Traders in Financial Futures - Futures Only Positions as of January 15, 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 155,691
Positions
59,868 2,505 408 31,422 39,402 6,193 12,072 59,858 6,715 9,622 5,680 15 29,376 34,915
Changes from: January 8, 2019 Total Change is: -11,314
-12,577 2,505 347 186 -2,179 573 -940 -4,549 498 -401 -3,836 0 1,000 -4,673
Percent of Open Interest Represented by Each Category of Trader
38.5 1.6 0.3 20.2 25.3 4.0 7.8 38.4 4.3 6.2 3.6 0.0 18.9 22.4
Number of Traders in Each Category Total Traders: 100
12 . 5 11 17 7 16 30 12 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 62,523
Positions
39,666 13,259 0 1,267 12,462 712 12,231 15,325 923 0 1,477 0 7,724 18,365
Changes from: January 8, 2019 Total Change is: -4,577
-4,896 5,200 0 -268 -282 188 1,169 -7,141 -157 0 -398 0 -613 -1,987
Percent of Open Interest Represented by Each Category of Trader
63.4 21.2 0.0 2.0 19.9 1.1 19.6 24.5 1.5 0.0 2.4 0.0 12.4 29.4
Number of Traders in Each Category Total Traders: 51
4 7 0 . 12 . 9 15 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 219,326
Positions
100,091 19,512 1,547 46,502 89,880 3,873 32,839 53,208 4,961 8,767 9,755 311 20,435 36,279
Changes from: January 8, 2019 Total Change is: 8,526
-1,535 10,475 -961 3,826 -4,023 -300 -180 4,727 -1,002 8,695 -169 18 -35 -239
Percent of Open Interest Represented by Each Category of Trader
45.6 8.9 0.7 21.2 41.0 1.8 15.0 24.3 2.3 4.0 4.4 0.1 9.3 16.5
Number of Traders in Each Category Total Traders: 121
9 6 5 10 29 11 27 32 18 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 229,295
Positions
75,869 91,031 3,169 44,815 16,763 11,472 37,230 69,224 5,838 14,629 2,527 100 36,173 29,171
Changes from: January 8, 2019 Total Change is: -1,229
-1,245 20,838 -308 -40 -3,819 562 -3,402 -18,480 1,440 -1,316 -28 3 3,077 -1,437
Percent of Open Interest Represented by Each Category of Trader
33.1 39.7 1.4 19.5 7.3 5.0 16.2 30.2 2.5 6.4 1.1 0.0 15.8 12.7
Number of Traders in Each Category Total Traders: 115
6 11 4 24 12 11 24 28 20 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 525,052
Positions
38,775 139,818 4,970 307,519 161,504 21,945 32,090 111,976 13,633 19,936 17,163 124 86,060 53,919
Changes from: January 8, 2019 Total Change is: 10,507
-2,374 11,049 1,847 2,666 -5,881 4,212 2,520 60 -190 2,558 -725 41 -773 94
Percent of Open Interest Represented by Each Category of Trader
7.4 26.6 0.9 58.6 30.8 4.2 6.1 21.3 2.6 3.8 3.3 0.0 16.4 10.3
Number of Traders in Each Category Total Traders: 278
17 9 13 93 40 43 31 54 24 22 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 30,718
Positions
486 13,757 0 14,388 5,256 1,706 1,131 4,828 0 0 727 5 13,002 4,439
Changes from: January 8, 2019 Total Change is: 258
-119 -121 0 488 -402 -105 0 436 0 0 0 0 -6 450
Percent of Open Interest Represented by Each Category of Trader
1.6 44.8 0.0 46.8 17.1 5.6 3.7 15.7 0.0 0.0 2.4 0.0 42.3 14.5
Number of Traders in Each Category Total Traders: 27
. . 0 14 4 7 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 26,916
Positions
5,654 6,320 642 10,870 9,764 2,081 1,556 2,777 0 0 0 0 6,113 5,332
Changes from: January 8, 2019 Total Change is: -647
107 -111 2 -68 -267 -25 -881 498 0 0 0 0 218 -744
Percent of Open Interest Represented by Each Category of Trader
21.0 23.5 2.4 40.4 36.3 7.7 5.8 10.3 0.0 0.0 0.0 0.0 22.7 19.8
Number of Traders in Each Category Total Traders: 22
. . . 8 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 125,344
Positions
53,299 6,656 2,240 17,932 31,344 2,532 22,343 40,672 3,567 2,927 2,880 68 20,436 35,385
Changes from: January 8, 2019 Total Change is: -2,132
-2,987 428 1,127 1,969 -3,527 -561 -2,019 4,801 5 972 -1,189 0 -638 -3,216
Percent of Open Interest Represented by Each Category of Trader
42.5 5.3 1.8 14.3 25.0 2.0 17.8 32.4 2.8 2.3 2.3 0.1 16.3 28.2
Number of Traders in Each Category Total Traders: 88
9 5 . 10 16 6 17 26 12 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 31,834
Positions
648 16,438 1,000 19,203 10,429 0 9,343 1,119 0 520 1,356 0 1,120 1,492
Changes from: January 8, 2019 Total Change is: 317
-209 -2,065 500 929 1,331 0 -1,057 -533 0 0 756 0 154 328
Percent of Open Interest Represented by Each Category of Trader
2.0 51.6 3.1 60.3 32.8 0.0 29.3 3.5 0.0 1.6 4.3 0.0 3.5 4.7
Number of Traders in Each Category Total Traders: 33
. . . 4 . 0 12 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 190,187
Positions
257 100,935 4,397 97,679 5,673 1,625 73,422 58,533 881 5,030 14,894 223 6,673 3,026
Changes from: January 8, 2019 Total Change is: 29,694
-4,604 22,596 2,946 19,248 -2,223 1,108 12,018 19,610 -1,839 99 -12,437 11 707 -78
Percent of Open Interest Represented by Each Category of Trader
0.1 53.1 2.3 51.4 3.0 0.9 38.6 30.8 0.5 2.6 7.8 0.1 3.5 1.6
Number of Traders in Each Category Total Traders: 150
. 9 . 23 12 . 52 31 8 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 17,453
Positions
2,254 1,540 2,323 664 6,084 0 9,263 5,765 437 250 430 0 2,262 874
Changes from: January 8, 2019 Total Change is: -729
100 122 0 -64 -3,024 0 -1,155 2,436 225 0 -290 0 165 -198
Percent of Open Interest Represented by Each Category of Trader
12.9 8.8 13.3 3.8 34.9 0.0 53.1 33.0 2.5 1.4 2.5 0.0 13.0 5.0
Number of Traders in Each Category Total Traders: 34
. . . . 4 0 10 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 30,350
Positions
7,579 655 106 6,448 5,969 237 10,465 13,981 1,530 102 2,214 608 3,275 5,050
Changes from: January 8, 2019 Total Change is: 546
940 507 99 -639 256 231 -157 188 38 -308 25 -163 505 -635
Percent of Open Interest Represented by Each Category of Trader
25.0 2.2 0.3 21.2 19.7 0.8 34.5 46.1 5.0 0.3 7.3 2.0 10.8 16.6
Number of Traders in Each Category Total Traders: 72
5 . . 6 11 . 20 22 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 18,015
Positions
2,242 10,860 2,995 10,073 1,791 1 1,600 1,140 0 180 0 0 924 1,228
Changes from: January 8, 2019 Total Change is: 3,870
5 0 2,995 1,948 -2 0 -1,251 958 0 0 -115 0 173 34
Percent of Open Interest Represented by Each Category of Trader
12.4 60.3 16.6 55.9 9.9 0.0 8.9 6.3 0.0 1.0 0.0 0.0 5.1 6.8
Number of Traders in Each Category Total Traders: 24
. . . 4 . . 7 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 37,610
Positions
11,045 18,038 776 6,839 2,522 188 11,297 5,852 766 1,238 1,192 0 5,463 8,277
Changes from: January 8, 2019 Total Change is: 382
-545 -1,726 490 -394 1,154 -1 768 -226 31 -258 85 -22 313 598
Percent of Open Interest Represented by Each Category of Trader
29.4 48.0 2.1 18.2 6.7 0.5 30.0 15.6 2.0 3.3 3.2 0.0 14.5 22.0
Number of Traders in Each Category Total Traders: 85
12 15 4 10 . . 20 16 7 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 75,219
Positions
22,090 36,076 1,552 13,677 5,043 375 22,593 11,704 1,531 2,476 2,384 0 10,925 16,554
Changes from: January 8, 2019 Total Change is: 764
-1,090 -3,452 979 -788 2,307 -1 1,536 -452 61 -515 170 -43 625 1,195
Percent of Open Interest Represented by Each Category of Trader
29.4 48.0 2.1 18.2 6.7 0.5 30.0 15.6 2.0 3.3 3.2 0.0 14.5 22.0
Number of Traders in Each Category Total Traders: 85
12 15 4 10 . . 20 16 7 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 29,543
Positions
7,928 24,683 0 19,181 941 922 618 2,352 0 0 446 0 894 199
Changes from: January 8, 2019 Total Change is: -2,795
897 -2,053 0 -3,458 -42 45 -20 -195 0 0 0 0 -259 -550
Percent of Open Interest Represented by Each Category of Trader
26.8 83.5 0.0 64.9 3.2 3.1 2.1 8.0 0.0 0.0 1.5 0.0 3.0 0.7
Number of Traders in Each Category Total Traders: 25
4 5 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 585,987
Positions
37,825 138,881 47,718 261,757 135,310 65,727 45,443 63,257 18,508 25,119 36,439 983 82,907 79,164
Changes from: January 8, 2019 Total Change is: 12,245
6,500 -17,017 13,600 5 472 -2,063 -2,156 8,488 231 -5,821 2,725 -163 2,113 5,973
Percent of Open Interest Represented by Each Category of Trader
6.5 23.7 8.1 44.7 23.1 11.2 7.8 10.8 3.2 4.3 6.2 0.2 14.1 13.5
Number of Traders in Each Category Total Traders: 569
30 42 24 164 100 120 60 100 56 39 32 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 54,945
Positions
21,386 9,512 6,100 2,955 8,803 3 9,732 4,660 500 0 3 9 14,260 25,355
Changes from: January 8, 2019 Total Change is: 6,895
4,996 1,875 1,275 113 -1,031 -30 1,427 431 500 0 0 0 -1,386 3,875
Percent of Open Interest Represented by Each Category of Trader
38.9 17.3 11.1 5.4 16.0 0.0 17.7 8.5 0.9 0.0 0.0 0.0 26.0 46.1
Number of Traders in Each Category Total Traders: 33
7 7 . . . . 7 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 2,655,210
Positions
194,051 758,701 96,232 1,309,964 648,491 312,663 219,550 333,977 49,046 125,597 182,182 4,872 343,235 269,046
Changes from: January 8, 2019 Total Change is: 26,752
35,104 -66,874 34,038 -7,627 431 -3,081 -16,772 41,428 -2,486 -29,103 13,623 -817 17,496 10,490
Percent of Open Interest Represented by Each Category of Trader
7.3 28.6 3.6 49.3 24.4 11.8 8.3 12.6 1.8 4.7 6.9 0.2 12.9 10.1
Number of Traders in Each Category Total Traders: 567
31 41 21 165 99 120 59 101 53 39 31 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 17,244
Positions
4,427 11,684 0 9,955 2,446 1,002 0 967 14 0 0 0 1,846 1,131
Changes from: January 8, 2019 Total Change is: 541
1,290 -318 0 -594 1,447 -455 0 0 0 0 0 0 300 -133
Percent of Open Interest Represented by Each Category of Trader
25.7 67.8 0.0 57.7 14.2 5.8 0.0 5.6 0.1 0.0 0.0 0.0 10.7 6.6
Number of Traders in Each Category Total Traders: 20
. 8 0 4 . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 17,219
Positions
6,242 16,163 1 6,811 376 0 2,100 0 0 836 0 0 1,229 679
Changes from: January 8, 2019 Total Change is: 2,180
2,146 2,454 1 60 0 0 332 -227 0 0 0 0 -359 -48
Percent of Open Interest Represented by Each Category of Trader
36.3 93.9 0.0 39.6 2.2 0.0 12.2 0.0 0.0 4.9 0.0 0.0 7.1 3.9
Number of Traders in Each Category Total Traders: 25
4 7 . 7 . 0 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 18,104
Positions
8,019 7,779 0 5,793 7,480 162 1,902 801 0 0 890 0 2,228 992
Changes from: January 8, 2019 Total Change is: 165
2,634 -1,144 0 -2,120 684 -370 0 801 0 0 0 0 21 194
Percent of Open Interest Represented by Each Category of Trader
44.3 43.0 0.0 32.0 41.3 0.9 10.5 4.4 0.0 0.0 4.9 0.0 12.3 5.5
Number of Traders in Each Category Total Traders: 27
5 6 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 68,893
Positions
15,264 9,471 3,703 35,516 41,397 3,736 1,474 2,660 539 209 2,484 0 8,452 4,903
Changes from: January 8, 2019 Total Change is: -886
-720 367 159 -178 -1,827 621 -574 121 -94 209 0 0 -309 -233
Percent of Open Interest Represented by Each Category of Trader
22.2 13.7 5.4 51.6 60.1 5.4 2.1 3.9 0.8 0.3 3.6 0.0 12.3 7.1
Number of Traders in Each Category Total Traders: 75
9 6 . 29 18 15 . 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 41,781
Positions
19,648 7,861 468 9,344 12,131 865 5,035 9,328 644 1,097 1,881 48 4,631 8,553
Changes from: January 8, 2019 Total Change is: 718
1,438 449 -104 -7 -595 234 -762 831 -121 125 -381 23 -107 384
Percent of Open Interest Represented by Each Category of Trader
47.0 18.8 1.1 22.4 29.0 2.1 12.1 22.3 1.5 2.6 4.5 0.1 11.1 20.5
Number of Traders in Each Category Total Traders: 248
20 22 5 45 42 23 29 58 18 8 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 208,903
Positions
98,242 39,303 2,341 46,718 60,657 4,326 25,174 46,642 3,220 5,487 9,407 241 23,154 42,766
Changes from: January 8, 2019 Total Change is: 3,592
7,190 2,243 -522 -35 -2,973 1,171 -3,809 4,155 -607 626 -1,906 113 -535 1,918
Percent of Open Interest Represented by Each Category of Trader
47.0 18.8 1.1 22.4 29.0 2.1 12.1 22.3 1.5 2.6 4.5 0.1 11.1 20.5
Number of Traders in Each Category Total Traders: 248
20 22 5 45 42 23 29 58 18 8 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 468,375
Positions
83,215 55,599 14,394 216,060 185,671 37,607 73,596 132,132 5,929 19,356 17,656 176 18,042 19,211
Changes from: January 8, 2019 Total Change is: -2,735
5,967 3,347 -1,571 4,149 -9,962 -19 -7,234 4,087 -2,984 -465 1,639 92 -670 2,636
Percent of Open Interest Represented by Each Category of Trader
17.8 11.9 3.1 46.1 39.6 8.0 15.7 28.2 1.3 4.1 3.8 0.0 3.9 4.1
Number of Traders in Each Category Total Traders: 286
26 17 8 70 58 47 37 57 22 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 25,595
Positions
5,008 3,140 171 11,267 1,402 346 2,206 17,099 229 1,393 227 0 4,975 2,981
Changes from: January 8, 2019 Total Change is: 1,376
494 77 -60 -551 -369 -41 1,403 3,257 24 0 -1,241 -8 115 -263
Percent of Open Interest Represented by Each Category of Trader
19.6 12.3 0.7 44.0 5.5 1.4 8.6 66.8 0.9 5.4 0.9 0.0 19.4 11.6
Number of Traders in Each Category Total Traders: 32
. . . 11 . . 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 66,684
Positions
13,074 10,370 2,063 14,891 3,840 1,542 24,490 7,362 1,232 587 1,519 0 8,805 38,756
Changes from: January 8, 2019 Total Change is: 1,704
288 1,043 350 -1,806 -432 49 2,798 2,452 540 -1,362 0 -8 855 -2,290
Percent of Open Interest Represented by Each Category of Trader
19.6 15.6 3.1 22.3 5.8 2.3 36.7 11.0 1.8 0.9 2.3 0.0 13.2 58.1
Number of Traders in Each Category Total Traders: 62
12 4 . 14 5 5 12 11 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 305,225
Positions
38,894 175,395 2,485 218,152 87,135 17,632 13,582 12,737 319 6,003 2,043 0 8,158 7,479
Changes from: January 8, 2019 Total Change is: -6,702
-1,222 355 203 -8,066 -4,202 682 1,390 -4,410 -175 -99 -340 0 585 1,185
Percent of Open Interest Represented by Each Category of Trader
12.7 57.5 0.8 71.5 28.5 5.8 4.4 4.2 0.1 2.0 0.7 0.0 2.7 2.5
Number of Traders in Each Category Total Traders: 155
11 11 4 60 35 25 15 13 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 1,315,048
Positions
98,727 858,640 4,238 962,562 254,665 106,205 78,884 58,568 2,941 30,908 13,167 449 30,134 16,175
Changes from: January 8, 2019 Total Change is: 56,814
6,919 68,907 -752 49,280 -17,156 -1,722 12 7,211 -164 2,783 -391 0 458 881
Percent of Open Interest Represented by Each Category of Trader
7.5 65.3 0.3 73.2 19.4 8.1 6.0 4.5 0.2 2.4 1.0 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 424
27 16 6 177 67 78 63 29 19 35 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 63,000
Positions
25,534 39,006 23,151 5,343 0 305 7,576 0 478 552 0 0 61 60
Changes from: January 8, 2019 Total Change is: -2,301
1,068 1,035 -3,315 -90 0 0 0 0 0 0 0 0 36 -21
Percent of Open Interest Represented by Each Category of Trader
40.5 61.9 36.7 8.5 0.0 0.5 12.0 0.0 0.8 0.9 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 31
4 14 8 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 943,744
Positions
8,805 111,802 237 471,783 333,299 178,713 81,471 103,771 10,162 27,222 44,358 3,594 161,757 157,808
Changes from: January 8, 2019 Total Change is: 8,489
-2,470 6,115 -164 2,081 14,082 -2,379 20,671 -3,342 -2,727 1,494 862 -26 -7,991 -3,932
Percent of Open Interest Represented by Each Category of Trader
0.9 11.8 0.0 50.0 35.3 18.9 8.6 11.0 1.1 2.9 4.7 0.4 17.1 16.7
Number of Traders in Each Category Total Traders: 181
4 22 . 56 30 46 26 24 15 8 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 1,136,876
Positions
11,341 258,107 3,247 692,768 39,449 173,216 24,912 547,226 12,784 54,554 6,166 613 163,441 96,068
Changes from: January 8, 2019 Total Change is: 37,229
2,827 6,574 1,154 27,961 -3,732 -583 1,433 38,268 70 -2,117 -1,721 88 6,396 -2,889
Percent of Open Interest Represented by Each Category of Trader
1.0 22.7 0.3 60.9 3.5 15.2 2.2 48.1 1.1 4.8 0.5 0.1 14.4 8.5
Number of Traders in Each Category Total Traders: 130
4 14 . 61 9 44 8 28 14 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 2,675,462
Positions
95,006 252,116 15,068 1,069,076 368,996 285,813 506,801 1,293,046 87,390 426,306 210,874 22,929 167,073 139,230
Changes from: January 8, 2019 Total Change is: 103,887
9,604 -24,341 -8,779 23,345 5,057 13,245 42,068 79,555 35,634 -16,835 1,150 -374 5,979 2,740
Percent of Open Interest Represented by Each Category of Trader
3.6 9.4 0.6 40.0 13.8 10.7 18.9 48.3 3.3 15.9 7.9 0.9 6.2 5.2
Number of Traders in Each Category Total Traders: 337
18 35 9 97 28 63 57 53 30 23 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 4,076,915
Positions
153,923 380,355 59,265 1,933,456 752,489 661,414 400,010 1,345,867 131,626 268,443 320,707 32,032 436,746 393,160
Changes from: January 8, 2019 Total Change is: -16,216
965 -7,719 7,330 2,773 -8,944 -6,331 -37,743 63,558 11,484 4,470 -43,166 -51 887 -32,377
Percent of Open Interest Represented by Each Category of Trader
3.8 9.3 1.5 47.4 18.5 16.2 9.8 33.0 3.2 6.6 7.9 0.8 10.7 9.6
Number of Traders in Each Category Total Traders: 425
24 41 11 116 64 100 63 74 53 19 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 711,151
Positions
16,312 144,936 1,306 285,389 184,710 82,938 158,189 99,972 4,072 62,097 39,220 500 100,348 153,497
Changes from: January 8, 2019 Total Change is: -1,318
1,965 7,686 61 16,532 -12,174 -2,222 -6,347 4,215 515 -2,926 0 0 -8,896 601
Percent of Open Interest Represented by Each Category of Trader
2.3 20.4 0.2 40.1 26.0 11.7 22.2 14.1 0.6 8.7 5.5 0.1 14.1 21.6
Number of Traders in Each Category Total Traders: 115
. 13 . 30 31 38 13 13 8 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 4,534,842
Positions
91,935 451,623 30,009 2,538,807 486,989 711,176 500,228 1,906,210 74,245 250,934 507,808 6,528 330,980 360,254
Changes from: January 8, 2019 Total Change is: -29,922
-20,079 -21,999 4,886 -7,791 -13,637 -34,998 2,543 36,912 24,372 10,808 -21,840 -1,940 -7,723 -1,678
Percent of Open Interest Represented by Each Category of Trader
2.0 10.0 0.7 56.0 10.7 15.7 11.0 42.0 1.6 5.5 11.2 0.1 7.3 7.9
Number of Traders in Each Category Total Traders: 346
13 35 11 95 54 82 41 65 39 16 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 2,038,912
Positions
509,711 286,706 598,338 24,927 45,402 92,911 238,109 359,243 392,635 59,096 128,227 77,624 45,561 57,826
Changes from: January 8, 2019 Total Change is: 43,479
5,941 14,299 13,594 3,007 34,977 -569 -17,668 -14,896 38,466 -39 -42,763 -5,461 6,208 5,832
Percent of Open Interest Represented by Each Category of Trader
25.0 14.1 29.3 1.2 2.2 4.6 11.7 17.6 19.3 2.9 6.3 3.8 2.2 2.8
Number of Traders in Each Category Total Traders: 167
27 32 55 5 4 5 31 42 50 7 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 is12,319,323
Positions
3,299,510 1,329,917 2,402,791 404,494 1,200,028 1,203,406 1,155,047 1,626,936 2,495,991 118,569 351,901 572,390 667,125 1,135,963
Changes from: January 8, 2019 Total Change is: -480,165
-586,713 -198,808 139,568 -62,735 -105,351 -103,372 101,576 -194,138 -78,698 -55,908 -38,287 112,740 53,377 -13,819
Percent of Open Interest Represented by Each Category of Trader
26.8 10.8 19.5 3.3 9.7 9.8 9.4 13.2 20.3 1.0 2.9 4.6 5.4 9.2
Number of Traders in Each Category Total Traders: 277
27 45 64 10 27 39 33 76 89 10 30 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 30,075
Positions
1,986 8,182 3,869 0 0 0 13,446 7,195 10,171 25 0 0 578 658
Changes from: January 8, 2019 Total Change is: 905
-733 -1,053 736 0 0 0 457 789 344 0 0 0 101 89
Percent of Open Interest Represented by Each Category of Trader
6.6 27.2 12.9 0.0 0.0 0.0 44.7 23.9 33.8 0.1 0.0 0.0 1.9 2.2
Number of Traders in Each Category Total Traders: 28
. 7 6 0 0 0 8 11 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 23,917
Positions
9,381 1,581 5,922 500 0 0 3,005 11,018 3,875 800 0 0 434 1,521
Changes from: January 8, 2019 Total Change is: 5,984
5,610 316 2,743 0 0 0 -1,296 3,047 -546 0 0 0 -527 424
Percent of Open Interest Represented by Each Category of Trader
39.2 6.6 24.8 2.1 0.0 0.0 12.6 46.1 16.2 3.3 0.0 0.0 1.8 6.4
Number of Traders in Each Category Total Traders: 36
5 7 5 . 0 0 9 13 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 28,783
Positions
627 4,397 0 1,374 8,036 0 12,432 11,622 140 14,180 1,235 0 30 3,353
Changes from: January 8, 2019 Total Change is: 761
-9 719 0 0 29 0 731 -130 0 20 0 0 19 143
Percent of Open Interest Represented by Each Category of Trader
2.2 15.3 0.0 4.8 27.9 0.0 43.2 40.4 0.5 49.3 4.3 0.0 0.1 11.6
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 15,449
Positions
5,099 2,223 0 814 2,336 28 9,484 8,355 0 0 407 0 24 2,100
Changes from: January 8, 2019 Total Change is: 844
789 15 0 0 -27 0 38 506 0 0 0 0 17 350
Percent of Open Interest Represented by Each Category of Trader
33.0 14.4 0.0 5.3 15.1 0.2 61.4 54.1 0.0 0.0 2.6 0.0 0.2 13.6
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 4,388
Positions
55 0 0 0 0 0 730 2,220 385 1,378 1,276 0 1,840 507
Changes from: January 8, 2019 Total Change is: 215
0 0 0 0 0 0 -23 -175 183 66 71 0 -11 136
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.0 0.0 0.0 16.6 50.6 8.8 31.4 29.1 0.0 41.9 11.6
Number of Traders in Each Category Total Traders: 42
. 0 0 0 0 0 5 12 4 18 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 4,473
Positions
0 1 80 27 337 0 3,417 2,923 125 110 608 8 706 391
Changes from: January 8, 2019 Total Change is: 709
0 1 80 -138 197 0 807 275 57 -91 6 8 -14 85
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 1.8 0.6 7.5 0.0 76.4 65.3 2.8 2.5 13.6 0.2 15.8 8.7
Number of Traders in Each Category Total Traders: 41
0 . . . 4 0 15 13 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 61,790
Positions
534 38,650 0 13,353 2,654 411 39,036 14,017 1,955 3,152 1,020 27 3,322 3,056
Changes from: January 8, 2019 Total Change is: 835
0 11 0 -3,436 894 -5 3,585 794 381 589 -782 0 -279 -458
Percent of Open Interest Represented by Each Category of Trader
0.9 62.6 0.0 21.6 4.3 0.7 63.2 22.7 3.2 5.1 1.7 0.0 5.4 4.9
Number of Traders in Each Category Total Traders: 107
. . 0 14 8 . 30 19 11 22 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 388,029
Positions
30,105 64,617 22,375 64,826 22,237 18,536 80,890 93,449 123,167 10,530 4,266 13,158 24,442 26,224
Changes from: January 8, 2019 Total Change is: 15,970
8,904 -9,302 6,748 -29,550 -2,973 2,254 6,862 -3,272 25,132 -842 -1,238 -1,375 -2,163 -4
Percent of Open Interest Represented by Each Category of Trader
7.8 16.7 5.8 16.7 5.7 4.8 20.8 24.1 31.7 2.7 1.1 3.4 6.3 6.8
Number of Traders in Each Category Total Traders: 178
10 14 15 18 21 17 51 27 55 17 6 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 15, 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 33,047
Positions
447 750 1,168 14,970 17,714 184 14,233 12,911 97 1,331 171 0 617 52
Changes from: January 8, 2019 Total Change is: 1,598
4 45 0 698 1,539 -2 486 30 0 76 -7 0 336 -7
Percent of Open Interest Represented by Each Category of Trader
1.4 2.3 3.5 45.3 53.6 0.6 43.1 39.1 0.3 4.0 0.5 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 46
. . . 11 . . 6 9 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 12, 2019