Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 185,499
Positions
13,768 94,289 239 61,212 26,460 3,452 51,738 33,164 4,418 12,725 1,672 257 37,690 21,548
Changes from: January 21, 2020 Total Change is: -3,097
7,065 -9,857 48 -3,867 5,095 14 4,228 340 89 -5,534 0 53 -5,193 1,121
Percent of Open Interest Represented by Each Category of Trader
7.4 50.8 0.1 33.0 14.3 1.9 27.9 17.9 2.4 6.9 0.9 0.1 20.3 11.6
Number of Traders in Each Category Total Traders: 114
5 10 . 25 13 11 24 23 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,440
Positions
12,653 13,130 4 5,337 10,267 575 18,104 4,458 11 740 2,173 0 14,016 20,822
Changes from: January 21, 2020 Total Change is: 1,072
575 -11 0 915 532 19 777 -3,072 -76 0 693 0 -1,138 2,987
Percent of Open Interest Represented by Each Category of Trader
24.6 25.5 0.0 10.4 20.0 1.1 35.2 8.7 0.0 1.4 4.2 0.0 27.2 40.5
Number of Traders in Each Category Total Traders: 46
. 8 . 5 11 . 10 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 203,169
Positions
19,717 39,656 857 75,309 68,120 7,877 51,068 41,828 7,074 10,696 8,933 0 30,571 28,824
Changes from: January 21, 2020 Total Change is: 8,544
8,087 -4,348 542 -394 686 2,112 -1,539 4,693 739 1,308 463 0 -2,311 3,657
Percent of Open Interest Represented by Each Category of Trader
9.7 19.5 0.4 37.1 33.5 3.9 25.1 20.6 3.5 5.3 4.4 0.0 15.0 14.2
Number of Traders in Each Category Total Traders: 120
7 7 . 22 24 13 26 26 10 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 184,919
Positions
73,465 19,225 477 35,581 61,523 12,162 32,378 47,689 2,490 2,193 4,019 0 26,173 37,334
Changes from: January 21, 2020 Total Change is: -18,660
-7,063 -1,625 112 -823 -1,407 1,055 -5,005 -13,903 -1,354 72 361 0 -5,654 -1,899
Percent of Open Interest Represented by Each Category of Trader
39.7 10.4 0.3 19.2 33.3 6.6 17.5 25.8 1.3 1.2 2.2 0.0 14.2 20.2
Number of Traders in Each Category Total Traders: 125
7 4 . 18 29 10 23 34 14 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 598,793
Positions
31,072 158,705 3,029 348,865 177,105 27,155 55,726 159,127 6,911 32,330 11,767 159 93,546 54,835
Changes from: January 21, 2020 Total Change is: 16,629
4,160 -10,587 -2,163 3,774 21,000 452 9,384 11,996 432 5,861 -436 -5,197 -74 1,132
Percent of Open Interest Represented by Each Category of Trader
5.2 26.5 0.5 58.3 29.6 4.5 9.3 26.6 1.2 5.4 2.0 0.0 15.6 9.2
Number of Traders in Each Category Total Traders: 303
15 14 13 87 47 38 47 48 22 27 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,569
Positions
0 3,921 0 8,060 6,155 2,628 859 3,993 0 0 0 0 12,022 6,872
Changes from: January 21, 2020 Total Change is: 421
0 80 0 57 1,074 -134 0 -834 0 0 0 0 498 235
Percent of Open Interest Represented by Each Category of Trader
0.0 16.6 0.0 34.2 26.1 11.2 3.6 16.9 0.0 0.0 0.0 0.0 51.0 29.2
Number of Traders in Each Category Total Traders: 23
0 . 0 10 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,127
Positions
4,561 4,008 606 5,877 13,549 2,113 3,715 586 0 0 0 0 8,255 4,265
Changes from: January 21, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.2 16.0 2.4 23.4 53.9 8.4 14.8 2.3 0.0 0.0 0.0 0.0 32.9 17.0
Number of Traders in Each Category Total Traders: 22
. . . 4 9 9 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 156,721
Positions
46,850 12,497 2,786 19,735 62,974 3,687 41,534 27,206 2,415 8,791 10,374 0 30,923 34,782
Changes from: January 21, 2020 Total Change is: 17,243
12,741 -3,002 301 -3,157 18,712 343 3,744 -6,924 1,553 -500 165 0 2,218 6,095
Percent of Open Interest Represented by Each Category of Trader
29.9 8.0 1.8 12.6 40.2 2.4 26.5 17.4 1.5 5.6 6.6 0.0 19.7 22.2
Number of Traders in Each Category Total Traders: 95
7 5 6 10 25 9 23 16 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,747
Positions
0 45,063 102 40,939 355 41 8,418 6,423 10 2,479 156 0 1,758 1,597
Changes from: January 21, 2020 Total Change is: -3,388
0 -215 45 -2,680 355 0 -878 -3,602 0 274 0 0 -149 29
Percent of Open Interest Represented by Each Category of Trader
0.0 83.8 0.2 76.2 0.7 0.1 15.7 12.0 0.0 4.6 0.3 0.0 3.3 3.0
Number of Traders in Each Category Total Traders: 48
0 6 . 14 . . 15 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 305,928
Positions
3,107 219,480 954 161,189 4,661 2,268 115,908 54,592 3,081 11,266 16,957 0 8,155 3,935
Changes from: January 21, 2020 Total Change is: 5,948
2,388 10,276 66 12,932 -4,406 -1,706 -91 -142 1,704 -9,309 -89 0 -36 245
Percent of Open Interest Represented by Each Category of Trader
1.0 71.7 0.3 52.7 1.5 0.7 37.9 17.8 1.0 3.7 5.5 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 186
. 11 . 34 10 4 66 32 10 13 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,245
Positions
22,095 1,990 0 4,474 29,285 0 10,412 9,129 7,307 4,118 1,128 108 2,731 2,298
Changes from: January 21, 2020 Total Change is: 10,402
21 -114 -34 -1,063 5,568 0 6,633 948 2,907 1,789 68 108 41 951
Percent of Open Interest Represented by Each Category of Trader
43.1 3.9 0.0 8.7 57.1 0.0 20.3 17.8 14.3 8.0 2.2 0.2 5.3 4.5
Number of Traders in Each Category Total Traders: 64
. . 0 8 9 0 12 17 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 46,500
Positions
10,098 8,580 1 13,513 12,354 393 14,039 17,744 872 3,777 1,561 5 3,802 4,990
Changes from: January 21, 2020 Total Change is: -1,800
-206 -302 1 -16 -54 100 -1,187 -926 -219 -187 -833 0 -86 433
Percent of Open Interest Represented by Each Category of Trader
21.7 18.5 0.0 29.1 26.6 0.8 30.2 38.2 1.9 8.1 3.4 0.0 8.2 10.7
Number of Traders in Each Category Total Traders: 91
7 4 . 15 10 . 22 21 6 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,019
Positions
832 8,035 66 14,350 2,121 0 1,273 6,266 70 0 0 0 1,428 1,461
Changes from: January 21, 2020 Total Change is: -30
0 -29 29 -89 -501 0 68 777 9 0 -293 0 -47 -22
Percent of Open Interest Represented by Each Category of Trader
4.6 44.6 0.4 79.6 11.8 0.0 7.1 34.8 0.4 0.0 0.0 0.0 7.9 8.1
Number of Traders in Each Category Total Traders: 28
. . . 6 4 0 5 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 52,420
Positions
11,668 31,435 666 17,959 2,365 1,053 9,485 5,172 2,304 436 1,167 0 8,850 8,260
Changes from: January 21, 2020 Total Change is: 532
-586 936 3 1,080 170 154 -818 -990 1,005 59 -26 0 -365 -721
Percent of Open Interest Represented by Each Category of Trader
22.3 60.0 1.3 34.3 4.5 2.0 18.1 9.9 4.4 0.8 2.2 0.0 16.9 15.8
Number of Traders in Each Category Total Traders: 100
8 20 . 18 4 5 27 16 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 104,839
Positions
23,336 62,869 1,331 35,918 4,730 2,106 18,970 10,344 4,607 871 2,333 0 17,700 16,519
Changes from: January 21, 2020 Total Change is: 1,063
-1,172 1,871 6 2,159 340 308 -1,635 -1,979 2,009 117 -51 0 -729 -1,441
Percent of Open Interest Represented by Each Category of Trader
22.3 60.0 1.3 34.3 4.5 2.0 18.1 9.9 4.4 0.8 2.2 0.0 16.9 15.8
Number of Traders in Each Category Total Traders: 100
8 20 . 18 4 5 27 16 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,864
Positions
200 32,658 0 35,222 780 165 1,062 3,600 0 0 464 0 2,215 1,197
Changes from: January 21, 2020 Total Change is: 2,321
0 2,346 0 2,373 0 20 -168 70 0 0 0 0 96 -115
Percent of Open Interest Represented by Each Category of Trader
0.5 84.0 0.0 90.6 2.0 0.4 2.7 9.3 0.0 0.0 1.2 0.0 5.7 3.1
Number of Traders in Each Category Total Traders: 26
. 6 0 13 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 583,370
Positions
36,154 187,664 32,344 308,876 101,701 44,826 54,451 97,347 14,604 22,102 40,619 873 69,139 63,392
Changes from: January 21, 2020 Total Change is: -4,519
-1,480 3,929 3,769 -8,100 1,956 2,035 169 -5,335 -2,652 1,376 -12,725 -131 495 4,635
Percent of Open Interest Represented by Each Category of Trader
6.2 32.2 5.5 52.9 17.4 7.7 9.3 16.7 2.5 3.8 7.0 0.1 11.9 10.9
Number of Traders in Each Category Total Traders: 584
28 44 29 167 86 115 75 103 57 36 45 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,021
Positions
15,045 15,963 74 1,017 4,000 0 6,928 4,048 325 0 0 0 11,632 10,611
Changes from: January 21, 2020 Total Change is: 1,718
1,350 243 0 0 0 0 96 359 247 0 0 0 25 869
Percent of Open Interest Represented by Each Category of Trader
43.0 45.6 0.2 2.9 11.4 0.0 19.8 11.6 0.9 0.0 0.0 0.0 33.2 30.3
Number of Traders in Each Category Total Traders: 33
6 9 . . . 0 7 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 15,015
Positions
9,428 11,316 0 1,993 2,092 146 765 547 0 0 0 0 2,683 914
Changes from: January 21, 2020 Total Change is: -1,596
-1,064 192 0 -192 -310 -103 -357 115 0 0 0 0 120 -1,490
Percent of Open Interest Represented by Each Category of Trader
62.8 75.4 0.0 13.3 13.9 1.0 5.1 3.6 0.0 0.0 0.0 0.0 17.9 6.1
Number of Traders in Each Category Total Traders: 21
5 6 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,741,743
Positions
190,418 943,378 76,478 1,539,295 488,504 224,130 274,379 503,260 34,630 110,512 203,094 4,364 287,537 263,905
Changes from: January 21, 2020 Total Change is: -31,184
6,320 38,901 -1,625 -42,386 7,895 12,060 -3,116 -31,951 -11,015 6,881 -63,624 -654 2,351 18,829
Percent of Open Interest Represented by Each Category of Trader
6.9 34.4 2.8 56.1 17.8 8.2 10.0 18.4 1.3 4.0 7.4 0.2 10.5 9.6
Number of Traders in Each Category Total Traders: 580
29 42 26 167 85 115 75 101 56 36 45 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,254
Positions
17,763 17,342 0 7,564 0 982 776 8,351 0 0 332 0 3,169 3,247
Changes from: January 21, 2020 Total Change is: 1,273
1,114 806 0 81 0 0 314 486 0 0 0 0 -236 -19
Percent of Open Interest Represented by Each Category of Trader
58.7 57.3 0.0 25.0 0.0 3.2 2.6 27.6 0.0 0.0 1.1 0.0 10.5 10.7
Number of Traders in Each Category Total Traders: 26
5 8 0 5 0 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 10,991
Positions
4,229 6,370 1 4,626 1,611 109 236 2,393 1 0 0 0 1,789 506
Changes from: January 21, 2020 Total Change is: 1,460
948 1,739 0 835 -70 0 -77 0 0 0 0 0 -246 -209
Percent of Open Interest Represented by Each Category of Trader
38.5 58.0 0.0 42.1 14.7 1.0 2.1 21.8 0.0 0.0 0.0 0.0 16.3 4.6
Number of Traders in Each Category Total Traders: 23
6 5 . 4 5 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,416
Positions
2,191 8,908 0 6,035 1,010 946 547 1,480 0 616 0 0 3,081 1,072
Changes from: January 21, 2020 Total Change is: 174
-1,154 487 0 1,195 11 -11 0 -193 0 616 0 0 -472 -120
Percent of Open Interest Represented by Each Category of Trader
16.3 66.4 0.0 45.0 7.5 7.1 4.1 11.0 0.0 4.6 0.0 0.0 23.0 8.0
Number of Traders in Each Category Total Traders: 27
4 8 0 8 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 76,890
Positions
5,134 34,039 134 53,271 32,513 2,204 3,573 2,996 789 0 791 0 11,785 3,424
Changes from: January 21, 2020 Total Change is: -1,700
293 726 1 -3,177 -57 37 187 -1,914 487 -205 -1,644 0 677 664
Percent of Open Interest Represented by Each Category of Trader
6.7 44.3 0.2 69.3 42.3 2.9 4.6 3.9 1.0 0.0 1.0 0.0 15.3 4.5
Number of Traders in Each Category Total Traders: 80
4 10 . 33 18 13 9 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,234
Positions
4,821 9,411 298 15,576 8,122 1,565 10,028 10,822 560 1,218 1,885 9 7,160 8,562
Changes from: January 21, 2020 Total Change is: -2,151
-396 146 127 76 -692 -115 -2,036 -1,650 -155 263 -170 6 78 353
Percent of Open Interest Represented by Each Category of Trader
11.7 22.8 0.7 37.8 19.7 3.8 24.3 26.2 1.4 3.0 4.6 0.0 17.4 20.8
Number of Traders in Each Category Total Traders: 266
18 23 5 65 36 29 49 45 11 16 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 206,168
Positions
24,103 47,055 1,489 77,879 40,610 7,823 50,139 54,112 2,801 6,088 9,426 44 35,802 42,808
Changes from: January 21, 2020 Total Change is: -10,757
-1,978 731 633 380 -3,461 -576 -10,178 -8,252 -774 1,317 -852 28 391 1,766
Percent of Open Interest Represented by Each Category of Trader
11.7 22.8 0.7 37.8 19.7 3.8 24.3 26.2 1.4 3.0 4.6 0.0 17.4 20.8
Number of Traders in Each Category Total Traders: 266
18 23 5 65 36 29 49 45 11 16 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 502,044
Positions
41,989 150,048 6,510 288,635 165,417 39,148 81,936 84,830 10,005 8,759 31,118 7 25,055 14,961
Changes from: January 21, 2020 Total Change is: -4,586
965 491 44 -1,313 2,069 1,331 -6,179 -8,774 1,641 -157 325 -6 -912 -1,707
Percent of Open Interest Represented by Each Category of Trader
8.4 29.9 1.3 57.5 32.9 7.8 16.3 16.9 2.0 1.7 6.2 0.0 5.0 3.0
Number of Traders in Each Category Total Traders: 309
17 22 5 93 47 45 52 48 25 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,981
Positions
1,380 6,989 0 11,483 157 104 2,110 8,985 35 0 1,432 0 5,869 3,279
Changes from: January 21, 2020 Total Change is: 69
629 -230 0 371 -188 79 323 -1,802 15 0 1,010 0 -1,348 1,185
Percent of Open Interest Represented by Each Category of Trader
6.6 33.3 0.0 54.7 0.7 0.5 10.1 42.8 0.2 0.0 6.8 0.0 28.0 15.6
Number of Traders in Each Category Total Traders: 32
. . 0 12 . . 6 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 57,655
Positions
11,373 4,849 0 17,895 3,395 1,043 17,108 7,352 297 1,646 250 0 8,293 40,469
Changes from: January 21, 2020 Total Change is: -231
856 -342 -5 -2,537 -475 690 353 3,304 -20 1,182 0 0 -750 -3,383
Percent of Open Interest Represented by Each Category of Trader
19.7 8.4 0.0 31.0 5.9 1.8 29.7 12.8 0.5 2.9 0.4 0.0 14.4 70.2
Number of Traders in Each Category Total Traders: 76
17 7 0 16 6 6 13 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 378,236
Positions
58,678 251,990 262 258,289 69,518 26,990 20,710 12,554 569 3,086 10,820 0 9,652 5,533
Changes from: January 21, 2020 Total Change is: 9,873
2,738 4,410 0 2,835 811 2,407 1,651 1,082 192 58 1,496 0 -8 -525
Percent of Open Interest Represented by Each Category of Trader
15.5 66.6 0.1 68.3 18.4 7.1 5.5 3.3 0.2 0.8 2.9 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 181
15 12 . 72 36 36 25 11 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,565,960
Positions
115,165 1,094,864 8,823 1,110,865 269,562 109,892 127,090 47,234 4,315 50,117 15,973 2,162 37,531 13,135
Changes from: January 21, 2020 Total Change is: 20,252
31,030 28,203 -3,432 -8,050 9,965 10,251 -1,798 -20,076 -1,737 -360 509 27 -5,679 -3,458
Percent of Open Interest Represented by Each Category of Trader
7.4 69.9 0.6 70.9 17.2 7.0 8.1 3.0 0.3 3.2 1.0 0.1 2.4 0.8
Number of Traders in Each Category Total Traders: 440
27 22 10 180 65 76 76 22 18 40 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 88,271
Positions
11,002 63,858 23,130 19,250 0 1,086 29,604 0 136 4,039 0 0 24 61
Changes from: January 21, 2020 Total Change is: 4,911
196 6,464 -1,211 2,524 0 -60 2,899 0 -82 645 0 0 0 -200
Percent of Open Interest Represented by Each Category of Trader
12.5 72.3 26.2 21.8 0.0 1.2 33.5 0.0 0.2 4.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 50
6 16 12 10 0 . 13 0 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,092,652
Positions
6,830 150,345 12,038 525,643 290,908 203,705 76,802 258,243 12,047 83,074 35,539 1 172,512 129,826
Changes from: January 21, 2020 Total Change is: 30,907
2,642 7,120 6,789 7,885 2,384 12,748 -13,688 10,084 -2,317 2,249 -4,192 -121 14,720 -1,588
Percent of Open Interest Represented by Each Category of Trader
0.6 13.8 1.1 48.1 26.6 18.6 7.0 23.6 1.1 7.6 3.3 0.0 15.8 11.9
Number of Traders in Each Category Total Traders: 193
6 20 10 61 31 53 20 38 20 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,222,291
Positions
42,263 125,736 246 691,402 104,847 199,721 48,195 663,897 22,139 52,319 1,820 0 166,006 103,885
Changes from: January 21, 2020 Total Change is: -24,385
4,317 -4,979 -618 -41,574 552 -2,253 13,465 -30,952 -3,904 469 -1,857 0 5,713 19,626
Percent of Open Interest Represented by Each Category of Trader
3.5 10.3 0.0 56.6 8.6 16.3 3.9 54.3 1.8 4.3 0.1 0.0 13.6 8.5
Number of Traders in Each Category Total Traders: 145
7 11 . 71 14 54 9 26 10 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,720,171
Positions
69,724 221,264 38,064 1,669,969 891,486 317,692 917,542 1,856,923 147,218 358,868 144,068 6,184 194,910 97,272
Changes from: January 21, 2020 Total Change is: 65,135
-29,012 -14,930 19,563 -40,112 -32,552 2,277 -2,065 37,514 59,725 49,946 2,909 -1,537 6,350 -7,834
Percent of Open Interest Represented by Each Category of Trader
1.9 5.9 1.0 44.9 24.0 8.5 24.7 49.9 4.0 9.6 3.9 0.2 5.2 2.6
Number of Traders in Each Category Total Traders: 368
23 32 12 125 32 66 68 49 44 26 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,891,587
Positions
160,536 268,776 62,542 1,775,534 844,795 726,614 393,997 1,159,283 144,204 179,802 236,964 12,816 435,542 435,593
Changes from: January 21, 2020 Total Change is: 120,005
13,080 22,882 -6,164 16,204 20,921 -58 55,965 13,106 20,129 -1,345 26,568 5,738 16,456 16,883
Percent of Open Interest Represented by Each Category of Trader
4.1 6.9 1.6 45.6 21.7 18.7 10.1 29.8 3.7 4.6 6.1 0.3 11.2 11.2
Number of Traders in Each Category Total Traders: 405
21 38 15 109 70 95 60 68 51 20 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 922,599
Positions
95,028 33,003 4,688 342,219 302,442 142,562 144,330 199,155 22,029 52,143 37,162 0 119,600 181,558
Changes from: January 21, 2020 Total Change is: -11,611
3,986 -2,573 2,910 6,861 -12,687 185 -30,254 -3,283 33 3,132 809 0 1,536 2,995
Percent of Open Interest Represented by Each Category of Trader
10.3 3.6 0.5 37.1 32.8 15.5 15.6 21.6 2.4 5.7 4.0 0.0 13.0 19.7
Number of Traders in Each Category Total Traders: 113
5 4 . 25 38 38 16 18 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,499,041
Positions
121,340 575,526 57,016 2,225,175 877,988 725,009 584,732 1,552,800 169,675 275,292 228,758 449 340,353 311,820
Changes from: January 21, 2020 Total Change is: 202,643
66,521 67,551 22,400 10,926 985 -10,647 56,278 62,135 49,718 -8,966 -922 -177 16,590 11,600
Percent of Open Interest Represented by Each Category of Trader
2.7 12.8 1.3 49.5 19.5 16.1 13.0 34.5 3.8 6.1 5.1 0.0 7.6 6.9
Number of Traders in Each Category Total Traders: 322
15 28 15 88 53 76 47 57 47 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,992,264
Positions
421,583 396,964 483,142 4,183 37,519 30,807 538,802 548,006 415,592 42,998 28,785 10,799 44,358 40,650
Changes from: January 21, 2020 Total Change is: 119,422
31,142 -6,069 42,502 -9,685 4,797 -498 27,174 43,688 21,675 -578 1,285 6,317 1,373 5,725
Percent of Open Interest Represented by Each Category of Trader
21.2 19.9 24.3 0.2 1.9 1.5 27.0 27.5 20.9 2.2 1.4 0.5 2.2 2.0
Number of Traders in Each Category Total Traders: 149
35 18 45 . 6 6 43 28 49 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is11,246,856
Positions
2,407,821 1,729,685 2,192,641 433,430 2,337,103 591,292 2,198,723 747,857 2,650,653 56,330 99,470 64,767 651,199 833,388
Changes from: January 21, 2020 Total Change is: 265,235
-164,642 187,310 16,750 138,744 -21,539 -52,659 195,802 69,452 88,629 -24,601 -1,433 4,098 63,114 -25,373
Percent of Open Interest Represented by Each Category of Trader
21.4 15.4 19.5 3.9 20.8 5.3 19.5 6.6 23.6 0.5 0.9 0.6 5.8 7.4
Number of Traders in Each Category Total Traders: 243
38 36 67 14 17 22 53 46 85 17 13 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 154,530
Positions
3,797 84,591 18,810 16,672 0 6,738 81,163 16,837 23,874 498 584 1,757 1,221 1,339
Changes from: January 21, 2020 Total Change is: 13,125
-359 9,934 738 -193 0 0 11,577 977 457 -9 20 963 -49 36
Percent of Open Interest Represented by Each Category of Trader
2.5 54.7 12.2 10.8 0.0 4.4 52.5 10.9 15.4 0.3 0.4 1.1 0.8 0.9
Number of Traders in Each Category Total Traders: 59
. 15 5 4 0 . 17 17 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 239,246
Positions
2,591 50,862 40,254 13,235 10,661 9,823 123,986 78,113 45,804 990 60 2,508 55 1,161
Changes from: January 21, 2020 Total Change is: 22,378
-10,113 6,738 12,788 2,519 1,181 -2,405 16,199 4,009 3,030 890 -2,532 -469 -61 38
Percent of Open Interest Represented by Each Category of Trader
1.1 21.3 16.8 5.5 4.5 4.1 51.8 32.6 19.1 0.4 0.0 1.0 0.0 0.5
Number of Traders in Each Category Total Traders: 88
. 29 12 . 7 . 19 27 28 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 89,420
Positions
838 37,935 0 892 3,441 37 20,586 10,605 33,904 33,119 1,162 0 44 2,336
Changes from: January 21, 2020 Total Change is: 1,963
0 437 0 0 18 -1 1,777 933 579 -400 54 0 8 -57
Percent of Open Interest Represented by Each Category of Trader
0.9 42.4 0.0 1.0 3.8 0.0 23.0 11.9 37.9 37.0 1.3 0.0 0.0 2.6
Number of Traders in Each Category Total Traders: 31
. 4 0 . 9 . . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,041
Positions
116 9,365 0 476 549 115 13,618 2,754 11,701 0 0 0 15 1,557
Changes from: January 21, 2020 Total Change is: 841
-22 -62 0 0 0 0 -129 -68 978 0 0 0 14 -7
Percent of Open Interest Represented by Each Category of Trader
0.4 36.0 0.0 1.8 2.1 0.4 52.3 10.6 44.9 0.0 0.0 0.0 0.1 6.0
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,674
Positions
11,499 0 16,080 0 111 0 227 12,774 12,787 3,810 2,586 246 25 90
Changes from: January 21, 2020 Total Change is: -2,003
0 -50 0 0 5 0 57 102 -2,060 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
25.7 0.0 36.0 0.0 0.2 0.0 0.5 28.6 28.6 8.5 5.8 0.6 0.1 0.2
Number of Traders in Each Category Total Traders: 22
. 0 . 0 . 0 . 8 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,917
Positions
66 46 0 391 438 0 1,747 2,907 253 419 765 74 1,967 434
Changes from: January 21, 2020 Total Change is: -222
0 0 0 206 -7 0 -557 -128 -49 -18 -99 31 165 30
Percent of Open Interest Represented by Each Category of Trader
1.3 0.9 0.0 8.0 8.9 0.0 35.5 59.1 5.1 8.5 15.6 1.5 40.0 8.8
Number of Traders in Each Category Total Traders: 55
. . 0 4 . 0 20 10 6 11 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,000
Positions
380 18,093 0 15,432 2,378 717 12,803 10,050 2,336 1,104 812 43 3,185 1,571
Changes from: January 21, 2020 Total Change is: 122
0 -54 0 5,112 -939 26 -5,362 1,490 -34 140 -48 43 197 -362
Percent of Open Interest Represented by Each Category of Trader
1.1 50.3 0.0 42.9 6.6 2.0 35.6 27.9 6.5 3.1 2.3 0.1 8.8 4.4
Number of Traders in Each Category Total Traders: 91
. . 0 16 4 4 33 12 8 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 433,719
Positions
93,726 21,635 17,536 116,439 122,213 23,235 46,171 117,326 81,004 12,403 2,292 17,604 25,601 30,874
Changes from: January 21, 2020 Total Change is: -45,149
6,157 2,570 -5,807 771 -14,672 -1,954 -22,099 -5,405 -17,879 -1,095 -1,106 -2,092 -1,151 1,196
Percent of Open Interest Represented by Each Category of Trader
21.6 5.0 4.0 26.8 28.2 5.4 10.6 27.1 18.7 2.9 0.5 4.1 5.9 7.1
Number of Traders in Each Category Total Traders: 210
14 16 21 18 35 23 40 53 60 10 12 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,237
Positions
5,334 711 289 7,711 3,684 586 929 10,758 100 970 30 0 318 79
Changes from: January 21, 2020 Total Change is: -542
0 10 -10 -745 987 0 46 -1,574 0 122 -10 0 45 55
Percent of Open Interest Represented by Each Category of Trader
32.9 4.4 1.8 47.5 22.7 3.6 5.7 66.3 0.6 6.0 0.2 0.0 2.0 0.5
Number of Traders in Each Category Total Traders: 41
. . . 9 5 . . 6 . 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 31, 2020