Traders in Financial Futures - Futures Only Positions as of January 29, 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 151,146
Positions
57,675 1,662 596 29,868 37,246 6,583 9,499 59,083 6,481 12,921 4,267 10 27,513 35,218
Changes from: January 22, 2019 Total Change is: 136
811 -676 80 -540 -799 288 -626 1,102 -13 1,701 662 -379 -1,186 -129
Percent of Open Interest Represented by Each Category of Trader
38.2 1.1 0.4 19.8 24.6 4.4 6.3 39.1 4.3 8.5 2.8 0.0 18.2 23.3
Number of Traders in Each Category Total Traders: 100
11 . 5 14 17 9 14 27 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 65,004
Positions
39,342 8,995 142 1,438 17,357 1,039 13,358 14,876 1,024 0 1,644 0 8,661 19,927
Changes from: January 22, 2019 Total Change is: 1,909
24 -1,675 -20 180 1,966 494 789 1,300 44 0 146 0 398 -346
Percent of Open Interest Represented by Each Category of Trader
60.5 13.8 0.2 2.2 26.7 1.6 20.5 22.9 1.6 0.0 2.5 0.0 13.3 30.7
Number of Traders in Each Category Total Traders: 54
5 6 . . 13 . 11 15 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 206,696
Positions
64,086 30,426 4,795 48,092 69,377 4,395 41,300 48,431 7,874 11,373 8,601 284 24,497 32,513
Changes from: January 22, 2019 Total Change is: -3,949
-21,553 7,970 2,146 423 -11,227 1,297 10,077 -1,438 1,685 1,248 -624 29 699 -3,787
Percent of Open Interest Represented by Each Category of Trader
31.0 14.7 2.3 23.3 33.6 2.1 20.0 23.4 3.8 5.5 4.2 0.1 11.9 15.7
Number of Traders in Each Category Total Traders: 120
7 8 6 11 24 11 27 34 17 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 204,816
Positions
72,829 94,347 3,283 38,614 15,996 11,302 28,909 42,997 6,094 13,965 2,231 29 29,791 28,537
Changes from: January 22, 2019 Total Change is: -7,747
-1,010 -1,280 193 -3,301 -342 390 -85 -6,943 410 0 -301 1 -4,345 125
Percent of Open Interest Represented by Each Category of Trader
35.6 46.1 1.6 18.9 7.8 5.5 14.1 21.0 3.0 6.8 1.1 0.0 14.5 13.9
Number of Traders in Each Category Total Traders: 106
. 12 . 22 14 14 24 24 20 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 527,521
Positions
39,153 137,473 4,743 310,178 159,653 22,627 28,376 112,108 14,919 17,808 17,562 222 89,495 58,214
Changes from: January 22, 2019 Total Change is: 345
-78 -450 -285 -365 -3,090 -219 473 -700 2,137 -655 25 57 -720 2,870
Percent of Open Interest Represented by Each Category of Trader
7.4 26.1 0.9 58.8 30.3 4.3 5.4 21.3 2.8 3.4 3.3 0.0 17.0 11.0
Number of Traders in Each Category Total Traders: 268
18 9 14 92 38 43 30 48 23 17 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 28,954
Positions
0 13,492 0 11,552 4,740 2,761 1,910 747 0 0 727 5 12,726 6,482
Changes from: January 22, 2019 Total Change is: 1
-423 -125 0 -609 33 178 779 -1,132 0 0 0 0 76 1,047
Percent of Open Interest Represented by Each Category of Trader
0.0 46.6 0.0 39.9 16.4 9.5 6.6 2.6 0.0 0.0 2.5 0.0 44.0 22.4
Number of Traders in Each Category Total Traders: 24
0 . 0 13 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 27,498
Positions
5,954 6,316 646 10,520 9,339 2,084 936 2,928 0 0 0 0 7,358 6,185
Changes from: January 22, 2019 Total Change is: -176
-28 0 0 -31 -46 0 -521 134 0 0 0 0 404 -264
Percent of Open Interest Represented by Each Category of Trader
21.7 23.0 2.3 38.3 34.0 7.6 3.4 10.6 0.0 0.0 0.0 0.0 26.8 22.5
Number of Traders in Each Category Total Traders: 21
. . . 8 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 121,855
Positions
48,573 8,089 1,923 18,898 33,385 2,625 22,331 34,963 3,451 3,935 3,864 39 20,080 33,516
Changes from: January 22, 2019 Total Change is: 1,339
-2,735 451 -184 2,029 2,258 261 2,547 538 -66 1,008 -124 1 -1,522 -1,796
Percent of Open Interest Represented by Each Category of Trader
39.9 6.6 1.6 15.5 27.4 2.2 18.3 28.7 2.8 3.2 3.2 0.0 16.5 27.5
Number of Traders in Each Category Total Traders: 88
9 6 . 8 16 6 18 24 13 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 32,159
Positions
0 22,391 500 26,316 1,135 0 3,341 5,387 0 520 1,758 0 1,482 988
Changes from: January 22, 2019 Total Change is: 5,081
0 4,324 -459 6,890 -569 -3 -1,652 1,385 0 0 652 0 305 -249
Percent of Open Interest Represented by Each Category of Trader
0.0 69.6 1.6 81.8 3.5 0.0 10.4 16.8 0.0 1.6 5.5 0.0 4.6 3.1
Number of Traders in Each Category Total Traders: 33
0 6 . 6 . 0 9 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 214,141
Positions
636 116,751 800 113,597 6,544 1,388 83,820 68,790 577 6,320 15,758 215 6,788 3,318
Changes from: January 22, 2019 Total Change is: 7,942
342 7,392 0 5,906 -154 0 1,853 248 -147 581 769 37 -630 -203
Percent of Open Interest Represented by Each Category of Trader
0.3 54.5 0.4 53.0 3.1 0.6 39.1 32.1 0.3 3.0 7.4 0.1 3.2 1.5
Number of Traders in Each Category Total Traders: 157
. 9 . 23 13 . 55 30 6 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 14,316
Positions
2,354 1,602 0 527 3,480 0 8,073 6,988 780 250 434 0 2,332 1,032
Changes from: January 22, 2019 Total Change is: -1,751
0 28 -2,323 9 828 0 393 -445 201 0 -46 0 -31 6
Percent of Open Interest Represented by Each Category of Trader
16.4 11.2 0.0 3.7 24.3 0.0 56.4 48.8 5.4 1.7 3.0 0.0 16.3 7.2
Number of Traders in Each Category Total Traders: 37
. . 0 . 4 0 12 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 31,684
Positions
8,252 347 93 7,120 6,013 103 10,339 14,161 1,810 230 3,930 336 3,401 4,891
Changes from: January 22, 2019 Total Change is: -1,405
-1,169 -295 -7 679 -1,093 103 -1,725 -138 50 230 353 20 414 -398
Percent of Open Interest Represented by Each Category of Trader
26.0 1.1 0.3 22.5 19.0 0.3 32.6 44.7 5.7 0.7 12.4 1.1 10.7 15.4
Number of Traders in Each Category Total Traders: 73
6 . . 7 9 . 21 23 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 23,430
Positions
2,242 10,860 5,995 12,851 1,791 1 684 3,056 0 0 480 0 1,657 1,247
Changes from: January 22, 2019 Total Change is: 1,762
0 0 0 1,342 0 0 -262 1,234 0 0 480 0 682 48
Percent of Open Interest Represented by Each Category of Trader
9.6 46.4 25.6 54.8 7.6 0.0 2.9 13.0 0.0 0.0 2.0 0.0 7.1 5.3
Number of Traders in Each Category Total Traders: 22
. . . 5 . . 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 39,174
Positions
12,615 17,278 747 7,774 3,138 202 9,265 6,613 1,516 1,308 1,318 0 5,748 8,363
Changes from: January 22, 2019 Total Change is: 664
678 -949 -4 400 399 32 -1,439 542 901 50 -292 0 47 36
Percent of Open Interest Represented by Each Category of Trader
32.2 44.1 1.9 19.8 8.0 0.5 23.7 16.9 3.9 3.3 3.4 0.0 14.7 21.3
Number of Traders in Each Category Total Traders: 87
12 18 5 12 . . 16 18 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 78,347
Positions
25,229 34,556 1,494 15,548 6,276 403 18,530 13,225 3,032 2,616 2,636 0 11,495 16,725
Changes from: January 22, 2019 Total Change is: 1,328
1,356 -1,897 -8 800 797 63 -2,878 1,084 1,801 100 -584 0 94 72
Percent of Open Interest Represented by Each Category of Trader
32.2 44.1 1.9 19.8 8.0 0.5 23.7 16.9 3.9 3.3 3.4 0.0 14.7 21.3
Number of Traders in Each Category Total Traders: 87
12 18 5 12 . . 16 18 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 29,608
Positions
11,130 24,765 0 16,023 1,393 355 405 1,934 0 0 446 0 1,695 715
Changes from: January 22, 2019 Total Change is: 142
1,250 82 0 -1,307 241 -301 0 -385 0 0 0 0 500 505
Percent of Open Interest Represented by Each Category of Trader
37.6 83.6 0.0 54.1 4.7 1.2 1.4 6.5 0.0 0.0 1.5 0.0 5.7 2.4
Number of Traders in Each Category Total Traders: 21
4 4 0 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 599,443
Positions
39,452 134,724 51,976 250,979 127,462 65,692 55,291 64,680 26,520 20,601 43,048 1,156 87,775 84,184
Changes from: January 22, 2019 Total Change is: 4,258
-566 2,367 2,339 -6,368 -3,838 -121 4,079 -2,897 844 339 4,734 -311 4,024 1,141
Percent of Open Interest Represented by Each Category of Trader
6.6 22.5 8.7 41.9 21.3 11.0 9.2 10.8 4.4 3.4 7.2 0.2 14.6 14.0
Number of Traders in Each Category Total Traders: 576
31 41 24 174 93 121 65 106 64 35 30 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 60,638
Positions
20,064 8,299 7,358 3,111 8,509 0 16,037 4,556 281 0 3 9 13,778 31,623
Changes from: January 22, 2019 Total Change is: 850
-800 -1,759 558 77 -139 0 1,887 2,535 -1,651 0 0 0 779 1,306
Percent of Open Interest Represented by Each Category of Trader
33.1 13.7 12.1 5.1 14.0 0.0 26.4 7.5 0.5 0.0 0.0 0.0 22.7 52.2
Number of Traders in Each Category Total Traders: 32
6 6 . . . 0 6 8 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 12,856
Positions
2,898 10,020 0 7,653 0 206 229 1,615 0 0 0 0 1,870 1,015
Changes from: January 22, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.5 77.9 0.0 59.5 0.0 1.6 1.8 12.6 0.0 0.0 0.0 0.0 14.5 7.9
Number of Traders in Each Category Total Traders: 20
. 8 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 2,694,025
Positions
217,106 752,287 102,928 1,249,671 605,099 318,130 282,534 386,884 44,931 103,006 215,225 5,734 369,985 262,807
Changes from: January 22, 2019 Total Change is: 17,042
8,300 27,760 1,776 -35,156 -21,422 2,324 34,186 -3,933 -10,751 1,696 23,668 -1,556 16,223 -824
Percent of Open Interest Represented by Each Category of Trader
8.1 27.9 3.8 46.4 22.5 11.8 10.5 14.4 1.7 3.8 8.0 0.2 13.7 9.8
Number of Traders in Each Category Total Traders: 574
32 40 20 175 92 121 63 107 59 35 29 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 18,897
Positions
4,476 13,428 0 11,524 2,728 989 0 857 14 0 0 0 1,894 881
Changes from: January 22, 2019 Total Change is: -571
-62 -40 0 -2 0 0 -750 0 0 0 0 0 243 -531
Percent of Open Interest Represented by Each Category of Trader
23.7 71.1 0.0 61.0 14.4 5.2 0.0 4.5 0.1 0.0 0.0 0.0 10.0 4.7
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 29, 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 19,644
Positions
10,093 8,279 0 4,339 8,015 835 2,144 999 0 0 890 0 2,233 626
Changes from: January 22, 2019 Total Change is: 800
984 500 0 -1,044 524 700 -3 -375 0 0 0 0 163 -549
Percent of Open Interest Represented by Each Category of Trader
51.4 42.1 0.0 22.1 40.8 4.3 10.9 5.1 0.0 0.0 4.5 0.0 11.4 3.2
Number of Traders in Each Category Total Traders: 30
6 6 0 5 5 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 67,568
Positions
12,170 8,614 3,828 37,085 39,581 3,774 1,388 3,865 831 209 2,454 0 8,283 4,621
Changes from: January 22, 2019 Total Change is: 77
-430 -74 -9 9 -583 161 85 559 381 0 -30 0 -120 -328
Percent of Open Interest Represented by Each Category of Trader
18.0 12.7 5.7 54.9 58.6 5.6 2.1 5.7 1.2 0.3 3.6 0.0 12.3 6.8
Number of Traders in Each Category Total Traders: 77
5 7 . 31 19 16 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 43,546
Positions
16,789 10,804 610 10,046 11,354 742 8,807 10,013 778 1,020 1,324 10 4,744 7,911
Changes from: January 22, 2019 Total Change is: 2,190
-1,583 923 11 170 -341 11 3,140 448 149 -2 -426 1 292 1,414
Percent of Open Interest Represented by Each Category of Trader
38.6 24.8 1.4 23.1 26.1 1.7 20.2 23.0 1.8 2.3 3.0 0.0 10.9 18.2
Number of Traders in Each Category Total Traders: 238
21 22 5 46 40 23 28 54 17 5 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 217,732
Positions
83,944 54,020 3,050 50,229 56,771 3,712 44,037 50,064 3,890 5,099 6,618 52 23,719 39,555
Changes from: January 22, 2019 Total Change is: 10,949
-7,914 4,615 53 851 -1,704 57 15,699 2,240 746 -8 -2,131 3 1,462 7,070
Percent of Open Interest Represented by Each Category of Trader
38.6 24.8 1.4 23.1 26.1 1.7 20.2 23.0 1.8 2.3 3.0 0.0 10.9 18.2
Number of Traders in Each Category Total Traders: 238
21 22 5 46 40 23 28 54 17 5 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 479,810
Positions
99,055 56,149 13,201 213,683 183,034 35,268 78,776 140,830 8,441 13,440 23,360 111 17,835 19,416
Changes from: January 22, 2019 Total Change is: 9,758
7,583 957 -346 -1,524 1,018 -2,753 8,311 6,215 1,259 -3,139 4,143 -127 494 -608
Percent of Open Interest Represented by Each Category of Trader
20.6 11.7 2.8 44.5 38.1 7.4 16.4 29.4 1.8 2.8 4.9 0.0 3.7 4.0
Number of Traders in Each Category Total Traders: 286
27 13 8 70 62 47 40 54 25 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 24,928
Positions
5,009 3,243 95 9,905 541 330 2,475 17,919 0 1,475 0 0 5,639 2,800
Changes from: January 22, 2019 Total Change is: -1,365
-6 86 -76 -1,623 0 1 112 -724 -200 89 -276 0 338 -176
Percent of Open Interest Represented by Each Category of Trader
20.1 13.0 0.4 39.7 2.2 1.3 9.9 71.9 0.0 5.9 0.0 0.0 22.6 11.2
Number of Traders in Each Category Total Traders: 31
. . . 11 . . 6 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 69,924
Positions
13,792 11,818 2,035 15,580 4,678 1,381 27,702 6,047 778 306 600 0 8,350 42,587
Changes from: January 22, 2019 Total Change is: 1,034
-169 574 510 439 600 -69 418 -2,328 -125 -336 -7 0 366 1,879
Percent of Open Interest Represented by Each Category of Trader
19.7 16.9 2.9 22.3 6.7 2.0 39.6 8.6 1.1 0.4 0.9 0.0 11.9 60.9
Number of Traders in Each Category Total Traders: 64
13 5 . 15 5 5 14 9 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 320,451
Positions
28,793 193,569 2,177 236,083 83,140 18,445 12,725 13,288 314 13,567 1,953 0 8,347 7,565
Changes from: January 22, 2019 Total Change is: 13,105
-7,654 18,409 -167 13,433 -1,542 406 -373 -3,721 -18 7,564 -448 0 -86 186
Percent of Open Interest Represented by Each Category of Trader
9.0 60.4 0.7 73.7 25.9 5.8 4.0 4.1 0.1 4.2 0.6 0.0 2.6 2.4
Number of Traders in Each Category Total Traders: 153
10 11 4 63 33 25 13 14 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 1,365,652
Positions
93,487 924,917 3,866 1,023,143 236,445 97,111 87,769 73,791 2,525 30,241 13,215 585 26,925 13,197
Changes from: January 22, 2019 Total Change is: 33,270
-1,646 29,823 -315 37,831 13,767 -12,036 10,506 3,546 317 -221 -6 -177 -989 -1,649
Percent of Open Interest Represented by Each Category of Trader
6.8 67.7 0.3 74.9 17.3 7.1 6.4 5.4 0.2 2.2 1.0 0.0 2.0 1.0
Number of Traders in Each Category Total Traders: 426
23 21 6 180 62 78 61 34 17 34 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 74,844
Positions
24,390 40,002 33,999 5,443 0 305 9,652 0 478 552 0 0 25 60
Changes from: January 22, 2019 Total Change is: 11,734
-1,090 986 10,748 100 0 0 1,976 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.6 53.4 45.4 7.3 0.0 0.4 12.9 0.0 0.6 0.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 15 9 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 956,191
Positions
13,709 115,411 1,932 447,579 335,233 184,944 97,810 108,819 13,825 25,886 38,980 3,555 166,951 153,492
Changes from: January 22, 2019 Total Change is: -15,829
3,079 -10,650 1,695 -31,882 -5,180 5,335 8,014 5,530 -2,908 7 -8,642 25 806 -1,034
Percent of Open Interest Represented by Each Category of Trader
1.4 12.1 0.2 46.8 35.1 19.3 10.2 11.4 1.4 2.7 4.1 0.4 17.5 16.1
Number of Traders in Each Category Total Traders: 181
5 22 4 54 29 45 31 25 24 8 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 1,171,109
Positions
9,910 232,541 2,279 733,090 42,864 182,428 25,099 601,494 12,519 49,072 8,123 541 156,171 88,320
Changes from: January 22, 2019 Total Change is: 16,615
-3,162 -4,465 895 22,633 2,925 2,003 461 18,056 -435 -1,614 948 -73 -4,093 -3,239
Percent of Open Interest Represented by Each Category of Trader
0.8 19.9 0.2 62.6 3.7 15.6 2.1 51.4 1.1 4.2 0.7 0.0 13.3 7.5
Number of Traders in Each Category Total Traders: 129
4 12 . 62 10 47 10 25 10 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 2,831,680
Positions
82,793 278,394 22,205 1,144,361 290,626 278,682 473,497 1,373,262 223,958 420,888 208,987 23,553 161,743 132,013
Changes from: January 22, 2019 Total Change is: 207,389
-16,855 32,059 3,105 110,646 -23,371 9,297 -18,168 70,510 113,425 4,219 -71 643 1,077 1,792
Percent of Open Interest Represented by Each Category of Trader
2.9 9.8 0.8 40.4 10.3 9.8 16.7 48.5 7.9 14.9 7.4 0.8 5.7 4.7
Number of Traders in Each Category Total Traders: 336
12 32 12 100 32 66 57 54 36 23 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 4,026,692
Positions
133,164 349,421 60,619 1,886,275 818,583 668,734 396,332 1,261,969 147,130 268,933 279,864 29,418 436,087 410,954
Changes from: January 22, 2019 Total Change is: -2,553
-23,041 -6,064 8,194 33,801 7,847 17,108 -37,567 -12,773 23,530 -27,642 -31,224 -2,374 5,438 -6,797
Percent of Open Interest Represented by Each Category of Trader
3.3 8.7 1.5 46.8 20.3 16.6 9.8 31.3 3.7 6.7 7.0 0.7 10.8 10.2
Number of Traders in Each Category Total Traders: 402
22 37 14 105 65 98 67 71 56 19 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 689,095
Positions
13,213 122,960 1,624 273,305 200,484 79,132 149,476 91,620 5,555 63,642 37,220 500 102,648 150,000
Changes from: January 22, 2019 Total Change is: -13,731
-4,427 -7,715 424 -5,367 14,873 -6,368 -1,376 -6,277 1,816 -2,184 -2,000 0 3,751 -8,484
Percent of Open Interest Represented by Each Category of Trader
1.9 17.8 0.2 39.7 29.1 11.5 21.7 13.3 0.8 9.2 5.4 0.1 14.9 21.8
Number of Traders in Each Category Total Traders: 112
. 9 . 27 34 40 16 12 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 4,531,425
Positions
116,472 439,568 45,625 2,466,034 489,962 656,792 527,223 1,919,518 138,697 224,937 477,403 7,575 348,070 356,285
Changes from: January 22, 2019 Total Change is: 25,452
3,147 3,139 7,084 27,890 30,094 -67,256 6,644 19,033 34,445 -6,736 -5,859 3,155 17,079 1,617
Percent of Open Interest Represented by Each Category of Trader
2.6 9.7 1.0 54.4 10.8 14.5 11.6 42.4 3.1 5.0 10.5 0.2 7.7 7.9
Number of Traders in Each Category Total Traders: 344
13 35 17 95 53 85 43 65 44 13 27 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 2,033,680
Positions
471,124 337,124 603,584 26,435 11,434 106,370 232,073 352,308 408,672 63,105 80,341 79,221 43,096 54,626
Changes from: January 22, 2019 Total Change is: -395
-10,354 32,882 5,001 5,599 1,359 -1,438 -3,978 -19,965 -539 3,773 -12,969 472 1,069 -5,198
Percent of Open Interest Represented by Each Category of Trader
23.2 16.6 29.7 1.3 0.6 5.2 11.4 17.3 20.1 3.1 4.0 3.9 2.1 2.7
Number of Traders in Each Category Total Traders: 170
24 36 55 5 5 6 35 38 51 10 8 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 is12,381,671
Positions
3,213,150 1,407,107 2,528,425 448,840 1,226,479 1,046,413 1,192,849 1,563,984 2,556,348 138,818 345,748 579,400 677,428 1,127,767
Changes from: January 22, 2019 Total Change is: 110,311
-114,362 57,645 111,553 62,094 24,838 -72,120 69,240 -17,513 41,946 3,346 -4,964 3,150 5,464 -34,224
Percent of Open Interest Represented by Each Category of Trader
26.0 11.4 20.4 3.6 9.9 8.5 9.6 12.6 20.6 1.1 2.8 4.7 5.5 9.1
Number of Traders in Each Category Total Traders: 284
28 46 66 11 28 40 40 71 92 11 29 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 35,252
Positions
2,438 18,190 4,056 90 0 0 18,478 2,873 9,408 25 0 0 757 725
Changes from: January 22, 2019 Total Change is: 2,679
1,616 8,121 -942 90 0 0 2,425 -3,890 -675 0 0 0 165 65
Percent of Open Interest Represented by Each Category of Trader
6.9 51.6 11.5 0.3 0.0 0.0 52.4 8.1 26.7 0.1 0.0 0.0 2.1 2.1
Number of Traders in Each Category Total Traders: 31
. 9 7 . 0 0 11 8 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 33,005
Positions
12,621 2,297 6,994 651 1,200 0 5,787 15,600 5,603 1,177 0 0 172 1,311
Changes from: January 22, 2019 Total Change is: 3,933
1,188 653 589 151 0 0 1,276 2,033 582 327 0 0 -180 76
Percent of Open Interest Represented by Each Category of Trader
38.2 7.0 21.2 2.0 3.6 0.0 17.5 47.3 17.0 3.6 0.0 0.0 0.5 4.0
Number of Traders in Each Category Total Traders: 42
8 8 7 . . 0 10 12 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 29,936
Positions
571 4,871 0 1,381 8,217 11 13,640 12,186 140 14,150 1,235 0 43 3,276
Changes from: January 22, 2019 Total Change is: 611
-25 -136 0 7 57 11 643 783 0 -30 0 0 5 -104
Percent of Open Interest Represented by Each Category of Trader
1.9 16.3 0.0 4.6 27.4 0.0 45.6 40.7 0.5 47.3 4.1 0.0 0.1 10.9
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 14,490
Positions
5,497 2,207 0 796 2,263 44 8,117 7,625 0 0 407 0 36 1,944
Changes from: January 22, 2019 Total Change is: 1,157
1,756 31 0 -3 9 16 -627 1,211 0 0 0 0 15 -110
Percent of Open Interest Represented by Each Category of Trader
37.9 15.2 0.0 5.5 15.6 0.3 56.0 52.6 0.0 0.0 2.8 0.0 0.2 13.4
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 29, 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 3,593
Positions
55 0 0 0 0 0 323 2,237 428 1,198 430 25 1,564 473
Changes from: January 22, 2019 Total Change is: 4
0 0 0 0 0 0 -231 -392 311 -65 48 5 -16 32
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.0 0.0 9.0 62.3 11.9 33.3 12.0 0.7 43.5 13.2
Number of Traders in Each Category Total Traders: 41
. 0 0 0 0 0 5 12 . 16 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 4,047
Positions
0 97 0 30 360 0 2,760 2,572 336 227 347 5 689 330
Changes from: January 22, 2019 Total Change is: -929
0 96 -100 3 16 0 -581 -291 -370 116 -263 -3 6 -14
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.0 0.7 8.9 0.0 68.2 63.6 8.3 5.6 8.6 0.1 17.0 8.2
Number of Traders in Each Category Total Traders: 42
0 . 0 . 4 0 17 12 6 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 60,968
Positions
366 37,189 0 14,121 2,734 454 37,487 15,157 2,167 2,879 830 30 3,464 2,407
Changes from: January 22, 2019 Total Change is: 969
-50 -975 0 427 80 40 682 1,912 490 -481 -121 3 -142 -460
Percent of Open Interest Represented by Each Category of Trader
0.6 61.0 0.0 23.2 4.5 0.7 61.5 24.9 3.6 4.7 1.4 0.0 5.7 3.9
Number of Traders in Each Category Total Traders: 94
. . 0 11 8 . 24 23 11 18 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 337,530
Positions
29,341 48,420 17,009 83,104 19,186 15,819 49,173 93,233 89,487 7,716 6,092 16,263 29,618 32,021
Changes from: January 22, 2019 Total Change is: -8,437
289 1,784 142 3,687 -1,861 -2,341 -4,225 1,397 -8,496 -1,093 -382 362 3,238 958
Percent of Open Interest Represented by Each Category of Trader
8.7 14.3 5.0 24.6 5.7 4.7 14.6 27.6 26.5 2.3 1.8 4.8 8.8 9.5
Number of Traders in Each Category Total Traders: 165
9 12 16 20 19 18 38 33 43 10 8 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 29, 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 28,824
Positions
370 791 1,168 14,383 15,480 184 10,690 10,727 97 1,250 168 0 682 209
Changes from: January 22, 2019 Total Change is: -1,190
0 -2 0 -447 179 0 -824 -1,366 0 0 0 0 81 -1
Percent of Open Interest Represented by Each Category of Trader
1.3 2.7 4.1 49.9 53.7 0.6 37.1 37.2 0.3 4.3 0.6 0.0 2.4 0.7
Number of Traders in Each Category Total Traders: 45
. . . 11 . . 8 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 19, 2019