Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 203,289
Positions
7,557 97,898 4,623 68,786 14,984 4,433 40,826 43,388 13,439 18,063 1,900 344 45,219 22,281
Changes from: December 31, 2019 Total Change is: 9,586
-112 20,831 -586 10,519 1,831 -2,089 4,722 -13,190 1,539 -1,570 -477 168 -3,006 1,558
Percent of Open Interest Represented by Each Category of Trader
3.7 48.2 2.3 33.8 7.4 2.2 20.1 21.3 6.6 8.9 0.9 0.2 22.2 11.0
Number of Traders in Each Category Total Traders: 121
4 11 6 25 12 13 29 25 15 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 51,075
Positions
17,517 5,754 408 3,353 11,011 541 15,085 11,289 875 935 2,046 0 12,360 19,150
Changes from: December 31, 2019 Total Change is: -5,971
-4,130 233 97 339 -2,466 -443 -2,753 -3,694 -350 -326 1,178 0 1,595 -526
Percent of Open Interest Represented by Each Category of Trader
34.3 11.3 0.8 6.6 21.6 1.1 29.5 22.1 1.7 1.8 4.0 0.0 24.2 37.5
Number of Traders in Each Category Total Traders: 53
4 6 . 5 12 . 9 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 214,984
Positions
3,427 50,835 3,497 76,765 64,133 7,527 57,735 38,882 17,487 11,944 8,370 0 36,602 24,253
Changes from: December 31, 2019 Total Change is: -18,019
-4,010 2,206 -7,369 4,556 2,758 -1,472 -2,241 -3,300 -9,000 159 807 0 1,357 -2,650
Percent of Open Interest Represented by Each Category of Trader
1.6 23.6 1.6 35.7 29.8 3.5 26.9 18.1 8.1 5.6 3.9 0.0 17.0 11.3
Number of Traders in Each Category Total Traders: 122
. 9 6 26 23 16 27 27 17 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 180,072
Positions
38,028 24,652 4,342 40,913 39,313 14,047 35,417 43,075 13,798 2,544 5,043 505 30,478 35,297
Changes from: December 31, 2019 Total Change is: -15,153
-13,030 4,195 -1,228 -1,983 -9,091 339 3,233 554 -3,695 -53 -2,324 -142 1,406 -3,761
Percent of Open Interest Represented by Each Category of Trader
21.1 13.7 2.4 22.7 21.8 7.8 19.7 23.9 7.7 1.4 2.8 0.3 16.9 19.6
Number of Traders in Each Category Total Traders: 125
4 10 7 18 28 15 22 32 21 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 597,223
Positions
27,358 157,899 8,798 347,024 139,526 29,699 34,531 161,717 29,432 23,657 10,671 1,368 95,356 58,112
Changes from: December 31, 2019 Total Change is: -19,615
-3,081 13,779 -220 6,032 -6,678 -4,086 -4,177 -10,027 -9,080 -2,363 1,004 -923 -1,717 -3,384
Percent of Open Interest Represented by Each Category of Trader
4.6 26.4 1.5 58.1 23.4 5.0 5.8 27.1 4.9 4.0 1.8 0.2 16.0 9.7
Number of Traders in Each Category Total Traders: 290
14 12 13 93 40 50 31 54 27 27 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 22,493
Positions
0 3,549 100 7,390 6,207 2,959 845 2,708 0 0 0 0 11,199 6,970
Changes from: December 31, 2019 Total Change is: -997
0 1 0 -1,165 15 0 0 -1,037 0 0 0 0 168 24
Percent of Open Interest Represented by Each Category of Trader
0.0 15.8 0.4 32.9 27.6 13.2 3.8 12.0 0.0 0.0 0.0 0.0 49.8 31.0
Number of Traders in Each Category Total Traders: 22
0 . . 10 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 23,229
Positions
3,759 3,614 617 5,848 12,922 2,157 2,874 0 0 0 0 0 7,974 3,919
Changes from: December 31, 2019 Total Change is: 397
50 8 -7 4 -26 25 581 0 0 0 0 0 -256 397
Percent of Open Interest Represented by Each Category of Trader
16.2 15.6 2.7 25.2 55.6 9.3 12.4 0.0 0.0 0.0 0.0 0.0 34.3 16.9
Number of Traders in Each Category Total Traders: 22
. . . 5 10 9 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 171,917
Positions
34,204 17,767 5,443 27,360 32,510 2,543 42,204 65,927 12,020 9,865 10,224 150 38,129 25,334
Changes from: December 31, 2019 Total Change is: -14,887
-25,180 2,363 1,381 -887 -5,566 -618 7,394 -5,147 -4,737 -1,795 -123 80 9,474 -2,521
Percent of Open Interest Represented by Each Category of Trader
19.9 10.3 3.2 15.9 18.9 1.5 24.5 38.3 7.0 5.7 5.9 0.1 22.2 14.7
Number of Traders in Each Category Total Traders: 90
. 9 7 13 15 9 20 21 14 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 55,490
Positions
0 45,333 50 42,122 0 41 8,895 8,781 0 1,966 325 0 2,416 960
Changes from: December 31, 2019 Total Change is: -1,300
0 -9 9 -2,210 0 10 784 -1,274 0 153 0 0 -46 -36
Percent of Open Interest Represented by Each Category of Trader
0.0 81.7 0.1 75.9 0.0 0.1 16.0 15.8 0.0 3.5 0.6 0.0 4.4 1.7
Number of Traders in Each Category Total Traders: 48
0 6 . 12 0 . 18 5 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 283,539
Positions
590 188,164 878 137,419 4,343 3,225 113,326 66,182 1,778 19,284 15,839 0 7,039 3,131
Changes from: December 31, 2019 Total Change is: 5,207
12 3,361 16 7,739 297 -217 6,346 2,041 44 770 -297 0 -9,503 -38
Percent of Open Interest Represented by Each Category of Trader
0.2 66.4 0.3 48.5 1.5 1.1 40.0 23.3 0.6 6.8 5.6 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 181
. 9 . 34 8 . 67 30 13 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 35,290
Positions
21,629 2,259 60 3,630 17,912 0 4,310 11,637 1,457 1,434 865 0 2,770 1,100
Changes from: December 31, 2019 Total Change is: -18,816
-16,767 1,564 -1,904 51 -5,919 0 346 -11,123 -223 60 -10 0 -379 -1,201
Percent of Open Interest Represented by Each Category of Trader
61.3 6.4 0.2 10.3 50.8 0.0 12.2 33.0 4.1 4.1 2.5 0.0 7.8 3.1
Number of Traders in Each Category Total Traders: 54
. . . 7 6 0 9 20 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 51,134
Positions
10,594 6,440 68 14,023 11,878 537 16,674 24,823 110 4,886 2,045 230 4,012 5,004
Changes from: December 31, 2019 Total Change is: 1,642
-1,488 3,434 -40 3,831 -1,003 182 564 -399 -311 56 -200 202 -1,353 -223
Percent of Open Interest Represented by Each Category of Trader
20.7 12.6 0.1 27.4 23.2 1.1 32.6 48.5 0.2 9.6 4.0 0.4 7.8 9.8
Number of Traders in Each Category Total Traders: 101
6 6 . 15 8 . 29 22 5 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 18,327
Positions
832 8,170 32 14,068 1,901 0 1,577 6,492 61 0 377 0 1,757 1,294
Changes from: December 31, 2019 Total Change is: -186
0 -7 7 24 -407 0 -400 371 0 0 -111 0 183 -39
Percent of Open Interest Represented by Each Category of Trader
4.5 44.6 0.2 76.8 10.4 0.0 8.6 35.4 0.3 0.0 2.1 0.0 9.6 7.1
Number of Traders in Each Category Total Traders: 30
. . . 7 . 0 5 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 49,298
Positions
12,762 26,400 697 16,599 1,931 1,182 8,274 8,718 738 338 1,251 0 8,709 8,380
Changes from: December 31, 2019 Total Change is: -4,514
-807 -963 39 -1,498 -2,343 290 -2,648 -1,220 311 -164 -397 -419 382 189
Percent of Open Interest Represented by Each Category of Trader
25.9 53.6 1.4 33.7 3.9 2.4 16.8 17.7 1.5 0.7 2.5 0.0 17.7 17.0
Number of Traders in Each Category Total Traders: 91
9 18 . 17 . 5 23 14 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 98,595
Positions
25,524 52,800 1,394 33,197 3,862 2,363 16,548 17,436 1,477 675 2,502 0 17,417 16,761
Changes from: December 31, 2019 Total Change is: -9,027
-1,614 -1,926 77 -2,996 -4,686 580 -5,295 -2,441 621 -327 -793 -838 765 378
Percent of Open Interest Represented by Each Category of Trader
25.9 53.6 1.4 33.7 3.9 2.4 16.8 17.7 1.5 0.7 2.5 0.0 17.7 17.0
Number of Traders in Each Category Total Traders: 91
9 18 . 17 . 5 23 14 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 39,516
Positions
200 32,376 0 36,617 720 145 900 4,719 0 0 464 0 1,654 1,092
Changes from: December 31, 2019 Total Change is: 820
0 1,173 0 -118 0 0 350 -409 0 0 0 0 588 56
Percent of Open Interest Represented by Each Category of Trader
0.5 81.9 0.0 92.7 1.8 0.4 2.3 11.9 0.0 0.0 1.2 0.0 4.2 2.8
Number of Traders in Each Category Total Traders: 27
. 7 0 14 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 745,365
Positions
43,338 167,751 35,310 306,320 100,510 52,740 54,913 99,354 145,722 18,175 59,245 5,040 83,808 79,694
Changes from: December 31, 2019 Total Change is: 9,729
-1,007 -6,002 673 829 -811 -1,109 774 1,747 10,849 -1,412 -472 -204 335 5,059
Percent of Open Interest Represented by Each Category of Trader
5.8 22.5 4.7 41.1 13.5 7.1 7.4 13.3 19.6 2.4 7.9 0.7 11.2 10.7
Number of Traders in Each Category Total Traders: 613
33 36 44 170 84 131 80 109 102 48 53 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 52,886
Positions
8,534 8,860 483 1,112 4,000 2,340 3,281 6,023 13,732 33 31 310 23,061 17,106
Changes from: December 31, 2019 Total Change is: -117
398 334 -1,244 95 0 -470 1,097 1,232 -2,068 -3 -20 -40 2,117 2,158
Percent of Open Interest Represented by Each Category of Trader
16.1 16.8 0.9 2.1 7.6 4.4 6.2 11.4 26.0 0.1 0.1 0.6 43.6 32.3
Number of Traders in Each Category Total Traders: 38
5 5 5 . . . 7 11 17 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 3,462,397
Positions
216,692 837,123 131,466 1,527,790 484,303 250,244 292,866 501,362 625,242 90,710 296,066 23,652 303,735 312,939
Changes from: December 31, 2019 Total Change is: 49,232
-5,034 -29,690 7,594 2,589 -5,139 -2,110 5,085 9,274 57,883 -7,048 -2,264 -820 -8,906 14,504
Percent of Open Interest Represented by Each Category of Trader
6.3 24.2 3.8 44.1 14.0 7.2 8.5 14.5 18.1 2.6 8.6 0.7 8.8 9.0
Number of Traders in Each Category Total Traders: 600
33 35 41 170 83 129 80 104 96 43 52 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 26,480
Positions
14,344 11,657 0 7,400 0 982 462 9,286 0 0 332 0 3,292 4,223
Changes from: December 31, 2019 Total Change is: -2,202
-2,115 1,049 0 1 0 0 0 -2,238 0 0 -25 0 -88 -988
Percent of Open Interest Represented by Each Category of Trader
54.2 44.0 0.0 27.9 0.0 3.7 1.7 35.1 0.0 0.0 1.3 0.0 12.4 15.9
Number of Traders in Each Category Total Traders: 20
4 7 0 5 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 8,654
Positions
2,405 3,613 0 3,587 1,257 109 790 2,702 0 0 0 0 1,763 973
Changes from: December 31, 2019 Total Change is: -6
99 -764 0 -14 1 0 94 502 0 0 0 0 -185 255
Percent of Open Interest Represented by Each Category of Trader
27.8 41.7 0.0 41.4 14.5 1.3 9.1 31.2 0.0 0.0 0.0 0.0 20.4 11.2
Number of Traders in Each Category Total Traders: 21
5 . 0 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 12,111
Positions
3,438 7,623 0 3,867 951 1,005 912 1,414 2 0 0 0 2,887 1,116
Changes from: December 31, 2019 Total Change is: 731
-501 1,091 0 65 -5 5 365 -288 2 0 0 0 795 -74
Percent of Open Interest Represented by Each Category of Trader
28.4 62.9 0.0 31.9 7.9 8.3 7.5 11.7 0.0 0.0 0.0 0.0 23.8 9.2
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 77,324
Positions
4,868 26,262 343 52,540 33,422 2,911 4,271 3,601 198 0 7,803 0 12,193 2,784
Changes from: December 31, 2019 Total Change is: -688
220 -2,584 204 -474 -352 -61 -598 1,561 -73 0 0 0 94 617
Percent of Open Interest Represented by Each Category of Trader
6.3 34.0 0.4 67.9 43.2 3.8 5.5 4.7 0.3 0.0 10.1 0.0 15.8 3.6
Number of Traders in Each Category Total Traders: 83
4 10 . 33 19 14 11 4 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 45,510
Positions
4,355 9,504 496 15,537 8,956 1,914 10,961 10,042 3,459 965 2,171 201 7,623 8,768
Changes from: December 31, 2019 Total Change is: -689
6 -2,023 111 -681 861 209 -790 -1,419 645 6 145 -118 -77 900
Percent of Open Interest Represented by Each Category of Trader
9.6 20.9 1.1 34.1 19.7 4.2 24.1 22.1 7.6 2.1 4.8 0.4 16.7 19.3
Number of Traders in Each Category Total Traders: 250
16 25 5 57 31 31 44 47 20 13 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 227,548
Positions
21,774 47,521 2,478 77,686 44,780 9,568 54,803 50,208 17,294 4,827 10,854 1,003 38,114 43,841
Changes from: December 31, 2019 Total Change is: -3,445
31 -10,115 556 -3,403 4,307 1,043 -3,950 -7,094 3,223 30 723 -589 -387 4,501
Percent of Open Interest Represented by Each Category of Trader
9.6 20.9 1.1 34.1 19.7 4.2 24.1 22.1 7.6 2.1 4.8 0.4 16.7 19.3
Number of Traders in Each Category Total Traders: 250
16 25 5 57 31 31 44 47 20 13 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 491,774
Positions
47,609 145,168 7,721 269,210 156,099 38,452 78,707 82,088 15,142 9,175 30,403 228 25,530 16,473
Changes from: December 31, 2019 Total Change is: 1,456
-3,769 -7,481 -454 3,717 -5,105 -1,634 2,437 11,490 1,837 284 1,620 19 -980 1,163
Percent of Open Interest Represented by Each Category of Trader
9.7 29.5 1.6 54.7 31.7 7.8 16.0 16.7 3.1 1.9 6.2 0.0 5.2 3.3
Number of Traders in Each Category Total Traders: 307
18 24 7 89 45 43 55 46 32 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 20,507
Positions
228 6,989 0 11,559 345 34 1,201 10,794 30 0 425 0 7,455 1,890
Changes from: December 31, 2019 Total Change is: -1,937
-631 0 0 -1,096 -18 12 -886 -83 2 0 -726 0 662 -1,124
Percent of Open Interest Represented by Each Category of Trader
1.1 34.1 0.0 56.4 1.7 0.2 5.9 52.6 0.1 0.0 2.1 0.0 36.4 9.2
Number of Traders in Each Category Total Traders: 26
. . 0 11 . . . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 58,196
Positions
8,770 3,649 0 18,201 4,150 514 20,740 9,373 341 462 250 0 9,168 39,919
Changes from: December 31, 2019 Total Change is: -2,323
-308 1,085 0 -1,365 -229 138 -360 2,484 -34 -792 -750 0 398 -5,017
Percent of Open Interest Represented by Each Category of Trader
15.1 6.3 0.0 31.3 7.1 0.9 35.6 16.1 0.6 0.8 0.4 0.0 15.8 68.6
Number of Traders in Each Category Total Traders: 65
9 7 0 14 5 5 20 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 378,279
Positions
52,849 256,581 294 272,105 68,352 22,733 16,934 13,502 978 2,693 9,354 0 9,693 6,485
Changes from: December 31, 2019 Total Change is: -16,275
4,207 1,146 -3,744 -20,225 -3,023 392 2,382 -13,223 561 96 -55 0 56 1,671
Percent of Open Interest Represented by Each Category of Trader
14.0 67.8 0.1 71.9 18.1 6.0 4.5 3.6 0.3 0.7 2.5 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 180
16 12 . 73 37 35 22 11 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 1,462,808
Positions
82,472 995,353 7,867 1,057,624 270,573 96,787 136,740 57,976 4,474 41,965 15,595 2,573 32,306 11,610
Changes from: December 31, 2019 Total Change is: -3,560
1,780 9,531 229 4,325 -2,388 -5,331 -109 509 381 10 -3,249 -379 -4,466 -2,863
Percent of Open Interest Represented by Each Category of Trader
5.6 68.0 0.5 72.3 18.5 6.6 9.3 4.0 0.3 2.9 1.1 0.2 2.2 0.8
Number of Traders in Each Category Total Traders: 447
29 21 9 185 61 79 76 25 15 42 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 77,755
Positions
10,702 52,554 24,006 16,319 0 946 22,351 0 188 3,219 0 0 24 61
Changes from: December 31, 2019 Total Change is: -2,781
-1,137 348 -3,133 4 0 0 1,481 0 4 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
13.8 67.6 30.9 21.0 0.0 1.2 28.7 0.0 0.2 4.1 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 47
7 15 11 8 0 . 13 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 1,180,992
Positions
4,803 123,196 34,556 499,500 304,141 215,775 60,614 246,075 94,061 83,597 25,370 11,951 176,136 125,868
Changes from: December 31, 2019 Total Change is: 8,095
-1,305 -2,614 -5,875 -11,393 1,674 16,754 -1,136 2,494 3,749 1,798 633 2,546 2,957 -11,266
Percent of Open Interest Represented by Each Category of Trader
0.4 10.4 2.9 42.3 25.8 18.3 5.1 20.8 8.0 7.1 2.1 1.0 14.9 10.7
Number of Traders in Each Category Total Traders: 189
10 17 20 57 33 55 26 25 30 13 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 1,236,770
Positions
44,947 126,001 34 737,021 112,348 191,870 42,162 693,661 17,162 46,416 7,643 0 157,158 88,051
Changes from: December 31, 2019 Total Change is: -8,650
-2,199 -7,570 3 5,643 8,481 96 -18,975 -16,057 1,913 137 1,557 0 4,731 2,927
Percent of Open Interest Represented by Each Category of Trader
3.6 10.2 0.0 59.6 9.1 15.5 3.4 56.1 1.4 3.8 0.6 0.0 12.7 7.1
Number of Traders in Each Category Total Traders: 146
7 12 . 68 17 53 12 23 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 3,569,629
Positions
102,983 227,756 10,882 1,724,049 828,648 303,222 849,249 1,862,953 70,811 318,298 152,730 2,595 187,540 110,031
Changes from: December 31, 2019 Total Change is: -41,077
4,621 -43,376 -247 -15,501 -54,467 11,746 -53,230 28,478 8,857 -12,757 7,327 -544 15,979 1,149
Percent of Open Interest Represented by Each Category of Trader
2.9 6.4 0.3 48.3 23.2 8.5 23.8 52.2 2.0 8.9 4.3 0.1 5.3 3.1
Number of Traders in Each Category Total Traders: 362
22 32 9 121 31 68 65 51 46 25 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 4,516,669
Positions
158,397 260,959 216,686 1,622,623 818,924 848,209 454,309 1,148,896 450,635 205,890 195,915 140,845 419,076 435,601
Changes from: December 31, 2019 Total Change is: 340,703
-30 -7,999 40,133 -1,925 9,408 53,548 104,101 89,973 95,866 -7,221 13,639 36,882 19,349 9,254
Percent of Open Interest Represented by Each Category of Trader
3.5 5.8 4.8 35.9 18.1 18.8 10.1 25.4 10.0 4.6 4.3 3.1 9.3 9.6
Number of Traders in Each Category Total Traders: 423
29 32 42 106 76 108 54 73 79 28 25 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 916,731
Positions
85,288 59,549 1,189 328,051 311,856 134,611 182,799 182,472 17,684 49,918 32,100 0 117,191 177,270
Changes from: December 31, 2019 Total Change is: -6,645
-4,886 -9,985 -956 8,909 19,947 -4,957 -12,628 -1,646 920 49 46 0 6,904 -10,014
Percent of Open Interest Represented by Each Category of Trader
9.3 6.5 0.1 35.8 34.0 14.7 19.9 19.9 1.9 5.4 3.5 0.0 12.8 19.3
Number of Traders in Each Category Total Traders: 112
4 7 . 24 41 40 16 14 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 4,508,782
Positions
50,388 514,869 91,913 2,204,134 802,904 799,965 497,653 1,507,973 227,520 287,575 235,050 19,448 330,186 309,140
Changes from: December 31, 2019 Total Change is: 22,595
-7,009 84,733 15,467 -18,421 -29,955 2,298 -26,432 -81,274 18,947 -3,874 10,942 4,170 37,448 -2,734
Percent of Open Interest Represented by Each Category of Trader
1.1 11.4 2.0 48.9 17.8 17.7 11.0 33.4 5.0 6.4 5.2 0.4 7.3 6.9
Number of Traders in Each Category Total Traders: 319
14 31 20 87 54 78 36 60 46 20 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 1,782,522
Positions
372,988 428,871 387,987 13,383 15,681 27,623 506,749 473,236 389,552 37,944 22,500 3,783 42,513 33,289
Changes from: December 31, 2019 Total Change is: -129,280
-44,324 -74,872 -54,812 -8,186 -1,988 -2,729 31,431 53,750 -39,684 -2,695 -2,300 -1,714 -6,566 -4,930
Percent of Open Interest Represented by Each Category of Trader
20.9 24.1 21.8 0.8 0.9 1.5 28.4 26.5 21.9 2.1 1.3 0.2 2.4 1.9
Number of Traders in Each Category Total Traders: 141
34 19 41 5 5 6 37 31 44 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 is19,745,688
Positions
3,114,970 1,507,906 3,861,210 454,982 2,410,966 1,326,807 957,998 389,884 9,197,659 98,853 85,992 104,689 628,519 860,574
Changes from: December 31, 2019 Total Change is: 315,160
169,402 106,149 50,206 21,502 36,644 8,567 28,494 110,138 10,290 25,942 -9,104 2,707 -1,949 -437
Percent of Open Interest Represented by Each Category of Trader
15.8 7.6 19.6 2.3 12.2 6.7 4.9 2.0 46.6 0.5 0.4 0.5 3.2 4.4
Number of Traders in Each Category Total Traders: 262
39 33 68 19 17 29 51 55 101 28 16 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 131,481
Positions
3,937 71,413 18,382 17,193 0 6,750 59,991 10,400 22,998 0 511 967 1,263 60
Changes from: December 31, 2019 Total Change is: 955
81 2,253 -80 358 0 -27 1,266 -210 -774 0 -228 92 39 -71
Percent of Open Interest Represented by Each Category of Trader
3.0 54.3 14.0 13.1 0.0 5.1 45.6 7.9 17.5 0.0 0.4 0.7 1.0 0.0
Number of Traders in Each Category Total Traders: 51
. 14 5 . 0 . 16 13 20 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 208,807
Positions
8,896 39,900 32,958 13,338 8,929 14,006 103,042 76,951 34,416 1,175 60 897 79 690
Changes from: December 31, 2019 Total Change is: -166,425
-29,479 -33,658 -15,838 13,338 -25,316 -9,417 -115,414 -64,177 -7,936 -1,257 -7,350 -416 -6 -2,317
Percent of Open Interest Represented by Each Category of Trader
4.3 19.1 15.8 6.4 4.3 6.7 49.3 36.9 16.5 0.6 0.0 0.4 0.0 0.3
Number of Traders in Each Category Total Traders: 84
5 24 11 . 6 . 21 23 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 71,812
Positions
838 27,071 0 892 3,306 165 10,440 7,802 30,326 29,114 1,045 0 37 2,097
Changes from: December 31, 2019 Total Change is: 3,737
-331 -52 0 -272 0 -14 -2,749 305 5,036 2,076 0 0 -9 -1,538
Percent of Open Interest Represented by Each Category of Trader
1.2 37.7 0.0 1.2 4.6 0.2 14.5 10.9 42.2 40.5 1.5 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 29
. 4 0 . 9 . . 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 18,621
Positions
175 6,904 0 476 615 115 11,456 3,093 6,399 0 0 0 0 1,495
Changes from: December 31, 2019 Total Change is: 2,118
4 619 0 -332 70 0 1,518 827 928 0 0 0 0 -326
Percent of Open Interest Represented by Each Category of Trader
0.9 37.1 0.0 2.6 3.3 0.6 61.5 16.6 34.4 0.0 0.0 0.0 0.0 8.0
Number of Traders in Each Category Total Traders: 23
. 4 0 . 7 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 46,677
Positions
11,499 100 16,080 0 266 0 0 12,282 15,042 3,810 2,586 246 0 75
Changes from: December 31, 2019 Total Change is: -966
0 -93 0 0 0 0 0 86 -956 0 0 0 -10 -3
Percent of Open Interest Represented by Each Category of Trader
24.6 0.2 34.4 0.0 0.6 0.0 0.0 26.3 32.2 8.2 5.5 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 0 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 5,400
Positions
66 42 0 338 331 0 2,517 3,661 238 464 786 20 1,757 322
Changes from: December 31, 2019 Total Change is: 2,214
-71 42 0 179 -106 -1 1,480 1,821 136 98 335 -10 403 -3
Percent of Open Interest Represented by Each Category of Trader
1.2 0.8 0.0 6.3 6.1 0.0 46.6 67.8 4.4 8.6 14.6 0.4 32.5 6.0
Number of Traders in Each Category Total Traders: 58
. . 0 5 4 0 15 18 5 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 35,185
Positions
450 18,093 0 5,774 3,465 880 22,183 7,087 2,453 726 1,093 0 2,719 2,114
Changes from: December 31, 2019 Total Change is: -838
-215 0 0 -958 33 -39 -559 -1,644 976 14 97 -68 11 -192
Percent of Open Interest Represented by Each Category of Trader
1.3 51.4 0.0 16.4 9.8 2.5 63.0 20.1 7.0 2.1 3.1 0.0 7.7 6.0
Number of Traders in Each Category Total Traders: 86
. . 0 11 8 5 27 13 11 11 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 429,698
Positions
80,793 10,069 19,266 120,829 108,480 19,173 41,795 122,722 94,289 11,357 3,935 19,851 22,345 31,913
Changes from: December 31, 2019 Total Change is: 8,036
-3,066 840 1,935 5,473 4,978 -2,558 5,502 4,970 149 524 586 -1,384 1,461 -1,480
Percent of Open Interest Represented by Each Category of Trader
18.8 2.3 4.5 28.1 25.2 4.5 9.7 28.6 21.9 2.6 0.9 4.6 5.2 7.4
Number of Traders in Each Category Total Traders: 197
15 8 16 14 39 24 32 56 46 10 11 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 7, 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 17,156
Positions
4,955 665 445 9,780 2,637 567 257 12,676 100 792 34 0 260 32
Changes from: December 31, 2019 Total Change is: 1,830
0 -86 86 1,966 0 -402 257 2,212 0 50 0 0 -127 20
Percent of Open Interest Represented by Each Category of Trader
28.9 3.9 2.6 57.0 15.4 3.3 1.5 73.9 0.6 4.6 0.2 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 39
. . . 11 . . . 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 10, 2020