,516
-32,797 -8,560 -25,423 -1,356 -3,819 -8,038 11,819 -5,211 -15,053 366 -1,119 -404 -4,630 -7,890
Percent of Open Interest Represented by Each Category of Trader
16.7 20.0 0.8 22.2 31.9 2.5 30.6 20.1 5.4 4.8 5.1 0.1 16.9 14.2
Number of Traders in Each Category Total Traders: 255
24 21 5 48 42 28 43 48 23 13 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 489,589
Positions
79,651 66,362 10,691 204,096 198,012 36,414 106,978 125,315 12,712 17,722 14,892 456 20,868 24,735
Changes from: December 18, 2018 Total Change is: -77,651
-2,800 -9,901 -33,591 -1,561 18,408 -4,822 -16,919 -25,403 -9,227 730 -2,681 227 -9,688 -10,662
Percent of Open Interest Represented by Each Category of Trader
16.3 13.6 2.2 41.7 40.4 7.4 21.9 25.6 2.6 3.6 3.0 0.1 4.3 5.1
Number of Traders in Each Category Total Traders: 289
30 16 6 67 60 48 45 47 27 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,129,456
Positions
9,757 109,505 28,053 474,388 315,521 233,821 43,904 64,917 131,831 27,930 47,665 21,456 158,316 176,687
Changes from: December 18, 2018 Total Change is: -145,195
-1,709 10,710 -8,362 8,275 -13,917 -76,866 -6,665 4,834 -56,352 2,259 -563 -3,109 -2,666 -1,569
Percent of Open Interest Represented by Each Category of Trader
0.9 9.7 2.5 42.0 27.9 20.7 3.9 5.7 11.7 2.5 4.2 1.9 14.0 15.6
Number of Traders in Each Category Total Traders: 189
6 21 16 57 31 51 25 25 40 13 11 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,086,934
Positions
11,500 238,599 1,355 671,515 55,170 174,757 25,777 503,024 4,614 45,784 8,784 532 151,100 100,100
Changes from: December 18, 2018 Total Change is: -1,700
-3,610 5,887 91 2,545 -15,176 3,536 -3,134 2,554 -5,331 -3,588 2,708 -123 7,915 4,154
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: 130
4 14 4 58 13 47 10 24 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,728,849
Positions
91,178 275,303 13,464 1,158,216 309,912 286,020 477,077 1,249,393 91,413 428,680 323,686 28,151 154,650 151,506
Changes from: December 18, 2018 Total Change is: 74,694
2,309 30,176 -1,166 50,472 3,854 2,496 51,355 73,621 -26,765 7,298 2,580 -407 -10,898 -9,696
Percent of Open Interest Represented by Each Category of Trader
3.3 10.1 0.5 42.4 11.4 10.5 17.5 45.8 3.3 15.7 11.9 1.0 5.7 5.6
Number of Traders in Each Category Total Traders: 343
18 32 7 96 37 68 47 63 35 24 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,697,876
Positions
148,557 381,761 163,284 1,981,656 810,328 753,328 344,645 1,203,846 531,268 241,806 319,780 71,873 461,460 462,408
Changes from: December 18, 2018 Total Change is: -541,544
-7,421 -15,346 -78,129 54,604 -17,016 -134,342 -58,031 16,034 -248,242 -28,004 -3,697 -51,686 9,706 -9,121
Percent of Open Interest Represented by Each Category of Trader
3.2 8.1 3.5 42.2 17.2 16.0 7.3 25.6 11.3 5.1 6.8 1.5 9.8 9.8
Number of Traders in Each Category Total Traders: 418
22 35 36 120 64 116 60 73 83 18 26 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 697,143
Positions
16,896 119,548 2,104 251,443 207,869 82,252 159,802 82,922 3,925 56,440 38,165 2,821 121,460 157,537
Changes from: December 18, 2018 Total Change is: -2,307
175 6,977 -381 16,296 -10,511 -204 -14,061 3,192 -415 -107 1,100 0 -3,610 -2,065
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 - Options and Futures Combined 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 4,897,869
Positions
73,571 536,793 74,943 2,632,944 465,460 737,960 465,399 1,802,081 305,628 254,057 583,033 17,746 335,622 374,225
Changes from: December 18, 2018 Total Change is: -246,917
11,599 -8,747 -63,612 -30,512 28,149 -63,758 -17,108 -15,526 -85,029 3,885 -19,956 -4,774 2,392 -13,665
Percent of Open Interest Represented by Each Category of Trader
1.5 11.0 1.5 53.8 9.5 15.1 9.5 36.8 6.2 5.2 11.9 0.4 6.9 7.6
Number of Traders in Each Category Total Traders: 343
10 45 22 95 53 88 38 61 54 16 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,255,586
Positions
444,229 313,028 661,182 52,880 21,954 88,102 282,054 330,679 480,729 88,913 190,503 98,358 59,139 71,051
Changes from: December 18, 2018 Total Change is: -25,583
13,561 -6,305 24,852 -8,440 -6,502 2,076 -64,892 13,050 -64,037 56,444 11,099 -1,825 16,677 2,008
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 3.2
Number of Traders in Each Category Total Traders: 165
21 37 54 5 6 7 25 41 50 8 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is21,661,065
Positions
4,088,510 1,323,901 4,211,835 369,084 1,506,340 2,003,269 848,366 1,510,828 8,638,355 52,036 460,401 744,201 705,408 1,261,934
Changes from: December 18, 2018 Total Change is: 300,831
-173,125 -68,891 136,389 -264 48,586 -40,841 77,355 -23,562 316,476 -16,740 -53,681 30,444 -28,863 -44,089
Percent of Open Interest Represented by Each Category of Trader
18.9 6.1 19.4 1.7 7.0 9.2 3.9 7.0 39.9 0.2 2.1 3.4 3.3 5.8
Number of Traders in Each Category Total Traders: 306
24 50 70 5 38 43 48 81 111 14 32 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 50,275
Positions
502 38,639 0 20,841 746 394 20,609 5,621 981 2,543 1,665 46 4,360 2,183
Changes from: December 18, 2018 Total Change is: -541
118 0 0 -2,112 -247 -55 2,358 -786 -39 -588 -104 0 -223 690
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 2.0 5.1 3.3 0.1 8.7 4.3
Number of Traders in Each Category Total Traders: 97
. . 0 14 4 . 30 13 12 25 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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