Traders in Financial Futures - Options and Futures Combined 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 190,149
Positions
58,230 393 5,438 31,198 42,606 8,610 28,901 63,827 15,874 9,401 13,212 1,486 31,011 38,702
Changes from: December 24, 2018 Total Change is: 10,395
5,996 11 146 -774 2,056 212 5,077 7,090 -739 7 605 25 445 987
Percent of Open Interest Represented by Each Category of Trader
30.6 0.2 2.9 16.4 22.4 4.5 15.2 33.6 8.3 4.9 6.9 0.8 16.3 20.4
Number of Traders in Each Category Total Traders: 118
9 . 6 11 18 8 20 43 23 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 68,193
Positions
45,175 2,045 12 1,555 16,232 1,073 11,961 23,573 942 0 3,610 0 7,474 20,706
Changes from: December 24, 2018 Total Change is: -2,941
-150 -420 -2 -366 -1,277 -317 -733 991 -5 -540 -327 0 -827 -1,583
Percent of Open Interest Represented by Each Category of Trader
66.2 3.0 0.0 2.3 23.8 1.6 17.5 34.6 1.4 0.0 5.3 0.0 11.0 30.4
Number of Traders in Each Category Total Traders: 46
5 . . . 11 . 9 13 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 253,383
Positions
96,605 9,298 11,147 48,799 98,399 6,173 35,656 44,454 32,330 174 10,194 2,622 19,878 38,766
Changes from: December 24, 2018 Total Change is: 94
-906 -701 534 80 -2,728 -386 1,888 4,502 -39 1 -19 -59 -1,019 -1,009
Percent of Open Interest Represented by Each Category of Trader
38.1 3.7 4.4 19.3 38.8 2.4 14.1 17.5 12.8 0.1 4.0 1.0 7.8 15.3
Number of Traders in Each Category Total Traders: 130
8 6 9 12 31 12 33 29 23 4 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 253,066
Positions
91,304 29,802 6,650 43,352 28,082 15,422 28,374 103,386 25,648 15,142 3,946 2,969 24,205 37,161
Changes from: December 24, 2018 Total Change is: -6,503
-6,197 5,200 1,032 191 -5,744 953 -4,986 -7,831 1,042 3,829 -983 -88 -2,280 -85
Percent of Open Interest Represented by Each Category of Trader
36.1 11.8 2.6 17.1 11.1 6.1 11.2 40.9 10.1 6.0 1.6 1.2 9.6 14.7
Number of Traders in Each Category Total Traders: 118
5 10 8 19 21 13 20 30 26 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 557,374
Positions
42,412 110,673 11,096 306,440 176,610 21,555 24,879 115,499 44,358 18,480 18,002 2,261 85,893 57,321
Changes from: December 24, 2018 Total Change is: -3,493
1,588 2,403 -1,051 790 -1,389 -702 2,156 -2,643 783 653 1,872 34 -7,743 -2,800
Percent of Open Interest Represented by Each Category of Trader
7.6 19.9 2.0 55.0 31.7 3.9 4.5 20.7 8.0 3.3 3.2 0.4 15.4 10.3
Number of Traders in Each Category Total Traders: 290
16 10 14 95 39 50 29 58 37 21 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 141,976
Positions
44,729 4,884 5,464 15,424 36,383 5,453 28,950 29,430 14,713 872 4,374 1,160 25,211 40,115
Changes from: December 24, 2018 Total Change is: 5,162
1,044 -159 345 36 -1,165 653 4,571 2,478 -494 -4 -624 -25 -963 4,153
Percent of Open Interest Represented by Each Category of Trader
31.5 3.4 3.8 10.9 25.6 3.8 20.4 20.7 10.4 0.6 3.1 0.8 17.8 28.3
Number of Traders in Each Category Total Traders: 84
9 4 5 7 18 6 18 21 19 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 151,986
Positions
5,576 56,787 1,214 73,075 9,554 514 56,226 48,970 4,466 5,628 26,499 12 5,275 3,971
Changes from: December 24, 2018 Total Change is: 14,126
-607 3,831 158 9,952 -470 149 4,104 12,193 -567 214 108 1 722 -1,277
Percent of Open Interest Represented by Each Category of Trader
3.7 37.4 0.8 48.1 6.3 0.3 37.0 32.2 2.9 3.7 17.4 0.0 3.5 2.6
Number of Traders in Each Category Total Traders: 129
. 8 . 14 13 . 34 33 11 13 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 29,922
Positions
4,241 319 7 7,053 6,549 23 13,434 12,217 1,598 266 2,740 573 2,726 5,895
Changes from: December 24, 2018 Total Change is: 1,111
909 -3 0 -842 303 -25 1,301 287 3 -1 -52 292 -526 306
Percent of Open Interest Represented by Each Category of Trader
14.2 1.1 0.0 23.6 21.9 0.1 44.9 40.8 5.3 0.9 9.2 1.9 9.1 19.7
Number of Traders in Each Category Total Traders: 65
6 . . 5 12 . 19 17 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 38,140
Positions
10,290 22,199 1,260 7,120 1,414 143 11,116 4,383 1,093 1,766 948 85 5,268 6,616
Changes from: December 24, 2018 Total Change is: -4,928
1,683 -5,421 342 470 -1,109 -34 -3,977 -166 -528 -251 385 -15 -2,618 1,616
Percent of Open Interest Represented by Each Category of Trader
27.0 58.2 3.3 18.7 3.7 0.4 29.1 11.5 2.9 4.6 2.5 0.2 13.8 17.3
Number of Traders in Each Category Total Traders: 82
12 14 . 13 . . 17 13 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 76,280
Positions
20,579 44,398 2,520 14,240 2,828 286 22,231 8,766 2,187 3,533 1,895 169 10,536 13,231
Changes from: December 24, 2018 Total Change is: -9,855
3,366 -10,841 684 940 -2,217 -68 -7,954 -331 -1,056 -503 770 -29 -5,236 3,233
Percent of Open Interest Represented by Each Category of Trader
27.0 58.2 3.3 18.7 3.7 0.4 29.1 11.5 2.9 4.6 2.5 0.2 13.8 17.3
Number of Traders in Each Category Total Traders: 82
12 14 . 13 . . 17 13 9 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 797,299
Positions
32,292 171,293 50,189 261,567 140,679 74,367 58,379 53,781 167,147 29,958 35,504 27,018 96,382 77,321
Changes from: December 24, 2018 Total Change is: -100,631
-2,041 -13,787 975 5,838 -12,375 -2,472 -30,008 -7,719 -61,014 -425 -2,522 -968 -10,517 -749
Percent of Open Interest Represented by Each Category of Trader
4.1 21.5 6.3 32.8 17.6 9.3 7.3 6.7 21.0 3.8 4.5 3.4 12.1 9.7
Number of Traders in Each Category Total Traders: 614
28 46 37 167 104 137 88 87 103 61 32 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 61,008
Positions
10,158 7,324 1,756 4,197 10,149 1,644 5,442 3,018 11,619 2 31 650 25,540 24,817
Changes from: December 24, 2018 Total Change is: -8,003
4,147 3,107 -1,727 -1,019 1,278 -1,964 1,356 725 -8,394 -35 -36 -683 317 -309
Percent of Open Interest Represented by Each Category of Trader
16.7 12.0 2.9 6.9 16.6 2.7 8.9 4.9 19.0 0.0 0.1 1.1 41.9 40.7
Number of Traders in Each Category Total Traders: 40
5 7 6 . 4 . 10 6 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,681,455
Positions
171,025 880,199 181,809 1,312,160 677,962 338,304 285,244 274,371 757,082 149,779 177,364 131,843 354,208 262,520
Changes from: December 24, 2018 Total Change is: -463,142
-14,974 -68,505 -2,459 40,056 -62,497 -8,306 -150,003 -35,405 -269,913 -2,283 -12,767 -1,091 -54,168 -2,201
Percent of Open Interest Represented by Each Category of Trader
4.6 23.9 4.9 35.6 18.4 9.2 7.7 7.5 20.6 4.1 4.8 3.6 9.6 7.1
Number of Traders in Each Category Total Traders: 606
29 45 35 169 101 136 85 86 98 60 30 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 43,118
Positions
14,107 7,361 893 9,681 13,903 817 8,707 8,862 1,977 990 2,524 74 5,871 6,707
Changes from: December 24, 2018 Total Change is: -1,598
6,641 -1,578 556 -257 -349 -299 -4,968 -112 -427 -1,160 233 12 -1,697 365
Percent of Open Interest Represented by Each Category of Trader
32.7 17.1 2.1 22.5 32.2 1.9 20.2 20.6 4.6 2.3 5.9 0.2 13.6 15.6
Number of Traders in Each Category Total Traders: 246
24 18 6 48 43 32 40 45 21 7 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 215,588
Positions
70,537 36,804 4,463 48,406 69,513 4,084 43,533 44,312 9,886 4,950 12,620 371 29,356 33,535
Changes from: December 24, 2018 Total Change is: -7,992
33,204 -7,892 2,781 -1,284 -1,744 -1,493 -24,841 -560 -2,134 -5,799 1,164 61 -8,487 1,826
Percent of Open Interest Represented by Each Category of Trader
32.7 17.1 2.1 22.5 32.2 1.9 20.2 20.6 4.6 2.3 5.9 0.2 13.6 15.6
Number of Traders in Each Category Total Traders: 246
24 18 6 48 43 32 40 45 21 7 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 473,663
Positions
76,091 55,728 14,615 200,158 197,594 37,056 93,243 123,958 10,947 22,048 14,676 133 19,371 18,956
Changes from: December 24, 2018 Total Change is: -15,926
-3,560 -10,634 3,923 -3,938 -418 642 -13,734 -1,356 -1,765 4,326 -216 -323 -1,497 -5,779
Percent of Open Interest Represented by Each Category of Trader
16.1 11.8 3.1 42.3 41.7 7.8 19.7 26.2 2.3 4.7 3.1 0.0 4.1 4.0
Number of Traders in Each Category Total Traders: 276
26 15 6 71 58 46 40 46 26 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,137,410
Positions
9,080 108,223 28,867 469,006 308,869 235,994 41,162 70,247 140,204 28,147 51,129 19,881 165,069 173,996
Changes from: December 24, 2018 Total Change is: 7,954
-676 -1,282 814 -5,382 -6,652 2,172 -2,742 5,330 8,373 217 3,464 -1,575 6,753 -2,691
Percent of Open Interest Represented by Each Category of Trader
0.8 9.5 2.5 41.2 27.2 20.7 3.6 6.2 12.3 2.5 4.5 1.7 14.5 15.3
Number of Traders in Each Category Total Traders: 189
8 18 16 54 32 51 25 28 42 8 16 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,091,244
Positions
13,312 243,600 1,702 659,193 54,352 172,526 28,752 511,416 7,963 49,963 5,460 533 157,300 93,692
Changes from: December 24, 2018 Total Change is: 4,310
1,812 5,001 347 -12,322 -818 -2,231 2,975 8,392 3,349 4,179 -3,324 1 6,200 -6,407
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: 132
4 14 5 56 14 47 11 26 14 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,791,536
Positions
75,244 304,017 14,096 1,133,550 292,528 305,175 519,220 1,265,799 107,555 448,494 333,613 30,023 158,179 138,731
Changes from: December 24, 2018 Total Change is: 62,687
-15,934 28,714 632 -24,666 -17,384 19,154 42,143 16,405 16,142 19,814 9,927 1,872 3,529 -12,775
Percent of Open Interest Represented by Each Category of Trader
2.7 10.9 0.5 40.6 10.5 10.9 18.6 45.3 3.9 16.1 12.0 1.1 5.7 5.0
Number of Traders in Each Category Total Traders: 341
13 34 8 96 35 68 52 59 38 23 29 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,902,587
Positions
139,771 420,292 186,182 2,054,907 809,310 739,624 378,349 1,193,781 584,567 276,579 413,624 98,539 444,069 456,667
Changes from: December 24, 2018 Total Change is: 204,711
-8,786 38,532 22,898 73,251 -1,018 -13,704 33,704 -10,065 53,300 34,773 93,844 26,666 -17,391 -5,741
Percent of Open Interest Represented by Each Category of Trader
2.9 8.6 3.8 41.9 16.5 15.1 7.7 24.4 11.9 5.6 8.4 2.0 9.1 9.3
Number of Traders in Each Category Total Traders: 439
22 42 39 125 63 121 61 77 85 19 30 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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: 14,292
964 9,575 411 6,125 -1,328 4,786 -1,878 8,133 0 4,621 -379 -421 -316 -6,485
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 - Options and Futures Combined 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 5,036,733
Positions
113,046 508,405 89,658 2,631,828 461,083 763,410 508,914 1,932,752 295,148 275,609 576,645 32,067 327,054 377,565
Changes from: December 24, 2018 Total Change is: 138,864
39,476 -28,388 14,715 -1,116 -4,377 25,450 43,515 130,671 -10,480 21,551 -6,389 14,321 -8,568 3,340
Percent of Open Interest Represented by Each Category of Trader
2.2 10.1 1.8 52.3 9.2 15.2 10.1 38.4 5.9 5.5 11.4 0.6 6.5 7.5
Number of Traders in Each Category Total Traders: 354
15 39 23 94 55 88 43 65 56 14 29 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,282,760
Positions
453,357 332,589 670,314 41,911 25,105 95,046 307,411 361,350 451,139 108,385 181,594 106,970 48,226 58,653
Changes from: December 24, 2018 Total Change is: 27,174
9,128 19,561 9,132 -10,969 3,151 6,944 25,358 30,671 -29,590 19,472 -8,909 8,612 -10,913 -12,398
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 4.7 8.0 4.7 2.1 2.6
Number of Traders in Each Category Total Traders: 174
22 41 54 5 6 8 24 48 49 8 11 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is22,024,434
Positions
4,029,964 1,365,250 4,288,715 387,695 1,308,528 2,109,318 842,770 1,587,685 8,858,819 74,989 517,960 729,140 703,024 1,259,019
Changes from: December 24, 2018 Total Change is: 363,369
-58,546 41,349 76,879 18,610 -197,812 106,049 -5,595 76,857 220,464 22,954 57,559 -15,062 -2,384 -2,915
Percent of Open Interest Represented by Each Category of Trader
18.3 6.2 19.5 1.8 5.9 9.6 3.8 7.2 40.2 0.3 2.4 3.3 3.2 5.7
Number of Traders in Each Category Total Traders: 307
25 46 67 7 38 45 38 92 113 14 33 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 52,723
Positions
534 38,639 0 19,507 1,032 373 23,971 7,289 1,359 2,625 1,651 44 4,311 2,337
Changes from: December 24, 2018 Total Change is: 2,448
32 0 0 -1,334 286 -21 3,362 1,668 378 82 -14 -3 -49 154
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: 100
. . 0 13 5 . 31 14 11 25 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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