Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 199,621
Positions
6,487 104,484 3,756 65,286 21,355 3,646 46,973 32,571 10,213 18,259 1,672 204 44,798 21,720
Changes from: January 14, 2020 Total Change is: -2,263
-967 -1,814 -272 -102 3,765 136 2,300 -4,109 -1,324 864 -407 19 -2,917 1,743
Percent of Open Interest Represented by Each Category of Trader
3.2 52.3 1.9 32.7 10.7 1.8 23.5 16.3 5.1 9.1 0.8 0.1 22.4 10.9
Number of Traders in Each Category Total Traders: 113
. 10 5 26 12 11 28 19 14 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 52,903
Positions
12,340 13,327 510 4,422 9,735 556 17,401 7,535 1,514 830 1,480 0 15,329 18,246
Changes from: January 14, 2020 Total Change is: 1,683
-1,761 3,648 -49 238 -1,010 21 932 -237 -220 -11 -174 0 2,533 -295
Percent of Open Interest Represented by Each Category of Trader
23.3 25.2 1.0 8.4 18.4 1.1 32.9 14.2 2.9 1.6 2.8 0.0 29.0 34.5
Number of Traders in Each Category Total Traders: 52
4 8 . 5 11 . 9 11 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 216,633
Positions
11,408 45,405 5,052 76,171 67,900 7,668 53,156 38,770 16,686 10,641 8,470 182 35,669 26,500
Changes from: January 14, 2020 Total Change is: 1,732
1,348 -3,824 1,124 1,917 2,981 87 -6,111 -139 1,700 -139 126 84 1,722 -408
Percent of Open Interest Represented by Each Category of Trader
5.3 21.0 2.3 35.2 31.3 3.5 24.5 17.9 7.7 4.9 3.9 0.1 16.5 12.2
Number of Traders in Each Category Total Traders: 126
5 8 7 22 26 16 28 26 18 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 227,367
Positions
81,169 20,625 4,630 36,863 61,514 13,956 36,788 63,513 17,535 2,043 4,332 295 34,088 40,967
Changes from: January 14, 2020 Total Change is: 19,733
18,549 1,202 125 240 8,060 776 -533 8,706 -337 -360 -782 159 1,114 1,824
Percent of Open Interest Represented by Each Category of Trader
35.7 9.1 2.0 16.2 27.1 6.1 16.2 27.9 7.7 0.9 1.9 0.1 15.0 18.0
Number of Traders in Each Category Total Traders: 130
8 6 6 19 29 14 23 36 22 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 627,893
Positions
27,170 168,574 13,042 352,307 154,005 32,168 35,869 148,632 34,443 27,140 12,512 6,558 99,197 57,960
Changes from: January 14, 2020 Total Change is: 13,472
-1,687 4,473 213 5,485 5,486 1,988 1,767 -4,350 3,226 1,089 1,610 -539 1,930 1,365
Percent of Open Interest Represented by Each Category of Trader
4.3 26.8 2.1 56.1 24.5 5.1 5.7 23.7 5.5 4.3 2.0 1.0 15.8 9.2
Number of Traders in Each Category Total Traders: 306
15 14 16 88 43 46 37 52 33 35 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 23,148
Positions
0 3,841 0 8,003 5,081 2,762 859 4,827 0 0 0 0 11,524 6,637
Changes from: January 14, 2020 Total Change is: 563
0 97 0 354 -1,186 -87 14 1,908 0 0 0 0 282 -169
Percent of Open Interest Represented by Each Category of Trader
0.0 16.6 0.0 34.6 22.0 11.9 3.7 20.9 0.0 0.0 0.0 0.0 49.8 28.7
Number of Traders in Each Category Total Traders: 24
0 . 0 10 6 8 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 151,677
Positions
34,229 16,422 4,231 23,611 43,697 4,109 36,567 34,405 8,229 9,359 10,395 106 31,236 30,083
Changes from: January 14, 2020 Total Change is: -5,225
2,325 -2,713 13 -1,049 5,511 1,387 -1,749 -8,047 -2,252 70 127 0 -3,970 749
Percent of Open Interest Represented by Each Category of Trader
22.6 10.8 2.8 15.6 28.8 2.7 24.1 22.7 5.4 6.2 6.9 0.1 20.6 19.8
Number of Traders in Each Category Total Traders: 91
4 8 6 15 17 12 21 18 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 57,135
Positions
0 45,278 57 43,619 0 41 9,296 10,025 10 2,205 156 0 1,907 1,568
Changes from: January 14, 2020 Total Change is: 2,114
0 42 1 1,873 0 0 -77 1,818 0 436 -169 0 -119 422
Percent of Open Interest Represented by Each Category of Trader
0.0 79.2 0.1 76.3 0.0 0.1 16.3 17.5 0.0 3.9 0.3 0.0 3.3 2.7
Number of Traders in Each Category Total Traders: 49
0 6 . 14 0 . 17 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 300,361
Positions
719 209,204 888 148,335 9,067 3,974 116,001 54,809 1,581 20,575 17,046 0 8,288 3,791
Changes from: January 14, 2020 Total Change is: 6,099
-359 4,044 0 6,133 1,586 958 345 -1,826 256 -1,817 782 0 583 299
Percent of Open Interest Represented by Each Category of Trader
0.2 69.7 0.3 49.4 3.0 1.3 38.6 18.2 0.5 6.9 5.7 0.0 2.8 1.3
Number of Traders in Each Category Total Traders: 183
. 10 . 35 10 4 64 31 14 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 40,854
Positions
22,074 2,104 34 5,537 23,717 0 3,779 8,181 4,400 2,329 1,060 0 2,701 1,358
Changes from: January 14, 2020 Total Change is: 4,306
400 29 -26 932 5,612 0 901 -4,297 2,633 -513 145 0 -21 210
Percent of Open Interest Represented by Each Category of Trader
54.0 5.2 0.1 13.6 58.1 0.0 9.3 20.0 10.8 5.7 2.6 0.0 6.6 3.3
Number of Traders in Each Category Total Traders: 60
4 . . 8 6 0 11 20 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 48,721
Positions
10,325 9,139 46 13,529 12,408 293 15,304 18,670 1,098 3,938 2,219 290 3,899 4,559
Changes from: January 14, 2020 Total Change is: -267
-623 1,421 -16 -20 269 112 914 -2,215 241 -609 191 31 -296 -301
Percent of Open Interest Represented by Each Category of Trader
21.2 18.8 0.1 27.8 25.5 0.6 31.4 38.3 2.3 8.1 4.6 0.6 8.0 9.4
Number of Traders in Each Category Total Traders: 102
6 5 . 15 11 4 28 19 6 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 18,049
Positions
832 8,064 37 14,439 2,622 0 1,205 5,489 61 0 293 0 1,475 1,483
Changes from: January 14, 2020 Total Change is: -632
0 -41 0 -359 101 0 -268 -668 -5 0 -16 0 0 -3
Percent of Open Interest Represented by Each Category of Trader
4.6 44.7 0.2 80.0 14.5 0.0 6.7 30.4 0.3 0.0 1.6 0.0 8.2 8.2
Number of Traders in Each Category Total Traders: 27
. . . 5 5 0 4 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,165
Positions
12,254 30,502 663 16,880 2,195 899 10,320 6,031 1,485 377 1,192 0 9,287 9,198
Changes from: January 14, 2020 Total Change is: 935
-285 2,423 -18 -2,135 -282 14 1,360 -3,033 1,233 66 -4 0 699 601
Percent of Open Interest Represented by Each Category of Trader
23.5 58.5 1.3 32.4 4.2 1.7 19.8 11.6 2.8 0.7 2.3 0.0 17.8 17.6
Number of Traders in Each Category Total Traders: 98
9 22 . 17 4 4 28 12 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 104,329
Positions
24,508 61,004 1,326 33,759 4,390 1,798 20,640 12,061 2,970 754 2,384 0 18,575 18,396
Changes from: January 14, 2020 Total Change is: 1,869
-570 4,845 -35 -4,269 -563 28 2,720 -6,066 2,465 132 -7 0 1,398 1,202
Percent of Open Interest Represented by Each Category of Trader
23.5 58.5 1.3 32.4 4.2 1.7 19.8 11.6 2.8 0.7 2.3 0.0 17.8 17.6
Number of Traders in Each Category Total Traders: 98
9 22 . 17 4 4 28 12 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 36,543
Positions
200 30,312 0 32,849 780 145 1,230 3,530 0 0 464 0 2,119 1,312
Changes from: January 14, 2020 Total Change is: -536
0 -353 0 -284 0 0 -313 -323 0 0 0 0 61 140
Percent of Open Interest Represented by Each Category of Trader
0.5 82.9 0.0 89.9 2.1 0.4 3.4 9.7 0.0 0.0 1.3 0.0 5.8 3.6
Number of Traders in Each Category Total Traders: 23
. 6 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 787,434
Positions
37,988 183,076 46,451 320,420 100,173 51,588 51,974 101,961 165,005 20,939 53,888 4,461 88,609 80,832
Changes from: January 14, 2020 Total Change is: 13,103
3,994 6,446 3,492 5,105 2,173 -2,760 2,007 5,285 -2,767 2,719 -877 85 1,228 2,025
Percent of Open Interest Represented by Each Category of Trader
4.8 23.2 5.9 40.7 12.7 6.6 6.6 12.9 21.0 2.7 6.8 0.6 11.3 10.3
Number of Traders in Each Category Total Traders: 613
32 40 47 169 86 128 73 113 101 47 53 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 65,548
Positions
13,702 15,700 720 1,017 4,008 3,333 6,783 3,780 16,669 28 29 303 22,993 21,006
Changes from: January 14, 2020 Total Change is: 6,460
3,822 3,977 -157 0 -150 203 2,506 1,042 -1,571 -11 -46 128 1,540 3,034
Percent of Open Interest Represented by Each Category of Trader
20.9 24.0 1.1 1.6 6.1 5.1 10.3 5.8 25.4 0.0 0.0 0.5 35.1 32.0
Number of Traders in Each Category Total Traders: 46
5 9 6 . . . 10 10 18 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 14,484
Positions
8,305 10,267 0 2,903 2,017 229 565 744 17 0 0 0 2,465 1,210
Changes from: January 14, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
57.3 70.9 0.0 20.0 13.9 1.6 3.9 5.1 0.1 0.0 0.0 0.0 17.0 8.4
Number of Traders in Each Category Total Traders: 21
4 8 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 16,611
Positions
10,492 11,124 0 2,185 2,402 249 1,122 432 0 0 0 0 2,563 2,404
Changes from: January 14, 2020 Total Change is: 1,006
1,274 180 0 256 1,361 0 0 -13 0 0 0 0 -524 -522
Percent of Open Interest Represented by Each Category of Trader
63.2 67.0 0.0 13.2 14.5 1.5 6.8 2.6 0.0 0.0 0.0 0.0 15.4 14.5
Number of Traders in Each Category Total Traders: 21
4 6 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 3,609,428
Positions
185,869 901,320 164,214 1,598,898 482,708 239,392 263,681 528,631 703,951 104,556 269,295 20,787 328,080 299,130
Changes from: January 14, 2020 Total Change is: 33,216
15,106 26,588 4,002 25,530 11,622 -14,823 11,364 35,079 -19,842 13,649 -4,153 -210 -1,560 -5,045
Percent of Open Interest Represented by Each Category of Trader
5.1 25.0 4.5 44.3 13.4 6.6 7.3 14.6 19.5 2.9 7.5 0.6 9.1 8.3
Number of Traders in Each Category Total Traders: 599
34 37 43 170 84 126 73 107 94 42 52 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 28,981
Positions
16,649 16,536 0 7,483 0 982 462 7,865 0 0 332 0 3,405 3,266
Changes from: January 14, 2020 Total Change is: 500
305 708 0 318 0 0 0 -241 0 0 0 0 -123 33
Percent of Open Interest Represented by Each Category of Trader
57.4 57.1 0.0 25.8 0.0 3.4 1.6 27.1 0.0 0.0 1.1 0.0 11.7 11.3
Number of Traders in Each Category Total Traders: 22
5 8 0 4 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 9,531
Positions
3,281 4,631 1 3,791 1,681 109 313 2,393 1 0 0 0 2,035 715
Changes from: January 14, 2020 Total Change is: 291
-13 318 1 206 424 0 -133 -1 1 0 0 0 229 -452
Percent of Open Interest Represented by Each Category of Trader
34.4 48.6 0.0 39.8 17.6 1.1 3.3 25.1 0.0 0.0 0.0 0.0 21.4 7.5
Number of Traders in Each Category Total Traders: 23
6 4 . 5 5 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 13,242
Positions
3,345 8,421 0 4,840 999 957 547 1,673 0 0 0 0 3,553 1,192
Changes from: January 14, 2020 Total Change is: -6
-6 -161 0 641 179 -179 -347 5 -103 0 0 0 -12 253
Percent of Open Interest Represented by Each Category of Trader
25.3 63.6 0.0 36.6 7.5 7.2 4.1 12.6 0.0 0.0 0.0 0.0 26.8 9.0
Number of Traders in Each Category Total Traders: 21
. 6 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 78,590
Positions
4,841 33,313 133 56,448 32,570 2,167 3,386 4,910 302 205 2,435 0 11,108 2,760
Changes from: January 14, 2020 Total Change is: 1,091
2 7,457 -157 2,821 -580 -643 -1,440 531 117 205 -5,294 0 186 -340
Percent of Open Interest Represented by Each Category of Trader
6.2 42.4 0.2 71.8 41.4 2.8 4.3 6.2 0.4 0.3 3.1 0.0 14.1 3.5
Number of Traders in Each Category Total Traders: 87
4 10 . 37 19 13 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 48,176
Positions
5,248 9,276 247 15,474 8,819 1,708 11,999 12,063 4,630 954 1,971 150 7,767 9,312
Changes from: January 14, 2020 Total Change is: -116
861 -892 -59 104 1,362 -484 99 -414 -227 -186 39 48 -273 511
Percent of Open Interest Represented by Each Category of Trader
10.9 19.3 0.5 32.1 18.3 3.5 24.9 25.0 9.6 2.0 4.1 0.3 16.1 19.3
Number of Traders in Each Category Total Traders: 266
18 24 6 61 31 29 48 53 22 13 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 240,881
Positions
26,238 46,379 1,235 77,368 44,095 8,538 59,996 60,317 23,150 4,770 9,856 752 38,834 46,560
Changes from: January 14, 2020 Total Change is: -582
4,306 -4,462 -293 519 6,809 -2,420 493 -2,068 -1,135 -929 193 240 -1,364 2,553
Percent of Open Interest Represented by Each Category of Trader
10.9 19.3 0.5 32.1 18.3 3.5 24.9 25.0 9.6 2.0 4.1 0.3 16.1 19.3
Number of Traders in Each Category Total Traders: 266
18 24 6 61 31 29 48 53 22 13 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 511,001
Positions
41,019 149,557 6,582 289,948 163,348 37,817 88,499 93,874 11,669 8,916 30,793 13 26,538 17,348
Changes from: January 14, 2020 Total Change is: 10,583
1,058 7,530 -1,266 9,386 6,275 495 6,889 2,883 -3,371 -733 -1,423 -132 -1,744 -409
Percent of Open Interest Represented by Each Category of Trader
8.0 29.3 1.3 56.7 32.0 7.4 17.3 18.4 2.3 1.7 6.0 0.0 5.2 3.4
Number of Traders in Each Category Total Traders: 308
17 23 6 90 43 43 59 47 27 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 20,912
Positions
751 7,219 0 11,112 345 25 1,787 10,787 20 0 422 0 7,217 2,094
Changes from: January 14, 2020 Total Change is: 201
523 230 0 209 0 6 97 14 -1 0 0 0 -633 -48
Percent of Open Interest Represented by Each Category of Trader
3.6 34.5 0.0 53.1 1.6 0.1 8.5 51.6 0.1 0.0 2.0 0.0 34.5 10.0
Number of Traders in Each Category Total Traders: 28
. 4 0 11 . . 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 57,886
Positions
10,517 5,191 5 20,432 3,870 353 16,755 4,048 317 464 250 0 9,043 43,852
Changes from: January 14, 2020 Total Change is: -843
3,014 25 -53 -211 -577 -13 -4,256 -4,491 43 0 0 0 633 4,223
Percent of Open Interest Represented by Each Category of Trader
18.2 9.0 0.0 35.3 6.7 0.6 28.9 7.0 0.5 0.8 0.4 0.0 15.6 75.8
Number of Traders in Each Category Total Traders: 62
13 7 . 16 5 6 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 368,363
Positions
55,940 247,580 262 255,454 68,707 24,583 19,059 11,472 377 3,028 9,324 0 9,660 6,058
Changes from: January 14, 2020 Total Change is: -1,466
1,173 1,040 0 -6,303 2,764 158 4,027 -5,922 -423 -105 -8 0 7 925
Percent of Open Interest Represented by Each Category of Trader
15.2 67.2 0.1 69.3 18.7 6.7 5.2 3.1 0.1 0.8 2.5 0.0 2.6 1.6
Number of Traders in Each Category Total Traders: 180
16 12 . 69 41 35 23 9 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 1,545,708
Positions
84,135 1,066,661 12,255 1,118,915 259,597 99,641 128,888 67,310 6,052 50,477 15,464 2,135 43,210 16,593
Changes from: January 14, 2020 Total Change is: 26,458
3,263 35,484 4,752 2,064 -2,324 2,683 -5,976 -15,769 1,712 15,496 -275 7 2,457 188
Percent of Open Interest Represented by Each Category of Trader
5.4 69.0 0.8 72.4 16.8 6.4 8.3 4.4 0.4 3.3 1.0 0.1 2.8 1.1
Number of Traders in Each Category Total Traders: 443
29 21 9 185 60 78 70 30 16 42 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 83,360
Positions
10,806 57,394 24,341 16,726 0 1,146 26,705 0 218 3,394 0 0 24 261
Changes from: January 14, 2020 Total Change is: 6,365
-1,403 4,018 1,932 407 0 200 5,239 0 15 175 0 0 -200 200
Percent of Open Interest Represented by Each Category of Trader
13.0 68.9 29.2 20.1 0.0 1.4 32.0 0.0 0.3 4.1 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 47
7 15 11 9 0 . 13 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 1,243,612
Positions
2,555 148,497 34,854 520,634 291,124 231,754 87,694 241,578 104,208 81,836 39,299 6,938 173,138 145,359
Changes from: January 14, 2020 Total Change is: 39,946
-4,909 -993 4,905 731 -9,438 11,026 17,373 17,188 13,444 701 70 100 -3,425 3,645
Percent of Open Interest Represented by Each Category of Trader
0.2 11.9 2.8 41.9 23.4 18.6 7.1 19.4 8.4 6.6 3.2 0.6 13.9 11.7
Number of Traders in Each Category Total Traders: 201
7 21 20 58 33 54 32 31 36 11 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 1,246,905
Positions
37,946 130,715 864 732,981 104,295 201,974 34,716 694,754 26,185 51,850 3,677 0 160,389 84,441
Changes from: January 14, 2020 Total Change is: -7,663
-7,956 5,284 829 -10,135 -5,741 3,994 -5,300 -7,067 6,253 5,205 -1,866 0 -553 -9,349
Percent of Open Interest Represented by Each Category of Trader
3.0 10.5 0.1 58.8 8.4 16.2 2.8 55.7 2.1 4.2 0.3 0.0 12.9 6.8
Number of Traders in Each Category Total Traders: 142
5 12 . 67 15 52 10 25 14 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 3,684,452
Positions
98,736 234,264 20,666 1,715,545 925,029 315,676 912,175 1,819,260 114,979 309,038 141,159 7,721 189,914 105,697
Changes from: January 14, 2020 Total Change is: 58,328
6,185 10,180 5,830 -7,406 58,327 4,122 11,636 -42,611 28,794 7,394 -1,998 4,908 -3,134 -9,224
Percent of Open Interest Represented by Each Category of Trader
2.7 6.4 0.6 46.6 25.1 8.6 24.8 49.4 3.1 8.4 3.8 0.2 5.2 2.9
Number of Traders in Each Category Total Traders: 372
25 30 13 124 34 70 68 52 51 25 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 4,550,182
Positions
166,005 238,709 236,849 1,649,704 818,094 927,509 337,291 1,069,453 513,896 187,749 212,938 85,304 445,875 447,429
Changes from: January 14, 2020 Total Change is: 133,822
4,545 -45,958 25,482 10,094 -1,107 53,368 20,182 -19,576 85,358 -84,589 16,152 4,010 15,373 16,094
Percent of Open Interest Represented by Each Category of Trader
3.6 5.2 5.2 36.3 18.0 20.4 7.4 23.5 11.3 4.1 4.7 1.9 9.8 9.8
Number of Traders in Each Category Total Traders: 415
27 34 41 107 72 107 56 70 83 25 24 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 934,210
Positions
91,042 35,576 1,778 335,358 315,129 142,377 174,584 202,438 21,996 49,011 36,353 0 118,064 178,563
Changes from: January 14, 2020 Total Change is: 10,618
5,496 -19,458 -80 1,528 6,424 12 276 10,386 3,986 -2,907 2,753 0 2,307 6,595
Percent of Open Interest Represented by Each Category of Trader
9.7 3.8 0.2 35.9 33.7 15.2 18.7 21.7 2.4 5.2 3.9 0.0 12.6 19.1
Number of Traders in Each Category Total Traders: 113
6 4 . 24 40 40 17 16 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 4,631,211
Positions
56,611 490,335 98,938 2,168,531 866,342 851,541 523,743 1,474,563 291,234 283,238 226,721 23,416 333,959 308,121
Changes from: January 14, 2020 Total Change is: 110,142
11,308 -29,113 17,287 -2,173 41,380 42,333 -4,329 -8,896 38,068 -13,392 557 12,748 8,291 -4,222
Percent of Open Interest Represented by Each Category of Trader
1.2 10.6 2.1 46.8 18.7 18.4 11.3 31.8 6.3 6.1 4.9 0.5 7.2 6.7
Number of Traders in Each Category Total Traders: 332
14 33 25 89 55 79 46 60 57 16 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 1,873,873
Positions
390,441 403,033 440,640 13,868 32,722 31,305 511,620 504,302 394,956 43,576 27,500 4,482 42,985 34,934
Changes from: January 14, 2020 Total Change is: 19,329
-4,623 -24,725 51,405 -1,026 352 4,313 -21,807 -9,379 -2,934 1,467 0 -732 -6,733 1,029
Percent of Open Interest Represented by Each Category of Trader
20.8 21.5 23.5 0.7 1.7 1.7 27.3 26.9 21.1 2.3 1.5 0.2 2.3 1.9
Number of Traders in Each Category Total Traders: 144
36 17 46 4 6 7 40 27 48 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 is19,890,358
Positions
3,109,137 1,450,710 3,910,068 454,497 2,435,629 1,360,089 954,429 381,172 9,236,120 94,170 92,559 127,065 644,784 896,947
Changes from: January 14, 2020 Total Change is: 424,946
170,303 145,083 6,767 7,741 -12,291 48,591 -25,577 15,417 293,662 966 6,215 -52,012 -25,495 -26,485
Percent of Open Interest Represented by Each Category of Trader
15.6 7.3 19.7 2.3 12.2 6.8 4.8 1.9 46.4 0.5 0.5 0.6 3.2 4.5
Number of Traders in Each Category Total Traders: 269
45 33 73 17 19 28 56 52 102 26 19 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 141,412
Positions
4,156 74,658 18,075 16,865 0 6,738 69,586 15,860 23,417 507 564 794 1,274 1,307
Changes from: January 14, 2020 Total Change is: 5,501
-1,664 2,599 108 -435 0 0 9,600 4,964 -2,485 230 72 110 37 134
Percent of Open Interest Represented by Each Category of Trader
2.9 52.8 12.8 11.9 0.0 4.8 49.2 11.2 16.6 0.4 0.4 0.6 0.9 0.9
Number of Traders in Each Category Total Traders: 58
. 16 5 4 0 . 14 18 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 216,868
Positions
12,704 44,124 27,466 10,716 9,480 12,228 107,787 74,104 42,774 100 2,592 2,977 116 1,123
Changes from: January 14, 2020 Total Change is: -826
-5,463 -4,166 2,706 1,133 269 -863 437 -305 142 -12 1,255 1,061 33 -925
Percent of Open Interest Represented by Each Category of Trader
5.9 20.3 12.7 4.9 4.4 5.6 49.7 34.2 19.7 0.0 1.2 1.4 0.1 0.5
Number of Traders in Each Category Total Traders: 87
4 26 13 . 6 . 17 29 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 87,457
Positions
838 37,498 0 892 3,423 38 18,809 9,672 33,325 33,519 1,108 0 36 2,393
Changes from: January 14, 2020 Total Change is: 7,205
0 4,617 0 0 117 -125 6,789 1,192 632 -70 64 0 -21 708
Percent of Open Interest Represented by Each Category of Trader
1.0 42.9 0.0 1.0 3.9 0.0 21.5 11.1 38.1 38.3 1.3 0.0 0.0 2.7
Number of Traders in Each Category Total Traders: 32
. 5 0 . 9 . 4 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 25,200
Positions
138 9,427 0 476 549 115 13,747 2,822 10,723 0 0 0 1 1,564
Changes from: January 14, 2020 Total Change is: 2,593
1 659 0 0 11 0 1,338 433 1,253 0 0 0 1 237
Percent of Open Interest Represented by Each Category of Trader
0.5 37.4 0.0 1.9 2.2 0.5 54.6 11.2 42.6 0.0 0.0 0.0 0.0 6.2
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 50 16,080 0 106 0 170 12,672 14,847 3,810 2,586 246 25 90
Changes from: January 14, 2020 Total Change is: 129
0 0 0 0 0 0 170 185 -51 0 0 0 10 -5
Percent of Open Interest Represented by Each Category of Trader
24.6 0.1 34.4 0.0 0.2 0.0 0.4 27.1 31.8 8.2 5.5 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 5,213
Positions
66 46 0 185 445 0 2,291 3,027 350 437 873 65 1,819 408
Changes from: January 14, 2020 Total Change is: -223
0 0 0 -87 145 0 -395 -312 104 95 -170 32 28 -22
Percent of Open Interest Represented by Each Category of Trader
1.3 0.9 0.0 3.5 8.5 0.0 44.0 58.1 6.7 8.4 16.7 1.2 34.9 7.8
Number of Traders in Each Category Total Traders: 57
. . 0 . . 0 22 11 10 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 35,887
Positions
380 18,147 0 10,320 3,317 691 18,167 8,560 2,371 964 860 0 2,995 1,941
Changes from: January 14, 2020 Total Change is: -309
0 54 0 1,215 -132 25 -1,694 374 43 -20 -155 0 122 -518
Percent of Open Interest Represented by Each Category of Trader
1.1 50.6 0.0 28.8 9.2 1.9 50.6 23.9 6.6 2.7 2.4 0.0 8.3 5.4
Number of Traders in Each Category Total Traders: 93
. . 0 14 6 4 27 18 9 14 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 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 478,868
Positions
87,569 19,065 23,343 115,668 136,885 25,189 68,270 122,731 98,883 13,498 3,398 19,696 26,752 29,678
Changes from: January 14, 2020 Total Change is: 9,028
2,989 5,189 188 -2,517 7,618 4,285 4,294 -7,030 2,561 1,683 378 -3,836 -619 -325
Percent of Open Interest Represented by Each Category of Trader
18.3 4.0 4.9 24.2 28.6 5.3 14.3 25.6 20.6 2.8 0.7 4.1 5.6 6.2
Number of Traders in Each Category Total Traders: 222
16 12 19 15 40 28 39 65 57 12 11 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 21, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,779
Positions
5,334 701 299 8,456 2,697 586 883 12,332 100 848 40 0 273 24
Changes from: January 14, 2020 Total Change is: -936
130 19 -129 -1,566 0 150 431 -966 0 11 -10 0 37 0
Percent of Open Interest Represented by Each Category of Trader
31.8 4.2 1.8 50.4 16.1 3.5 5.3 73.5 0.6 5.1 0.2 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 40
. . . 10 4 . . 6 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 24, 2020