Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 204,852
Positions
6,722 71,480 29,661 43,715 21,924 6,000 37,035 32,290 18,989 16,417 1,707 20 46,292 22,780
Changes from: December 10, 2019 Total Change is: 22,682
-3,533 5,019 16,942 5,497 -7,018 -373 -11,139 7,235 5,612 969 -676 -12 8,719 -4,047
Percent of Open Interest Represented by Each Category of Trader
3.3 34.9 14.5 21.3 10.7 2.9 18.1 15.8 9.3 8.0 0.8 0.0 22.6 11.1
Number of Traders in Each Category Total Traders: 104
6 9 10 21 14 15 22 19 19 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 62,924
Positions
28,182 2,333 0 1,338 26,728 657 19,838 9,788 682 780 1,485 0 11,446 21,251
Changes from: December 10, 2019 Total Change is: -13,974
-12,054 730 -2,032 38 -3,467 184 4,833 -4,161 -4,639 -477 -561 0 172 -28
Percent of Open Interest Represented by Each Category of Trader
44.8 3.7 0.0 2.1 42.5 1.0 31.5 15.6 1.1 1.2 2.4 0.0 18.2 33.8
Number of Traders in Each Category Total Traders: 53
. . 0 . 16 . 13 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 226,820
Positions
7,537 37,200 12,796 74,747 68,736 8,017 51,269 43,713 19,736 17,377 8,543 248 35,093 27,831
Changes from: December 10, 2019 Total Change is: -53,954
-49,351 -23,757 -7,529 -510 -4,347 1,650 5,589 -10,237 -7,155 5,408 388 130 -2,187 -3,097
Percent of Open Interest Represented by Each Category of Trader
3.3 16.4 5.6 33.0 30.3 3.5 22.6 19.3 8.7 7.7 3.8 0.1 15.5 12.3
Number of Traders in Each Category Total Traders: 134
6 7 7 24 26 17 27 31 16 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 198,907
Positions
55,675 13,560 4,362 44,627 58,299 14,035 31,264 46,796 16,275 2,490 9,595 248 29,930 35,737
Changes from: December 10, 2019 Total Change is: -19,326
-12,903 -15,269 -5,499 2,264 2,746 1,168 -3,091 287 -1,431 -155 249 16 305 -1,594
Percent of Open Interest Represented by Each Category of Trader
28.0 6.8 2.2 22.4 29.3 7.1 15.7 23.5 8.2 1.3 4.8 0.1 15.0 18.0
Number of Traders in Each Category Total Traders: 127
7 7 6 18 26 13 27 32 20 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 591,708
Positions
30,597 137,064 8,108 343,415 161,160 30,013 37,344 148,952 34,122 24,263 10,076 1,390 82,456 60,824
Changes from: December 10, 2019 Total Change is: -98,726
-2,982 -7,404 -67,316 -4,507 -10,860 -2,733 -5,140 798 -1,367 3,827 856 -440 -18,068 -10,260
Percent of Open Interest Represented by Each Category of Trader
5.2 23.2 1.4 58.0 27.2 5.1 6.3 25.2 5.8 4.1 1.7 0.2 13.9 10.3
Number of Traders in Each Category Total Traders: 287
16 12 15 91 43 51 36 46 26 25 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 23,804
Positions
0 3,570 100 8,463 6,751 3,029 1,355 3,718 0 0 0 0 10,857 6,636
Changes from: December 10, 2019 Total Change is: -6,540
-2,200 -3,030 0 293 -1,783 71 -1,995 1,096 -839 0 0 0 -1,870 -2,055
Percent of Open Interest Represented by Each Category of Trader
0.0 15.0 0.4 35.6 28.4 12.7 5.7 15.6 0.0 0.0 0.0 0.0 45.6 27.9
Number of Traders in Each Category Total Traders: 25
0 . . 11 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 28,753
Positions
5,354 1,272 5,185 7,044 11,145 2,093 0 5,237 159 0 0 0 8,918 3,662
Changes from: December 10, 2019 Total Change is: 811
-10 -476 1,938 -58 12 59 0 1,364 -1,654 0 0 0 536 -432
Percent of Open Interest Represented by Each Category of Trader
18.6 4.4 18.0 24.5 38.8 7.3 0.0 18.2 0.6 0.0 0.0 0.0 31.0 12.7
Number of Traders in Each Category Total Traders: 24
. . . 6 9 8 0 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 169,088
Positions
66,833 6,489 2,980 18,273 60,811 3,561 27,537 40,827 13,515 8,923 10,787 118 27,346 30,000
Changes from: December 10, 2019 Total Change is: -25,881
-3,315 -5,716 -8,162 761 -11,103 -472 -14,357 -48 2,182 1,017 330 -94 -3,442 -2,798
Percent of Open Interest Represented by Each Category of Trader
39.5 3.8 1.8 10.8 36.0 2.1 16.3 24.1 8.0 5.3 6.4 0.1 16.2 17.7
Number of Traders in Each Category Total Traders: 97
5 4 5 9 24 11 13 32 13 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 56,317
Positions
0 45,838 42 44,314 0 31 7,803 9,416 0 1,754 156 0 2,373 834
Changes from: December 10, 2019 Total Change is: -10,369
-1,448 3,208 -9,191 -50 0 0 898 -316 -883 163 -2,871 0 142 -316
Percent of Open Interest Represented by Each Category of Trader
0.0 81.4 0.1 78.7 0.0 0.1 13.9 16.7 0.0 3.1 0.3 0.0 4.2 1.5
Number of Traders in Each Category Total Traders: 45
0 5 . 12 0 . 16 6 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 289,147
Positions
932 181,681 863 154,740 6,792 1,221 109,361 79,326 1,674 13,587 14,987 0 6,768 2,603
Changes from: December 10, 2019 Total Change is: -15,985
257 9,617 -18,330 3,223 -2,761 -1,409 6,506 3,171 -6,032 294 401 0 -494 -642
Percent of Open Interest Represented by Each Category of Trader
0.3 62.8 0.3 53.5 2.3 0.4 37.8 27.4 0.6 4.7 5.2 0.0 2.3 0.9
Number of Traders in Each Category Total Traders: 179
4 9 . 34 9 . 62 32 15 11 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 54,328
Positions
39,030 742 1,473 3,924 37,897 216 4,681 10,964 565 1,787 1,025 0 2,652 1,446
Changes from: December 10, 2019 Total Change is: -3,893
-1,048 441 1,464 35 -9,537 4 -3,658 3,918 324 -726 -190 0 -288 -317
Percent of Open Interest Represented by Each Category of Trader
71.8 1.4 2.7 7.2 69.8 0.4 8.6 20.2 1.0 3.3 1.9 0.0 4.9 2.7
Number of Traders in Each Category Total Traders: 54
. . . 7 8 . 12 14 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 44,945
Positions
17,638 506 70 8,839 17,825 419 11,641 16,189 1,287 1,606 2,762 168 3,277 5,719
Changes from: December 10, 2019 Total Change is: -30,773
-22,374 -2,777 -9,215 560 -2,059 -425 556 -16,085 28 412 -223 -25 -290 8
Percent of Open Interest Represented by Each Category of Trader
39.2 1.1 0.2 19.7 39.7 0.9 25.9 36.0 2.9 3.6 6.1 0.4 7.3 12.7
Number of Traders in Each Category Total Traders: 98
8 . . 10 17 . 27 17 6 6 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 17,805
Positions
0 8,161 2 11,803 2,941 0 4,687 4,993 28 0 220 0 1,285 1,460
Changes from: December 10, 2019 Total Change is: -4,764
-973 8,161 -9,304 1,361 942 0 4,090 -3,861 -342 0 220 0 404 -580
Percent of Open Interest Represented by Each Category of Trader
0.0 45.8 0.0 66.3 16.5 0.0 26.3 28.0 0.2 0.0 1.2 0.0 7.2 8.2
Number of Traders in Each Category Total Traders: 29
0 . . 5 4 0 8 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 61,305
Positions
12,189 24,197 9,358 18,877 3,627 738 8,615 10,913 1,717 887 1,194 82 8,843 9,479
Changes from: December 10, 2019 Total Change is: 6,934
392 -1,674 5,464 1,389 2,009 -1,786 -305 983 1,109 -6 -383 82 595 1,130
Percent of Open Interest Represented by Each Category of Trader
19.9 39.5 15.3 30.8 5.9 1.2 14.1 17.8 2.8 1.4 1.9 0.1 14.4 15.5
Number of Traders in Each Category Total Traders: 102
9 23 15 19 . 5 27 12 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 122,609
Positions
24,378 48,394 18,717 37,753 7,254 1,475 17,229 21,826 3,435 1,773 2,387 164 17,685 18,958
Changes from: December 10, 2019 Total Change is: 13,867
783 -3,349 10,928 2,777 4,017 -3,571 -609 1,966 2,217 -12 -766 164 1,190 2,260
Percent of Open Interest Represented by Each Category of Trader
19.9 39.5 15.3 30.8 5.9 1.2 14.1 17.8 2.8 1.4 1.9 0.1 14.4 15.5
Number of Traders in Each Category Total Traders: 102
9 23 15 19 . 5 27 12 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 47,336
Positions
2,087 23,946 14,085 29,163 660 243 250 6,560 0 0 448 0 1,508 1,394
Changes from: December 10, 2019 Total Change is: 19,518
-1,832 4,611 14,085 7,731 -180 -26 0 853 0 0 0 0 -440 175
Percent of Open Interest Represented by Each Category of Trader
4.4 50.6 29.8 61.6 1.4 0.5 0.5 13.9 0.0 0.0 0.9 0.0 3.2 2.9
Number of Traders in Each Category Total Traders: 29
. 7 4 15 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 928,026
Positions
53,072 162,815 102,319 280,984 106,291 87,445 61,870 98,770 209,040 11,774 59,491 7,690 113,832 94,165
Changes from: December 10, 2019 Total Change is: 81,979
-3,313 15,537 -563 -6,526 -2,126 24,286 20,098 5,768 31,670 -6,541 -434 709 22,158 7,131
Percent of Open Interest Represented by Each Category of Trader
5.7 17.5 11.0 30.3 11.5 9.4 6.7 10.6 22.5 1.3 6.4 0.8 12.3 10.1
Number of Traders in Each Category Total Traders: 624
32 33 57 168 94 144 83 104 110 46 63 62
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 91,713
Positions
11,421 11,178 6,959 2,017 354 9,485 6,250 6,507 32,345 39 48 393 22,802 24,443
Changes from: December 10, 2019 Total Change is: 17,834
-608 2,355 4,867 1 -1,014 2,538 1,943 -403 9,460 -23 19 -62 -281 75
Percent of Open Interest Represented by Each Category of Trader
12.5 12.2 7.6 2.2 0.4 10.3 6.8 7.1 35.3 0.0 0.1 0.4 24.9 26.7
Number of Traders in Each Category Total Traders: 54
6 10 10 . . . 12 13 22 6 4 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 11,430
Positions
3,220 6,171 2,112 2,820 655 229 378 1,064 11 0 0 0 2,660 1,188
Changes from: December 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
28.2 54.0 18.5 24.7 5.7 2.0 3.3 9.3 0.1 0.0 0.0 0.0 23.3 10.4
Number of Traders in Each Category Total Traders: 21
5 6 5 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 4,181,566
Positions
258,175 808,103 426,880 1,394,835 529,686 389,803 315,502 498,724 846,068 58,674 297,213 36,481 455,148 348,608
Changes from: December 10, 2019 Total Change is: 320,725
-32,016 47,422 -8,658 -34,997 -7,922 111,105 93,742 33,816 108,087 -32,592 -2,261 3,856 112,198 35,280
Percent of Open Interest Represented by Each Category of Trader
6.2 19.3 10.2 33.4 12.7 9.3 7.5 11.9 20.2 1.4 7.1 0.9 10.9 8.3
Number of Traders in Each Category Total Traders: 609
32 33 56 168 93 143 81 100 104 40 61 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 41,397
Positions
13,444 16,938 4,382 7,392 0 982 462 4,782 8,270 0 357 0 6,465 5,686
Changes from: December 10, 2019 Total Change is: 11,025
1,800 1,771 3,323 -12 -1,998 0 0 2,246 2,687 0 0 0 3,227 2,996
Percent of Open Interest Represented by Each Category of Trader
32.5 40.9 10.6 17.9 0.0 2.4 1.1 11.6 20.0 0.0 0.9 0.0 15.6 13.7
Number of Traders in Each Category Total Traders: 27
4 11 6 5 0 . . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 27,729
Positions
5,053 11,567 4,816 12,704 0 0 696 1,320 0 0 0 0 4,460 10,026
Changes from: December 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.2 41.7 17.4 45.8 0.0 0.0 2.5 4.8 0.0 0.0 0.0 0.0 16.1 36.2
Number of Traders in Each Category Total Traders: 23
4 8 6 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 11,515
Positions
4,433 8,128 444 3,924 1,773 0 303 0 26 0 0 0 2,385 1,144
Changes from: December 10, 2019 Total Change is: 341
-128 -559 444 -366 0 0 -110 0 26 0 0 0 475 430
Percent of Open Interest Represented by Each Category of Trader
38.5 70.6 3.9 34.1 15.4 0.0 2.6 0.0 0.2 0.0 0.0 0.0 20.7 9.9
Number of Traders in Each Category Total Traders: 20
. 9 . 5 . 0 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,984
Positions
4,639 6,735 1,885 3,284 1,268 109 446 2,162 0 0 0 0 2,621 825
Changes from: December 10, 2019 Total Change is: 1,731
-365 -11 1,482 -355 -11 0 0 16 0 0 0 0 969 255
Percent of Open Interest Represented by Each Category of Trader
35.7 51.9 14.5 25.3 9.8 0.8 3.4 16.7 0.0 0.0 0.0 0.0 20.2 6.4
Number of Traders in Each Category Total Traders: 21
5 6 6 . 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 19,738
Positions
5,566 7,699 6,033 3,818 808 1,148 547 1,432 367 0 0 0 2,259 2,251
Changes from: December 10, 2019 Total Change is: 3,216
-424 63 3,201 47 93 -97 0 -512 355 0 0 0 134 113
Percent of Open Interest Represented by Each Category of Trader
28.2 39.0 30.6 19.3 4.1 5.8 2.8 7.3 1.9 0.0 0.0 0.0 11.4 11.4
Number of Traders in Each Category Total Traders: 24
4 7 6 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 89,544
Positions
4,939 27,135 9,603 56,047 33,885 2,602 3,705 4,379 637 0 7,812 0 12,011 3,491
Changes from: December 10, 2019 Total Change is: 12,470
-197 3,433 8,937 4,361 -1,137 -22 -660 1,061 214 0 -37 0 -163 21
Percent of Open Interest Represented by Each Category of Trader
5.5 30.3 10.7 62.6 37.8 2.9 4.1 4.9 0.7 0.0 8.7 0.0 13.4 3.9
Number of Traders in Each Category Total Traders: 90
5 11 6 35 21 14 11 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 59,510
Positions
8,595 7,511 6,932 13,125 8,454 5,425 11,385 14,133 5,241 1,153 2,095 94 7,560 9,625
Changes from: December 10, 2019 Total Change is: 13,409
-526 564 5,637 -1,112 848 3,679 3,797 1,643 1,393 179 -616 80 283 182
Percent of Open Interest Represented by Each Category of Trader
14.4 12.6 11.6 22.1 14.2 9.1 19.1 23.7 8.8 1.9 3.5 0.2 12.7 16.2
Number of Traders in Each Category Total Traders: 267
22 26 28 56 30 32 50 49 32 16 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 297,548
Positions
42,973 37,553 34,661 65,625 42,269 27,123 56,925 70,667 26,206 5,767 10,475 471 37,798 48,123
Changes from: December 10, 2019 Total Change is: 67,047
-2,631 2,820 28,184 -5,560 4,240 18,395 18,986 8,213 6,964 896 -3,081 400 1,413 912
Percent of Open Interest Represented by Each Category of Trader
14.4 12.6 11.6 22.1 14.2 9.1 19.1 23.7 8.8 1.9 3.5 0.2 12.7 16.2
Number of Traders in Each Category Total Traders: 267
22 26 28 56 30 32 50 49 32 16 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 550,976
Positions
62,382 147,905 42,091 280,594 155,588 41,294 70,200 78,059 19,691 9,291 31,761 346 25,087 34,241
Changes from: December 10, 2019 Total Change is: 41,506
1,086 11,873 18,487 13,797 -16,016 559 2,010 9,748 5,577 352 168 -463 101 11,572
Percent of Open Interest Represented by Each Category of Trader
11.3 26.8 7.6 50.9 28.2 7.5 12.7 14.2 3.6 1.7 5.8 0.1 4.6 6.2
Number of Traders in Each Category Total Traders: 320
19 26 18 90 49 44 55 47 32 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 22,787
Positions
859 6,989 0 13,511 363 16 2,069 10,649 35 0 1,126 0 6,297 3,609
Changes from: December 10, 2019 Total Change is: -23,390
-3,410 -614 -2,250 -481 -50 -3 -12,219 -16,949 -1,555 -688 -228 -993 -1,791 -748
Percent of Open Interest Represented by Each Category of Trader
3.8 30.7 0.0 59.3 1.6 0.1 9.1 46.7 0.2 0.0 4.9 0.0 27.6 15.8
Number of Traders in Each Category Total Traders: 33
. . 0 13 . . 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 57,867
Positions
6,081 4,425 701 21,639 4,983 341 19,338 6,221 489 1,230 1,705 0 8,048 39,002
Changes from: December 10, 2019 Total Change is: -41,114
-4,817 -20,734 -3,024 3,107 -6,555 -499 -20,370 -16,843 -2,878 -242 268 -181 -12,210 9,332
Percent of Open Interest Represented by Each Category of Trader
10.5 7.6 1.2 37.4 8.6 0.6 33.4 10.8 0.8 2.1 2.9 0.0 13.9 67.4
Number of Traders in Each Category Total Traders: 64
6 8 . 15 5 5 16 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 442,961
Positions
43,878 238,206 66,412 275,258 73,787 24,052 16,229 18,235 3,748 1,718 9,484 0 11,666 9,037
Changes from: December 10, 2019 Total Change is: 57,997
-57 -443 58,304 -2,485 -7,775 -1,195 -1,093 5,471 2,732 621 -88 -265 1,435 1,256
Percent of Open Interest Represented by Each Category of Trader
9.9 53.8 15.0 62.1 16.7 5.4 3.7 4.1 0.8 0.4 2.1 0.0 2.6 2.0
Number of Traders in Each Category Total Traders: 179
14 16 12 70 38 38 20 13 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 1,656,992
Positions
63,862 958,073 146,396 1,045,386 261,897 113,957 129,335 93,488 9,136 58,163 15,676 3,873 86,884 54,496
Changes from: December 10, 2019 Total Change is: 219,601
-8,469 22,800 120,601 31,342 -15,282 1,344 4,494 46,414 4,089 10,678 1,432 -51 55,573 38,254
Percent of Open Interest Represented by Each Category of Trader
3.9 57.8 8.8 63.1 15.8 6.9 7.8 5.6 0.6 3.5 0.9 0.2 5.2 3.3
Number of Traders in Each Category Total Traders: 447
26 22 18 176 68 97 69 31 27 46 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 130,227
Positions
46,797 91,624 37,385 19,851 0 986 22,923 0 171 2,084 0 0 30 61
Changes from: December 10, 2019 Total Change is: 1,871
27 1,642 -6 100 0 230 1,465 0 5 50 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
35.9 70.4 28.7 15.2 0.0 0.8 17.6 0.0 0.1 1.6 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 45
6 16 15 8 0 . 11 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 1,227,199
Positions
5,001 141,526 45,279 505,442 298,413 208,089 67,329 244,590 114,821 88,845 26,488 9,974 182,420 138,019
Changes from: December 10, 2019 Total Change is: 52,593
1,006 15,528 3,208 41,656 17,570 -549 12,419 23,001 -3,447 -1,898 1,980 -747 945 -3,951
Percent of Open Interest Represented by Each Category of Trader
0.4 11.5 3.7 41.2 24.3 17.0 5.5 19.9 9.4 7.2 2.2 0.8 14.9 11.2
Number of Traders in Each Category Total Traders: 190
4 19 15 60 27 53 23 34 35 14 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,224,325
Positions
46,304 137,884 516 708,801 92,292 193,196 56,218 698,719 14,523 45,925 4,290 0 158,843 82,906
Changes from: December 10, 2019 Total Change is: 12,630
3,234 -4,209 513 -129 11,524 2,538 3,910 428 27 -416 0 0 2,952 1,808
Percent of Open Interest Represented by Each Category of Trader
3.8 11.3 0.0 57.9 7.5 15.8 4.6 57.1 1.2 3.8 0.4 0.0 13.0 6.8
Number of Traders in Each Category Total Traders: 140
9 11 4 65 14 51 12 23 14 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,670,196
Positions
81,767 240,929 9,970 1,741,914 853,764 291,536 905,332 1,909,152 110,133 345,529 144,597 5,206 178,809 104,909
Changes from: December 10, 2019 Total Change is: 86,477
-8,649 23,448 -5,140 85,219 -6,923 220 54,344 86,039 -8,182 -20,372 -34 555 -11,518 -3,507
Percent of Open Interest Represented by Each Category of Trader
2.2 6.6 0.3 47.5 23.3 7.9 24.7 52.0 3.0 9.4 3.9 0.1 4.9 2.9
Number of Traders in Each Category Total Traders: 363
19 33 12 123 34 70 68 43 47 29 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,354,851
Positions
175,312 257,064 229,954 1,690,723 809,717 795,587 339,420 1,197,489 409,986 255,733 186,721 49,793 408,342 418,540
Changes from: December 10, 2019 Total Change is: -98,212
1,546 -1,721 12,354 22,476 54,721 -49,788 -36,803 -40,930 -60,129 13,745 16,361 -27,986 26,372 -1,095
Percent of Open Interest Represented by Each Category of Trader
4.0 5.9 5.3 38.8 18.6 18.3 7.8 27.5 9.4 5.9 4.3 1.1 9.4 9.6
Number of Traders in Each Category Total Traders: 419
26 38 47 103 74 109 61 67 84 32 18 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 919,069
Positions
85,480 59,889 3,094 296,452 296,905 148,090 209,648 174,315 22,511 53,307 33,754 0 100,487 180,511
Changes from: December 10, 2019 Total Change is: 7,536
7,217 3,453 -1,390 17,485 -3,993 -8,232 -6,908 4,205 6,107 -2,074 88 0 -4,669 7,298
Percent of Open Interest Represented by Each Category of Trader
9.3 6.5 0.3 32.3 32.3 16.1 22.8 19.0 2.4 5.8 3.7 0.0 10.9 19.6
Number of Traders in Each Category Total Traders: 116
5 8 4 24 39 39 17 15 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,577,216
Positions
64,839 417,322 98,333 2,168,167 820,635 819,980 503,792 1,579,618 294,597 309,620 215,230 14,199 303,688 317,302
Changes from: December 10, 2019 Total Change is: 76,303
-36,076 26,194 -11,152 98,836 -45,369 -8,177 49,510 91,676 17,803 -18,987 17,268 -3,734 -11,720 -8,206
Percent of Open Interest Represented by Each Category of Trader
1.4 9.1 2.1 47.4 17.9 17.9 11.0 34.5 6.4 6.8 4.7 0.3 6.6 6.9
Number of Traders in Each Category Total Traders: 331
16 31 22 83 55 82 46 59 55 24 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 1,871,018
Positions
379,823 515,529 435,813 14,297 14,214 34,305 481,933 371,641 438,290 35,336 19,800 6,976 44,246 34,450
Changes from: December 10, 2019 Total Change is: 20,242
-35,154 25,258 -10,906 569 -6,414 12,843 -14,301 -60,021 59,482 7,532 4,710 -622 798 -4,089
Percent of Open Interest Represented by Each Category of Trader
20.3 27.6 23.3 0.8 0.8 1.8 25.8 19.9 23.4 1.9 1.1 0.4 2.4 1.8
Number of Traders in Each Category Total Traders: 150
32 24 43 8 4 8 42 26 49 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 is19,209,442
Positions
2,720,726 1,372,155 3,831,686 421,307 2,422,615 1,306,965 1,102,716 273,848 8,967,460 90,218 93,295 107,543 660,820 833,875
Changes from: December 10, 2019 Total Change is:-4,594,511
-204,498 -543,080 -1,128,752 -13,604 35,123 -231,635 -330,762 49,501 -2,637,936 -8,669 -49,314 -4,054 -34,601 -84,364
Percent of Open Interest Represented by Each Category of Trader
14.2 7.1 19.9 2.2 12.6 6.8 5.7 1.4 46.7 0.5 0.5 0.6 3.4 4.3
Number of Traders in Each Category Total Traders: 254
36 32 64 15 21 27 65 41 100 28 13 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 175,263
Positions
6,119 93,790 24,496 18,968 2,600 9,835 83,504 12,889 30,355 0 424 776 1,210 98
Changes from: December 10, 2019 Total Change is: -205
212 1,506 150 1,971 0 -129 -52 393 -2,389 0 167 73 -41 24
Percent of Open Interest Represented by Each Category of Trader
3.5 53.5 14.0 10.8 1.5 5.6 47.6 7.4 17.3 0.0 0.2 0.4 0.7 0.1
Number of Traders in Each Category Total Traders: 58
. 15 5 4 . . 13 21 23 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 368,080
Positions
42,092 72,088 37,184 1,408 32,910 24,286 224,796 150,384 35,867 0 9,649 2,385 62 3,327
Changes from: December 10, 2019 Total Change is: 25,011
8,448 1,888 3,492 -16,051 477 11,852 12,219 -1,275 5,095 -966 2,149 1,050 -128 283
Percent of Open Interest Represented by Each Category of Trader
11.4 19.6 10.1 0.4 8.9 6.6 61.1 40.9 9.7 0.0 2.6 0.6 0.0 0.9
Number of Traders in Each Category Total Traders: 99
5 24 16 . 8 . 19 33 27 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 66,231
Positions
838 22,660 0 1,164 2,804 153 12,363 7,121 29,733 21,948 1,045 0 32 2,715
Changes from: December 10, 2019 Total Change is: -34,207
838 -24,662 0 0 -495 -17 -29,705 -1,210 -6,683 1,364 -795 0 -4 -345
Percent of Open Interest Represented by Each Category of Trader
1.3 34.2 0.0 1.8 4.2 0.2 18.7 10.8 44.9 33.1 1.6 0.0 0.0 4.1
Number of Traders in Each Category Total Traders: 28
. . 0 . 9 . . 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 13,040
Positions
126 3,939 0 808 542 115 8,198 3,086 3,793 0 0 0 0 1,565
Changes from: December 10, 2019 Total Change is: -49,258
-870 -22,206 0 0 26 0 -20,189 1,090 -28,193 0 0 0 -6 25
Percent of Open Interest Represented by Each Category of Trader
1.0 30.2 0.0 6.2 4.2 0.9 62.9 23.7 29.1 0.0 0.0 0.0 0.0 12.0
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 49,133
Positions
11,499 93 17,652 0 160 0 0 12,229 15,926 3,810 2,692 246 0 135
Changes from: December 10, 2019 Total Change is: -4,113
0 -42 0 0 0 0 -5,095 -3,586 772 210 -1,275 0 0 18
Percent of Open Interest Represented by Each Category of Trader
23.4 0.2 35.9 0.0 0.3 0.0 0.0 24.9 32.4 7.8 5.5 0.5 0.0 0.3
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 0 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 3,840
Positions
134 0 0 38 444 0 1,578 2,446 125 295 331 12 1,658 482
Changes from: December 10, 2019 Total Change is: 608
3 0 0 -18 159 -1 509 680 16 -15 -65 0 114 -181
Percent of Open Interest Represented by Each Category of Trader
3.5 0.0 0.0 1.0 11.6 0.0 41.1 63.7 3.3 7.7 8.6 0.3 43.2 12.6
Number of Traders in Each Category Total Traders: 45
. 0 0 . 4 0 9 18 5 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 32,963
Positions
708 18,083 0 9,119 2,986 951 16,939 7,733 599 1,720 793 120 2,807 1,698
Changes from: December 10, 2019 Total Change is: -14,170
-120 -14,092 0 -2,068 104 203 -8,517 2,521 -1,903 -49 236 11 -1,726 -1,250
Percent of Open Interest Represented by Each Category of Trader
2.1 54.9 0.0 27.7 9.1 2.9 51.4 23.5 1.8 5.2 2.4 0.4 8.5 5.2
Number of Traders in Each Category Total Traders: 89
. . 0 14 6 5 28 14 7 14 10 .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
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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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 460,843
Positions
99,583 18,549 25,092 113,998 119,563 27,228 47,763 123,345 95,116 13,025 3,568 17,508 21,530 30,874
Changes from: December 10, 2019 Total Change is: -4,532
-9,474 -7,797 4,801 -11,328 19,472 9,894 4,516 -23,550 -7,776 1,369 -338 2,513 953 -1,751
Percent of Open Interest Represented by Each Category of Trader
21.6 4.0 5.4 24.7 25.9 5.9 10.4 26.8 20.6 2.8 0.8 3.8 4.7 6.7
Number of Traders in Each Category Total Traders: 213
13 11 16 16 40 25 33 65 55 10 11 17
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Traders in Financial Futures - Options and Futures Combined Positions as of December 17, 2019
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,480
Positions
4,945 738 619 6,515 1,747 1,090 4,545 14,082 1,588 786 60 0 392 556
Changes from: December 10, 2019 Total Change is: 186
-77 115 145 675 -436 3 -208 469 -608 129 0 0 127 498
Percent of Open Interest Represented by Each Category of Trader
24.1 3.6 3.0 31.8 8.5 5.3 22.2 68.8 7.8 3.8 0.3 0.0 1.9 2.7
Number of Traders in Each Category Total Traders: 41
4 . . 9 4 . . 7 . 12 . 0
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Updated December 20, 2019