Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 183,643
Positions
74,042 0 3,720 31,480 42,303 6,516 12,081 65,005 14,407 10,149 9,140 1,253 29,993 41,298
Changes from: December 31, 2018 Total Change is: -6,506
15,812 -393 -1,718 282 -303 -2,094 -16,819 1,178 -1,467 748 -4,072 -233 -1,018 2,595
Percent of Open Interest Represented by Each Category of Trader
40.3 0.0 2.0 17.1 23.0 3.5 6.6 35.4 7.8 5.5 5.0 0.7 16.3 22.5
Number of Traders in Each Category Total Traders: 108
13 0 7 11 18 8 15 36 20 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 67,676
Positions
44,701 7,966 257 1,535 12,744 524 10,814 22,382 1,459 0 1,875 0 8,386 20,468
Changes from: December 31, 2018 Total Change is: -517
-475 5,921 245 -20 -3,488 -549 -1,147 -1,191 518 0 -1,735 0 911 -238
Percent of Open Interest Represented by Each Category of Trader
66.1 11.8 0.4 2.3 18.8 0.8 16.0 33.1 2.2 0.0 2.8 0.0 12.4 30.2
Number of Traders in Each Category Total Traders: 47
5 4 . . 11 . 8 15 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 244,306
Positions
101,163 9,035 10,646 47,362 93,895 4,561 29,015 48,752 26,802 146 9,852 2,015 22,594 38,747
Changes from: December 31, 2018 Total Change is: -9,077
4,559 -263 -501 -1,436 -4,503 -1,612 -6,641 4,298 -5,528 -28 -342 -607 2,717 -19
Percent of Open Interest Represented by Each Category of Trader
41.4 3.7 4.4 19.4 38.4 1.9 11.9 20.0 11.0 0.1 4.0 0.8 9.2 15.9
Number of Traders in Each Category Total Traders: 122
9 6 8 12 28 10 26 30 20 . 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 260,497
Positions
77,675 66,362 13,028 44,472 20,666 12,180 36,824 88,666 22,412 16,305 2,021 2,369 35,231 32,792
Changes from: December 31, 2018 Total Change is: 7,431
-13,628 36,560 6,377 1,121 -7,416 -3,242 8,450 -14,720 -3,236 1,163 -1,924 -601 11,026 -4,369
Percent of Open Interest Represented by Each Category of Trader
29.8 25.5 5.0 17.1 7.9 4.7 14.1 34.0 8.6 6.3 0.8 0.9 13.5 12.6
Number of Traders in Each Category Total Traders: 116
4 11 8 19 16 12 22 32 23 6 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 560,517
Positions
41,492 130,197 11,440 310,890 167,386 19,871 27,916 114,515 39,044 17,241 18,367 2,107 90,516 57,589
Changes from: December 31, 2018 Total Change is: 3,143
-921 19,524 345 4,450 -9,223 -1,685 3,037 -984 -5,314 -1,239 366 -154 4,623 268
Percent of Open Interest Represented by Each Category of Trader
7.4 23.2 2.0 55.5 29.9 3.5 5.0 20.4 7.0 3.1 3.3 0.4 16.1 10.3
Number of Traders in Each Category Total Traders: 289
16 10 17 95 39 51 30 59 35 19 20 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,460
Positions
605 13,878 0 13,900 5,658 1,811 1,131 4,392 0 0 727 5 13,008 3,989
Changes from: December 31, 2018 Total Change is: 2,200
3 223 0 3,322 -518 -561 131 3,543 -2 0 0 0 -693 -485
Percent of Open Interest Represented by Each Category of Trader
2.0 45.6 0.0 45.6 18.6 5.9 3.7 14.4 0.0 0.0 2.4 0.0 42.7 13.1
Number of Traders in Each Category Total Traders: 29
. . 0 15 5 7 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,563
Positions
5,547 6,431 640 10,938 10,031 2,106 2,437 2,279 0 0 0 0 5,895 6,076
Changes from: December 31, 2018 Total Change is: -789
-71 -25 13 14 -2,216 -5 -564 1,027 0 0 0 0 -176 417
Percent of Open Interest Represented by Each Category of Trader
20.1 23.3 2.3 39.7 36.4 7.6 8.8 8.3 0.0 0.0 0.0 0.0 21.4 22.0
Number of Traders in Each Category Total Traders: 21
. . . 7 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 144,080
Positions
56,642 6,574 4,737 17,379 34,664 4,142 23,559 35,905 10,964 1,976 4,412 967 23,714 41,715
Changes from: December 31, 2018 Total Change is: 2,104
11,913 1,691 -727 1,955 -1,719 -1,311 -5,391 6,476 -3,749 1,103 37 -193 -1,496 1,600
Percent of Open Interest Represented by Each Category of Trader
39.3 4.6 3.3 12.1 24.1 2.9 16.4 24.9 7.6 1.4 3.1 0.7 16.5 29.0
Number of Traders in Each Category Total Traders: 94
10 5 7 7 20 6 22 22 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 31,517
Positions
857 18,503 500 18,274 9,098 0 10,400 1,652 0 520 600 0 966 1,164
Changes from: December 31, 2018 Total Change is: -3,500
-347 -10,156 0 0 7,213 -29 -3,074 -166 -3 0 72 0 -47 -431
Percent of Open Interest Represented by Each Category of Trader
2.7 58.7 1.6 58.0 28.9 0.0 33.0 5.2 0.0 1.6 1.9 0.0 3.1 3.7
Number of Traders in Each Category Total Traders: 32
. 4 . 4 4 0 12 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 161,199
Positions
4,861 78,160 1,740 78,467 7,896 517 61,216 38,901 3,265 4,931 27,331 212 5,989 3,177
Changes from: December 31, 2018 Total Change is: 9,213
-715 21,374 527 5,392 -1,658 3 4,990 -10,069 -1,201 -697 832 200 714 -794
Percent of Open Interest Represented by Each Category of Trader
3.0 48.5 1.1 48.7 4.9 0.3 38.0 24.1 2.0 3.1 17.0 0.1 3.7 2.0
Number of Traders in Each Category Total Traders: 139
. 9 . 19 12 . 41 34 10 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 18,182
Positions
2,154 1,418 2,323 728 9,108 0 10,418 3,329 212 250 720 0 2,097 1,072
Changes from: December 31, 2018 Total Change is: -3,302
-460 1,055 460 728 -1,173 0 -2,470 -1,360 -1,756 150 -124 0 46 -404
Percent of Open Interest Represented by Each Category of Trader
11.8 7.8 12.8 4.0 50.1 0.0 57.3 18.3 1.2 1.4 4.0 0.0 11.5 5.9
Number of Traders in Each Category Total Traders: 34
. . . 4 5 0 12 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 29,998
Positions
6,747 256 92 7,087 5,713 6 10,622 13,793 1,492 410 2,189 771 2,771 5,686
Changes from: December 31, 2018 Total Change is: 76
2,505 -64 85 34 -836 -17 -2,812 1,576 -106 144 -551 198 45 -209
Percent of Open Interest Represented by Each Category of Trader
22.5 0.9 0.3 23.6 19.0 0.0 35.4 46.0 5.0 1.4 7.3 2.6 9.2 19.0
Number of Traders in Each Category Total Traders: 76
7 . . 6 10 . 20 24 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,145
Positions
2,237 10,860 0 8,125 1,793 1 2,851 182 0 180 115 0 751 1,194
Changes from: December 31, 2018 Total Change is: -815
0 0 0 -721 49 0 -434 -543 0 60 -105 0 280 -216
Percent of Open Interest Represented by Each Category of Trader
15.8 76.8 0.0 57.4 12.7 0.0 20.2 1.3 0.0 1.3 0.8 0.0 5.3 8.4
Number of Traders in Each Category Total Traders: 20
. . 0 . . . 9 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 38,566
Positions
11,455 19,764 565 7,233 1,368 188 10,490 6,071 1,431 1,711 1,266 116 5,377 7,797
Changes from: December 31, 2018 Total Change is: 426
1,166 -2,435 -695 113 -46 45 -626 1,688 337 -55 319 32 109 1,181
Percent of Open Interest Represented by Each Category of Trader
29.7 51.2 1.5 18.8 3.5 0.5 27.2 15.7 3.7 4.4 3.3 0.3 13.9 20.2
Number of Traders in Each Category Total Traders: 87
13 13 4 14 . . 17 16 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 77,132
Positions
22,911 39,529 1,129 14,465 2,736 376 20,980 12,143 2,861 3,423 2,532 233 10,754 15,593
Changes from: December 31, 2018 Total Change is: 852
2,332 -4,870 -1,391 225 -92 90 -1,251 3,377 675 -110 637 64 219 2,362
Percent of Open Interest Represented by Each Category of Trader
29.7 51.2 1.5 18.8 3.5 0.5 27.2 15.7 3.7 4.4 3.3 0.3 13.9 20.2
Number of Traders in Each Category Total Traders: 87
13 13 4 14 . . 17 16 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 32,338
Positions
7,031 26,736 0 22,639 983 877 638 2,547 0 0 446 0 1,153 749
Changes from: December 31, 2018 Total Change is: -50
-17 1,678 0 1,136 -241 -1,328 233 -152 0 0 0 0 -74 -7
Percent of Open Interest Represented by Each Category of Trader
21.7 82.7 0.0 70.0 3.0 2.7 2.0 7.9 0.0 0.0 1.4 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 24
. 6 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 804,546
Positions
30,692 153,872 61,079 262,408 134,908 72,004 44,451 51,633 180,896 28,810 34,221 25,575 98,633 90,359
Changes from: December 31, 2018 Total Change is: 7,247
-1,600 -17,421 10,890 841 -5,771 -2,363 -13,929 -2,147 13,748 -1,148 -1,283 -1,443 2,251 13,038
Percent of Open Interest Represented by Each Category of Trader
3.8 19.1 7.6 32.6 16.8 8.9 5.5 6.4 22.5 3.6 4.3 3.2 12.3 11.2
Number of Traders in Each Category Total Traders: 620
29 44 39 162 108 134 78 98 105 59 42 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 72,762
Positions
16,350 7,539 6,175 2,842 10,091 1,958 9,111 4,502 11,911 1 51 401 24,013 30,135
Changes from: December 31, 2018 Total Change is: 11,754
6,192 215 4,419 -1,355 -58 314 3,669 1,483 292 -1 20 -249 -1,527 5,318
Percent of Open Interest Represented by Each Category of Trader
22.5 10.4 8.5 3.9 13.9 2.7 12.5 6.2 16.4 0.0 0.1 0.6 33.0 41.4
Number of Traders in Each Category Total Traders: 46
5 9 5 . 4 . 10 9 15 . 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,658,919
Positions
155,099 815,059 191,124 1,320,871 647,126 327,191 224,165 283,124 797,458 144,043 170,850 125,868 373,100 301,119
Changes from: December 31, 2018 Total Change is: -22,536
-15,926 -65,140 9,315 8,711 -30,836 -11,113 -61,080 8,752 40,376 -5,737 -6,515 -5,975 18,893 38,599
Percent of Open Interest Represented by Each Category of Trader
4.2 22.3 5.2 36.1 17.7 8.9 6.1 7.7 21.8 3.9 4.7 3.4 10.2 8.2
Number of Traders in Each Category Total Traders: 610
30 43 37 164 106 133 75 96 101 58 38 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 16,703
Positions
3,137 12,002 0 10,549 999 1,457 0 967 14 0 0 0 1,546 1,264
Changes from: December 31, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.8 71.9 0.0 63.2 6.0 8.7 0.0 5.8 0.1 0.0 0.0 0.0 9.3 7.6
Number of Traders in Each Category Total Traders: 21
. 8 0 6 . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,039
Positions
4,096 13,709 0 6,751 376 0 1,768 227 0 836 0 0 1,588 727
Changes from: December 31, 2018 Total Change is: -2,177
-127 -2,602 -7 -2,247 0 0 -50 227 0 0 0 0 254 205
Percent of Open Interest Represented by Each Category of Trader
27.2 91.2 0.0 44.9 2.5 0.0 11.8 1.5 0.0 5.6 0.0 0.0 10.6 4.8
Number of Traders in Each Category Total Traders: 23
. 6 0 7 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,939
Positions
5,385 8,923 0 7,913 6,796 532 1,902 0 0 0 890 0 2,207 798
Changes from: December 31, 2018 Total Change is: -1,001
-685 -904 0 -564 482 0 458 0 0 0 0 0 -210 -579
Percent of Open Interest Represented by Each Category of Trader
30.0 49.7 0.0 44.1 37.9 3.0 10.6 0.0 0.0 0.0 5.0 0.0 12.3 4.4
Number of Traders in Each Category Total Traders: 26
. 8 0 8 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 69,779
Positions
15,984 9,104 3,544 35,694 43,224 3,115 2,048 2,539 633 0 2,484 0 8,761 5,136
Changes from: December 31, 2018 Total Change is: -26
-277 -170 424 2,412 -751 -269 -1,526 416 80 0 30 0 -870 214
Percent of Open Interest Represented by Each Category of Trader
22.9 13.0 5.1 51.2 61.9 4.5 2.9 3.6 0.9 0.0 3.6 0.0 12.6 7.4
Number of Traders in Each Category Total Traders: 79
9 6 . 30 21 15 4 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 43,850
Positions
18,210 7,413 625 9,356 12,732 650 6,258 8,409 2,603 994 2,658 40 5,113 8,718
Changes from: December 31, 2018 Total Change is: 732
4,103 52 -268 -326 -1,170 -167 -2,449 -454 626 4 134 -34 -758 2,012
Percent of Open Interest Represented by Each Category of Trader
41.5 16.9 1.4 21.3 29.0 1.5 14.3 19.2 5.9 2.3 6.1 0.1 11.7 19.9
Number of Traders in Each Category Total Traders: 238
21 20 8 43 40 26 31 51 22 10 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 219,248
Positions
91,050 37,065 3,125 46,778 63,662 3,251 31,291 42,043 13,017 4,968 13,291 202 25,566 43,592
Changes from: December 31, 2018 Total Change is: 3,660
20,513 262 -1,339 -1,628 -5,850 -833 -12,243 -2,269 3,131 18 670 -169 -3,790 10,058
Percent of Open Interest Represented by Each Category of Trader
41.5 16.9 1.4 21.3 29.0 1.5 14.3 19.2 5.9 2.3 6.1 0.1 11.7 19.9
Number of Traders in Each Category Total Traders: 238
21 20 8 43 40 26 31 51 22 10 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 473,851
Positions
77,188 52,252 16,070 211,911 195,633 37,626 81,159 128,239 11,104 19,821 16,017 84 18,888 16,825
Changes from: December 31, 2018 Total Change is: 188
1,096 -3,476 1,455 11,753 -1,961 570 -12,084 4,281 157 -2,227 1,341 -49 -484 -2,130
Percent of Open Interest Represented by Each Category of Trader
16.3 11.0 3.4 44.7 41.3 7.9 17.1 27.1 2.3 4.2 3.4 0.0 4.0 3.6
Number of Traders in Each Category Total Traders: 281
25 17 8 70 59 47 37 52 29 10 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 24,219
Positions
4,514 3,063 231 11,818 1,771 387 803 13,842 205 1,393 1,468 8 4,860 3,244
Changes from: December 31, 2018 Total Change is: 3,757
3,191 63 -53 419 -115 -32 121 4,395 205 0 -423 1 -95 -284
Percent of Open Interest Represented by Each Category of Trader
18.6 12.6 1.0 48.8 7.3 1.6 3.3 57.2 0.8 5.8 6.1 0.0 20.1 13.4
Number of Traders in Each Category Total Traders: 34
. . . 12 4 . 4 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 64,980
Positions
12,786 9,327 1,713 16,697 4,272 1,493 21,692 4,910 692 1,949 1,519 8 7,950 41,046
Changes from: December 31, 2018 Total Change is: 3,090
-698 2,618 -170 65 151 -848 5,004 -1,021 36 -497 0 1 197 2,323
Percent of Open Interest Represented by Each Category of Trader
19.7 14.4 2.6 25.7 6.6 2.3 33.4 7.6 1.1 3.0 2.3 0.0 12.2 63.2
Number of Traders in Each Category Total Traders: 68
14 . . 17 6 7 14 9 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 311,927
Positions
40,116 175,040 2,282 226,218 91,337 16,950 12,192 17,147 494 6,102 2,383 0 7,573 6,294
Changes from: December 31, 2018 Total Change is: 4,050
5,065 9,463 30 1,796 -1,828 -219 -3,523 -3,354 294 -8 -231 0 615 -105
Percent of Open Interest Represented by Each Category of Trader
12.9 56.1 0.7 72.5 29.3 5.4 3.9 5.5 0.2 2.0 0.8 0.0 2.4 2.0
Number of Traders in Each Category Total Traders: 161
13 12 4 58 38 26 13 16 5 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,258,234
Positions
91,808 789,733 4,990 913,282 271,821 107,927 78,872 51,357 3,105 28,125 13,558 449 29,676 15,294
Changes from: December 31, 2018 Total Change is: 40,938
5,141 40,631 -738 34,935 -18,049 152 -5,419 18,172 -140 4,806 -391 58 2,143 1,243
Percent of Open Interest Represented by Each Category of Trader
7.3 62.8 0.4 72.6 21.6 8.6 6.3 4.1 0.2 2.2 1.1 0.0 2.4 1.2
Number of Traders in Each Category Total Traders: 417
25 18 7 177 70 78 57 30 16 29 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 65,301
Positions
24,466 37,971 26,466 5,433 0 305 7,576 0 478 552 0 0 25 81
Changes from: December 31, 2018 Total Change is: 703
407 1,019 -294 0 0 0 590 0 0 0 0 0 0 -22
Percent of Open Interest Represented by Each Category of Trader
37.5 58.1 40.5 8.3 0.0 0.5 11.6 0.0 0.7 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 14 9 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,155,441
Positions
9,475 99,568 28,925 448,925 318,800 234,176 40,761 79,162 160,509 26,726 38,945 23,011 182,934 172,346
Changes from: December 31, 2018 Total Change is: 18,031
394 -8,655 58 -20,081 9,931 -1,818 -401 8,914 20,305 -1,421 -12,184 3,130 17,865 -1,650
Percent of Open Interest Represented by Each Category of Trader
0.8 8.6 2.5 38.9 27.6 20.3 3.5 6.9 13.9 2.3 3.4 2.0 15.8 14.9
Number of Traders in Each Category Total Traders: 192
6 18 15 56 31 52 28 29 44 8 16 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,100,910
Positions
8,514 251,533 2,093 664,814 43,181 173,799 23,434 509,323 13,514 56,813 7,887 525 157,404 99,055
Changes from: December 31, 2018 Total Change is: 9,666
-4,798 7,933 391 5,622 -11,171 1,273 -5,318 -2,093 5,551 6,850 2,427 -8 104 5,363
Percent of Open Interest Represented by Each Category of Trader
0.8 22.8 0.2 60.4 3.9 15.8 2.1 46.3 1.2 5.2 0.7 0.0 14.3 9.0
Number of Traders in Each Category Total Traders: 131
. 14 . 61 10 47 9 28 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,621,454
Positions
85,402 275,892 24,501 1,047,069 365,243 275,311 461,904 1,216,666 90,553 442,983 205,819 27,389 166,341 140,079
Changes from: December 31, 2018 Total Change is: -170,082
10,158 -28,125 10,405 -86,481 72,716 -29,863 -57,316 -49,133 -17,002 -5,511 -127,794 -2,634 8,162 1,348
Percent of Open Interest Represented by Each Category of Trader
3.3 10.5 0.9 39.9 13.9 10.5 17.6 46.4 3.5 16.9 7.9 1.0 6.3 5.3
Number of Traders in Each Category Total Traders: 341
12 37 9 92 35 66 55 62 47 21 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,080,619
Positions
141,671 420,013 211,037 1,972,875 796,070 776,974 406,752 1,248,987 677,144 302,357 365,025 125,203 466,607 460,166
Changes from: December 31, 2018 Total Change is: 178,032
1,900 -279 24,855 -82,032 -13,240 37,350 28,403 55,207 92,576 25,778 -48,599 26,663 22,538 3,499
Percent of Open Interest Represented by Each Category of Trader
2.8 8.3 4.2 38.8 15.7 15.3 8.0 24.6 13.3 6.0 7.2 2.5 9.2 9.1
Number of Traders in Each Category Total Traders: 440
21 49 49 111 68 117 70 72 90 20 29 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 712,470
Positions
14,347 137,250 1,245 268,857 196,883 85,161 164,536 95,757 3,557 65,023 39,220 500 109,244 152,897
Changes from: December 31, 2018 Total Change is: 1,035
-3,513 8,127 -1,270 11,289 -9,658 -1,877 6,612 4,702 -368 3,962 1,434 -1,900 -11,900 1,845
Percent of Open Interest Represented by Each Category of Trader
2.0 19.3 0.2 37.7 27.6 12.0 23.1 13.4 0.5 9.1 5.5 0.1 15.3 21.5
Number of Traders in Each Category Total Traders: 112
. 12 . 28 33 37 13 12 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,007,409
Positions
99,513 482,805 99,488 2,512,335 508,084 816,015 496,769 1,845,624 310,886 288,623 531,863 39,978 343,802 372,666
Changes from: December 31, 2018 Total Change is: -29,324
-13,533 -25,600 9,830 -119,493 47,001 52,605 -12,145 -87,128 15,738 13,014 -44,782 7,911 16,748 -4,900
Percent of Open Interest Represented by Each Category of Trader
2.0 9.6 2.0 50.2 10.1 16.3 9.9 36.9 6.2 5.8 10.6 0.8 6.9 7.4
Number of Traders in Each Category Total Traders: 347
12 37 22 91 57 85 48 57 60 20 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,996,153
Positions
503,770 272,407 584,744 21,920 10,425 93,480 256,025 374,139 354,357 58,985 171,210 83,235 39,637 52,156
Changes from: December 31, 2018 Total Change is: -286,607
50,413 -60,182 -85,570 -19,991 -14,680 -1,566 -51,387 12,789 -96,782 -49,400 -10,384 -23,735 -8,589 -6,497
Percent of Open Interest Represented by Each Category of Trader
25.2 13.6 29.3 1.1 0.5 4.7 12.8 18.7 17.8 3.0 8.6 4.2 2.0 2.6
Number of Traders in Each Category Total Traders: 171
25 34 54 6 4 5 32 45 46 6 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is22,646,734
Positions
3,678,479 1,567,941 4,478,876 463,861 1,286,665 2,044,015 1,003,413 1,359,811 9,410,173 89,261 471,566 812,858 665,796 1,214,828
Changes from: December 31, 2018 Total Change is: 622,300
-351,485 202,692 190,162 76,167 -21,863 -65,303 160,643 -227,874 551,355 14,272 -46,394 83,718 -37,228 -44,191
Percent of Open Interest Represented by Each Category of Trader
16.2 6.9 19.8 2.0 5.7 9.0 4.4 6.0 41.6 0.4 2.1 3.6 2.9 5.4
Number of Traders in Each Category Total Traders: 316
24 48 68 11 36 46 43 93 118 16 32 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 29,170
Positions
2,719 9,235 3,133 0 0 0 12,989 6,406 9,827 25 0 0 477 569
Changes from: December 31, 2018 Total Change is: -2,968
1,180 -2,606 683 0 0 0 -3,968 -132 -1,126 0 0 0 263 213
Percent of Open Interest Represented by Each Category of Trader
9.3 31.7 10.7 0.0 0.0 0.0 44.5 22.0 33.7 0.1 0.0 0.0 1.6 2.0
Number of Traders in Each Category Total Traders: 27
. 6 5 0 0 0 8 11 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 17,933
Positions
3,771 1,265 3,179 500 0 0 4,301 7,971 4,421 800 0 0 961 1,097
Changes from: December 31, 2018 Total Change is: -23,349
-5,493 -6,722 -769 0 0 0 -11,995 -9,417 -4,799 -225 0 0 -68 -1,642
Percent of Open Interest Represented by Each Category of Trader
21.0 7.1 17.7 2.8 0.0 0.0 24.0 44.4 24.7 4.5 0.0 0.0 5.4 6.1
Number of Traders in Each Category Total Traders: 31
4 5 5 . 0 0 9 11 13 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 28,022
Positions
636 3,678 0 1,374 8,007 0 11,701 11,752 140 14,160 1,235 0 11 3,210
Changes from: December 31, 2018 Total Change is: 469
286 803 0 179 -27 -23 654 -101 0 -615 0 0 -12 -183
Percent of Open Interest Represented by Each Category of Trader
2.3 13.1 0.0 4.9 28.6 0.0 41.8 41.9 0.5 50.5 4.4 0.0 0.0 11.5
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 . 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 14,605
Positions
4,310 2,208 0 814 2,363 28 9,446 7,849 0 0 407 0 7 1,750
Changes from: December 31, 2018 Total Change is: -1,041
183 9 0 297 -64 16 -1,529 -910 0 0 0 0 -8 -92
Percent of Open Interest Represented by Each Category of Trader
29.5 15.1 0.0 5.6 16.2 0.2 64.7 53.7 0.0 0.0 2.8 0.0 0.0 12.0
Number of Traders in Each Category Total Traders: 28
. . 0 . 8 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,173
Positions
55 0 0 0 0 0 753 2,395 202 1,312 1,205 0 1,851 371
Changes from: December 31, 2018 Total Change is: 85
0 0 0 0 0 0 92 111 2 17 29 0 -26 -57
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.0 0.0 0.0 18.0 57.4 4.8 31.4 28.9 0.0 44.4 8.9
Number of Traders in Each Category Total Traders: 43
. 0 0 0 0 0 6 13 . 17 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,764
Positions
0 0 0 165 140 0 2,610 2,648 68 201 602 0 720 306
Changes from: December 31, 2018 Total Change is: 56
-49 0 -1 85 0 0 158 259 -154 96 -72 -4 -75 28
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 4.4 3.7 0.0 69.3 70.4 1.8 5.3 16.0 0.0 19.1 8.1
Number of Traders in Each Category Total Traders: 43
0 0 0 . . 0 14 15 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 60,979
Positions
534 38,639 0 16,789 1,760 416 35,459 13,223 1,576 2,554 1,802 41 3,611 3,522
Changes from: December 31, 2018 Total Change is: 8,256
0 0 0 -2,718 728 43 11,488 5,934 217 -71 151 -3 -700 1,185
Percent of Open Interest Represented by Each Category of Trader
0.9 63.4 0.0 27.5 2.9 0.7 58.1 21.7 2.6 4.2 3.0 0.1 5.9 5.8
Number of Traders in Each Category Total Traders: 108
. . 0 13 8 . 30 20 12 21 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 372,059
Positions
21,201 73,919 15,627 94,376 25,210 16,282 74,028 96,721 98,035 11,372 5,504 14,533 26,605 26,228
Changes from: December 31, 2018 Total Change is: 2,576
6,663 -48 234 5,282 2,699 1,315 -7,841 -1,190 5,112 -688 -2,335 -2,102 -5,399 -1,109
Percent of Open Interest Represented by Each Category of Trader
5.7 19.9 4.2 25.4 6.8 4.4 19.9 26.0 26.3 3.1 1.5 3.9 7.2 7.0
Number of Traders in Each Category Total Traders: 190
12 14 16 29 22 17 44 34 50 10 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 8, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 31,449
Positions
443 705 1,168 14,272 16,175 186 13,747 12,881 97 1,255 178 0 281 59
Changes from: December 31, 2018 Total Change is: -1,103
73 -69 0 91 -1,538 -8 -1,337 529 0 0 -1 0 78 -16
Percent of Open Interest Represented by Each Category of Trader
1.4 2.2 3.7 45.4 51.4 0.6 43.7 41.0 0.3 4.0 0.6 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 44
. . . 12 . . 5 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 8, 2019