Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 167,005
Positions
72,445 0 61 31,236 41,581 5,620 13,012 64,407 6,217 10,023 9,516 15 28,376 39,588
Changes from: December 31, 2018 Total Change is: -3,163
12,168 0 12 1,054 -3,795 47 -17,661 1,789 872 622 -4,082 -2 -275 1,996
Percent of Open Interest Represented by Each Category of Trader
43.4 0.0 0.0 18.7 24.9 3.4 7.8 38.6 3.7 6.0 5.7 0.0 17.0 23.7
Number of Traders in Each Category Total Traders: 102
13 0 . 12 17 7 15 32 12 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 67,100
Positions
44,562 8,059 0 1,535 12,744 524 11,062 22,466 1,080 0 1,875 0 8,337 20,352
Changes from: December 31, 2018 Total Change is: -630
-561 6,014 0 -20 -3,488 -549 -920 -1,107 322 0 -1,735 0 1,098 -87
Percent of Open Interest Represented by Each Category of Trader
66.4 12.0 0.0 2.3 19.0 0.8 16.5 33.5 1.6 0.0 2.8 0.0 12.4 30.3
Number of Traders in Each Category Total Traders: 47
5 4 0 . 11 . 8 15 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 210,800
Positions
101,626 9,037 2,508 42,676 93,903 4,173 33,019 48,481 5,963 72 9,924 293 20,470 36,518
Changes from: December 31, 2018 Total Change is: -1,670
3,382 4,081 -257 -1,681 -4,392 -922 -5,649 379 614 -15 -1,069 165 2,693 -269
Percent of Open Interest Represented by Each Category of Trader
48.2 4.3 1.2 20.2 44.5 2.0 15.7 23.0 2.8 0.0 4.7 0.1 9.7 17.3
Number of Traders in Each Category Total Traders: 115
10 5 4 10 28 10 26 29 18 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 230,524
Positions
77,114 70,193 3,477 44,855 20,582 10,910 40,632 87,704 4,398 15,945 2,555 97 33,096 30,608
Changes from: December 31, 2018 Total Change is: 14,300
-10,681 39,740 2,373 -2,086 -6,570 -466 12,238 -14,257 164 1,930 -2,573 96 10,732 -4,207
Percent of Open Interest Represented by Each Category of Trader
33.5 30.4 1.5 19.5 8.9 4.7 17.6 38.0 1.9 6.9 1.1 0.0 14.4 13.3
Number of Traders in Each Category Total Traders: 115
4 11 4 19 16 11 25 29 16 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 514,545
Positions
41,149 128,769 3,123 304,853 167,385 17,733 29,570 111,916 13,823 17,378 17,888 83 86,833 53,825
Changes from: December 31, 2018 Total Change is: 8,559
610 17,873 871 5,065 -9,031 -1,762 765 -364 -670 -1,247 1,053 -61 4,988 650
Percent of Open Interest Represented by Each Category of Trader
8.0 25.0 0.6 59.2 32.5 3.4 5.7 21.8 2.7 3.4 3.5 0.0 16.9 10.5
Number of Traders in Each Category Total Traders: 273
18 8 13 92 39 45 28 53 21 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,460
Positions
605 13,878 0 13,900 5,658 1,811 1,131 4,392 0 0 727 5 13,008 3,989
Changes from: December 31, 2018 Total Change is: 2,200
3 223 0 3,322 -518 -561 131 3,543 -2 0 0 0 -693 -485
Percent of Open Interest Represented by Each Category of Trader
2.0 45.6 0.0 45.6 18.6 5.9 3.7 14.4 0.0 0.0 2.4 0.0 42.7 13.1
Number of Traders in Each Category Total Traders: 29
. . 0 15 5 7 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,563
Positions
5,547 6,431 640 10,938 10,031 2,106 2,437 2,279 0 0 0 0 5,895 6,076
Changes from: December 31, 2018 Total Change is: -789
-71 -25 13 14 -2,216 -5 -564 1,027 0 0 0 0 -176 417
Percent of Open Interest Represented by Each Category of Trader
20.1 23.3 2.3 39.7 36.4 7.6 8.8 8.3 0.0 0.0 0.0 0.0 21.4 22.0
Number of Traders in Each Category Total Traders: 21
. . . 7 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 127,476
Positions
56,286 6,228 1,113 15,963 34,871 3,093 24,362 35,871 3,562 1,955 4,069 68 21,074 38,601
Changes from: December 31, 2018 Total Change is: 5,048
10,962 2,122 -420 2,346 -3,895 239 -7,808 6,904 -32 814 283 46 -1,099 -199
Percent of Open Interest Represented by Each Category of Trader
44.2 4.9 0.9 12.5 27.4 2.4 19.1 28.1 2.8 1.5 3.2 0.1 16.5 30.3
Number of Traders in Each Category Total Traders: 91
10 5 . 6 20 5 22 21 11 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 31,517
Positions
857 18,503 500 18,274 9,098 0 10,400 1,652 0 520 600 0 966 1,164
Changes from: December 31, 2018 Total Change is: -3,500
-347 -10,156 0 0 7,213 -29 -3,074 -166 -3 0 72 0 -47 -431
Percent of Open Interest Represented by Each Category of Trader
2.7 58.7 1.6 58.0 28.9 0.0 33.0 5.2 0.0 1.6 1.9 0.0 3.1 3.7
Number of Traders in Each Category Total Traders: 32
. 4 . 4 4 0 12 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 160,493
Positions
4,861 78,339 1,451 78,431 7,896 517 61,404 38,923 2,720 4,931 27,331 212 5,966 3,104
Changes from: December 31, 2018 Total Change is: 9,258
-715 21,439 444 5,383 -1,658 3 5,000 -10,093 -1,095 -703 840 211 730 -833
Percent of Open Interest Represented by Each Category of Trader
3.0 48.8 0.9 48.9 4.9 0.3 38.3 24.3 1.7 3.1 17.0 0.1 3.7 1.9
Number of Traders in Each Category Total Traders: 138
. 9 . 18 12 . 42 33 7 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 18,182
Positions
2,154 1,418 2,323 728 9,108 0 10,418 3,329 212 250 720 0 2,097 1,072
Changes from: December 31, 2018 Total Change is: -3,302
-460 1,055 460 728 -1,173 0 -2,470 -1,360 -1,756 150 -124 0 46 -404
Percent of Open Interest Represented by Each Category of Trader
11.8 7.8 12.8 4.0 50.1 0.0 57.3 18.3 1.2 1.4 4.0 0.0 11.5 5.9
Number of Traders in Each Category Total Traders: 34
. . . 4 5 0 12 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 29,804
Positions
6,639 148 7 7,087 5,713 6 10,622 13,793 1,492 410 2,189 771 2,770 5,685
Changes from: December 31, 2018 Total Change is: 164
2,621 109 0 34 -836 -17 -2,812 1,576 -106 144 -551 198 102 -209
Percent of Open Interest Represented by Each Category of Trader
22.3 0.5 0.0 23.8 19.2 0.0 35.6 46.3 5.0 1.4 7.3 2.6 9.3 19.1
Number of Traders in Each Category Total Traders: 76
8 . . 6 10 . 20 24 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,145
Positions
2,237 10,860 0 8,125 1,793 1 2,851 182 0 180 115 0 751 1,194
Changes from: December 31, 2018 Total Change is: -815
0 0 0 -721 49 0 -434 -543 0 60 -105 0 280 -216
Percent of Open Interest Represented by Each Category of Trader
15.8 76.8 0.0 57.4 12.7 0.0 20.2 1.3 0.0 1.3 0.8 0.0 5.3 8.4
Number of Traders in Each Category Total Traders: 20
. . 0 . . . 9 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 37,228
Positions
11,590 19,764 287 7,233 1,368 188 10,529 6,078 735 1,496 1,107 22 5,150 7,680
Changes from: December 31, 2018 Total Change is: 364
1,214 -2,398 -729 113 -46 45 -659 1,775 238 -30 290 22 152 1,168
Percent of Open Interest Represented by Each Category of Trader
31.1 53.1 0.8 19.4 3.7 0.5 28.3 16.3 2.0 4.0 3.0 0.1 13.8 20.6
Number of Traders in Each Category Total Traders: 86
13 13 . 14 . . 17 16 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 74,455
Positions
23,180 39,528 573 14,465 2,736 376 21,057 12,156 1,470 2,991 2,214 43 10,300 15,359
Changes from: December 31, 2018 Total Change is: 728
2,427 -4,795 -1,457 225 -92 90 -1,318 3,549 475 -60 579 43 303 2,336
Percent of Open Interest Represented by Each Category of Trader
31.1 53.1 0.8 19.4 3.7 0.5 28.3 16.3 2.0 4.0 3.0 0.1 13.8 20.6
Number of Traders in Each Category Total Traders: 86
13 13 . 14 . . 17 16 8 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 32,338
Positions
7,031 26,736 0 22,639 983 877 638 2,547 0 0 446 0 1,153 749
Changes from: December 31, 2018 Total Change is: -50
-17 1,678 0 1,136 -241 -1,328 233 -152 0 0 0 0 -74 -7
Percent of Open Interest Represented by Each Category of Trader
21.7 82.7 0.0 70.0 3.0 2.7 2.0 7.9 0.0 0.0 1.4 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 24
. 6 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 573,742
Positions
31,325 155,897 34,118 261,752 134,838 67,790 47,599 54,769 18,277 30,940 33,715 1,147 80,794 73,191
Changes from: December 31, 2018 Total Change is: -2,026
-3,397 -17,162 10,729 1,042 -5,631 -2,298 -12,274 -847 3,027 -1,551 -1,859 -104 2,801 12,120
Percent of Open Interest Represented by Each Category of Trader
5.5 27.2 5.9 45.6 23.5 11.8 8.3 9.5 3.2 5.4 5.9 0.2 14.1 12.8
Number of Traders in Each Category Total Traders: 572
27 45 22 160 106 125 70 90 54 40 32 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 48,050
Positions
16,390 7,637 4,825 2,842 9,834 33 8,305 4,229 0 0 3 9 15,646 21,480
Changes from: December 31, 2018 Total Change is: 11,259
6,282 483 4,100 -1,355 0 0 3,410 1,429 -200 0 0 0 -978 5,447
Percent of Open Interest Represented by Each Category of Trader
34.1 15.9 10.0 5.9 20.5 0.1 17.3 8.8 0.0 0.0 0.0 0.0 32.6 44.7
Number of Traders in Each Category Total Traders: 30
5 7 . . 4 . 6 5 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,628,458
Positions
158,947 825,575 62,194 1,317,591 648,060 315,744 236,322 292,549 51,532 154,700 168,559 5,689 325,739 258,556
Changes from: December 31, 2018 Total Change is: -66,426
-24,230 -64,058 8,976 9,714 -30,426 -9,218 -59,694 7,348 -2,593 -7,754 -9,297 -521 18,894 33,363
Percent of Open Interest Represented by Each Category of Trader
6.0 31.4 2.4 50.1 24.7 12.0 9.0 11.1 2.0 5.9 6.4 0.2 12.4 9.8
Number of Traders in Each Category Total Traders: 570
28 44 19 162 105 124 68 91 51 40 31 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 16,703
Positions
3,137 12,002 0 10,549 999 1,457 0 967 14 0 0 0 1,546 1,264
Changes from: December 31, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.8 71.9 0.0 63.2 6.0 8.7 0.0 5.8 0.1 0.0 0.0 0.0 9.3 7.6
Number of Traders in Each Category Total Traders: 21
. 8 0 6 . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,039
Positions
4,096 13,709 0 6,751 376 0 1,768 227 0 836 0 0 1,588 727
Changes from: December 31, 2018 Total Change is: -2,177
-127 -2,602 -7 -2,247 0 0 -50 227 0 0 0 0 254 205
Percent of Open Interest Represented by Each Category of Trader
27.2 91.2 0.0 44.9 2.5 0.0 11.8 1.5 0.0 5.6 0.0 0.0 10.6 4.8
Number of Traders in Each Category Total Traders: 23
. 6 0 7 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,939
Positions
5,385 8,923 0 7,913 6,796 532 1,902 0 0 0 890 0 2,207 798
Changes from: December 31, 2018 Total Change is: -1,001
-685 -904 0 -564 482 0 458 0 0 0 0 0 -210 -579
Percent of Open Interest Represented by Each Category of Trader
30.0 49.7 0.0 44.1 37.9 3.0 10.6 0.0 0.0 0.0 5.0 0.0 12.3 4.4
Number of Traders in Each Category Total Traders: 26
. 8 0 8 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 69,779
Positions
15,984 9,104 3,544 35,694 43,224 3,115 2,048 2,539 633 0 2,484 0 8,761 5,136
Changes from: December 31, 2018 Total Change is: -26
-277 -170 424 2,412 -751 -269 -1,526 416 80 0 30 0 -870 214
Percent of Open Interest Represented by Each Category of Trader
22.9 13.0 5.1 51.2 61.9 4.5 2.9 3.6 0.9 0.0 3.6 0.0 12.6 7.4
Number of Traders in Each Category Total Traders: 79
9 6 . 30 21 15 4 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 41,062
Positions
18,210 7,412 573 9,351 12,726 631 5,797 8,497 765 972 2,263 26 4,738 8,170
Changes from: December 31, 2018 Total Change is: 264
4,103 58 -278 -322 -1,169 -158 -2,562 -402 215 4 146 -39 -700 1,891
Percent of Open Interest Represented by Each Category of Trader
44.3 18.1 1.4 22.8 31.0 1.5 14.1 20.7 1.9 2.4 5.5 0.1 11.5 19.9
Number of Traders in Each Category Total Traders: 232
21 20 5 43 40 24 30 51 15 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 205,311
Positions
91,052 37,060 2,863 46,753 63,630 3,155 28,983 42,487 3,827 4,861 11,313 128 23,689 40,848
Changes from: December 31, 2018 Total Change is: 1,322
20,513 289 -1,391 -1,608 -5,844 -789 -12,808 -2,011 1,077 22 729 -194 -3,500 9,456
Percent of Open Interest Represented by Each Category of Trader
44.3 18.1 1.4 22.8 31.0 1.5 14.1 20.7 1.9 2.4 5.5 0.1 11.5 19.9
Number of Traders in Each Category Total Traders: 232
21 20 5 43 40 24 30 51 15 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 471,110
Positions
77,248 52,252 15,965 211,911 195,633 37,626 80,830 128,045 8,913 19,821 16,017 84 18,712 16,575
Changes from: December 31, 2018 Total Change is: 144
1,103 -3,476 1,462 11,753 -1,961 570 -12,104 4,351 124 -2,227 1,341 -49 -488 -2,218
Percent of Open Interest Represented by Each Category of Trader
16.4 11.1 3.4 45.0 41.5 8.0 17.2 27.2 1.9 4.2 3.4 0.0 4.0 3.5
Number of Traders in Each Category Total Traders: 281
25 17 7 70 59 47 37 52 22 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 24,219
Positions
4,514 3,063 231 11,818 1,771 387 803 13,842 205 1,393 1,468 8 4,860 3,244
Changes from: December 31, 2018 Total Change is: 3,757
3,191 63 -53 419 -115 -32 121 4,395 205 0 -423 1 -95 -284
Percent of Open Interest Represented by Each Category of Trader
18.6 12.6 1.0 48.8 7.3 1.6 3.3 57.2 0.8 5.8 6.1 0.0 20.1 13.4
Number of Traders in Each Category Total Traders: 34
. . . 12 4 . 4 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 64,980
Positions
12,786 9,327 1,713 16,697 4,272 1,493 21,692 4,910 692 1,949 1,519 8 7,950 41,046
Changes from: December 31, 2018 Total Change is: 3,090
-698 2,618 -170 65 151 -848 5,004 -1,021 36 -497 0 1 197 2,323
Percent of Open Interest Represented by Each Category of Trader
19.7 14.4 2.6 25.7 6.6 2.3 33.4 7.6 1.1 3.0 2.3 0.0 12.2 63.2
Number of Traders in Each Category Total Traders: 68
14 . . 17 6 7 14 9 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 311,927
Positions
40,116 175,040 2,282 226,218 91,337 16,950 12,192 17,147 494 6,102 2,383 0 7,573 6,294
Changes from: December 31, 2018 Total Change is: 4,050
5,065 9,463 30 1,796 -1,828 -219 -3,523 -3,354 294 -8 -231 0 615 -105
Percent of Open Interest Represented by Each Category of Trader
12.9 56.1 0.7 72.5 29.3 5.4 3.9 5.5 0.2 2.0 0.8 0.0 2.4 2.0
Number of Traders in Each Category Total Traders: 161
13 12 4 58 38 26 13 16 5 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,258,234
Positions
91,808 789,733 4,990 913,282 271,821 107,927 78,872 51,357 3,105 28,125 13,558 449 29,676 15,294
Changes from: December 31, 2018 Total Change is: 40,938
5,141 40,631 -738 34,935 -18,049 152 -5,419 18,172 -140 4,806 -391 58 2,143 1,243
Percent of Open Interest Represented by Each Category of Trader
7.3 62.8 0.4 72.6 21.6 8.6 6.3 4.1 0.2 2.2 1.1 0.0 2.4 1.2
Number of Traders in Each Category Total Traders: 417
25 18 7 177 70 78 57 30 16 29 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 65,301
Positions
24,466 37,971 26,466 5,433 0 305 7,576 0 478 552 0 0 25 81
Changes from: December 31, 2018 Total Change is: 703
407 1,019 -294 0 0 0 590 0 0 0 0 0 0 -22
Percent of Open Interest Represented by Each Category of Trader
37.5 58.1 40.5 8.3 0.0 0.5 11.6 0.0 0.7 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 14 9 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 935,255
Positions
11,275 105,687 401 469,702 319,217 181,092 60,800 107,113 12,889 25,728 43,496 3,620 169,748 161,740
Changes from: December 31, 2018 Total Change is: -8,412
-28 -9,078 -1,533 -22,059 2,168 -2,896 539 15,963 2,220 859 -9,402 -760 15,246 -5,094
Percent of Open Interest Represented by Each Category of Trader
1.2 11.3 0.0 50.2 34.1 19.4 6.5 11.5 1.4 2.8 4.7 0.4 18.1 17.3
Number of Traders in Each Category Total Traders: 183
5 19 . 58 29 45 22 31 15 8 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,099,647
Positions
8,514 251,533 2,093 664,807 43,181 173,799 23,479 508,958 12,714 56,671 7,887 525 157,045 98,957
Changes from: December 31, 2018 Total Change is: 8,625
-4,798 7,933 391 5,620 -11,171 1,273 -5,349 -2,459 4,915 6,708 2,427 -8 -127 5,324
Percent of Open Interest Represented by Each Category of Trader
0.8 22.9 0.2 60.5 3.9 15.8 2.1 46.3 1.2 5.2 0.7 0.0 14.3 9.0
Number of Traders in Each Category Total Traders: 130
. 14 . 61 10 46 9 27 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,571,575
Positions
85,402 276,457 23,847 1,045,731 363,939 272,568 464,733 1,213,491 51,756 443,141 209,724 23,303 161,094 136,490
Changes from: December 31, 2018 Total Change is: -181,197
10,028 -27,560 9,881 -85,030 71,700 -31,070 -55,372 -46,460 -26,957 -5,353 -129,015 -1,594 4,270 -122
Percent of Open Interest Represented by Each Category of Trader
3.3 10.8 0.9 40.7 14.2 10.6 18.1 47.2 2.0 17.2 8.2 0.9 6.3 5.3
Number of Traders in Each Category Total Traders: 339
12 37 9 91 34 64 56 61 33 21 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,093,131
Positions
152,958 388,074 51,935 1,930,683 761,433 667,745 437,753 1,282,309 120,142 263,973 363,873 32,083 435,859 425,537
Changes from: December 31, 2018 Total Change is: 48,617
25,868 -2,672 -6,841 -78,843 -5,700 15,171 31,950 67,110 16,997 8,989 -46,823 18,521 16,805 -7,146
Percent of Open Interest Represented by Each Category of Trader
3.7 9.5 1.3 47.2 18.6 16.3 10.7 31.3 2.9 6.4 8.9 0.8 10.6 10.4
Number of Traders in Each Category Total Traders: 426
24 45 12 111 66 103 66 73 42 19 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 712,469
Positions
14,347 137,250 1,245 268,857 196,884 85,160 164,536 95,757 3,557 65,023 39,220 500 109,244 152,896
Changes from: December 31, 2018 Total Change is: 1,034
-3,513 8,127 -1,270 11,289 -9,658 -1,877 6,612 4,702 -368 3,962 1,434 -1,900 -11,901 1,844
Percent of Open Interest Represented by Each Category of Trader
2.0 19.3 0.2 37.7 27.6 12.0 23.1 13.4 0.5 9.1 5.5 0.1 15.3 21.5
Number of Traders in Each Category Total Traders: 112
. 12 . 28 33 37 13 12 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,564,764
Positions
112,014 473,622 25,123 2,546,598 500,626 746,174 497,685 1,869,298 49,873 240,126 529,648 8,468 338,703 361,932
Changes from: December 31, 2018 Total Change is: -130,491
-10,166 -29,617 -719 -130,118 43,952 42,609 -10,093 -94,090 -37,497 -7,334 -52,554 4,746 18,081 -7,321
Percent of Open Interest Represented by Each Category of Trader
2.5 10.4 0.6 55.8 11.0 16.3 10.9 41.0 1.1 5.3 11.6 0.2 7.4 7.9
Number of Traders in Each Category Total Traders: 341
14 34 9 92 56 83 39 63 29 13 30 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,995,433
Positions
503,770 272,407 584,744 21,920 10,425 93,480 255,777 374,139 354,169 59,135 170,990 83,085 39,353 51,994
Changes from: December 31, 2018 Total Change is: -286,547
50,413 -60,182 -85,570 -19,991 -14,680 -1,566 -51,354 12,789 -96,769 -49,400 -10,354 -23,735 -8,575 -6,480
Percent of Open Interest Represented by Each Category of Trader
25.2 13.7 29.3 1.1 0.5 4.7 12.8 18.7 17.7 3.0 8.6 4.2 2.0 2.6
Number of Traders in Each Category Total Traders: 171
25 34 54 6 4 5 32 45 46 7 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,799,488
Positions
3,886,223 1,528,725 2,263,223 467,229 1,305,379 1,306,778 1,053,471 1,821,074 2,574,689 174,477 390,188 459,650 613,748 1,149,782
Changes from: December 31, 2018 Total Change is: 108,679
-277,854 180,455 100,367 71,710 -60,204 -64,535 50,056 -216,044 230,766 79,270 26,720 -31,994 -49,107 -56,852
Percent of Open Interest Represented by Each Category of Trader
30.4 11.9 17.7 3.7 10.2 10.2 8.2 14.2 20.1 1.4 3.0 3.6 4.8 9.0
Number of Traders in Each Category Total Traders: 285
27 44 62 11 29 42 34 79 92 13 27 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 29,170
Positions
2,719 9,235 3,133 0 0 0 12,989 6,406 9,827 25 0 0 477 569
Changes from: December 31, 2018 Total Change is: -2,968
1,180 -2,606 683 0 0 0 -3,968 -132 -1,126 0 0 0 263 213
Percent of Open Interest Represented by Each Category of Trader
9.3 31.7 10.7 0.0 0.0 0.0 44.5 22.0 33.7 0.1 0.0 0.0 1.6 2.0
Number of Traders in Each Category Total Traders: 27
. 6 5 0 0 0 8 11 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 17,933
Positions
3,771 1,265 3,179 500 0 0 4,301 7,971 4,421 800 0 0 961 1,097
Changes from: December 31, 2018 Total Change is: -23,349
-5,493 -6,722 -769 0 0 0 -11,995 -9,417 -4,799 -225 0 0 -68 -1,642
Percent of Open Interest Represented by Each Category of Trader
21.0 7.1 17.7 2.8 0.0 0.0 24.0 44.4 24.7 4.5 0.0 0.0 5.4 6.1
Number of Traders in Each Category Total Traders: 31
4 5 5 . 0 0 9 11 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 28,022
Positions
636 3,678 0 1,374 8,007 0 11,701 11,752 140 14,160 1,235 0 11 3,210
Changes from: December 31, 2018 Total Change is: 469
286 803 0 179 -27 -23 654 -101 0 -615 0 0 -12 -183
Percent of Open Interest Represented by Each Category of Trader
2.3 13.1 0.0 4.9 28.6 0.0 41.8 41.9 0.5 50.5 4.4 0.0 0.0 11.5
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 14,605
Positions
4,310 2,208 0 814 2,363 28 9,446 7,849 0 0 407 0 7 1,750
Changes from: December 31, 2018 Total Change is: -1,041
183 9 0 297 -64 16 -1,529 -910 0 0 0 0 -8 -92
Percent of Open Interest Represented by Each Category of Trader
29.5 15.1 0.0 5.6 16.2 0.2 64.7 53.7 0.0 0.0 2.8 0.0 0.0 12.0
Number of Traders in Each Category Total Traders: 28
. . 0 . 8 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,173
Positions
55 0 0 0 0 0 753 2,395 202 1,312 1,205 0 1,851 371
Changes from: December 31, 2018 Total Change is: 85
0 0 0 0 0 0 92 111 2 17 29 0 -26 -57
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.0 0.0 0.0 18.0 57.4 4.8 31.4 28.9 0.0 44.4 8.9
Number of Traders in Each Category Total Traders: 43
. 0 0 0 0 0 6 13 . 17 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,764
Positions
0 0 0 165 140 0 2,610 2,648 68 201 602 0 720 306
Changes from: December 31, 2018 Total Change is: 56
-49 0 -1 85 0 0 158 259 -154 96 -72 -4 -75 28
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 4.4 3.7 0.0 69.3 70.4 1.8 5.3 16.0 0.0 19.1 8.1
Number of Traders in Each Category Total Traders: 43
0 0 0 . . 0 14 15 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 60,955
Positions
534 38,639 0 16,789 1,760 416 35,451 13,223 1,574 2,563 1,802 27 3,601 3,514
Changes from: December 31, 2018 Total Change is: 8,256
0 0 0 -2,718 728 43 11,485 5,934 217 -76 151 0 -695 1,183
Percent of Open Interest Represented by Each Category of Trader
0.9 63.4 0.0 27.5 2.9 0.7 58.2 21.7 2.6 4.2 3.0 0.0 5.9 5.8
Number of Traders in Each Category Total Traders: 105
. . 0 13 8 . 30 20 11 18 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 372,059
Positions
21,201 73,919 15,627 94,376 25,210 16,282 74,028 96,721 98,035 11,372 5,504 14,533 26,605 26,228
Changes from: December 31, 2018 Total Change is: 2,576
6,663 -48 234 5,282 2,699 1,315 -7,841 -1,190 5,112 -688 -2,335 -2,102 -5,399 -1,109
Percent of Open Interest Represented by Each Category of Trader
5.7 19.9 4.2 25.4 6.8 4.4 19.9 26.0 26.3 3.1 1.5 3.9 7.2 7.0
Number of Traders in Each Category Total Traders: 190
12 14 16 29 22 17 44 34 50 10 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 31,449
Positions
443 705 1,168 14,272 16,175 186 13,747 12,881 97 1,255 178 0 281 59
Changes from: December 31, 2018 Total Change is: -1,103
73 -69 0 91 -1,538 -8 -1,337 529 0 0 -1 0 78 -16
Percent of Open Interest Represented by Each Category of Trader
1.4 2.2 3.7 45.4 51.4 0.6 43.7 41.0 0.3 4.0 0.6 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 44
. . . 12 . . 5 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 8, 2019