Traders in Financial Futures - Futures Only Positions as of February 4, 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 174,000
Positions
13,950 75,775 511 44,054 31,402 4,723 53,152 33,354 4,243 12,101 1,749 207 41,059 22,036
Changes from: January 28, 2020 Total Change is: -11,499
182 -18,514 272 -17,158 4,942 1,271 1,414 190 -175 -624 77 -50 3,369 488
Percent of Open Interest Represented by Each Category of Trader
8.0 43.5 0.3 25.3 18.0 2.7 30.5 19.2 2.4 7.0 1.0 0.1 23.6 12.7
Number of Traders in Each Category Total Traders: 110
6 9 . 22 13 9 23 24 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 49,855
Positions
9,512 13,728 4 6,051 10,203 545 19,893 4,418 17 740 2,943 0 13,093 17,997
Changes from: January 28, 2020 Total Change is: -1,585
-3,141 598 0 714 -64 -30 1,789 -40 6 0 770 0 -923 -2,825
Percent of Open Interest Represented by Each Category of Trader
19.1 27.5 0.0 12.1 20.5 1.1 39.9 8.9 0.0 1.5 5.9 0.0 26.3 36.1
Number of Traders in Each Category Total Traders: 52
. 8 . 6 11 . 13 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 208,165
Positions
22,295 42,206 832 72,115 65,973 8,147 55,342 47,159 8,557 10,771 9,204 0 30,106 26,087
Changes from: January 28, 2020 Total Change is: 4,996
2,578 2,550 -25 -3,194 -2,147 270 4,274 5,331 1,483 75 271 0 -465 -2,737
Percent of Open Interest Represented by Each Category of Trader
10.7 20.3 0.4 34.6 31.7 3.9 26.6 22.7 4.1 5.2 4.4 0.0 14.5 12.5
Number of Traders in Each Category Total Traders: 121
7 7 . 23 22 14 25 28 12 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 190,079
Positions
67,229 25,527 672 37,794 63,472 12,264 42,149 44,275 3,016 2,473 3,945 0 24,482 36,908
Changes from: January 28, 2020 Total Change is: 5,160
-6,236 6,302 195 2,213 1,949 102 9,771 -3,414 526 280 -74 0 -1,691 -426
Percent of Open Interest Represented by Each Category of Trader
35.4 13.4 0.4 19.9 33.4 6.5 22.2 23.3 1.6 1.3 2.1 0.0 12.9 19.4
Number of Traders in Each Category Total Traders: 133
7 7 . 17 29 7 23 39 15 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 594,698
Positions
30,736 147,847 2,273 354,830 176,008 28,535 46,758 163,930 6,650 31,553 13,183 101 93,262 56,171
Changes from: January 28, 2020 Total Change is: -4,095
-336 -10,858 -756 5,965 -1,097 1,380 -8,968 4,803 -261 -777 1,416 -58 -284 1,336
Percent of Open Interest Represented by Each Category of Trader
5.2 24.9 0.4 59.7 29.6 4.8 7.9 27.6 1.1 5.3 2.2 0.0 15.7 9.4
Number of Traders in Each Category Total Traders: 297
15 14 12 85 48 41 41 51 18 24 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 23,841
Positions
0 4,049 0 8,036 6,091 2,661 859 4,065 0 0 0 0 12,285 6,975
Changes from: January 28, 2020 Total Change is: 272
0 128 0 -24 -64 33 0 72 0 0 0 0 263 103
Percent of Open Interest Represented by Each Category of Trader
0.0 17.0 0.0 33.7 25.5 11.2 3.6 17.1 0.0 0.0 0.0 0.0 51.5 29.3
Number of Traders in Each Category Total Traders: 22
0 . 0 10 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 180,856
Positions
74,190 7,691 2,688 19,463 77,477 3,867 46,336 40,305 2,196 1,338 9,909 0 30,778 36,723
Changes from: January 28, 2020 Total Change is: 24,135
27,340 -4,806 -98 -272 14,503 180 4,802 13,099 -219 -7,453 -465 0 -145 1,941
Percent of Open Interest Represented by Each Category of Trader
41.0 4.3 1.5 10.8 42.8 2.1 25.6 22.3 1.2 0.7 5.5 0.0 17.0 20.3
Number of Traders in Each Category Total Traders: 101
8 . 5 10 26 10 20 29 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 50,702
Positions
387 44,962 94 32,705 514 41 12,416 3,474 49 2,901 156 0 2,109 1,412
Changes from: January 28, 2020 Total Change is: -3,045
387 -101 -8 -8,234 159 0 3,998 -2,949 39 422 0 0 351 -185
Percent of Open Interest Represented by Each Category of Trader
0.8 88.7 0.2 64.5 1.0 0.1 24.5 6.9 0.1 5.7 0.3 0.0 4.2 2.8
Number of Traders in Each Category Total Traders: 44
. 5 . 12 . . 16 . . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 308,894
Positions
2,845 219,732 953 156,060 3,578 2,850 124,423 58,922 2,923 10,635 16,603 0 8,205 3,333
Changes from: January 28, 2020 Total Change is: 2,966
-262 252 -1 -5,129 -1,083 582 8,515 4,330 -158 -631 -354 0 50 -602
Percent of Open Interest Represented by Each Category of Trader
0.9 71.1 0.3 50.5 1.2 0.9 40.3 19.1 0.9 3.4 5.4 0.0 2.7 1.1
Number of Traders in Each Category Total Traders: 193
. 13 . 35 11 6 68 34 11 15 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 46,403
Positions
21,072 1,871 0 3,391 30,227 0 15,349 10,407 509 3,447 1,263 104 2,531 2,022
Changes from: January 28, 2020 Total Change is: -4,842
-1,023 -119 0 -1,083 942 0 4,937 1,278 -6,798 -671 135 -4 -200 -276
Percent of Open Interest Represented by Each Category of Trader
45.4 4.0 0.0 7.3 65.1 0.0 33.1 22.4 1.1 7.4 2.7 0.2 5.5 4.4
Number of Traders in Each Category Total Traders: 58
. . 0 5 10 0 10 18 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 43,692
Positions
11,773 5,203 31 7,643 11,841 386 15,976 17,953 932 2,545 1,651 6 4,400 5,689
Changes from: January 28, 2020 Total Change is: -2,808
1,675 -3,377 30 -5,870 -513 -7 1,937 209 60 -1,232 90 1 598 699
Percent of Open Interest Represented by Each Category of Trader
26.9 11.9 0.1 17.5 27.1 0.9 36.6 41.1 2.1 5.8 3.8 0.0 10.1 13.0
Number of Traders in Each Category Total Traders: 93
8 . . 10 13 4 28 21 6 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 16,207
Positions
832 8,101 0 9,039 1,961 0 4,922 4,649 0 0 0 0 1,414 1,496
Changes from: January 28, 2020 Total Change is: -1,812
0 66 -66 -5,311 -160 0 3,649 -1,617 -70 0 0 0 -14 35
Percent of Open Interest Represented by Each Category of Trader
5.1 50.0 0.0 55.8 12.1 0.0 30.4 28.7 0.0 0.0 0.0 0.0 8.7 9.2
Number of Traders in Each Category Total Traders: 23
. . 0 . . 0 8 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 51,291
Positions
11,558 30,508 744 16,955 2,312 1,358 10,702 6,589 987 115 375 0 8,873 8,419
Changes from: January 28, 2020 Total Change is: -1,129
-110 -927 79 -1,005 -54 305 1,217 1,417 -1,317 -321 -792 0 23 160
Percent of Open Interest Represented by Each Category of Trader
22.5 59.5 1.5 33.1 4.5 2.6 20.9 12.8 1.9 0.2 0.7 0.0 17.3 16.4
Number of Traders in Each Category Total Traders: 93
8 22 . 18 4 6 24 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 102,581
Positions
23,116 61,015 1,488 33,909 4,623 2,715 21,404 13,178 1,974 230 750 0 17,745 16,838
Changes from: January 28, 2020 Total Change is: -2,258
-220 -1,854 157 -2,009 -107 609 2,434 2,834 -2,633 -641 -1,583 0 45 319
Percent of Open Interest Represented by Each Category of Trader
22.5 59.5 1.5 33.1 4.5 2.6 20.9 12.8 1.9 0.2 0.7 0.0 17.3 16.4
Number of Traders in Each Category Total Traders: 93
8 22 . 18 4 6 24 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 39,934
Positions
889 33,507 0 35,014 720 145 550 3,714 0 0 464 0 3,336 1,384
Changes from: January 28, 2020 Total Change is: 1,070
689 849 0 -208 -60 -20 -512 114 0 0 0 0 1,121 187
Percent of Open Interest Represented by Each Category of Trader
2.2 83.9 0.0 87.7 1.8 0.4 1.4 9.3 0.0 0.0 1.2 0.0 8.4 3.5
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 575,449
Positions
35,668 190,946 29,032 305,492 95,923 45,956 49,548 92,616 16,369 20,759 38,581 1,259 71,365 64,765
Changes from: January 28, 2020 Total Change is: -7,921
-486 3,282 -3,313 -3,384 -5,778 1,130 -4,903 -4,731 1,766 -1,343 -2,038 386 2,226 1,373
Percent of Open Interest Represented by Each Category of Trader
6.2 33.2 5.0 53.1 16.7 8.0 8.6 16.1 2.8 3.6 6.7 0.2 12.4 11.3
Number of Traders in Each Category Total Traders: 584
27 43 28 167 88 118 70 106 54 36 46 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 35,960
Positions
14,580 13,053 74 2,017 4,000 0 6,854 6,026 162 0 0 0 12,273 12,645
Changes from: January 28, 2020 Total Change is: 939
-465 -2,910 0 1,000 0 0 -74 1,978 -163 0 0 0 641 2,034
Percent of Open Interest Represented by Each Category of Trader
40.5 36.3 0.2 5.6 11.1 0.0 19.1 16.8 0.5 0.0 0.0 0.0 34.1 35.2
Number of Traders in Each Category Total Traders: 32
5 8 . . . 0 7 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 15,668
Positions
7,151 11,502 24 1,707 2,457 75 980 639 6 0 0 0 5,725 965
Changes from: January 28, 2020 Total Change is: 653
-2,277 186 24 -286 365 -71 215 92 6 0 0 0 3,042 51
Percent of Open Interest Represented by Each Category of Trader
45.6 73.4 0.2 10.9 15.7 0.5 6.3 4.1 0.0 0.0 0.0 0.0 36.5 6.2
Number of Traders in Each Category Total Traders: 23
5 7 . . 4 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 2,697,443
Positions
164,104 948,131 86,123 1,517,375 459,615 229,782 260,162 479,644 34,344 103,796 192,906 6,296 295,461 260,602
Changes from: January 28, 2020 Total Change is: -44,300
-26,314 4,753 9,645 -21,920 -28,889 5,652 -14,217 -23,616 -286 -6,716 -10,188 1,932 7,924 -3,303
Percent of Open Interest Represented by Each Category of Trader
6.1 35.1 3.2 56.3 17.0 8.5 9.6 17.8 1.3 3.8 7.2 0.2 11.0 9.7
Number of Traders in Each Category Total Traders: 579
26 42 27 167 87 118 71 103 51 36 46 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 31,832
Positions
18,709 17,743 0 7,499 0 982 918 8,821 0 650 332 0 3,074 3,954
Changes from: January 28, 2020 Total Change is: 1,578
946 401 0 -65 0 0 142 470 0 650 0 0 -95 707
Percent of Open Interest Represented by Each Category of Trader
58.8 55.7 0.0 23.6 0.0 3.1 2.9 27.7 0.0 2.0 1.0 0.0 9.7 12.4
Number of Traders in Each Category Total Traders: 28
5 9 0 5 0 . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 10,970
Positions
4,078 6,909 1 4,244 1,200 112 369 2,222 1 0 0 0 2,165 525
Changes from: January 28, 2020 Total Change is: -21
-151 539 0 -382 -411 3 133 -171 0 0 0 0 376 19
Percent of Open Interest Represented by Each Category of Trader
37.2 63.0 0.0 38.7 10.9 1.0 3.4 20.3 0.0 0.0 0.0 0.0 19.7 4.8
Number of Traders in Each Category Total Traders: 22
6 6 . . 4 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 13,737
Positions
3,160 7,530 0 5,402 763 801 547 559 0 616 900 0 3,211 3,184
Changes from: January 28, 2020 Total Change is: 321
969 -1,378 0 -633 -247 -145 0 -921 0 0 900 0 130 2,112
Percent of Open Interest Represented by Each Category of Trader
23.0 54.8 0.0 39.3 5.6 5.8 4.0 4.1 0.0 4.5 6.6 0.0 23.4 23.2
Number of Traders in Each Category Total Traders: 24
5 8 0 6 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 77,951
Positions
5,794 35,214 134 55,980 32,735 2,257 2,982 2,328 326 0 925 0 10,478 4,032
Changes from: January 28, 2020 Total Change is: 1,061
660 1,175 0 2,709 222 53 -591 -668 -463 0 134 0 -1,307 608
Percent of Open Interest Represented by Each Category of Trader
7.4 45.2 0.2 71.8 42.0 2.9 3.8 3.0 0.4 0.0 1.2 0.0 13.4 5.2
Number of Traders in Each Category Total Traders: 80
5 10 . 36 16 14 8 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 40,957
Positions
6,892 8,457 238 14,849 8,361 1,868 8,373 10,652 535 1,226 1,829 12 6,965 9,006
Changes from: January 28, 2020 Total Change is: -276
2,071 -954 -60 -727 239 303 -1,655 -171 -25 8 -57 3 -195 445
Percent of Open Interest Represented by Each Category of Trader
16.8 20.6 0.6 36.3 20.4 4.6 20.4 26.0 1.3 3.0 4.5 0.0 17.0 22.0
Number of Traders in Each Category Total Traders: 271
19 23 6 62 35 29 50 48 17 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 204,786
Positions
34,460 42,286 1,188 74,245 41,805 9,338 41,865 53,258 2,677 6,128 9,143 59 34,826 45,032
Changes from: January 28, 2020 Total Change is: -1,382
10,357 -4,769 -301 -3,634 1,195 1,515 -8,274 -854 -124 40 -283 15 -976 2,224
Percent of Open Interest Represented by Each Category of Trader
16.8 20.6 0.6 36.3 20.4 4.6 20.4 26.0 1.3 3.0 4.5 0.0 17.0 22.0
Number of Traders in Each Category Total Traders: 271
19 23 6 62 35 29 50 48 17 17 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 496,419
Positions
49,111 148,416 6,088 292,228 163,325 38,448 68,541 83,008 9,390 7,976 29,371 17 24,620 18,356
Changes from: January 28, 2020 Total Change is: -5,625
7,122 -1,632 -422 3,593 -2,092 -700 -13,395 -1,822 -615 -783 -1,747 10 -435 3,395
Percent of Open Interest Represented by Each Category of Trader
9.9 29.9 1.2 58.9 32.9 7.7 13.8 16.7 1.9 1.6 5.9 0.0 5.0 3.7
Number of Traders in Each Category Total Traders: 306
22 20 5 91 42 47 54 48 20 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 17,556
Positions
1,296 6,489 0 9,564 177 89 854 6,674 23 0 1,390 0 5,730 2,714
Changes from: January 28, 2020 Total Change is: -3,425
-84 -500 0 -1,919 20 -15 -1,256 -2,311 -12 0 -42 0 -139 -565
Percent of Open Interest Represented by Each Category of Trader
7.4 37.0 0.0 54.5 1.0 0.5 4.9 38.0 0.1 0.0 7.9 0.0 32.6 15.5
Number of Traders in Each Category Total Traders: 26
. . 0 9 . . . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 51,361
Positions
11,042 4,516 2 15,995 4,897 365 12,429 7,035 359 1,466 250 0 9,703 33,937
Changes from: January 28, 2020 Total Change is: -6,294
-331 -333 2 -1,900 1,502 -678 -4,679 -317 62 -180 0 0 1,410 -6,532
Percent of Open Interest Represented by Each Category of Trader
21.5 8.8 0.0 31.1 9.5 0.7 24.2 13.7 0.7 2.9 0.5 0.0 18.9 66.1
Number of Traders in Each Category Total Traders: 69
16 7 . 14 5 7 13 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 374,896
Positions
48,426 254,347 261 269,413 63,839 27,079 16,731 17,996 435 2,803 5,816 0 9,748 5,123
Changes from: January 28, 2020 Total Change is: -3,340
-10,252 2,357 -1 11,124 -5,679 89 -3,979 5,442 -134 -283 -5,004 0 96 -410
Percent of Open Interest Represented by Each Category of Trader
12.9 67.8 0.1 71.9 17.0 7.2 4.5 4.8 0.1 0.7 1.6 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 177
14 14 . 68 35 34 20 16 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,552,303
Positions
109,122 1,088,443 6,313 1,099,906 261,046 117,241 137,750 41,436 4,286 40,793 15,184 2,243 34,649 16,111
Changes from: January 28, 2020 Total Change is: -13,657
-6,043 -6,421 -2,510 -10,959 -8,516 7,349 10,660 -5,798 -29 -9,324 -789 81 -2,882 2,976
Percent of Open Interest Represented by Each Category of Trader
7.0 70.1 0.4 70.9 16.8 7.6 8.9 2.7 0.3 2.6 1.0 0.1 2.2 1.0
Number of Traders in Each Category Total Traders: 452
26 25 10 179 67 80 75 31 19 39 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 91,360
Positions
11,467 67,219 23,162 19,335 0 836 32,490 0 89 3,957 0 0 24 54
Changes from: January 28, 2020 Total Change is: 3,089
465 3,361 32 85 0 -250 2,886 0 -47 -82 0 0 0 -7
Percent of Open Interest Represented by Each Category of Trader
12.6 73.6 25.4 21.2 0.0 0.9 35.6 0.0 0.1 4.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 49
7 15 12 10 0 . 13 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 1,215,787
Positions
15,847 162,001 12,060 564,279 308,799 198,622 69,711 268,268 95,414 80,016 40,278 252 179,586 130,093
Changes from: January 28, 2020 Total Change is: 123,135
9,017 11,656 22 38,636 17,891 -5,083 -7,091 10,025 83,367 -3,058 4,739 251 7,074 267
Percent of Open Interest Represented by Each Category of Trader
1.3 13.3 1.0 46.4 25.4 16.3 5.7 22.1 7.8 6.6 3.3 0.0 14.8 10.7
Number of Traders in Each Category Total Traders: 194
6 20 11 60 31 55 21 40 21 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 1,200,858
Positions
42,625 112,985 4,200 645,187 100,253 209,446 34,767 643,058 38,962 50,467 0 3 175,201 91,951
Changes from: January 28, 2020 Total Change is: -21,433
362 -12,751 3,954 -46,215 -4,594 9,725 -13,428 -20,839 16,823 -1,852 -1,820 3 9,195 -11,934
Percent of Open Interest Represented by Each Category of Trader
3.5 9.4 0.3 53.7 8.3 17.4 2.9 53.5 3.2 4.2 0.0 0.0 14.6 7.7
Number of Traders in Each Category Total Traders: 139
7 10 9 67 14 51 9 26 13 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 3,883,983
Positions
83,191 267,526 42,960 1,623,095 919,569 322,195 977,444 1,834,189 247,783 381,974 130,528 13,208 192,133 106,025
Changes from: January 28, 2020 Total Change is: 163,812
13,467 46,262 4,896 -46,874 28,083 4,503 59,902 -22,734 100,565 23,106 -13,540 7,024 -2,777 8,753
Percent of Open Interest Represented by Each Category of Trader
2.1 6.9 1.1 41.8 23.7 8.3 25.2 47.2 6.4 9.8 3.4 0.3 4.9 2.7
Number of Traders in Each Category Total Traders: 367
24 29 14 123 35 68 68 47 46 28 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 4,074,292
Positions
199,818 202,682 107,213 1,777,527 917,010 760,339 368,111 1,185,280 238,427 164,521 216,264 24,331 434,005 422,746
Changes from: January 28, 2020 Total Change is: 182,705
39,282 -66,094 44,671 1,993 72,215 33,725 -25,886 25,997 94,223 -15,281 -20,700 11,515 -1,537 -12,847
Percent of Open Interest Represented by Each Category of Trader
4.9 5.0 2.6 43.6 22.5 18.7 9.0 29.1 5.9 4.0 5.3 0.6 10.7 10.4
Number of Traders in Each Category Total Traders: 426
34 33 20 114 71 100 57 77 49 19 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 934,513
Positions
87,742 30,534 5,067 336,803 304,970 144,162 156,625 208,964 22,960 55,911 35,782 0 125,243 182,074
Changes from: January 28, 2020 Total Change is: 11,914
-7,286 -2,469 379 -5,416 2,528 1,600 12,295 9,809 931 3,768 -1,380 0 5,643 516
Percent of Open Interest Represented by Each Category of Trader
9.4 3.3 0.5 36.0 32.6 15.4 16.8 22.4 2.5 6.0 3.8 0.0 13.4 19.5
Number of Traders in Each Category Total Traders: 110
4 4 4 24 38 38 15 18 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 4,596,398
Positions
160,492 537,605 59,183 2,221,659 874,676 757,628 553,704 1,627,373 199,710 302,429 221,329 1,453 340,140 317,441
Changes from: January 28, 2020 Total Change is: 97,357
39,152 -37,921 2,167 -3,516 -3,312 32,619 -31,028 74,573 30,035 27,137 -7,429 1,004 -213 5,621
Percent of Open Interest Represented by Each Category of Trader
3.5 11.7 1.3 48.3 19.0 16.5 12.0 35.4 4.3 6.6 4.8 0.0 7.4 6.9
Number of Traders in Each Category Total Traders: 337
21 30 20 89 52 76 44 64 47 18 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 1,662,784
Positions
305,367 409,157 405,456 1,378 60,129 19,184 431,158 315,362 396,159 58,164 18,100 8,796 37,122 30,441
Changes from: January 28, 2020 Total Change is: -329,480
-116,216 12,193 -77,686 -2,805 22,610 -11,623 -107,644 -232,644 -19,433 15,166 -10,685 -2,003 -7,236 -10,209
Percent of Open Interest Represented by Each Category of Trader
18.4 24.6 24.4 0.1 3.6 1.2 25.9 19.0 23.8 3.5 1.1 0.5 2.2 1.8
Number of Traders in Each Category Total Traders: 133
35 18 46 . 6 6 39 19 42 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 is11,763,387
Positions
2,524,937 1,850,416 2,245,337 472,214 2,356,575 600,943 2,239,954 796,372 2,892,625 71,322 104,257 62,182 653,873 854,680
Changes from: January 28, 2020 Total Change is: 516,531
117,116 120,731 52,696 38,784 19,472 9,651 41,231 48,515 241,972 14,992 4,787 -2,585 2,674 21,292
Percent of Open Interest Represented by Each Category of Trader
21.5 15.7 19.1 4.0 20.0 5.1 19.0 6.8 24.6 0.6 0.9 0.5 5.6 7.3
Number of Traders in Each Category Total Traders: 242
34 38 66 14 19 23 52 45 86 18 14 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 153,145
Positions
7,682 87,267 18,843 14,265 0 7,165 82,767 17,031 19,828 318 494 928 1,349 1,589
Changes from: January 28, 2020 Total Change is: -1,385
3,885 2,676 33 -2,407 0 427 1,604 194 -4,046 -180 -90 -829 128 250
Percent of Open Interest Represented by Each Category of Trader
5.0 57.0 12.3 9.3 0.0 4.7 54.0 11.1 12.9 0.2 0.3 0.6 0.9 1.0
Number of Traders in Each Category Total Traders: 56
. 15 5 4 0 . 17 15 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 177,293
Positions
978 48,865 25,610 12,768 3,283 5,438 91,379 56,418 36,295 4,365 148 389 71 847
Changes from: January 28, 2020 Total Change is: -61,953
-1,613 -1,997 -14,644 -467 -7,378 -4,385 -32,607 -21,695 -9,509 3,375 88 -2,119 16 -314
Percent of Open Interest Represented by Each Category of Trader
0.6 27.6 14.4 7.2 1.9 3.1 51.5 31.8 20.5 2.5 0.1 0.2 0.0 0.5
Number of Traders in Each Category Total Traders: 75
4 21 10 . 6 . 17 24 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 91,544
Positions
838 38,068 0 918 3,741 35 21,494 11,045 35,295 32,939 1,162 0 25 2,198
Changes from: January 28, 2020 Total Change is: 2,124
0 133 0 26 300 -2 908 440 1,391 -180 0 0 -19 -138
Percent of Open Interest Represented by Each Category of Trader
0.9 41.6 0.0 1.0 4.1 0.0 23.5 12.1 38.6 36.0 1.3 0.0 0.0 2.4
Number of Traders in Each Category Total Traders: 32
. 4 0 . 9 . . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 28,946
Positions
129 9,920 0 1,293 557 115 13,498 2,885 13,896 0 0 0 15 1,573
Changes from: January 28, 2020 Total Change is: 2,905
13 555 0 817 8 0 -120 131 2,195 0 0 0 0 16
Percent of Open Interest Represented by Each Category of Trader
0.4 34.3 0.0 4.5 1.9 0.4 46.6 10.0 48.0 0.0 0.0 0.0 0.1 5.4
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 February 4, 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 44,703
Positions
10,601 0 16,188 0 111 0 541 11,699 13,292 3,810 3,051 246 25 116
Changes from: January 28, 2020 Total Change is: 29
-898 0 108 0 0 0 314 -1,075 505 0 465 0 0 26
Percent of Open Interest Represented by Each Category of Trader
23.7 0.0 36.2 0.0 0.2 0.0 1.2 26.2 29.7 8.5 6.8 0.6 0.1 0.3
Number of Traders in Each Category Total Traders: 21
. 0 . 0 . 0 . 7 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 4,367
Positions
71 50 0 132 434 0 1,436 3,136 96 678 168 103 1,851 380
Changes from: January 28, 2020 Total Change is: -550
5 4 0 -259 -4 0 -311 229 -157 259 -597 29 -116 -54
Percent of Open Interest Represented by Each Category of Trader
1.6 1.1 0.0 3.0 9.9 0.0 32.9 71.8 2.2 15.5 3.8 2.4 42.4 8.7
Number of Traders in Each Category Total Traders: 47
. . 0 . . 0 15 11 . 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 36,874
Positions
490 18,093 0 16,395 1,923 666 13,950 12,827 1,257 1,143 473 87 2,886 1,548
Changes from: January 28, 2020 Total Change is: 874
110 0 0 963 -455 -51 1,147 2,777 -1,079 39 -339 44 -299 -23
Percent of Open Interest Represented by Each Category of Trader
1.3 49.1 0.0 44.5 5.2 1.8 37.8 34.8 3.4 3.1 1.3 0.2 7.8 4.2
Number of Traders in Each Category Total Traders: 89
. . 0 17 . 4 30 18 9 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 428,263
Positions
84,912 21,520 25,758 114,832 96,519 26,449 43,199 125,826 78,134 11,500 4,258 18,022 25,457 31,777
Changes from: January 28, 2020 Total Change is: -5,456
-8,814 -115 8,222 -1,607 -25,694 3,214 -2,972 8,500 -2,870 -903 1,966 418 -144 903
Percent of Open Interest Represented by Each Category of Trader
19.8 5.0 6.0 26.8 22.5 6.2 10.1 29.4 18.2 2.7 1.0 4.2 5.9 7.4
Number of Traders in Each Category Total Traders: 203
15 16 21 25 28 24 33 53 57 9 11 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 4, 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 19,208
Positions
4,999 759 364 10,913 4,630 1,487 217 11,745 100 858 40 0 270 83
Changes from: January 28, 2020 Total Change is: 2,971
-335 48 75 3,202 946 901 -712 987 0 -112 10 0 -48 4
Percent of Open Interest Represented by Each Category of Trader
26.0 4.0 1.9 56.8 24.1 7.7 1.1 61.1 0.5 4.5 0.2 0.0 1.4 0.4
Number of Traders in Each Category Total Traders: 41
. . . 9 5 . . 7 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 07, 2020