Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 193,703
Positions
7,669 77,067 5,208 58,267 13,153 6,522 36,104 56,578 11,900 19,633 2,377 176 48,225 20,722
Changes from: December 24, 2019 Total Change is: 22,657
2,633 5,530 1,337 3,451 -3,340 109 2,394 14,275 1,591 2,790 508 -58 8,410 2,704
Percent of Open Interest Represented by Each Category of Trader
4.0 39.8 2.7 30.1 6.8 3.4 18.6 29.2 6.1 10.1 1.2 0.1 24.9 10.7
Number of Traders in Each Category Total Traders: 117
4 11 5 24 11 14 26 25 15 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 57,046
Positions
21,647 5,521 312 3,014 13,477 984 17,837 14,983 1,225 1,261 868 0 10,765 19,676
Changes from: December 24, 2019 Total Change is: -4,793
-4,956 1,871 312 611 -8,643 426 -2,586 2,685 546 514 -953 0 341 -1,036
Percent of Open Interest Represented by Each Category of Trader
37.9 9.7 0.5 5.3 23.6 1.7 31.3 26.3 2.1 2.2 1.5 0.0 18.9 34.5
Number of Traders in Each Category Total Traders: 57
. 6 . 4 14 . 11 16 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 233,003
Positions
7,437 48,629 10,866 72,209 61,375 8,998 59,976 42,182 26,487 11,785 7,563 0 35,245 26,903
Changes from: December 24, 2019 Total Change is: 5,015
3,085 1,401 558 -1,368 -3,821 2,182 -28 -5,544 8,084 -6,391 -456 -205 -903 2,817
Percent of Open Interest Represented by Each Category of Trader
3.2 20.9 4.7 31.0 26.3 3.9 25.7 18.1 11.4 5.1 3.2 0.0 15.1 11.5
Number of Traders in Each Category Total Traders: 127
. 10 6 24 25 17 28 27 20 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 195,225
Positions
51,058 20,457 5,569 42,896 48,404 13,708 32,184 42,521 17,493 2,597 7,367 648 29,072 39,058
Changes from: December 24, 2019 Total Change is: 3,001
-860 1,790 297 -76 -6,343 -545 2,927 2,548 2,887 140 -1,789 116 -1,886 4,040
Percent of Open Interest Represented by Each Category of Trader
26.2 10.5 2.9 22.0 24.8 7.0 16.5 21.8 9.0 1.3 3.8 0.3 14.9 20.0
Number of Traders in Each Category Total Traders: 128
6 8 7 16 27 16 24 37 23 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 616,838
Positions
30,439 144,120 9,018 340,992 146,204 33,785 38,707 171,744 38,512 26,019 9,667 2,291 97,073 61,496
Changes from: December 24, 2019 Total Change is: 34,152
3,051 10,078 1,391 2,325 -7,686 2,946 1,948 11,797 10,868 2,878 -665 874 7,871 4,550
Percent of Open Interest Represented by Each Category of Trader
4.9 23.4 1.5 55.3 23.7 5.5 6.3 27.8 6.2 4.2 1.6 0.4 15.7 10.0
Number of Traders in Each Category Total Traders: 291
14 13 14 91 41 49 36 50 27 28 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 23,490
Positions
0 3,548 100 8,555 6,192 2,959 845 3,745 0 0 0 0 11,031 6,946
Changes from: December 24, 2019 Total Change is: -90
0 0 0 10 -80 0 0 -254 0 0 0 0 -100 244
Percent of Open Interest Represented by Each Category of Trader
0.0 15.1 0.4 36.4 26.4 12.6 3.6 15.9 0.0 0.0 0.0 0.0 47.0 29.6
Number of Traders in Each Category Total Traders: 24
0 . . 11 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 22,832
Positions
3,709 3,606 624 5,844 12,948 2,132 2,293 0 0 0 0 0 8,230 3,522
Changes from: December 24, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
16.2 15.8 2.7 25.6 56.7 9.3 10.0 0.0 0.0 0.0 0.0 0.0 36.0 15.4
Number of Traders in Each Category Total Traders: 22
. . . 5 10 9 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 186,804
Positions
59,384 15,404 4,062 28,247 38,077 3,160 34,810 71,074 16,757 11,660 10,347 69 28,655 27,855
Changes from: December 24, 2019 Total Change is: 13,185
-5,173 8,218 638 4,651 -16,681 -2 3,463 18,902 3,170 3,209 87 -136 3,366 -1,009
Percent of Open Interest Represented by Each Category of Trader
31.8 8.2 2.2 15.1 20.4 1.7 18.6 38.0 9.0 6.2 5.5 0.0 15.3 14.9
Number of Traders in Each Category Total Traders: 95
5 7 6 12 17 9 20 24 13 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 56,790
Positions
0 45,342 41 44,332 0 31 8,111 10,055 0 1,813 325 0 2,462 996
Changes from: December 24, 2019 Total Change is: 1,512
0 186 0 1,054 0 0 214 1,063 0 -1 169 0 245 94
Percent of Open Interest Represented by Each Category of Trader
0.0 79.8 0.1 78.1 0.0 0.1 14.3 17.7 0.0 3.2 0.6 0.0 4.3 1.8
Number of Traders in Each Category Total Traders: 46
0 6 . 13 0 . 15 6 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 278,332
Positions
578 184,803 862 129,680 4,046 3,442 106,980 64,141 1,734 18,514 16,136 0 16,542 3,169
Changes from: December 24, 2019 Total Change is: 3,013
-90 1,003 0 -13,154 -1,914 2,554 1,020 482 25 2,295 843 0 10,362 20
Percent of Open Interest Represented by Each Category of Trader
0.2 66.4 0.3 46.6 1.5 1.2 38.4 23.0 0.6 6.7 5.8 0.0 5.9 1.1
Number of Traders in Each Category Total Traders: 178
4 9 . 31 8 4 67 27 12 14 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 54,106
Positions
38,396 695 1,964 3,579 23,831 0 3,964 22,760 1,680 1,374 875 0 3,149 2,301
Changes from: December 24, 2019 Total Change is: 202
-740 -89 462 430 -1,670 -3 293 777 5 -633 25 0 388 695
Percent of Open Interest Represented by Each Category of Trader
71.0 1.3 3.6 6.6 44.0 0.0 7.3 42.1 3.1 2.5 1.6 0.0 5.8 4.3
Number of Traders in Each Category Total Traders: 53
4 . . 6 8 0 10 17 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 49,492
Positions
12,082 3,006 108 10,192 12,881 355 16,111 25,222 421 4,830 2,244 28 5,365 5,227
Changes from: December 24, 2019 Total Change is: 2,158
-5,393 925 28 1,533 -2,377 -21 697 4,925 -141 3,369 -631 -21 2,107 -530
Percent of Open Interest Represented by Each Category of Trader
24.4 6.1 0.2 20.6 26.0 0.7 32.6 51.0 0.9 9.8 4.5 0.1 10.8 10.6
Number of Traders in Each Category Total Traders: 95
6 4 . 12 12 . 30 16 4 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 18,513
Positions
832 8,177 25 14,044 2,308 0 1,977 6,121 61 0 488 0 1,574 1,333
Changes from: December 24, 2019 Total Change is: 307
0 -7 7 1,195 -313 0 -1,185 483 18 0 162 0 272 -43
Percent of Open Interest Represented by Each Category of Trader
4.5 44.2 0.1 75.9 12.5 0.0 10.7 33.1 0.3 0.0 2.6 0.0 8.5 7.2
Number of Traders in Each Category Total Traders: 33
. . . 7 4 0 7 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 53,811
Positions
13,569 27,363 659 18,097 4,274 892 10,922 9,938 428 501 1,648 419 8,326 8,191
Changes from: December 24, 2019 Total Change is: 2,110
268 1,985 -23 118 -34 58 1,361 618 181 -125 382 49 224 -1,104
Percent of Open Interest Represented by Each Category of Trader
25.2 50.9 1.2 33.6 7.9 1.7 20.3 18.5 0.8 0.9 3.1 0.8 15.5 15.2
Number of Traders in Each Category Total Traders: 102
11 20 . 18 . 4 27 13 10 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 107,622
Positions
27,138 54,726 1,317 36,193 8,548 1,783 21,843 19,877 856 1,002 3,295 838 16,652 16,382
Changes from: December 24, 2019 Total Change is: 4,220
535 3,969 -46 235 -68 115 2,722 1,235 362 -249 763 98 448 -2,208
Percent of Open Interest Represented by Each Category of Trader
25.2 50.9 1.2 33.6 7.9 1.7 20.3 18.5 0.8 0.9 3.1 0.8 15.5 15.2
Number of Traders in Each Category Total Traders: 102
11 20 . 18 . 4 27 13 10 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 38,696
Positions
200 31,203 0 36,735 720 145 550 5,128 0 0 464 0 1,066 1,036
Changes from: December 24, 2019 Total Change is: 4,691
0 3,550 0 5,447 0 0 200 465 0 0 0 0 -956 676
Percent of Open Interest Represented by Each Category of Trader
0.5 80.6 0.0 94.9 1.9 0.4 1.4 13.3 0.0 0.0 1.2 0.0 2.8 2.7
Number of Traders in Each Category Total Traders: 27
. 7 0 14 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 735,636
Positions
44,345 173,753 34,637 305,490 101,321 53,849 54,139 97,607 134,873 19,587 59,717 5,244 83,472 74,635
Changes from: December 24, 2019 Total Change is: -16,445
-6,720 -10,613 5,143 -5,289 3,257 -1,624 5,088 4,350 -16,590 2,172 -895 381 994 145
Percent of Open Interest Represented by Each Category of Trader
6.0 23.6 4.7 41.5 13.8 7.3 7.4 13.3 18.3 2.7 8.1 0.7 11.3 10.1
Number of Traders in Each Category Total Traders: 599
30 36 39 169 86 127 75 99 84 56 48 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 53,003
Positions
8,135 8,526 1,727 1,017 4,000 2,811 2,184 4,791 15,800 36 51 349 20,944 14,948
Changes from: December 24, 2019 Total Change is: -5,491
7,367 1,869 -1,210 0 3,977 -3,887 244 2,678 -8,400 2 2 -9 403 -510
Percent of Open Interest Represented by Each Category of Trader
15.3 16.1 3.3 1.9 7.5 5.3 4.1 9.0 29.8 0.1 0.1 0.7 39.5 28.2
Number of Traders in Each Category Total Traders: 42
5 6 9 . . . 9 10 16 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 3,413,165
Positions
221,726 866,813 123,872 1,525,202 489,442 252,354 287,780 492,088 567,359 97,759 298,329 24,472 312,641 298,435
Changes from: December 24, 2019 Total Change is: -54,772
-33,599 -25,574 -5,068 -23,611 -765 8,479 37,227 21,369 -53,957 10,851 -4,486 1,952 2,953 3,277
Percent of Open Interest Represented by Each Category of Trader
6.5 25.4 3.6 44.7 14.3 7.4 8.4 14.4 16.6 2.9 8.7 0.7 9.2 8.7
Number of Traders in Each Category Total Traders: 586
30 35 36 170 84 125 74 96 81 51 46 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,682
Positions
16,459 10,608 0 7,399 0 982 462 11,524 0 0 357 0 3,380 5,211
Changes from: December 24, 2019 Total Change is: 72
0 450 0 -5 0 0 -236 -221 0 0 0 0 313 -157
Percent of Open Interest Represented by Each Category of Trader
57.4 37.0 0.0 25.8 0.0 3.4 1.6 40.2 0.0 0.0 1.2 0.0 11.8 18.2
Number of Traders in Each Category Total Traders: 23
5 7 0 5 0 . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 8,660
Positions
2,306 4,377 0 3,601 1,256 109 696 2,200 0 0 0 0 1,948 718
Changes from: December 24, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
26.6 50.5 0.0 41.6 14.5 1.3 8.0 25.4 0.0 0.0 0.0 0.0 22.5 8.3
Number of Traders in Each Category Total Traders: 21
4 5 0 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 11,380
Positions
3,939 6,532 0 3,802 956 1,000 547 1,702 0 0 0 0 2,092 1,190
Changes from: December 24, 2019 Total Change is: 159
0 0 0 97 2 -2 0 0 0 0 0 0 64 159
Percent of Open Interest Represented by Each Category of Trader
34.6 57.4 0.0 33.4 8.4 8.8 4.8 15.0 0.0 0.0 0.0 0.0 18.4 10.5
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 78,012
Positions
4,648 28,846 139 53,014 33,774 2,972 4,869 2,040 271 0 7,803 0 12,099 2,167
Changes from: December 24, 2019 Total Change is: -635
-757 -298 1 -1,740 -414 -94 1,020 831 30 0 -9 0 905 -682
Percent of Open Interest Represented by Each Category of Trader
6.0 37.0 0.2 68.0 43.3 3.8 6.2 2.6 0.3 0.0 10.0 0.0 15.5 2.8
Number of Traders in Each Category Total Traders: 88
4 11 . 33 21 14 12 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 46,199
Positions
4,349 11,527 384 16,218 8,095 1,705 11,751 11,460 2,814 959 2,026 318 7,700 7,868
Changes from: December 24, 2019 Total Change is: 1,051
-57 1,531 -49 -529 -302 23 1,208 326 -538 -24 -225 264 754 21
Percent of Open Interest Represented by Each Category of Trader
9.4 25.0 0.8 35.1 17.5 3.7 25.4 24.8 6.1 2.1 4.4 0.7 16.7 17.0
Number of Traders in Each Category Total Traders: 251
16 26 4 56 28 29 47 46 21 13 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 230,993
Positions
21,743 57,636 1,922 81,089 40,473 8,525 58,753 57,302 14,071 4,797 10,131 1,592 38,501 39,340
Changes from: December 24, 2019 Total Change is: 5,257
-285 7,656 -245 -2,647 -1,512 114 6,040 1,632 -2,692 -119 -1,123 1,320 3,772 107
Percent of Open Interest Represented by Each Category of Trader
9.4 25.0 0.8 35.1 17.5 3.7 25.4 24.8 6.1 2.1 4.4 0.7 16.7 17.0
Number of Traders in Each Category Total Traders: 251
16 26 4 56 28 29 47 46 21 13 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 490,318
Positions
51,378 152,649 8,175 265,493 161,204 40,086 76,271 70,597 13,305 8,891 28,783 209 26,510 15,310
Changes from: December 24, 2019 Total Change is: 7,615
-2,395 6,048 1,268 611 -2,117 2,642 3,583 -496 1,224 -1,628 -426 31 2,279 -560
Percent of Open Interest Represented by Each Category of Trader
10.5 31.1 1.7 54.1 32.9 8.2 15.6 14.4 2.7 1.8 5.9 0.0 5.4 3.1
Number of Traders in Each Category Total Traders: 307
18 25 8 88 46 37 55 47 33 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 22,444
Positions
859 6,989 0 12,655 363 22 2,087 10,877 28 0 1,151 0 6,793 3,014
Changes from: December 24, 2019 Total Change is: -13
0 0 0 -934 0 6 -117 764 -5 0 0 0 1,037 -778
Percent of Open Interest Represented by Each Category of Trader
3.8 31.1 0.0 56.4 1.6 0.1 9.3 48.5 0.1 0.0 5.1 0.0 30.3 13.4
Number of Traders in Each Category Total Traders: 31
. . 0 13 . . 4 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 60,519
Positions
9,078 2,564 0 19,566 4,379 376 21,100 6,889 375 1,254 1,000 0 8,770 44,936
Changes from: December 24, 2019 Total Change is: 1,106
2,031 -689 -690 -872 -187 97 999 555 -514 -6 127 0 61 2,407
Percent of Open Interest Represented by Each Category of Trader
15.0 4.2 0.0 32.3 7.2 0.6 34.9 11.4 0.6 2.1 1.7 0.0 14.5 74.3
Number of Traders in Each Category Total Traders: 58
9 4 0 14 5 5 14 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 394,554
Positions
48,642 255,435 4,038 292,330 71,375 22,341 14,552 26,725 417 2,597 9,409 0 9,637 4,814
Changes from: December 24, 2019 Total Change is: 11,253
2,049 7,947 -5 8,125 603 -184 -318 3,852 -225 871 -18 0 940 -717
Percent of Open Interest Represented by Each Category of Trader
12.3 64.7 1.0 74.1 18.1 5.7 3.7 6.8 0.1 0.7 2.4 0.0 2.4 1.2
Number of Traders in Each Category Total Traders: 183
16 11 5 75 37 33 20 15 5 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 1,466,368
Positions
80,692 985,822 7,638 1,053,299 272,961 102,118 136,849 57,467 4,093 41,955 18,844 2,952 36,772 14,473
Changes from: December 24, 2019 Total Change is: 11,350
-982 -11,652 1,355 1,438 26,546 5,630 12,055 -15,032 -1,031 -12,133 1,890 -82 5,100 3,726
Percent of Open Interest Represented by Each Category of Trader
5.5 67.2 0.5 71.8 18.6 7.0 9.3 3.9 0.3 2.9 1.3 0.2 2.5 1.0
Number of Traders in Each Category Total Traders: 444
29 19 9 179 65 77 74 26 19 42 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 80,536
Positions
11,839 52,206 27,139 16,315 0 946 20,870 0 184 3,219 0 0 24 61
Changes from: December 24, 2019 Total Change is: 990
-570 1,000 -20 0 0 0 345 0 10 1,225 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
14.7 64.8 33.7 20.3 0.0 1.2 25.9 0.0 0.2 4.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 47
8 14 11 8 0 . 13 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 1,172,897
Positions
6,108 125,810 40,431 510,892 302,467 199,020 61,750 243,581 90,312 81,799 24,737 9,405 173,179 137,133
Changes from: December 24, 2019 Total Change is: -69,027
612 -11,733 -8,937 4,316 -695 -20,223 -5,361 11,638 -29,880 -6,299 -9,032 -934 -2,321 768
Percent of Open Interest Represented by Each Category of Trader
0.5 10.7 3.4 43.6 25.8 17.0 5.3 20.8 7.7 7.0 2.1 0.8 14.8 11.7
Number of Traders in Each Category Total Traders: 187
10 16 16 57 32 55 25 27 32 12 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 1,245,420
Positions
47,146 133,571 31 731,378 103,867 191,773 61,137 709,718 15,250 46,279 6,086 0 152,426 85,124
Changes from: December 24, 2019 Total Change is: 2,157
2,100 -3,743 -2 6,831 4,605 -3,063 531 1,481 1,383 -2,881 1,196 0 -2,742 300
Percent of Open Interest Represented by Each Category of Trader
3.8 10.7 0.0 58.7 8.3 15.4 4.9 57.0 1.2 3.7 0.5 0.0 12.2 6.8
Number of Traders in Each Category Total Traders: 143
8 12 . 66 15 53 12 24 14 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 3,610,706
Positions
98,362 271,132 11,129 1,739,550 883,115 291,476 902,479 1,834,475 61,955 331,055 145,403 3,139 171,562 108,882
Changes from: December 24, 2019 Total Change is: -80,895
-4,135 10,514 2,531 3,223 10,746 -11,655 -32,078 -57,808 -34,666 1,218 1,176 -224 -5,110 -1,511
Percent of Open Interest Represented by Each Category of Trader
2.7 7.5 0.3 48.2 24.5 8.1 25.0 50.8 1.7 9.2 4.0 0.1 4.8 3.0
Number of Traders in Each Category Total Traders: 366
23 31 9 122 33 69 68 46 42 27 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 4,175,966
Positions
158,427 268,958 176,553 1,624,547 809,517 794,661 350,208 1,058,923 354,769 213,111 182,276 103,963 399,727 426,347
Changes from: December 24, 2019 Total Change is: -324,667
-16,118 -11,759 -74,821 14,131 -26,014 -49,757 -6,627 -73,289 -122,544 -79,611 -5,365 9,994 687 28,888
Percent of Open Interest Represented by Each Category of Trader
3.8 6.4 4.2 38.9 19.4 19.0 8.4 25.4 8.5 5.1 4.4 2.5 9.6 10.2
Number of Traders in Each Category Total Traders: 401
23 39 40 97 79 107 53 64 76 26 20 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 923,376
Positions
90,174 69,534 2,145 319,142 291,909 139,568 195,427 184,118 16,764 49,869 32,054 0 110,287 187,284
Changes from: December 24, 2019 Total Change is: 13,654
2,536 1,674 -708 19,780 1,851 2,479 -13,385 8,459 469 -1,925 -1,500 0 4,408 930
Percent of Open Interest Represented by Each Category of Trader
9.8 7.5 0.2 34.6 31.6 15.1 21.2 19.9 1.8 5.4 3.5 0.0 11.9 20.3
Number of Traders in Each Category Total Traders: 113
5 9 . 23 40 40 16 14 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 4,486,187
Positions
57,398 430,136 76,445 2,222,555 832,859 797,667 524,085 1,589,247 208,573 291,449 224,108 15,277 292,737 311,874
Changes from: December 24, 2019 Total Change is: -65,771
530 -33,751 -21,246 44,903 27,807 -31,237 2,296 40,831 -51,704 -8,106 4,957 3,652 -4,859 -5,080
Percent of Open Interest Represented by Each Category of Trader
1.3 9.6 1.7 49.5 18.6 17.8 11.7 35.4 4.6 6.5 5.0 0.3 6.5 7.0
Number of Traders in Each Category Total Traders: 327
16 33 23 85 57 80 44 56 45 20 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 1,911,802
Positions
417,312 503,743 442,799 21,569 17,669 30,352 475,318 419,486 429,236 40,639 24,800 5,497 49,079 38,220
Changes from: December 24, 2019 Total Change is: 16,272
20,794 -12,866 -1,434 5,753 2,679 361 -10,075 26,324 -6,633 1,676 5,000 -1,108 6,938 3,949
Percent of Open Interest Represented by Each Category of Trader
21.8 26.3 23.2 1.1 0.9 1.6 24.9 21.9 22.5 2.1 1.3 0.3 2.6 2.0
Number of Traders in Each Category Total Traders: 145
34 19 42 8 4 7 43 23 46 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 is19,430,528
Positions
2,945,568 1,401,757 3,811,004 433,480 2,374,322 1,318,240 929,504 279,745 9,187,370 72,911 95,097 101,981 630,468 861,011
Changes from: December 24, 2019 Total Change is: 35,322
85,950 -62,539 20,342 6,644 9,675 16,696 -103,984 30,266 9,841 1,370 1,326 -25 -1,511 9,741
Percent of Open Interest Represented by Each Category of Trader
15.2 7.2 19.6 2.2 12.2 6.8 4.8 1.4 47.3 0.4 0.5 0.5 3.2 4.4
Number of Traders in Each Category Total Traders: 259
41 32 69 17 18 28 59 45 99 29 14 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 130,526
Positions
3,856 69,160 18,462 16,835 0 6,777 58,725 10,610 23,772 0 739 875 1,224 131
Changes from: December 24, 2019 Total Change is: -669
0 -145 0 186 0 -77 -72 72 -473 0 149 -232 -1 37
Percent of Open Interest Represented by Each Category of Trader
3.0 53.0 14.1 12.9 0.0 5.2 45.0 8.1 18.2 0.0 0.6 0.7 0.9 0.1
Number of Traders in Each Category Total Traders: 50
. 13 4 4 0 . 11 18 19 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 375,232
Positions
38,375 73,558 48,796 0 34,245 23,423 218,456 141,128 42,352 2,432 7,410 1,313 85 3,007
Changes from: December 24, 2019 Total Change is: 4,610
-264 -3,857 6,802 0 -1,091 3,759 -4,299 1,054 -1,409 1,215 -270 -283 -911 -95
Percent of Open Interest Represented by Each Category of Trader
10.2 19.6 13.0 0.0 9.1 6.2 58.2 37.6 11.3 0.6 2.0 0.3 0.0 0.8
Number of Traders in Each Category Total Traders: 93
5 24 16 0 9 4 19 29 23 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 68,075
Positions
1,169 27,123 0 1,164 3,306 179 13,189 7,497 25,290 27,038 1,045 0 46 3,635
Changes from: December 24, 2019 Total Change is: 6,426
331 4,532 0 0 217 8 -162 188 1,099 5,150 0 0 0 382
Percent of Open Interest Represented by Each Category of Trader
1.7 39.8 0.0 1.7 4.9 0.3 19.4 11.0 37.2 39.7 1.5 0.0 0.1 5.3
Number of Traders in Each Category Total Traders: 30
. 4 0 . 9 . . 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 16,503
Positions
171 6,285 0 808 545 115 9,938 2,266 5,471 0 0 0 0 1,821
Changes from: December 24, 2019 Total Change is: 2,283
4 2,274 0 0 0 0 1,924 -352 355 0 0 0 0 6
Percent of Open Interest Represented by Each Category of Trader
1.0 38.1 0.0 4.9 3.3 0.7 60.2 13.7 33.2 0.0 0.0 0.0 0.0 11.0
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . 5 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 47,643
Positions
11,499 193 16,080 0 266 0 0 12,196 15,998 3,810 2,586 246 10 78
Changes from: December 24, 2019 Total Change is: 431
0 100 0 0 106 0 0 -30 431 0 -106 0 0 -70
Percent of Open Interest Represented by Each Category of Trader
24.1 0.4 33.8 0.0 0.6 0.0 0.0 25.6 33.6 8.0 5.4 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 0 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 3,186
Positions
137 0 0 159 437 1 1,037 1,840 102 366 451 30 1,354 325
Changes from: December 24, 2019 Total Change is: -355
0 0 0 26 154 0 -142 -416 2 90 -63 5 -336 -37
Percent of Open Interest Represented by Each Category of Trader
4.3 0.0 0.0 5.0 13.7 0.0 32.5 57.8 3.2 11.5 14.2 0.9 42.5 10.2
Number of Traders in Each Category Total Traders: 47
. 0 0 . 4 . 9 16 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 36,023
Positions
665 18,093 0 6,732 3,432 919 22,742 8,731 1,478 711 996 68 2,708 2,306
Changes from: December 24, 2019 Total Change is: 2,969
100 0 0 -2,946 181 324 6,240 1,909 31 -1,062 -7 -60 342 591
Percent of Open Interest Represented by Each Category of Trader
1.8 50.2 0.0 18.7 9.5 2.6 63.1 24.2 4.1 2.0 2.8 0.2 7.5 6.4
Number of Traders in Each Category Total Traders: 86
. . 0 13 7 7 20 20 7 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 421,662
Positions
83,859 9,229 17,331 115,356 103,502 21,731 36,293 117,752 94,140 10,833 3,349 21,235 20,884 33,393
Changes from: December 24, 2019 Total Change is: 9,768
-2,302 3,149 -137 4,674 -18,070 1,485 -6,705 9,491 7,887 -95 -318 4,224 737 2,057
Percent of Open Interest Represented by Each Category of Trader
19.9 2.2 4.1 27.4 24.5 5.2 8.6 27.9 22.3 2.6 0.8 5.0 5.0 7.9
Number of Traders in Each Category Total Traders: 197
17 7 15 12 39 20 30 59 53 11 11 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 31, 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 15,326
Positions
4,955 751 359 7,814 2,637 969 0 10,464 100 742 34 0 387 12
Changes from: December 24, 2019 Total Change is: 611
0 34 -21 694 -550 -122 -98 1,297 0 6 -26 0 152 -1
Percent of Open Interest Represented by Each Category of Trader
32.3 4.9 2.3 51.0 17.2 6.3 0.0 68.3 0.7 4.8 0.2 0.0 2.5 0.1
Number of Traders in Each Category Total Traders: 36
. . . 10 . . 0 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 06, 2020