Traders in Financial Futures - Futures Only Positions as of February 19, 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 142,620
Positions
41,708 8,831 1,140 34,981 38,456 3,271 11,627 51,380 6,760 16,424 728 53 26,656 32,001
Changes from: February 12, 2019 Total Change is: 1,448
-415 2,405 -9 3,898 2,662 -3,654 -526 -1,448 359 868 728 48 879 357
Percent of Open Interest Represented by Each Category of Trader
29.2 6.2 0.8 24.5 27.0 2.3 8.2 36.0 4.7 11.5 0.5 0.0 18.7 22.4
Number of Traders in Each Category Total Traders: 101
9 5 5 16 15 9 17 24 11 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 74,612
Positions
45,647 3,122 182 1,477 24,872 667 16,775 20,320 732 438 919 0 8,694 23,798
Changes from: February 12, 2019 Total Change is: 2,598
3,403 119 0 140 2,332 -1,045 -527 1,042 35 438 0 0 154 115
Percent of Open Interest Represented by Each Category of Trader
61.2 4.2 0.2 2.0 33.3 0.9 22.5 27.2 1.0 0.6 1.2 0.0 11.7 31.9
Number of Traders in Each Category Total Traders: 59
7 . . . 18 . 12 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 201,904
Positions
73,370 23,173 2,870 47,661 77,468 4,330 32,614 46,495 6,039 11,872 7,505 0 23,148 34,024
Changes from: February 12, 2019 Total Change is: 6,906
3,947 155 -444 -1,083 -115 540 2,497 6,272 1,296 70 -69 0 83 -729
Percent of Open Interest Represented by Each Category of Trader
36.3 11.5 1.4 23.6 38.4 2.1 16.2 23.0 3.0 5.9 3.7 0.0 11.5 16.9
Number of Traders in Each Category Total Traders: 114
8 9 5 10 28 11 22 30 15 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 184,023
Positions
74,298 68,641 4,736 31,927 35,639 9,442 27,541 28,868 5,036 4,902 2,508 0 26,141 29,153
Changes from: February 12, 2019 Total Change is: -1,702
2,995 -13,252 31 -1,049 8,822 -68 969 3,668 -282 -3,638 0 0 -660 -621
Percent of Open Interest Represented by Each Category of Trader
40.4 37.3 2.6 17.3 19.4 5.1 15.0 15.7 2.7 2.7 1.4 0.0 14.2 15.8
Number of Traders in Each Category Total Traders: 111
6 11 6 17 21 11 25 26 20 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 537,396
Positions
46,993 120,039 4,961 305,175 170,423 26,392 31,020 121,662 11,150 19,411 20,095 267 92,027 62,407
Changes from: February 12, 2019 Total Change is: -1,231
2,661 -5,222 1,227 -2,042 536 1,947 -6,898 -497 1,661 -1,728 412 -176 2,117 -1,119
Percent of Open Interest Represented by Each Category of Trader
8.7 22.3 0.9 56.8 31.7 4.9 5.8 22.6 2.1 3.6 3.7 0.0 17.1 11.6
Number of Traders in Each Category Total Traders: 273
18 8 12 94 39 44 28 52 18 20 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 30,424
Positions
0 13,797 0 13,104 6,866 2,603 1,742 0 10 0 727 5 12,960 6,416
Changes from: February 12, 2019 Total Change is: 772
0 10 0 -372 335 -9 1,214 0 10 0 0 0 -71 426
Percent of Open Interest Represented by Each Category of Trader
0.0 45.3 0.0 43.1 22.6 8.6 5.7 0.0 0.0 0.0 2.4 0.0 42.6 21.1
Number of Traders in Each Category Total Traders: 23
0 . 0 13 5 8 . 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 26,630
Positions
5,957 6,086 651 9,453 11,131 2,192 1,376 1,230 1 0 0 0 7,000 5,339
Changes from: February 12, 2019 Total Change is: 235
77 -10 10 25 576 -9 627 -18 1 0 0 0 -496 -315
Percent of Open Interest Represented by Each Category of Trader
22.4 22.9 2.4 35.5 41.8 8.2 5.2 4.6 0.0 0.0 0.0 0.0 26.3 20.0
Number of Traders in Each Category Total Traders: 21
. . . 7 8 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 129,223
Positions
56,391 9,752 2,953 13,400 36,801 2,549 20,341 29,539 5,222 4,431 5,374 0 23,936 37,033
Changes from: February 12, 2019 Total Change is: 1,880
7,385 -1,458 344 -6,345 -566 97 -1,993 1,095 275 537 150 0 1,580 1,943
Percent of Open Interest Represented by Each Category of Trader
43.6 7.5 2.3 10.4 28.5 2.0 15.7 22.9 4.0 3.4 4.2 0.0 18.5 28.7
Number of Traders in Each Category Total Traders: 85
9 6 4 9 19 8 14 22 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 49,368
Positions
0 30,051 505 43,242 596 0 2,942 14,019 201 450 2,670 0 2,028 1,326
Changes from: February 12, 2019 Total Change is: 4,996
0 3,007 0 5,559 -28 0 -793 1,385 156 0 70 0 74 406
Percent of Open Interest Represented by Each Category of Trader
0.0 60.9 1.0 87.6 1.2 0.0 6.0 28.4 0.4 0.9 5.4 0.0 4.1 2.7
Number of Traders in Each Category Total Traders: 34
0 6 . 7 . 0 8 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 233,792
Positions
603 125,419 800 140,381 13,472 846 81,258 54,933 301 2,544 23,587 0 7,059 14,434
Changes from: February 12, 2019 Total Change is: 10,257
-151 2,494 0 1,847 3,298 -651 8,327 6,001 41 229 -10,457 0 615 9,531
Percent of Open Interest Represented by Each Category of Trader
0.3 53.6 0.3 60.0 5.8 0.4 34.8 23.5 0.1 1.1 10.1 0.0 3.0 6.2
Number of Traders in Each Category Total Traders: 170
. 9 . 28 12 . 58 35 4 10 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 14,898
Positions
325 1,584 27 888 3,049 0 9,522 8,625 487 660 375 0 2,989 751
Changes from: February 12, 2019 Total Change is: 937
-106 0 0 298 49 0 539 977 0 100 -25 0 106 -64
Percent of Open Interest Represented by Each Category of Trader
2.2 10.6 0.2 6.0 20.5 0.0 63.9 57.9 3.3 4.4 2.5 0.0 20.1 5.0
Number of Traders in Each Category Total Traders: 34
. . . . 4 0 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 36,758
Positions
10,327 2,574 69 11,686 9,136 453 8,657 14,629 2,160 255 2,468 0 3,151 5,269
Changes from: February 12, 2019 Total Change is: 1,014
930 1,278 -24 2 -2,252 236 -455 1,229 181 255 324 0 -111 42
Percent of Open Interest Represented by Each Category of Trader
28.1 7.0 0.2 31.8 24.9 1.2 23.6 39.8 5.9 0.7 6.7 0.0 8.6 14.3
Number of Traders in Each Category Total Traders: 80
5 5 . 11 10 . 20 22 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 28,887
Positions
4,512 11,087 6,464 16,499 1,911 1 241 7,465 63 0 280 0 1,107 1,616
Changes from: February 12, 2019 Total Change is: -354
2,275 -540 464 -2,065 207 0 -798 -873 63 0 -150 0 -293 475
Percent of Open Interest Represented by Each Category of Trader
15.6 38.4 22.4 57.1 6.6 0.0 0.8 25.8 0.2 0.0 1.0 0.0 3.8 5.6
Number of Traders in Each Category Total Traders: 23
. . . 4 . . . 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 41,069
Positions
12,149 18,262 855 8,292 3,592 1,273 10,027 5,311 403 1,561 1,516 0 6,512 9,859
Changes from: February 12, 2019 Total Change is: -765
-1,452 390 -3 -379 -2,264 292 1,017 -427 220 -124 -116 0 -336 1,142
Percent of Open Interest Represented by Each Category of Trader
29.6 44.5 2.1 20.2 8.7 3.1 24.4 12.9 1.0 3.8 3.7 0.0 15.9 24.0
Number of Traders in Each Category Total Traders: 98
14 18 5 15 4 6 19 17 6 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 82,138
Positions
24,297 36,523 1,709 16,584 7,183 2,546 20,053 10,622 805 3,121 3,032 0 13,023 19,718
Changes from: February 12, 2019 Total Change is: -1,530
-2,904 779 -6 -758 -4,527 584 2,033 -853 440 -247 -231 0 -672 2,284
Percent of Open Interest Represented by Each Category of Trader
29.6 44.5 2.1 20.2 8.7 3.1 24.4 12.9 1.0 3.8 3.7 0.0 15.9 24.0
Number of Traders in Each Category Total Traders: 98
14 18 5 15 4 6 19 17 6 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 31,246
Positions
10,259 25,863 0 18,508 1,218 626 360 2,515 0 0 446 0 1,493 578
Changes from: February 12, 2019 Total Change is: 1,259
-297 1,204 0 1,302 -40 220 -45 70 0 0 0 0 79 -195
Percent of Open Interest Represented by Each Category of Trader
32.8 82.8 0.0 59.2 3.9 2.0 1.2 8.0 0.0 0.0 1.4 0.0 4.8 1.8
Number of Traders in Each Category Total Traders: 25
. 7 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 589,295
Positions
55,310 95,234 48,768 245,875 138,430 59,198 39,247 69,719 25,745 16,784 51,121 3,490 94,879 97,591
Changes from: February 12, 2019 Total Change is: -2,244
4,312 -2,618 -4,416 -231 1,495 -2,596 -2,762 2,950 771 -1,687 -48 -777 5,142 2,994
Percent of Open Interest Represented by Each Category of Trader
9.4 16.2 8.3 41.7 23.5 10.0 6.7 11.8 4.4 2.8 8.7 0.6 16.1 16.6
Number of Traders in Each Category Total Traders: 577
38 35 28 167 101 118 65 104 60 35 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 63,647
Positions
25,328 6,525 6,508 3,295 7,197 0 12,951 4,163 228 0 3 9 15,328 39,014
Changes from: February 12, 2019 Total Change is: 1,266
1,021 625 -1,200 34 -1,116 0 -508 1,634 -194 0 -4 0 2,113 1,521
Percent of Open Interest Represented by Each Category of Trader
39.8 10.3 10.2 5.2 11.3 0.0 20.3 6.5 0.4 0.0 0.0 0.0 24.1 61.3
Number of Traders in Each Category Total Traders: 32
7 5 . . . 0 6 9 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 13,941
Positions
2,836 11,124 0 8,185 857 101 483 574 0 0 0 0 2,336 1,285
Changes from: February 12, 2019 Total Change is: 1,391
66 1,285 0 1,149 0 -60 0 0 0 0 0 0 236 166
Percent of Open Interest Represented by Each Category of Trader
20.3 79.8 0.0 58.7 6.1 0.7 3.5 4.1 0.0 0.0 0.0 0.0 16.8 9.2
Number of Traders in Each Category Total Traders: 23
. 9 0 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,628,240
Positions
251,247 544,878 109,964 1,220,037 663,302 288,852 202,578 398,879 56,487 83,918 255,588 17,403 397,754 292,887
Changes from: February 12, 2019 Total Change is: -17,548
7,222 -25,450 -6,843 -3,149 11,235 -11,156 -4,677 13,174 -1,770 -8,433 -219 -3,885 15,143 7,366
Percent of Open Interest Represented by Each Category of Trader
9.6 20.7 4.2 46.4 25.2 11.0 7.7 15.2 2.1 3.2 9.7 0.7 15.1 11.1
Number of Traders in Each Category Total Traders: 575
35 38 24 168 100 117 68 100 55 35 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,515
Positions
6,083 14,464 1 5,785 369 4 960 0 0 836 0 0 1,846 677
Changes from: February 12, 2019 Total Change is: -25
-150 57 0 80 0 0 -179 0 0 0 0 0 224 -82
Percent of Open Interest Represented by Each Category of Trader
39.2 93.2 0.0 37.3 2.4 0.0 6.2 0.0 0.0 5.4 0.0 0.0 11.9 4.4
Number of Traders in Each Category Total Traders: 21
. 8 . 6 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,971
Positions
11,703 12,701 0 3,095 1,400 219 228 600 0 0 825 0 1,726 1,226
Changes from: February 12, 2019 Total Change is: 906
-3 234 0 -175 0 158 0 -214 0 0 0 0 926 728
Percent of Open Interest Represented by Each Category of Trader
69.0 74.8 0.0 18.2 8.2 1.3 1.3 3.5 0.0 0.0 4.9 0.0 10.2 7.2
Number of Traders in Each Category Total Traders: 21
5 7 0 4 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,368
Positions
7,729 10,514 0 4,353 2,618 954 1,444 1,060 0 0 890 0 2,888 1,332
Changes from: February 12, 2019 Total Change is: -1,963
0 0 0 6 -2,389 155 0 0 0 0 0 0 -2,124 271
Percent of Open Interest Represented by Each Category of Trader
44.5 60.5 0.0 25.1 15.1 5.5 8.3 6.1 0.0 0.0 5.1 0.0 16.6 7.7
Number of Traders in Each Category Total Traders: 24
5 5 0 5 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 67,523
Positions
11,115 11,420 2,604 39,604 36,490 3,232 1,434 4,764 154 263 4,479 0 9,117 4,380
Changes from: February 12, 2019 Total Change is: 2,416
268 4,112 -672 1,732 -951 101 84 -88 109 0 -30 0 794 -165
Percent of Open Interest Represented by Each Category of Trader
16.5 16.9 3.9 58.7 54.0 4.8 2.1 7.1 0.2 0.4 6.6 0.0 13.5 6.5
Number of Traders in Each Category Total Traders: 82
4 10 . 35 18 15 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 44,320
Positions
17,839 10,770 257 11,895 13,265 904 5,694 8,422 882 1,713 1,585 11 5,125 8,224
Changes from: February 12, 2019 Total Change is: 1,319
630 453 -113 620 278 298 -242 145 155 22 244 -11 -40 -130
Percent of Open Interest Represented by Each Category of Trader
40.3 24.3 0.6 26.8 29.9 2.0 12.8 19.0 2.0 3.9 3.6 0.0 11.6 18.6
Number of Traders in Each Category Total Traders: 237
23 19 5 52 35 26 32 49 21 8 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 221,601
Positions
89,196 53,849 1,283 59,475 66,327 4,518 28,472 42,110 4,409 8,566 7,927 56 25,626 41,122
Changes from: February 12, 2019 Total Change is: 6,595
3,148 2,263 -564 3,099 1,388 1,491 -1,210 727 774 111 1,220 -54 -200 -650
Percent of Open Interest Represented by Each Category of Trader
40.3 24.3 0.6 26.8 29.9 2.0 12.8 19.0 2.0 3.9 3.6 0.0 11.6 18.6
Number of Traders in Each Category Total Traders: 237
23 19 5 52 35 26 32 49 21 8 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 495,968
Positions
98,833 80,605 10,238 256,562 224,115 40,919 56,069 81,941 6,541 9,258 31,151 30 17,518 20,428
Changes from: February 12, 2019 Total Change is: -2,663
-3,665 6,568 -1,055 2,729 -7,435 1,040 -1,769 -6,394 -735 170 4,296 -141 763 1,193
Percent of Open Interest Represented by Each Category of Trader
19.9 16.3 2.1 51.7 45.2 8.3 11.3 16.5 1.3 1.9 6.3 0.0 3.5 4.1
Number of Traders in Each Category Total Traders: 294
27 18 8 78 57 48 37 57 23 7 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 29,406
Positions
4,969 3,466 0 10,434 566 552 5,206 21,195 504 1,477 0 0 6,264 3,123
Changes from: February 12, 2019 Total Change is: 2,672
-40 4 0 -282 25 226 2,090 1,946 479 -444 0 0 643 -8
Percent of Open Interest Represented by Each Category of Trader
16.9 11.8 0.0 35.5 1.9 1.9 17.7 72.1 1.7 5.0 0.0 0.0 21.3 10.6
Number of Traders in Each Category Total Traders: 32
. . 0 13 . . 4 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 73,176
Positions
15,184 14,162 1,366 18,585 6,852 2,278 25,286 10,765 1,181 334 400 0 8,962 36,172
Changes from: February 12, 2019 Total Change is: -2,823
-844 2,702 98 -1,793 -349 168 -1,128 3,607 729 32 -491 0 -85 -9,287
Percent of Open Interest Represented by Each Category of Trader
20.7 19.4 1.9 25.4 9.4 3.1 34.6 14.7 1.6 0.5 0.5 0.0 12.2 49.4
Number of Traders in Each Category Total Traders: 73
15 8 . 17 8 8 10 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 311,067
Positions
28,694 185,688 3,218 226,425 77,594 21,488 16,444 14,224 215 6,194 1,481 0 8,389 7,159
Changes from: February 12, 2019 Total Change is: 2,670
-733 566 31 464 -690 1,330 1,702 1,955 107 218 -220 0 -449 -409
Percent of Open Interest Represented by Each Category of Trader
9.2 59.7 1.0 72.8 24.9 6.9 5.3 4.6 0.1 2.0 0.5 0.0 2.7 2.3
Number of Traders in Each Category Total Traders: 166
12 11 5 65 36 27 18 16 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 1,384,151
Positions
83,671 932,511 3,427 1,033,346 227,754 103,394 91,027 91,196 1,664 33,354 11,458 491 33,777 12,256
Changes from: February 12, 2019 Total Change is: -6,508
-6,049 -7,457 -162 -16,172 -3,917 3,223 8,855 1,712 57 -207 -93 -62 4,009 191
Percent of Open Interest Represented by Each Category of Trader
6.0 67.4 0.2 74.7 16.5 7.5 6.6 6.6 0.1 2.4 0.8 0.0 2.4 0.9
Number of Traders in Each Category Total Traders: 429
23 22 9 186 63 86 60 35 11 33 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 77,003
Positions
29,433 47,401 28,936 7,240 0 305 10,012 0 300 752 0 0 25 61
Changes from: February 12, 2019 Total Change is: 504
-157 42 639 0 0 0 0 0 -178 200 0 0 0 1
Percent of Open Interest Represented by Each Category of Trader
38.2 61.6 37.6 9.4 0.0 0.4 13.0 0.0 0.4 1.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 15 7 8 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 1,010,875
Positions
17,051 106,236 5,521 471,302 375,296 180,796 116,950 120,009 27,688 28,236 29,253 1,546 161,785 164,530
Changes from: February 12, 2019 Total Change is: 45,495
6,676 12,796 2,521 2,505 12,850 -911 29,911 15,724 2,175 -75 4 -1,334 4,027 1,670
Percent of Open Interest Represented by Each Category of Trader
1.7 10.5 0.5 46.6 37.1 17.9 11.6 11.9 2.7 2.8 2.9 0.2 16.0 16.3
Number of Traders in Each Category Total Traders: 190
9 20 9 60 29 47 27 30 29 7 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 1,224,649
Positions
7,577 238,349 9,402 725,729 39,668 190,643 25,016 603,159 51,358 43,665 0 251 171,008 91,819
Changes from: February 12, 2019 Total Change is: -1,140
-2,759 -8,387 6,664 -22,006 148 -1,232 -829 -9,239 13,840 -1,155 0 -11 6,348 -2,923
Percent of Open Interest Represented by Each Category of Trader
0.6 19.5 0.8 59.3 3.2 15.6 2.0 49.3 4.2 3.6 0.0 0.0 14.0 7.5
Number of Traders in Each Category Total Traders: 136
. 14 9 67 11 49 11 27 22 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 3,254,162
Positions
136,437 239,882 38,779 1,325,614 312,516 291,381 503,806 1,727,908 307,635 436,160 177,138 17,686 196,664 141,237
Changes from: February 12, 2019 Total Change is: -2,928
10,253 -22,211 -2,889 -7,633 13,184 8,805 -22,957 -24,655 11,461 -538 -3,711 -7,727 8,297 24,815
Percent of Open Interest Represented by Each Category of Trader
4.2 7.4 1.2 40.7 9.6 9.0 15.5 53.1 9.5 13.4 5.4 0.5 6.0 4.3
Number of Traders in Each Category Total Traders: 331
16 30 17 103 32 70 55 54 33 21 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 4,251,234
Positions
168,398 340,175 83,151 1,978,653 871,863 687,446 322,694 1,331,431 255,525 284,975 234,762 19,493 450,899 427,388
Changes from: February 12, 2019 Total Change is: 134,075
102 24,521 10,189 77,515 -15,880 -7,723 142 53,920 58,669 -13,389 -13,566 469 8,101 23,476
Percent of Open Interest Represented by Each Category of Trader
4.0 8.0 2.0 46.5 20.5 16.2 7.6 31.3 6.0 6.7 5.5 0.5 10.6 10.1
Number of Traders in Each Category Total Traders: 417
20 40 22 108 70 102 65 76 58 23 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 690,339
Positions
22,226 89,790 1,634 272,542 211,881 91,646 125,413 119,182 6,911 58,586 15,767 500 110,881 153,028
Changes from: February 12, 2019 Total Change is: 6,644
6,579 2,170 306 2,154 3,116 4,988 -505 1,742 -1,071 -2,644 -835 0 -3,163 -3,772
Percent of Open Interest Represented by Each Category of Trader
3.2 13.0 0.2 39.5 30.7 13.3 18.2 17.3 1.0 8.5 2.3 0.1 16.1 22.2
Number of Traders in Each Category Total Traders: 106
. 8 4 28 36 41 14 10 9 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 4,571,330
Positions
108,510 449,374 87,509 2,362,662 735,726 666,623 521,836 1,692,743 244,811 212,591 338,764 3,734 363,054 352,046
Changes from: February 12, 2019 Total Change is: 78,683
-3,385 9,812 27,862 -46,593 1,278 29,035 25,425 -34,989 72,556 -21,659 -7,275 309 -4,867 -19,905
Percent of Open Interest Represented by Each Category of Trader
2.4 9.8 1.9 51.7 16.1 14.6 11.4 37.0 5.4 4.7 7.4 0.1 7.9 7.7
Number of Traders in Each Category Total Traders: 348
13 36 22 96 54 88 44 67 47 13 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,818,153
Positions
510,678 249,926 465,127 40,403 16,000 77,090 194,149 504,047 409,723 59,947 12,694 23,613 37,423 59,933
Changes from: February 12, 2019 Total Change is: -7,047
-127 3,272 -8,475 6,724 -676 -4,590 7,100 13,654 -5,624 2,132 -360 -3,353 -834 -895
Percent of Open Interest Represented by Each Category of Trader
28.1 13.7 25.6 2.2 0.9 4.2 10.7 27.7 22.5 3.3 0.7 1.3 2.1 3.3
Number of Traders in Each Category Total Traders: 153
23 34 49 5 5 5 27 35 45 9 7 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 is12,159,555
Positions
2,944,796 1,412,674 2,552,949 444,677 1,349,408 928,687 1,296,168 1,326,640 3,038,612 110,474 297,731 208,948 634,244 1,043,906
Changes from: February 12, 2019 Total Change is: -284,228
-91,069 66,287 -118,089 18,592 -67,504 -68,957 21,703 -66,759 14,604 -21,774 -5,465 -212 -39,026 -38,133
Percent of Open Interest Represented by Each Category of Trader
24.2 11.6 21.0 3.7 11.1 7.6 10.7 10.9 25.0 0.9 2.4 1.7 5.2 8.6
Number of Traders in Each Category Total Traders: 289
28 49 68 14 33 42 45 67 104 9 26 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 52,360
Positions
5,830 19,625 7,765 134 0 0 25,177 11,537 12,835 25 0 0 594 598
Changes from: February 12, 2019 Total Change is: 4,886
0 2,665 100 0 0 0 2,556 -134 2,001 0 0 0 229 254
Percent of Open Interest Represented by Each Category of Trader
11.1 37.5 14.8 0.3 0.0 0.0 48.1 22.0 24.5 0.0 0.0 0.0 1.1 1.1
Number of Traders in Each Category Total Traders: 32
. 9 7 . 0 0 13 7 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 47,697
Positions
15,902 11,075 9,388 400 2,745 104 13,841 16,934 6,647 1,204 0 0 211 804
Changes from: February 12, 2019 Total Change is: 2,943
1,108 934 560 -151 345 -296 2,637 2,212 -824 0 0 0 -91 12
Percent of Open Interest Represented by Each Category of Trader
33.3 23.2 19.7 0.8 5.8 0.2 29.0 35.5 13.9 2.5 0.0 0.0 0.4 1.7
Number of Traders in Each Category Total Traders: 46
7 8 9 . . . 11 15 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 30,162
Positions
599 4,238 0 1,346 8,404 9 12,373 12,865 111 15,605 1,235 0 119 3,300
Changes from: February 12, 2019 Total Change is: 508
-69 181 0 0 44 -6 238 238 0 260 0 0 85 51
Percent of Open Interest Represented by Each Category of Trader
2.0 14.1 0.0 4.5 27.9 0.0 41.0 42.7 0.4 51.7 4.1 0.0 0.4 10.9
Number of Traders in Each Category Total Traders: 34
. 4 0 . 10 . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 14,942
Positions
5,318 2,653 0 730 2,043 44 8,822 7,283 0 0 407 0 28 2,512
Changes from: February 12, 2019 Total Change is: 43
-413 437 0 0 -81 -11 451 -916 0 0 0 0 16 614
Percent of Open Interest Represented by Each Category of Trader
35.6 17.8 0.0 4.9 13.7 0.3 59.0 48.7 0.0 0.0 2.7 0.0 0.2 16.8
Number of Traders in Each Category Total Traders: 28
. 4 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 72,833
Positions
1,830 4,538 32,094 0 220 0 17,269 8,111 21,364 30 6,225 246 0 35
Changes from: February 12, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.5 6.2 44.1 0.0 0.3 0.0 23.7 11.1 29.3 0.0 8.5 0.3 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 4 5 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 3,616
Positions
55 0 0 0 27 0 486 1,692 173 1,183 1,338 63 1,656 323
Changes from: February 12, 2019 Total Change is: -343
0 0 0 0 0 0 60 -609 -268 -36 805 -173 74 -98
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.7 0.0 13.4 46.8 4.8 32.7 37.0 1.7 45.8 8.9
Number of Traders in Each Category Total Traders: 41
. 0 0 0 . 0 5 13 . 17 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,964
Positions
0 97 27 170 165 52 1,834 2,259 268 704 761 51 858 284
Changes from: February 12, 2019 Total Change is: 603
0 0 16 36 -40 37 137 169 36 194 299 51 96 35
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.7 4.3 4.2 1.3 46.3 57.0 6.8 17.8 19.2 1.3 21.6 7.2
Number of Traders in Each Category Total Traders: 46
0 . . . . . 11 15 6 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 59,109
Positions
136 36,747 0 20,651 2,348 409 29,325 14,582 1,909 2,814 460 173 3,692 2,481
Changes from: February 12, 2019 Total Change is: 2,566
0 -57 0 1,483 179 15 1,189 2,680 -146 -251 -271 116 160 50
Percent of Open Interest Represented by Each Category of Trader
0.2 62.2 0.0 34.9 4.0 0.7 49.6 24.7 3.2 4.8 0.8 0.3 6.2 4.2
Number of Traders in Each Category Total Traders: 105
. . 0 13 9 . 39 17 8 18 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 362,919
Positions
45,991 17,663 13,378 85,470 70,745 23,229 53,885 97,208 97,383 8,913 4,125 11,944 22,726 27,244
Changes from: February 12, 2019 Total Change is: -1,932
619 -4,473 -11,686 17,747 2,667 -2,178 -5,093 18,519 -3,754 186 -1,167 2,561 -334 -2,421
Percent of Open Interest Represented by Each Category of Trader
12.7 4.9 3.7 23.6 19.5 6.4 14.8 26.8 26.8 2.5 1.1 3.3 6.3 7.5
Number of Traders in Each Category Total Traders: 183
14 10 14 25 27 27 35 48 50 8 5 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 19, 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 29,130
Positions
1,949 760 1,143 16,245 17,076 189 8,068 9,395 101 1,239 436 0 196 30
Changes from: February 12, 2019 Total Change is: 0
990 68 0 -1,137 0 0 160 -48 1 -8 -5 0 -6 -16
Percent of Open Interest Represented by Each Category of Trader
6.7 2.6 3.9 55.8 58.6 0.6 27.7 32.3 0.3 4.3 1.5 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 46
. . . 11 4 . 6 8 . 9 . 0
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Updated March 01, 2019