Traders in Financial Futures - Futures Only Positions as of December 24, 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 158,666
Positions
3,804 71,188 666 54,680 16,462 5,940 34,245 42,041 3,764 16,843 1,963 46 38,678 16,596
Changes from: December 17, 2019 Total Change is: -30,792
-2,625 -283 -23,821 11,030 -5,323 528 -2,266 9,671 -7,566 426 256 26 -6,524 -4,280
Percent of Open Interest Represented by Each Category of Trader
2.4 44.9 0.4 34.5 10.4 3.7 21.6 26.5 2.4 10.6 1.2 0.0 24.4 10.5
Number of Traders in Each Category Total Traders: 110
4 10 . 26 10 12 24 22 11 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 60,450
Positions
26,603 3,650 0 2,403 22,120 558 20,131 12,106 2 740 1,821 0 10,013 20,193
Changes from: December 17, 2019 Total Change is: -1,180
-1,579 1,317 0 1,065 -4,608 -99 447 2,478 -16 0 336 0 -998 -588
Percent of Open Interest Represented by Each Category of Trader
44.0 6.0 0.0 4.0 36.6 0.9 33.3 20.0 0.0 1.2 3.0 0.0 16.6 33.4
Number of Traders in Each Category Total Traders: 55
. 4 0 4 16 . 12 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 206,283
Positions
5,329 45,062 6,621 71,171 64,689 6,163 60,316 47,733 5,404 18,241 8,019 0 33,038 22,592
Changes from: December 17, 2019 Total Change is: 4,697
-4,735 11,279 -344 -2,675 -3,570 -686 10,563 1,108 569 1,060 -330 0 945 -3,329
Percent of Open Interest Represented by Each Category of Trader
2.6 21.8 3.2 34.5 31.4 3.0 29.2 23.1 2.6 8.8 3.9 0.0 16.0 11.0
Number of Traders in Each Category Total Traders: 117
. 10 . 22 21 15 24 27 10 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 173,142
Positions
51,553 18,995 1,262 43,382 56,522 11,042 30,622 39,834 3,332 2,671 8,407 0 29,278 33,748
Changes from: December 17, 2019 Total Change is: -5,387
-3,528 4,938 1,245 -1,647 -3,395 -97 -1,772 -5,893 -1,347 243 -142 0 1,516 -696
Percent of Open Interest Represented by Each Category of Trader
29.8 11.0 0.7 25.1 32.6 6.4 17.7 23.0 1.9 1.5 4.9 0.0 16.9 19.5
Number of Traders in Each Category Total Traders: 120
6 8 . 16 27 11 23 30 12 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 540,395
Positions
25,899 135,424 1,057 330,683 152,924 27,634 42,584 155,491 4,568 23,239 10,172 131 84,600 52,994
Changes from: December 17, 2019 Total Change is: -2,528
-1,048 -2,508 -142 -7,412 -5,018 1,415 -1,681 7,434 -601 124 25 -13 6,830 -3,120
Percent of Open Interest Represented by Each Category of Trader
4.8 25.1 0.2 61.2 28.3 5.1 7.9 28.8 0.8 4.3 1.9 0.0 15.7 9.8
Number of Traders in Each Category Total Traders: 277
12 14 10 88 44 43 32 46 18 25 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 23,580
Positions
0 3,548 100 8,545 6,272 2,959 845 3,999 0 0 0 0 11,131 6,702
Changes from: December 17, 2019 Total Change is: -224
0 -22 0 82 -479 -70 -510 281 0 0 0 0 274 66
Percent of Open Interest Represented by Each Category of Trader
0.0 15.0 0.4 36.2 26.6 12.5 3.6 17.0 0.0 0.0 0.0 0.0 47.2 28.4
Number of Traders in Each Category Total Traders: 24
0 . . 11 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 155,810
Positions
63,809 7,186 1,310 21,259 54,241 2,564 32,625 51,604 2,045 8,523 10,173 0 23,675 26,687
Changes from: December 17, 2019 Total Change is: 2,306
-2,540 697 -1 4,567 -6,532 -246 3,000 10,396 -265 -410 -424 0 -1,799 -1,319
Percent of Open Interest Represented by Each Category of Trader
41.0 4.6 0.8 13.6 34.8 1.6 20.9 33.1 1.3 5.5 6.5 0.0 15.2 17.1
Number of Traders in Each Category Total Traders: 93
5 5 4 11 23 10 18 26 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 55,278
Positions
0 45,156 41 43,278 0 31 7,897 8,992 0 1,814 156 0 2,217 902
Changes from: December 17, 2019 Total Change is: -1,039
0 -682 -1 -1,036 0 0 94 -424 0 60 0 0 -156 68
Percent of Open Interest Represented by Each Category of Trader
0.0 81.7 0.1 78.3 0.0 0.1 14.3 16.3 0.0 3.3 0.3 0.0 4.0 1.6
Number of Traders in Each Category Total Traders: 47
0 6 . 13 0 . 16 6 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 274,987
Positions
668 183,800 862 142,834 5,960 888 105,917 63,659 1,443 16,219 15,293 0 6,156 3,082
Changes from: December 17, 2019 Total Change is: -13,799
-264 2,119 -1 -11,906 -832 -333 -3,374 -15,653 35 2,632 306 0 -588 560
Percent of Open Interest Represented by Each Category of Trader
0.2 66.8 0.3 51.9 2.2 0.3 38.5 23.1 0.5 5.9 5.6 0.0 2.2 1.1
Number of Traders in Each Category Total Traders: 181
4 8 . 32 9 4 65 31 7 14 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 53,904
Positions
39,136 784 1,502 3,149 25,501 3 3,671 21,983 1,675 2,007 850 0 2,761 1,606
Changes from: December 17, 2019 Total Change is: -424
106 42 29 -775 -12,396 -213 -1,010 11,019 1,110 220 -175 0 109 160
Percent of Open Interest Represented by Each Category of Trader
72.6 1.5 2.8 5.8 47.3 0.0 6.8 40.8 3.1 3.7 1.6 0.0 5.1 3.0
Number of Traders in Each Category Total Traders: 53
4 . . 6 8 . 9 17 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 46,630
Positions
17,418 2,064 0 8,659 15,258 376 14,910 20,297 541 1,481 2,433 6 3,239 5,655
Changes from: December 17, 2019 Total Change is: 2,290
-201 1,558 0 -180 -2,567 -43 3,496 4,108 -612 -149 -203 0 -21 49
Percent of Open Interest Represented by Each Category of Trader
37.4 4.4 0.0 18.6 32.7 0.8 32.0 43.5 1.2 3.2 5.2 0.0 6.9 12.1
Number of Traders in Each Category Total Traders: 95
8 . 0 11 14 4 28 17 . 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 18,206
Positions
832 8,184 18 12,849 2,621 0 3,162 5,638 43 0 326 0 1,302 1,376
Changes from: December 17, 2019 Total Change is: 401
832 23 16 1,046 -320 0 -1,525 645 15 0 106 0 17 -84
Percent of Open Interest Represented by Each Category of Trader
4.6 45.0 0.1 70.6 14.4 0.0 17.4 31.0 0.2 0.0 1.8 0.0 7.2 7.6
Number of Traders in Each Category Total Traders: 33
. . . 7 4 0 7 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 51,518
Positions
13,302 25,379 682 17,979 4,308 834 9,564 9,395 118 626 1,266 370 8,045 9,167
Changes from: December 17, 2019 Total Change is: -9,262
1,113 1,194 -8,535 -898 681 97 1,045 -1,524 -1,355 -261 73 288 -755 -180
Percent of Open Interest Represented by Each Category of Trader
25.8 49.3 1.3 34.9 8.4 1.6 18.6 18.2 0.2 1.2 2.5 0.7 15.6 17.8
Number of Traders in Each Category Total Traders: 95
9 19 . 17 . 4 25 14 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 103,035
Positions
26,603 50,757 1,363 35,958 8,616 1,668 19,128 18,790 235 1,251 2,532 740 16,089 18,334
Changes from: December 17, 2019 Total Change is: -18,523
2,225 2,388 -17,070 -1,795 1,362 193 2,089 -3,047 -2,710 -522 145 576 -1,509 -360
Percent of Open Interest Represented by Each Category of Trader
25.8 49.3 1.3 34.9 8.4 1.6 18.6 18.2 0.2 1.2 2.5 0.7 15.6 17.8
Number of Traders in Each Category Total Traders: 95
9 19 . 17 . 4 25 14 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 34,005
Positions
200 27,653 0 31,288 720 145 350 4,663 0 0 464 0 2,022 360
Changes from: December 17, 2019 Total Change is: -13,331
-1,887 3,707 -14,085 2,125 60 -98 100 -1,897 0 0 16 0 514 -1,034
Percent of Open Interest Represented by Each Category of Trader
0.6 81.3 0.0 92.0 2.1 0.4 1.0 13.7 0.0 0.0 1.4 0.0 5.9 1.1
Number of Traders in Each Category Total Traders: 23
. 6 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 556,980
Positions
49,753 185,240 10,285 309,501 98,198 44,368 51,703 93,638 8,137 17,223 60,460 905 65,106 55,750
Changes from: December 17, 2019 Total Change is: -118,150
-1,623 19,244 -63,315 27,108 -7,373 -25,514 -8,124 -1,662 -23,336 5,768 1,900 -1,998 -27,116 -16,096
Percent of Open Interest Represented by Each Category of Trader
8.9 33.3 1.8 55.6 17.6 8.0 9.3 16.8 1.5 3.1 10.9 0.2 11.7 10.0
Number of Traders in Each Category Total Traders: 555
28 38 18 171 82 114 64 98 42 27 47 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 2,716,155
Positions
248,767 896,238 48,174 1,542,418 490,988 221,838 262,305 471,911 28,395 86,113 302,302 4,524 273,621 251,785
Changes from: December 17, 2019 Total Change is: -483,583
-548 74,575 -252,669 140,542 -36,864 -127,572 -40,042 -7,244 -87,675 28,839 9,501 -9,991 -134,467 -45,644
Percent of Open Interest Represented by Each Category of Trader
9.2 33.0 1.8 56.8 18.1 8.2 9.7 17.4 1.0 3.2 11.1 0.2 10.1 9.3
Number of Traders in Each Category Total Traders: 554
28 37 17 171 82 114 65 97 39 27 47 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 28,610
Positions
16,459 10,158 0 7,404 0 982 698 11,745 0 0 357 0 3,067 5,368
Changes from: December 17, 2019 Total Change is: -12,787
3,015 -6,780 -4,382 12 0 0 236 6,963 -8,270 0 0 0 -3,398 -318
Percent of Open Interest Represented by Each Category of Trader
57.5 35.5 0.0 25.9 0.0 3.4 2.4 41.1 0.0 0.0 1.2 0.0 10.7 18.8
Number of Traders in Each Category Total Traders: 23
5 7 0 5 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 11,221
Positions
3,939 6,532 0 3,705 954 1,002 547 1,702 0 0 0 0 2,028 1,031
Changes from: December 17, 2019 Total Change is: -8,517
-1,627 -1,167 -6,033 -113 146 -146 0 270 -367 0 0 0 -231 -1,220
Percent of Open Interest Represented by Each Category of Trader
35.1 58.2 0.0 33.0 8.5 8.9 4.9 15.2 0.0 0.0 0.0 0.0 18.1 9.2
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 78,647
Positions
5,405 29,144 138 54,754 34,188 3,066 3,849 1,209 241 0 7,812 0 11,194 2,849
Changes from: December 17, 2019 Total Change is: -10,897
466 2,009 -9,465 -1,293 303 464 144 -3,170 -396 0 0 0 -817 -642
Percent of Open Interest Represented by Each Category of Trader
6.9 37.1 0.2 69.6 43.5 3.9 4.9 1.5 0.3 0.0 9.9 0.0 14.2 3.6
Number of Traders in Each Category Total Traders: 87
4 11 . 36 21 14 10 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 42,219
Positions
4,377 9,997 420 16,759 8,391 1,664 10,609 11,470 781 983 2,238 35 6,590 7,222
Changes from: December 17, 2019 Total Change is: -13,046
-4,218 2,569 -6,186 3,616 -58 -3,737 -679 -3,081 -981 -163 179 -55 -643 -1,696
Percent of Open Interest Represented by Each Category of Trader
10.4 23.7 1.0 39.7 19.9 3.9 25.1 27.2 1.8 2.3 5.3 0.1 15.6 17.1
Number of Traders in Each Category Total Traders: 240
17 24 . 57 29 28 43 42 12 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 211,094
Positions
21,883 49,985 2,101 83,795 41,957 8,320 53,046 57,349 3,904 4,916 11,191 177 32,952 36,110
Changes from: December 17, 2019 Total Change is: -65,231
-21,090 12,843 -30,931 18,081 -288 -18,683 -3,395 -15,406 -4,904 -815 897 -277 -3,217 -8,482
Percent of Open Interest Represented by Each Category of Trader
10.4 23.7 1.0 39.7 19.9 3.9 25.1 27.2 1.8 2.3 5.3 0.1 15.6 17.1
Number of Traders in Each Category Total Traders: 240
17 24 . 57 29 28 43 42 12 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 477,320
Positions
53,887 146,601 6,626 264,882 163,321 37,444 71,908 70,680 8,220 10,519 29,179 0 23,834 15,249
Changes from: December 17, 2019 Total Change is: -64,615
-8,492 -1,304 -35,131 -15,712 7,733 -3,850 1,160 -8,110 -3,028 1,228 -2,588 0 -790 -18,337
Percent of Open Interest Represented by Each Category of Trader
11.3 30.7 1.4 55.5 34.2 7.8 15.1 14.8 1.7 2.2 6.1 0.0 5.0 3.2
Number of Traders in Each Category Total Traders: 309
16 25 6 90 47 36 53 48 23 17 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 22,457
Positions
859 6,989 0 13,589 363 16 2,204 10,113 33 0 1,151 0 5,756 3,792
Changes from: December 17, 2019 Total Change is: -330
0 0 0 78 0 0 135 -536 -2 0 25 0 -541 183
Percent of Open Interest Represented by Each Category of Trader
3.8 31.1 0.0 60.5 1.6 0.1 9.8 45.0 0.1 0.0 5.1 0.0 25.6 16.9
Number of Traders in Each Category Total Traders: 33
. . 0 14 . . 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 59,413
Positions
7,047 3,253 690 20,438 4,566 279 20,101 6,334 889 1,260 873 0 8,709 42,529
Changes from: December 17, 2019 Total Change is: 1,546
966 -1,172 -11 -1,201 -417 -62 763 113 400 30 -832 0 661 3,527
Percent of Open Interest Represented by Each Category of Trader
11.9 5.5 1.2 34.4 7.7 0.5 33.8 10.7 1.5 2.1 1.5 0.0 14.7 71.6
Number of Traders in Each Category Total Traders: 59
7 5 . 15 4 4 17 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 383,301
Positions
46,593 247,488 4,043 284,205 70,772 22,525 14,870 22,873 642 1,726 9,427 0 8,697 5,531
Changes from: December 17, 2019 Total Change is: -59,660
2,715 9,282 -62,369 8,947 -3,015 -1,527 -1,359 4,638 -3,106 8 -57 0 -2,969 -3,506
Percent of Open Interest Represented by Each Category of Trader
12.2 64.6 1.1 74.1 18.5 5.9 3.9 6.0 0.2 0.5 2.5 0.0 2.3 1.4
Number of Traders in Each Category Total Traders: 184
14 13 5 74 37 33 21 18 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 1,455,018
Positions
81,674 997,474 6,283 1,051,861 246,415 96,488 124,794 72,499 5,124 54,088 16,954 3,034 31,672 10,747
Changes from: December 17, 2019 Total Change is: -201,974
17,812 39,401 -140,113 6,475 -15,482 -17,469 -4,541 -20,989 -4,012 -4,075 1,278 -839 -55,212 -43,749
Percent of Open Interest Represented by Each Category of Trader
5.6 68.6 0.4 72.3 16.9 6.6 8.6 5.0 0.4 3.7 1.2 0.2 2.2 0.7
Number of Traders in Each Category Total Traders: 442
28 19 8 185 62 79 66 30 16 45 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 79,546
Positions
12,409 51,206 27,159 16,315 0 946 20,525 0 174 1,994 0 0 24 61
Changes from: December 17, 2019 Total Change is: -50,681
-34,388 -40,418 -10,226 -3,536 0 -40 -2,398 0 3 -90 0 0 -6 0
Percent of Open Interest Represented by Each Category of Trader
15.6 64.4 34.1 20.5 0.0 1.2 25.8 0.0 0.2 2.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 46
8 14 11 8 0 . 13 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 1,037,009
Positions
9,736 130,865 5,046 517,484 295,421 182,980 60,316 252,272 7,858 87,578 36,555 0 166,011 126,012
Changes from: December 17, 2019 Total Change is: 12,253
1,950 -4,980 1,934 9,805 10,413 5,787 -587 -9,880 -371 679 7,905 0 -6,944 1,445
Percent of Open Interest Represented by Each Category of Trader
0.9 12.6 0.5 49.9 28.5 17.6 5.8 24.3 0.8 8.4 3.5 0.0 16.0 12.2
Number of Traders in Each Category Total Traders: 178
10 15 6 57 26 49 22 31 10 10 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 1,242,874
Positions
45,046 137,314 33 724,484 99,262 194,836 60,696 708,315 13,666 49,160 4,890 0 154,953 84,558
Changes from: December 17, 2019 Total Change is: 18,803
-1,258 -570 -483 15,788 6,970 1,641 4,434 9,597 -797 3,235 600 0 -3,757 1,845
Percent of Open Interest Represented by Each Category of Trader
3.6 11.0 0.0 58.3 8.0 15.7 4.9 57.0 1.1 4.0 0.4 0.0 12.5 6.8
Number of Traders in Each Category Total Traders: 142
8 11 . 68 14 51 12 22 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 3,639,148
Positions
102,497 260,702 8,486 1,730,236 871,853 300,347 944,698 1,895,190 47,347 327,980 144,227 1,878 175,679 109,118
Changes from: December 17, 2019 Total Change is: 27,875
20,730 19,438 -1,098 10,494 18,602 11,607 17,294 -11,942 -11,431 -15,246 -370 -2,359 -2,116 5,428
Percent of Open Interest Represented by Each Category of Trader
2.8 7.2 0.2 47.5 24.0 8.3 26.0 52.1 1.3 9.0 4.0 0.1 4.8 3.0
Number of Traders in Each Category Total Traders: 361
22 31 9 121 35 67 69 42 29 27 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 3,653,749
Positions
197,864 272,498 38,315 1,591,582 849,587 706,119 409,878 1,140,076 87,753 243,116 182,775 1,952 377,170 374,674
Changes from: December 17, 2019 Total Change is: 15,986
15,755 19,891 2,404 -83,814 29,829 34,312 46,632 -60,815 9,798 -2,824 -2,135 -540 -5,737 -16,758
Percent of Open Interest Represented by Each Category of Trader
5.4 7.5 1.0 43.6 23.3 19.3 11.2 31.2 2.4 6.7 5.0 0.1 10.3 10.3
Number of Traders in Each Category Total Traders: 410
24 42 13 104 77 100 57 65 39 24 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 909,722
Positions
87,638 67,860 2,853 299,362 290,058 137,089 208,812 175,659 16,295 51,794 33,554 0 105,879 186,354
Changes from: December 17, 2019 Total Change is: -9,347
2,158 7,971 -241 2,910 -6,847 -11,001 -836 1,344 -6,216 -1,513 -200 0 5,392 5,843
Percent of Open Interest Represented by Each Category of Trader
9.6 7.5 0.3 32.9 31.9 15.1 23.0 19.3 1.8 5.7 3.7 0.0 11.6 20.5
Number of Traders in Each Category Total Traders: 114
5 8 4 24 39 40 17 14 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 4,251,053
Positions
60,715 465,499 30,814 2,136,081 799,966 786,856 559,542 1,549,657 86,475 295,998 218,945 677 293,895 312,164
Changes from: December 17, 2019 Total Change is: -12,655
-5,904 46,164 -865 8,167 -17,023 5,438 7,047 -38,096 -11,566 -9,362 3,005 -235 -5,375 523
Percent of Open Interest Represented by Each Category of Trader
1.4 11.0 0.7 50.2 18.8 18.5 13.2 36.5 2.0 7.0 5.2 0.0 6.9 7.3
Number of Traders in Each Category Total Traders: 325
14 36 12 86 55 80 46 51 28 23 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 1,895,184
Positions
396,518 516,609 444,233 15,816 14,990 29,991 485,276 393,155 435,664 38,963 19,800 6,605 42,118 34,137
Changes from: December 17, 2019 Total Change is: 24,523
16,695 1,080 8,420 1,519 776 -4,314 3,470 21,523 -2,419 3,627 0 -371 -2,104 -172
Percent of Open Interest Represented by Each Category of Trader
20.9 27.3 23.4 0.8 0.8 1.6 25.6 20.7 23.0 2.1 1.0 0.3 2.2 1.8
Number of Traders in Each Category Total Traders: 149
34 22 44 8 4 7 41 25 47 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 is10,877,555
Positions
2,409,116 1,597,524 2,123,997 359,991 2,325,811 540,814 1,927,512 493,310 2,823,773 62,125 93,330 49,517 580,710 829,479
Changes from: December 17, 2019 Total Change is: -3,642
152,832 133,000 -79,963 -11,127 -41,203 -14,875 -17,604 -26,407 11,939 -16,248 -3,501 -3,691 -24,905 21,059
Percent of Open Interest Represented by Each Category of Trader
22.1 14.7 19.5 3.3 21.4 5.0 17.7 4.5 26.0 0.6 0.9 0.5 5.3 7.6
Number of Traders in Each Category Total Traders: 222
36 35 63 11 19 21 53 36 80 13 11 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 131,195
Positions
3,856 69,305 18,462 16,649 0 6,854 58,797 10,538 24,245 0 590 1,107 1,225 94
Changes from: December 17, 2019 Total Change is: -44,068
-2,263 -24,485 -6,034 -2,319 -2,600 -2,981 -24,707 -2,351 -6,110 0 166 331 15 -4
Percent of Open Interest Represented by Each Category of Trader
2.9 52.8 14.1 12.7 0.0 5.2 44.8 8.0 18.5 0.0 0.4 0.8 0.9 0.1
Number of Traders in Each Category Total Traders: 51
. 13 4 4 0 . 11 19 19 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 370,622
Positions
38,639 77,415 41,994 0 35,336 19,664 222,755 140,074 43,761 1,217 7,680 1,596 996 3,102
Changes from: December 17, 2019 Total Change is: 2,542
-3,453 5,327 4,810 -1,408 2,426 -4,622 -2,041 -10,310 7,894 1,217 -1,969 -789 934 -225
Percent of Open Interest Represented by Each Category of Trader
10.4 20.9 11.3 0.0 9.5 5.3 60.1 37.8 11.8 0.3 2.1 0.4 0.3 0.8
Number of Traders in Each Category Total Traders: 95
5 24 16 0 9 . 19 31 27 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 61,649
Positions
838 22,591 0 1,164 3,089 171 13,351 7,309 24,191 21,888 1,045 0 46 3,253
Changes from: December 17, 2019 Total Change is: -4,582
0 -69 0 0 285 18 988 188 -5,542 -60 0 0 14 538
Percent of Open Interest Represented by Each Category of Trader
1.4 36.6 0.0 1.9 5.0 0.3 21.7 11.9 39.2 35.5 1.7 0.0 0.1 5.3
Number of Traders in Each Category Total Traders: 28
. . 0 . 9 . . 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 14,220
Positions
167 4,011 0 808 545 115 8,014 2,618 5,116 0 0 0 0 1,815
Changes from: December 17, 2019 Total Change is: 1,180
41 72 0 0 3 0 -184 -468 1,323 0 0 0 0 250
Percent of Open Interest Represented by Each Category of Trader
1.2 28.2 0.0 5.7 3.8 0.8 56.4 18.4 36.0 0.0 0.0 0.0 0.0 12.8
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 47,212
Positions
11,499 93 16,080 0 160 0 0 12,226 15,567 3,810 2,692 246 10 148
Changes from: December 17, 2019 Total Change is: -1,921
0 0 -1,572 0 0 0 0 -3 -359 0 0 0 10 13
Percent of Open Interest Represented by Each Category of Trader
24.4 0.2 34.1 0.0 0.3 0.0 0.0 25.9 33.0 8.1 5.7 0.5 0.0 0.3
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 0 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 3,541
Positions
137 0 0 133 283 1 1,179 2,256 100 276 514 25 1,690 362
Changes from: December 17, 2019 Total Change is: -299
3 0 0 95 -161 1 -399 -190 -25 -19 183 13 32 -120
Percent of Open Interest Represented by Each Category of Trader
3.9 0.0 0.0 3.8 8.0 0.0 33.3 63.7 2.8 7.8 14.5 0.7 47.7 10.2
Number of Traders in Each Category Total Traders: 45
. 0 0 . . . 11 14 4 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 32,976
Positions
565 18,093 0 9,678 3,251 595 16,502 6,822 1,445 1,772 1,002 57 2,362 1,711
Changes from: December 17, 2019 Total Change is: 79
-143 10 0 559 265 -356 -437 -911 847 52 211 -2 -441 15
Percent of Open Interest Represented by Each Category of Trader
1.7 54.9 0.0 29.3 9.9 1.8 50.0 20.7 4.4 5.4 3.0 0.2 7.2 5.2
Number of Traders in Each Category Total Traders: 90
. . 0 13 6 5 30 13 6 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 411,894
Positions
86,161 6,080 17,468 110,682 121,572 20,246 42,998 108,261 86,253 10,928 3,667 17,011 20,147 31,336
Changes from: December 17, 2019 Total Change is: -48,949
-13,422 -12,469 -7,624 -3,316 2,009 -6,982 -4,765 -15,084 -8,863 -2,097 99 -497 -1,383 462
Percent of Open Interest Represented by Each Category of Trader
20.9 1.5 4.2 26.9 29.5 4.9 10.4 26.3 20.9 2.7 0.9 4.1 4.9 7.6
Number of Traders in Each Category Total Traders: 194
17 5 14 14 40 22 32 57 47 7 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 24, 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 14,715
Positions
4,955 717 380 7,120 3,187 1,091 98 9,167 100 736 60 0 235 13
Changes from: December 17, 2019 Total Change is: -5,765
10 -21 -239 605 1,440 1 -4,447 -4,915 -1,488 -50 0 0 -157 -543
Percent of Open Interest Represented by Each Category of Trader
33.7 4.9 2.6 48.4 21.7 7.4 0.7 62.3 0.7 5.0 0.4 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 38
. . . 9 5 . . 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 30, 2019