Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 170,890
Positions
60,705 2,505 4,592 30,834 39,663 7,491 11,891 59,919 13,915 9,622 5,342 1,145 30,696 36,318
Changes from: January 8, 2019 Total Change is: -12,753
-13,337 2,505 871 -646 -2,639 974 -190 -5,086 -493 -527 -3,798 -109 703 -4,979
Percent of Open Interest Represented by Each Category of Trader
35.5 1.5 2.7 18.0 23.2 4.4 7.0 35.1 8.1 5.6 3.1 0.7 18.0 21.3
Number of Traders in Each Category Total Traders: 104
12 . 8 10 18 8 16 32 19 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 63,114
Positions
39,962 13,240 127 1,267 12,462 712 11,935 15,270 1,316 0 1,477 0 7,794 18,509
Changes from: January 8, 2019 Total Change is: -4,562
-4,739 5,274 -130 -268 -282 188 1,122 -7,111 -144 0 -398 0 -592 -1,959
Percent of Open Interest Represented by Each Category of Trader
63.3 21.0 0.2 2.0 19.7 1.1 18.9 24.2 2.1 0.0 2.3 0.0 12.3 29.3
Number of Traders in Each Category Total Traders: 51
5 6 . . 12 . 9 15 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 261,773
Positions
99,835 18,947 11,046 50,795 89,900 4,994 28,840 54,157 31,695 8,893 9,330 2,667 23,010 39,038
Changes from: January 8, 2019 Total Change is: 17,467
-1,329 9,912 399 3,432 -3,996 433 -175 5,405 4,893 8,747 -522 652 416 291
Percent of Open Interest Represented by Each Category of Trader
38.1 7.2 4.2 19.4 34.3 1.9 11.0 20.7 12.1 3.4 3.6 1.0 8.8 14.9
Number of Traders in Each Category Total Traders: 132
10 5 8 12 29 11 27 36 22 5 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 257,056
Positions
76,393 89,160 10,719 44,437 16,840 12,762 34,671 70,277 21,793 15,027 1,956 2,356 38,899 31,193
Changes from: January 8, 2019 Total Change is: -3,441
-1,283 22,798 -2,309 -36 -3,826 582 -2,152 -18,389 -619 -1,278 -65 -13 3,667 -1,599
Percent of Open Interest Represented by Each Category of Trader
29.7 34.7 4.2 17.3 6.6 5.0 13.5 27.3 8.5 5.8 0.8 0.9 15.1 12.1
Number of Traders in Each Category Total Traders: 115
6 11 8 24 12 13 21 31 25 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 577,651
Positions
38,825 141,852 15,551 313,084 161,096 24,215 30,285 113,877 43,498 19,779 17,637 2,166 90,249 57,759
Changes from: January 8, 2019 Total Change is: 17,134
-2,667 11,655 4,110 2,194 -6,290 4,344 2,369 -638 4,454 2,538 -730 59 -267 170
Percent of Open Interest Represented by Each Category of Trader
6.7 24.6 2.7 54.2 27.9 4.2 5.2 19.7 7.5 3.4 3.1 0.4 15.6 10.0
Number of Traders in Each Category Total Traders: 297
16 10 18 97 40 50 35 58 36 24 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 30,718
Positions
486 13,757 0 14,388 5,256 1,706 1,131 4,828 0 0 727 5 13,002 4,439
Changes from: January 8, 2019 Total Change is: 258
-119 -121 0 488 -402 -105 0 436 0 0 0 0 -6 450
Percent of Open Interest Represented by Each Category of Trader
1.6 44.8 0.0 46.8 17.1 5.6 3.7 15.7 0.0 0.0 2.4 0.0 42.3 14.5
Number of Traders in Each Category Total Traders: 27
. . 0 14 4 7 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 26,916
Positions
5,654 6,320 642 10,870 9,764 2,081 1,556 2,777 0 0 0 0 6,113 5,332
Changes from: January 8, 2019 Total Change is: -647
107 -111 2 -68 -267 -25 -881 498 0 0 0 0 218 -744
Percent of Open Interest Represented by Each Category of Trader
21.0 23.5 2.4 40.4 36.3 7.7 5.8 10.3 0.0 0.0 0.0 0.0 22.7 19.8
Number of Traders in Each Category Total Traders: 22
. . . 8 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 141,394
Positions
53,799 6,987 5,215 19,475 31,541 3,409 21,327 40,979 11,185 2,931 2,874 1,251 22,803 37,953
Changes from: January 8, 2019 Total Change is: -2,686
-2,843 413 478 2,096 -3,122 -733 -2,232 5,074 221 955 -1,538 284 -912 -3,763
Percent of Open Interest Represented by Each Category of Trader
38.0 4.9 3.7 13.8 22.3 2.4 15.1 29.0 7.9 2.1 2.0 0.9 16.1 26.8
Number of Traders in Each Category Total Traders: 91
9 5 7 10 17 7 17 27 15 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 31,834
Positions
648 16,438 1,000 19,203 10,429 0 9,343 1,119 0 520 1,356 0 1,120 1,492
Changes from: January 8, 2019 Total Change is: 317
-209 -2,065 500 929 1,331 0 -1,057 -533 0 0 756 0 154 328
Percent of Open Interest Represented by Each Category of Trader
2.0 51.6 3.1 60.3 32.8 0.0 29.3 3.5 0.0 1.6 4.3 0.0 3.5 4.7
Number of Traders in Each Category Total Traders: 33
. . . 4 . 0 12 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 190,914
Positions
257 100,659 4,735 97,734 5,673 1,625 73,232 58,633 1,384 5,030 14,894 223 6,694 3,088
Changes from: January 8, 2019 Total Change is: 29,715
-4,604 22,499 2,995 19,267 -2,223 1,108 12,016 19,732 -1,881 99 -12,437 11 704 -89
Percent of Open Interest Represented by Each Category of Trader
0.1 52.7 2.5 51.2 3.0 0.9 38.4 30.7 0.7 2.6 7.8 0.1 3.5 1.6
Number of Traders in Each Category Total Traders: 151
. 9 . 24 12 . 50 33 11 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 17,453
Positions
2,254 1,540 2,323 664 6,084 0 9,263 5,765 437 250 430 0 2,262 874
Changes from: January 8, 2019 Total Change is: -729
100 122 0 -64 -3,024 0 -1,155 2,436 225 0 -290 0 165 -198
Percent of Open Interest Represented by Each Category of Trader
12.9 8.8 13.3 3.8 34.9 0.0 53.1 33.0 2.5 1.4 2.5 0.0 13.0 5.0
Number of Traders in Each Category Total Traders: 34
. . . . 4 0 10 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 30,441
Positions
7,666 741 108 6,448 5,969 237 10,465 13,981 1,530 102 2,214 608 3,277 5,054
Changes from: January 8, 2019 Total Change is: 443
920 485 16 -639 256 231 -157 188 38 -308 25 -163 506 -633
Percent of Open Interest Represented by Each Category of Trader
25.2 2.4 0.4 21.2 19.6 0.8 34.4 45.9 5.0 0.3 7.3 2.0 10.8 16.6
Number of Traders in Each Category Total Traders: 72
5 . . 6 11 . 20 22 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 18,015
Positions
2,242 10,860 2,995 10,073 1,791 1 1,600 1,140 0 180 0 0 924 1,228
Changes from: January 8, 2019 Total Change is: 3,870
5 0 2,995 1,948 -2 0 -1,251 958 0 0 -115 0 173 34
Percent of Open Interest Represented by Each Category of Trader
12.4 60.3 16.6 55.9 9.9 0.0 8.9 6.3 0.0 1.0 0.0 0.0 5.1 6.8
Number of Traders in Each Category Total Traders: 24
. . . 4 . . 7 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 38,929
Positions
10,936 18,038 1,033 6,839 2,522 188 11,320 5,874 1,405 1,446 1,375 102 5,661 8,393
Changes from: January 8, 2019 Total Change is: 363
-519 -1,726 469 -394 1,154 -1 830 -197 -26 -266 109 -15 284 596
Percent of Open Interest Represented by Each Category of Trader
28.1 46.3 2.7 17.6 6.5 0.5 29.1 15.1 3.6 3.7 3.5 0.3 14.5 21.6
Number of Traders in Each Category Total Traders: 87
12 15 5 10 . . 20 16 10 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 77,857
Positions
21,872 36,076 2,066 13,677 5,043 375 22,640 11,749 2,809 2,892 2,750 203 11,322 16,785
Changes from: January 8, 2019 Total Change is: 725
-1,039 -3,453 937 -788 2,307 -1 1,661 -394 -52 -531 218 -29 567 1,192
Percent of Open Interest Represented by Each Category of Trader
28.1 46.3 2.7 17.6 6.5 0.5 29.1 15.1 3.6 3.7 3.5 0.3 14.5 21.6
Number of Traders in Each Category Total Traders: 87
12 15 5 10 . . 20 16 10 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,543
Positions
7,928 24,683 0 19,181 941 922 618 2,352 0 0 446 0 894 199
Changes from: January 8, 2019 Total Change is: -2,795
897 -2,053 0 -3,458 -42 45 -20 -195 0 0 0 0 -259 -550
Percent of Open Interest Represented by Each Category of Trader
26.8 83.5 0.0 64.9 3.2 3.1 2.1 8.0 0.0 0.0 1.5 0.0 3.0 0.7
Number of Traders in Each Category Total Traders: 25
4 5 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 826,546
Positions
37,695 136,636 75,780 262,579 135,377 70,208 42,381 60,269 189,372 22,931 37,184 25,502 100,099 96,219
Changes from: January 8, 2019 Total Change is: 22,000
7,003 -17,235 14,701 171 469 -1,796 -2,070 8,635 8,476 -5,879 2,963 -73 1,466 5,860
Percent of Open Interest Represented by Each Category of Trader
4.6 16.5 9.2 31.8 16.4 8.5 5.1 7.3 22.9 2.8 4.5 3.1 12.1 11.6
Number of Traders in Each Category Total Traders: 625
34 38 40 166 103 133 65 112 104 55 51 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 80,863
Positions
21,424 9,203 7,935 2,955 9,075 2,248 10,408 4,904 13,057 5 29 498 22,334 33,915
Changes from: January 8, 2019 Total Change is: 8,101
5,074 1,664 1,759 113 -1,016 290 1,297 402 1,146 3 -22 97 -1,679 3,780
Percent of Open Interest Represented by Each Category of Trader
26.5 11.4 9.8 3.7 11.2 2.8 12.9 6.1 16.1 0.0 0.0 0.6 27.6 41.9
Number of Traders in Each Category Total Traders: 50
8 7 6 . 4 . 9 13 18 . 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,728,416
Positions
193,090 748,906 227,488 1,314,077 647,466 323,842 216,170 333,127 825,271 114,631 185,775 125,020 388,826 311,521
Changes from: January 8, 2019 Total Change is: 69,497
37,991 -66,153 36,364 -6,793 341 -3,349 -7,995 50,003 27,813 -29,411 14,925 -849 15,725 10,402
Percent of Open Interest Represented by Each Category of Trader
5.2 20.1 6.1 35.2 17.4 8.7 5.8 8.9 22.1 3.1 5.0 3.4 10.4 8.4
Number of Traders in Each Category Total Traders: 615
34 38 38 167 101 132 64 109 99 54 47 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 17,244
Positions
4,427 11,684 0 9,955 2,446 1,002 0 967 14 0 0 0 1,846 1,131
Changes from: January 8, 2019 Total Change is: 541
1,290 -318 0 -594 1,447 -455 0 0 0 0 0 0 300 -133
Percent of Open Interest Represented by Each Category of Trader
25.7 67.8 0.0 57.7 14.2 5.8 0.0 5.6 0.1 0.0 0.0 0.0 10.7 6.6
Number of Traders in Each Category Total Traders: 20
. 8 0 4 . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 17,219
Positions
6,242 16,163 1 6,811 376 0 2,100 0 0 836 0 0 1,229 679
Changes from: January 8, 2019 Total Change is: 2,180
2,146 2,454 1 60 0 0 332 -227 0 0 0 0 -359 -48
Percent of Open Interest Represented by Each Category of Trader
36.3 93.9 0.0 39.6 2.2 0.0 12.2 0.0 0.0 4.9 0.0 0.0 7.1 3.9
Number of Traders in Each Category Total Traders: 25
4 7 . 7 . 0 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 18,104
Positions
8,019 7,779 0 5,793 7,480 162 1,902 801 0 0 890 0 2,228 992
Changes from: January 8, 2019 Total Change is: 165
2,634 -1,144 0 -2,120 684 -370 0 801 0 0 0 0 21 194
Percent of Open Interest Represented by Each Category of Trader
44.3 43.0 0.0 32.0 41.3 0.9 10.5 4.4 0.0 0.0 4.9 0.0 12.3 5.5
Number of Traders in Each Category Total Traders: 27
5 6 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 68,893
Positions
15,264 9,471 3,703 35,516 41,397 3,736 1,474 2,660 539 209 2,484 0 8,452 4,903
Changes from: January 8, 2019 Total Change is: -886
-720 367 159 -178 -1,827 621 -574 121 -94 209 0 0 -309 -233
Percent of Open Interest Represented by Each Category of Trader
22.2 13.7 5.4 51.6 60.1 5.4 2.1 3.9 0.8 0.3 3.6 0.0 12.3 7.1
Number of Traders in Each Category Total Traders: 75
9 6 . 29 18 15 . 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 45,247
Positions
19,648 7,996 553 9,346 12,137 879 5,134 8,845 3,525 1,117 2,105 87 4,959 9,121
Changes from: January 8, 2019 Total Change is: 1,398
1,438 583 -72 -9 -596 229 -1,125 437 921 123 -553 47 -154 402
Percent of Open Interest Represented by Each Category of Trader
43.4 17.7 1.2 20.7 26.8 1.9 11.3 19.5 7.8 2.5 4.7 0.2 11.0 20.2
Number of Traders in Each Category Total Traders: 255
20 22 8 45 42 25 27 61 27 9 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 226,236
Positions
98,241 39,979 2,764 46,731 60,684 4,394 25,668 44,227 17,624 5,583 10,526 435 24,795 45,603
Changes from: January 8, 2019 Total Change is: 6,988
7,191 2,913 -360 -47 -2,978 1,143 -5,623 2,184 4,607 615 -2,765 233 -771 2,011
Percent of Open Interest Represented by Each Category of Trader
43.4 17.7 1.2 20.7 26.8 1.9 11.3 19.5 7.8 2.5 4.7 0.2 11.0 20.2
Number of Traders in Each Category Total Traders: 255
20 22 8 45 42 25 27 61 27 9 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 471,288
Positions
83,173 55,599 14,510 216,060 185,671 37,607 74,049 132,375 8,094 19,356 17,656 176 18,263 19,600
Changes from: January 8, 2019 Total Change is: -2,563
5,985 3,347 -1,560 4,149 -9,962 -19 -7,110 4,136 -3,010 -465 1,639 92 -624 2,775
Percent of Open Interest Represented by Each Category of Trader
17.6 11.8 3.1 45.8 39.4 8.0 15.7 28.1 1.7 4.1 3.7 0.0 3.9 4.2
Number of Traders in Each Category Total Traders: 286
26 17 9 70 58 47 37 57 28 9 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 25,595
Positions
5,008 3,140 171 11,267 1,402 346 2,206 17,099 229 1,393 227 0 4,975 2,981
Changes from: January 8, 2019 Total Change is: 1,376
494 77 -60 -551 -369 -41 1,403 3,257 24 0 -1,241 -8 115 -263
Percent of Open Interest Represented by Each Category of Trader
19.6 12.3 0.7 44.0 5.5 1.4 8.6 66.8 0.9 5.4 0.9 0.0 19.4 11.6
Number of Traders in Each Category Total Traders: 32
. . . 11 . . 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 66,684
Positions
13,074 10,370 2,063 14,891 3,840 1,542 24,490 7,362 1,232 587 1,519 0 8,805 38,756
Changes from: January 8, 2019 Total Change is: 1,704
288 1,043 350 -1,806 -432 49 2,798 2,452 540 -1,362 0 -8 855 -2,290
Percent of Open Interest Represented by Each Category of Trader
19.6 15.6 3.1 22.3 5.8 2.3 36.7 11.0 1.8 0.9 2.3 0.0 13.2 58.1
Number of Traders in Each Category Total Traders: 62
12 4 . 14 5 5 12 11 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 305,225
Positions
38,894 175,395 2,485 218,152 87,135 17,632 13,582 12,737 319 6,003 2,043 0 8,158 7,479
Changes from: January 8, 2019 Total Change is: -6,702
-1,222 355 203 -8,066 -4,202 682 1,390 -4,410 -175 -99 -340 0 585 1,185
Percent of Open Interest Represented by Each Category of Trader
12.7 57.5 0.8 71.5 28.5 5.8 4.4 4.2 0.1 2.0 0.7 0.0 2.7 2.5
Number of Traders in Each Category Total Traders: 155
11 11 4 60 35 25 15 13 . 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,315,048
Positions
98,727 858,640 4,238 962,562 254,665 106,205 78,884 58,568 2,941 30,908 13,167 449 30,134 16,175
Changes from: January 8, 2019 Total Change is: 56,814
6,919 68,907 -752 49,280 -17,156 -1,722 12 7,211 -164 2,783 -391 0 458 881
Percent of Open Interest Represented by Each Category of Trader
7.5 65.3 0.3 73.2 19.4 8.1 6.0 4.5 0.2 2.4 1.0 0.0 2.3 1.2
Number of Traders in Each Category Total Traders: 424
27 16 6 177 67 78 63 29 19 35 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 63,000
Positions
25,534 39,006 23,151 5,343 0 305 7,576 0 478 552 0 0 61 60
Changes from: January 8, 2019 Total Change is: -2,301
1,068 1,035 -3,315 -90 0 0 0 0 0 0 0 0 36 -21
Percent of Open Interest Represented by Each Category of Trader
40.5 61.9 36.7 8.5 0.0 0.5 12.0 0.0 0.8 0.9 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 31
4 14 8 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,162,731
Positions
6,265 100,738 34,429 461,889 334,063 225,601 55,265 82,698 154,961 27,171 39,895 21,875 175,276 168,472
Changes from: January 8, 2019 Total Change is: 7,290
-3,210 1,170 5,504 12,964 15,263 -8,575 14,504 3,536 -5,548 444 950 -1,136 -7,658 -3,874
Percent of Open Interest Represented by Each Category of Trader
0.5 8.7 3.0 39.7 28.7 19.4 4.8 7.1 13.3 2.3 3.4 1.9 15.1 14.5
Number of Traders in Each Category Total Traders: 192
6 20 17 55 33 53 33 23 42 10 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,138,893
Positions
11,341 258,107 3,247 692,776 39,449 173,216 24,915 547,875 14,044 54,815 6,166 613 163,926 96,176
Changes from: January 8, 2019 Total Change is: 37,983
2,827 6,574 1,154 27,962 -3,732 -583 1,481 38,552 530 -1,998 -1,721 88 6,523 -2,879
Percent of Open Interest Represented by Each Category of Trader
1.0 22.7 0.3 60.8 3.5 15.2 2.2 48.1 1.2 4.8 0.5 0.1 14.4 8.4
Number of Traders in Each Category Total Traders: 131
4 14 . 61 9 45 9 28 17 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,714,831
Positions
95,006 251,900 15,326 1,071,275 370,149 286,950 503,868 1,295,859 120,285 426,158 206,125 27,847 168,116 140,389
Changes from: January 8, 2019 Total Change is: 93,377
9,604 -23,991 -9,175 24,206 4,906 11,639 41,964 79,193 29,732 -16,825 306 457 1,775 310
Percent of Open Interest Represented by Each Category of Trader
3.5 9.3 0.6 39.5 13.6 10.6 18.6 47.7 4.4 15.7 7.6 1.0 6.2 5.2
Number of Traders in Each Category Total Traders: 339
18 35 10 98 29 65 56 54 44 23 26 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 5,046,192
Positions
146,176 403,688 241,607 1,991,559 801,672 767,889 379,462 1,301,892 664,497 267,690 318,423 125,927 461,386 420,598
Changes from: January 8, 2019 Total Change is: -34,427
4,505 -16,325 30,570 18,684 5,602 -9,085 -27,290 52,904 -12,647 -34,667 -46,602 724 -5,221 -39,568
Percent of Open Interest Represented by Each Category of Trader
2.9 8.0 4.8 39.5 15.9 15.2 7.5 25.8 13.2 5.3 6.3 2.5 9.1 8.3
Number of Traders in Each Category Total Traders: 440
23 44 44 116 66 117 70 69 93 24 28 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 711,152
Positions
16,312 144,936 1,306 285,389 184,709 82,939 158,189 99,972 4,072 62,097 39,220 500 100,348 153,498
Changes from: January 8, 2019 Total Change is: -1,318
1,965 7,686 61 16,532 -12,174 -2,222 -6,347 4,215 515 -2,926 0 0 -8,896 601
Percent of Open Interest Represented by Each Category of Trader
2.3 20.4 0.2 40.1 26.0 11.7 22.2 14.1 0.6 8.7 5.5 0.1 14.1 21.6
Number of Traders in Each Category Total Traders: 115
. 13 . 30 31 38 13 13 8 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,013,464
Positions
84,484 449,119 104,311 2,497,439 503,429 797,908 496,215 1,839,600 362,404 257,418 510,058 73,184 340,100 373,452
Changes from: January 8, 2019 Total Change is: 6,055
-15,029 -33,686 4,823 -14,896 -4,656 -18,107 -554 -6,024 51,518 -31,205 -21,805 33,206 -3,701 787
Percent of Open Interest Represented by Each Category of Trader
1.7 9.0 2.1 49.8 10.0 15.9 9.9 36.7 7.2 5.1 10.2 1.5 6.8 7.4
Number of Traders in Each Category Total Traders: 353
11 38 25 95 54 85 44 65 62 17 29 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,039,668
Positions
509,711 286,706 598,338 24,927 45,402 92,911 238,358 359,243 392,835 58,946 128,484 77,774 45,868 57,975
Changes from: January 8, 2019 Total Change is: 43,515
5,941 14,299 13,594 3,007 34,977 -569 -17,667 -14,896 38,478 -39 -42,726 -5,461 6,231 5,819
Percent of Open Interest Represented by Each Category of Trader
25.0 14.1 29.3 1.2 2.2 4.6 11.7 17.6 19.3 2.9 6.3 3.8 2.2 2.8
Number of Traders in Each Category Total Traders: 167
27 32 55 5 4 5 31 42 50 6 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,910,130
Positions
3,115,864 1,392,077 4,540,924 402,814 1,174,895 1,915,055 1,062,772 1,171,351 9,210,873 77,282 446,535 874,972 709,574 1,183,448
Changes from: January 8, 2019 Total Change is: -736,604
-562,616 -175,864 62,047 -61,047 -111,770 -128,960 59,358 -188,459 -199,301 -11,979 -25,031 62,114 43,778 -31,380
Percent of Open Interest Represented by Each Category of Trader
14.2 6.4 20.7 1.8 5.4 8.7 4.9 5.3 42.0 0.4 2.0 4.0 3.2 5.4
Number of Traders in Each Category Total Traders: 307
23 50 70 11 32 43 45 86 112 14 35 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 30,075
Positions
1,986 8,182 3,869 0 0 0 13,446 7,195 10,171 25 0 0 578 658
Changes from: January 8, 2019 Total Change is: 905
-733 -1,053 736 0 0 0 457 789 344 0 0 0 101 89
Percent of Open Interest Represented by Each Category of Trader
6.6 27.2 12.9 0.0 0.0 0.0 44.7 23.9 33.8 0.1 0.0 0.0 1.9 2.2
Number of Traders in Each Category Total Traders: 28
. 7 6 0 0 0 8 11 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 23,917
Positions
9,381 1,581 5,922 500 0 0 3,005 11,018 3,875 800 0 0 434 1,521
Changes from: January 8, 2019 Total Change is: 5,984
5,610 316 2,743 0 0 0 -1,296 3,047 -546 0 0 0 -527 424
Percent of Open Interest Represented by Each Category of Trader
39.2 6.6 24.8 2.1 0.0 0.0 12.6 46.1 16.2 3.3 0.0 0.0 1.8 6.4
Number of Traders in Each Category Total Traders: 36
5 7 5 . 0 0 9 13 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 28,783
Positions
627 4,397 0 1,374 8,036 0 12,432 11,622 140 14,180 1,235 0 30 3,353
Changes from: January 8, 2019 Total Change is: 761
-9 719 0 0 29 0 731 -130 0 20 0 0 19 143
Percent of Open Interest Represented by Each Category of Trader
2.2 15.3 0.0 4.8 27.9 0.0 43.2 40.4 0.5 49.3 4.3 0.0 0.1 11.6
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 15,449
Positions
5,099 2,223 0 814 2,336 28 9,484 8,355 0 0 407 0 24 2,100
Changes from: January 8, 2019 Total Change is: 844
789 15 0 0 -27 0 38 506 0 0 0 0 17 350
Percent of Open Interest Represented by Each Category of Trader
33.0 14.4 0.0 5.3 15.1 0.2 61.4 54.1 0.0 0.0 2.6 0.0 0.2 13.6
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,388
Positions
55 0 0 0 0 0 730 2,220 385 1,378 1,276 0 1,840 507
Changes from: January 8, 2019 Total Change is: 215
0 0 0 0 0 0 -23 -175 183 66 71 0 -11 136
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 0.0 0.0 0.0 16.6 50.6 8.8 31.4 29.1 0.0 41.9 11.6
Number of Traders in Each Category Total Traders: 42
. 0 0 0 0 0 5 12 4 18 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,473
Positions
0 1 80 27 337 0 3,417 2,923 125 110 608 8 706 391
Changes from: January 8, 2019 Total Change is: 709
0 1 80 -138 197 0 807 275 57 -91 6 8 -14 85
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 1.8 0.6 7.5 0.0 76.4 65.3 2.8 2.5 13.6 0.2 15.8 8.7
Number of Traders in Each Category Total Traders: 41
0 . . . 4 0 15 13 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 61,821
Positions
534 38,650 0 13,353 2,654 411 39,043 14,017 1,957 3,145 1,023 45 3,332 3,064
Changes from: January 8, 2019 Total Change is: 842
0 11 0 -3,436 894 -5 3,584 794 381 592 -779 4 -278 -458
Percent of Open Interest Represented by Each Category of Trader
0.9 62.5 0.0 21.6 4.3 0.7 63.2 22.7 3.2 5.1 1.7 0.1 5.4 5.0
Number of Traders in Each Category Total Traders: 111
. . 0 14 8 . 30 19 12 25 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 388,029
Positions
30,105 64,617 22,375 64,826 22,237 18,536 80,890 93,449 123,167 10,530 4,266 13,158 24,442 26,224
Changes from: January 8, 2019 Total Change is: 15,970
8,904 -9,302 6,748 -29,550 -2,973 2,254 6,862 -3,272 25,132 -842 -1,238 -1,375 -2,163 -4
Percent of Open Interest Represented by Each Category of Trader
7.8 16.7 5.8 16.7 5.7 4.8 20.8 24.1 31.7 2.7 1.1 3.4 6.3 6.8
Number of Traders in Each Category Total Traders: 178
10 14 15 18 21 17 51 27 55 17 6 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 15, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 33,047
Positions
447 750 1,168 14,970 17,714 184 14,233 12,911 97 1,331 171 0 617 52
Changes from: January 8, 2019 Total Change is: 1,598
4 45 0 698 1,539 -2 486 30 0 76 -7 0 336 -7
Percent of Open Interest Represented by Each Category of Trader
1.4 2.3 3.5 45.3 53.6 0.6 43.1 39.1 0.3 4.0 0.5 0.0 1.9 0.2
Number of Traders in Each Category Total Traders: 46
. . . 11 . . 6 9 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 12, 2019