Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 198,606
Positions
13,444 94,929 4,111 61,700 26,180 3,773 50,823 33,255 11,383 12,993 1,672 275 40,104 23,027
Changes from: January 21, 2020 Total Change is: -1,015
6,957 -9,555 355 -3,586 4,825 127 3,851 684 1,171 -5,266 0 71 -4,694 1,307
Percent of Open Interest Represented by Each Category of Trader
6.8 47.8 2.1 31.1 13.2 1.9 25.6 16.7 5.7 6.5 0.8 0.1 20.2 11.6
Number of Traders in Each Category Total Traders: 115
5 10 5 26 12 12 25 22 14 12 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 54,497
Positions
13,046 13,496 502 5,337 10,267 575 18,329 4,665 1,570 923 2,173 0 14,215 21,248
Changes from: January 21, 2020 Total Change is: 1,594
706 169 -8 915 532 19 928 -2,870 56 92 693 0 -1,114 3,002
Percent of Open Interest Represented by Each Category of Trader
23.9 24.8 0.9 9.8 18.8 1.1 33.6 8.6 2.9 1.7 4.0 0.0 26.1 39.0
Number of Traders in Each Category Total Traders: 50
4 8 . 5 11 . 11 7 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 223,421
Positions
17,615 40,795 5,638 75,877 67,797 10,269 51,705 42,994 16,654 12,133 8,933 160 33,371 30,181
Changes from: January 21, 2020 Total Change is: 6,788
6,206 -4,610 586 -293 -103 2,600 -1,451 4,224 -32 1,492 463 -22 -2,299 3,681
Percent of Open Interest Represented by Each Category of Trader
7.9 18.3 2.5 34.0 30.3 4.6 23.1 19.2 7.5 5.4 4.0 0.1 14.9 13.5
Number of Traders in Each Category Total Traders: 130
7 7 7 24 26 16 27 28 17 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 211,737
Positions
73,673 19,364 5,624 35,708 60,801 15,133 32,521 48,761 17,914 2,303 4,282 561 28,300 39,296
Changes from: January 21, 2020 Total Change is: -15,630
-7,497 -1,261 994 -1,155 -712 1,178 -4,268 -14,752 379 260 -50 266 -5,788 -1,671
Percent of Open Interest Represented by Each Category of Trader
34.8 9.1 2.7 16.9 28.7 7.1 15.4 23.0 8.5 1.1 2.0 0.3 13.4 18.6
Number of Traders in Each Category Total Traders: 133
6 6 7 19 31 15 24 37 23 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 655,157
Positions
31,307 159,864 11,374 358,122 171,023 36,371 44,829 164,221 39,524 32,204 12,201 2,078 99,349 58,502
Changes from: January 21, 2020 Total Change is: 27,264
4,137 -8,710 -1,668 5,815 17,018 4,203 8,961 15,589 5,081 5,064 -311 -4,480 152 542
Percent of Open Interest Represented by Each Category of Trader
4.8 24.4 1.7 54.7 26.1 5.6 6.8 25.1 6.0 4.9 1.9 0.3 15.2 8.9
Number of Traders in Each Category Total Traders: 316
15 14 15 89 47 43 39 58 34 32 22 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 23,569
Positions
0 3,921 0 8,060 6,155 2,628 859 3,993 0 0 0 0 12,022 6,872
Changes from: January 21, 2020 Total Change is: 421
0 80 0 57 1,074 -134 0 -834 0 0 0 0 498 235
Percent of Open Interest Represented by Each Category of Trader
0.0 16.6 0.0 34.2 26.1 11.2 3.6 16.9 0.0 0.0 0.0 0.0 51.0 29.2
Number of Traders in Each Category Total Traders: 23
0 . 0 10 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,127
Positions
4,561 4,008 606 5,877 13,549 2,113 3,715 586 0 0 0 0 8,255 4,265
Changes from: January 21, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.2 16.0 2.4 23.4 53.9 8.4 14.8 2.3 0.0 0.0 0.0 0.0 32.9 17.0
Number of Traders in Each Category Total Traders: 22
. . . 4 9 9 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 174,368
Positions
47,457 14,718 5,343 20,249 61,681 5,110 41,010 28,481 11,772 8,991 10,908 166 34,270 36,190
Changes from: January 21, 2020 Total Change is: 22,691
13,228 -1,705 1,112 -3,362 17,983 1,000 4,443 -5,924 3,543 -367 514 61 3,034 6,107
Percent of Open Interest Represented by Each Category of Trader
27.2 8.4 3.1 11.6 35.4 2.9 23.5 16.3 6.8 5.2 6.3 0.1 19.7 20.8
Number of Traders in Each Category Total Traders: 99
7 6 7 12 24 11 20 20 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 53,747
Positions
0 45,063 102 40,939 355 41 8,418 6,423 10 2,479 156 0 1,758 1,597
Changes from: January 21, 2020 Total Change is: -3,388
0 -215 45 -2,680 355 0 -878 -3,602 0 274 0 0 -149 29
Percent of Open Interest Represented by Each Category of Trader
0.0 83.8 0.2 76.2 0.7 0.1 15.7 12.0 0.0 4.6 0.3 0.0 3.3 3.0
Number of Traders in Each Category Total Traders: 48
0 6 . 14 . . 15 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 306,213
Positions
3,107 219,480 954 161,189 4,661 2,268 115,913 54,578 3,280 11,266 16,957 0 8,236 4,035
Changes from: January 21, 2020 Total Change is: 5,852
2,388 10,276 66 12,854 -4,406 -1,706 -88 -231 1,699 -9,309 -89 0 -52 244
Percent of Open Interest Represented by Each Category of Trader
1.0 71.7 0.3 52.6 1.5 0.7 37.9 17.8 1.1 3.7 5.5 0.0 2.7 1.3
Number of Traders in Each Category Total Traders: 186
. 11 . 34 10 4 67 31 13 13 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 51,247
Positions
22,095 1,990 0 4,474 29,285 0 10,412 9,129 7,307 4,118 1,128 108 2,733 2,300
Changes from: January 21, 2020 Total Change is: 10,393
21 -114 -34 -1,063 5,568 0 6,633 948 2,907 1,789 68 108 32 942
Percent of Open Interest Represented by Each Category of Trader
43.1 3.9 0.0 8.7 57.1 0.0 20.3 17.8 14.3 8.0 2.2 0.2 5.3 4.5
Number of Traders in Each Category Total Traders: 64
. . 0 8 9 0 12 17 6 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 47,084
Positions
10,050 9,017 61 13,513 12,354 393 14,142 17,744 874 4,155 1,561 89 3,807 4,991
Changes from: January 21, 2020 Total Change is: -1,637
-275 -122 15 -16 -54 100 -1,162 -926 -223 218 -658 -201 -92 432
Percent of Open Interest Represented by Each Category of Trader
21.3 19.2 0.1 28.7 26.2 0.8 30.0 37.7 1.9 8.8 3.3 0.2 8.1 10.6
Number of Traders in Each Category Total Traders: 92
6 5 . 15 10 . 22 21 7 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 18,019
Positions
832 8,035 66 14,350 2,121 0 1,273 6,266 70 0 0 0 1,428 1,461
Changes from: January 21, 2020 Total Change is: -30
0 -29 29 -89 -501 0 68 777 9 0 -293 0 -47 -22
Percent of Open Interest Represented by Each Category of Trader
4.6 44.6 0.4 79.6 11.8 0.0 7.1 34.8 0.4 0.0 0.0 0.0 7.9 8.1
Number of Traders in Each Category Total Traders: 28
. . . 6 4 0 5 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 52,685
Positions
11,668 31,440 666 17,959 2,365 1,053 9,485 5,072 2,483 436 1,167 0 8,935 8,440
Changes from: January 21, 2020 Total Change is: 521
-586 937 3 1,080 170 154 -835 -959 998 59 -26 0 -352 -758
Percent of Open Interest Represented by Each Category of Trader
22.1 59.7 1.3 34.1 4.5 2.0 18.0 9.6 4.7 0.8 2.2 0.0 17.0 16.0
Number of Traders in Each Category Total Traders: 100
8 20 . 18 4 5 27 16 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 105,370
Positions
23,336 62,879 1,332 35,918 4,730 2,106 18,970 10,144 4,966 871 2,333 0 17,871 16,879
Changes from: January 21, 2020 Total Change is: 1,041
-1,172 1,875 6 2,159 340 308 -1,670 -1,917 1,997 117 -51 0 -704 -1,516
Percent of Open Interest Represented by Each Category of Trader
22.1 59.7 1.3 34.1 4.5 2.0 18.0 9.6 4.7 0.8 2.2 0.0 17.0 16.0
Number of Traders in Each Category Total Traders: 100
8 20 . 18 4 5 27 16 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 38,864
Positions
200 32,658 0 35,222 780 165 1,062 3,600 0 0 464 0 2,215 1,197
Changes from: January 21, 2020 Total Change is: 2,321
0 2,346 0 2,373 0 20 -168 70 0 0 0 0 96 -115
Percent of Open Interest Represented by Each Category of Trader
0.5 84.0 0.0 90.6 2.0 0.4 2.7 9.3 0.0 0.0 1.2 0.0 5.7 3.1
Number of Traders in Each Category Total Traders: 26
. 6 0 13 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 787,479
Positions
35,751 187,082 51,716 311,647 101,994 53,047 52,290 95,499 167,244 21,964 40,731 5,800 88,020 84,365
Changes from: January 21, 2020 Total Change is: 45
-2,237 4,006 5,266 -8,773 1,821 1,459 315 -6,462 2,240 1,025 -13,157 1,339 -589 3,533
Percent of Open Interest Represented by Each Category of Trader
4.5 23.8 6.6 39.6 13.0 6.7 6.6 12.1 21.2 2.8 5.2 0.7 11.2 10.7
Number of Traders in Each Category Total Traders: 633
31 42 49 169 87 127 83 107 110 59 55 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 65,765
Positions
15,142 15,886 1,305 1,017 4,128 2,008 7,106 4,179 17,395 34 7 414 21,343 20,443
Changes from: January 21, 2020 Total Change is: 217
1,440 186 585 0 120 -1,325 323 399 726 6 -22 111 -1,650 -563
Percent of Open Interest Represented by Each Category of Trader
23.0 24.2 2.0 1.5 6.3 3.1 10.8 6.4 26.5 0.1 0.0 0.6 32.5 31.1
Number of Traders in Each Category Total Traders: 47
7 9 8 . . . 8 14 18 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 15,015
Positions
9,428 11,316 0 1,993 2,092 146 765 547 0 0 0 0 2,683 914
Changes from: January 21, 2020 Total Change is: -1,596
-1,064 192 0 -192 -310 -103 -357 115 0 0 0 0 120 -1,490
Percent of Open Interest Represented by Each Category of Trader
62.8 75.4 0.0 13.3 13.9 1.0 5.1 3.6 0.0 0.0 0.0 0.0 17.9 6.1
Number of Traders in Each Category Total Traders: 21
5 6 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,608,568
Positions
188,258 941,195 166,845 1,553,149 489,332 255,194 262,575 493,261 712,586 109,653 203,624 26,923 333,385 319,608
Changes from: January 21, 2020 Total Change is: -860
2,389 39,874 2,631 -45,749 6,625 15,802 -1,106 -35,370 8,636 5,097 -65,671 6,136 5,305 20,478
Percent of Open Interest Represented by Each Category of Trader
5.2 26.1 4.6 43.0 13.6 7.1 7.3 13.7 19.7 3.0 5.6 0.7 9.2 8.9
Number of Traders in Each Category Total Traders: 622
32 40 46 169 85 126 82 103 104 55 56 61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,254
Positions
17,763 17,342 0 7,564 0 982 776 8,351 0 0 332 0 3,169 3,247
Changes from: January 21, 2020 Total Change is: 1,273
1,114 806 0 81 0 0 314 486 0 0 0 0 -236 -19
Percent of Open Interest Represented by Each Category of Trader
58.7 57.3 0.0 25.0 0.0 3.2 2.6 27.6 0.0 0.0 1.1 0.0 10.5 10.7
Number of Traders in Each Category Total Traders: 26
5 8 0 5 0 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 10,991
Positions
4,229 6,370 1 4,626 1,611 109 236 2,393 1 0 0 0 1,789 506
Changes from: January 21, 2020 Total Change is: 1,460
948 1,739 0 835 -70 0 -77 0 0 0 0 0 -246 -209
Percent of Open Interest Represented by Each Category of Trader
38.5 58.0 0.0 42.1 14.7 1.0 2.1 21.8 0.0 0.0 0.0 0.0 16.3 4.6
Number of Traders in Each Category Total Traders: 23
6 5 . 4 5 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 13,416
Positions
2,191 8,908 0 6,035 1,010 946 547 1,480 0 616 0 0 3,081 1,072
Changes from: January 21, 2020 Total Change is: 174
-1,154 487 0 1,195 11 -11 0 -193 0 616 0 0 -472 -120
Percent of Open Interest Represented by Each Category of Trader
16.3 66.4 0.0 45.0 7.5 7.1 4.1 11.0 0.0 4.6 0.0 0.0 23.0 8.0
Number of Traders in Each Category Total Traders: 27
4 8 0 8 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 76,890
Positions
5,134 34,039 134 53,271 32,513 2,204 3,573 2,996 789 0 791 0 11,785 3,424
Changes from: January 21, 2020 Total Change is: -1,700
293 726 1 -3,177 -57 37 187 -1,914 487 -205 -1,644 0 677 664
Percent of Open Interest Represented by Each Category of Trader
6.7 44.3 0.2 69.3 42.3 2.9 4.6 3.9 1.0 0.0 1.0 0.0 15.3 4.5
Number of Traders in Each Category Total Traders: 80
4 10 . 33 18 13 9 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 47,064
Positions
4,823 9,404 423 15,528 8,130 1,615 9,957 10,656 5,140 1,219 1,776 163 8,195 9,757
Changes from: January 21, 2020 Total Change is: -1,112
-424 128 176 54 -689 -92 -2,042 -1,408 510 265 -196 13 429 445
Percent of Open Interest Represented by Each Category of Trader
10.2 20.0 0.9 33.0 17.3 3.4 21.2 22.6 10.9 2.6 3.8 0.3 17.4 20.7
Number of Traders in Each Category Total Traders: 271
19 22 7 65 37 30 49 47 21 16 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 235,320
Positions
24,116 47,021 2,113 77,638 40,650 8,076 49,787 53,279 25,702 6,096 8,878 815 40,977 48,786
Changes from: January 21, 2020 Total Change is: -5,561
-2,122 642 879 270 -3,445 -461 -10,209 -7,038 2,551 1,326 -978 64 2,143 2,226
Percent of Open Interest Represented by Each Category of Trader
10.2 20.0 0.9 33.0 17.3 3.4 21.2 22.6 10.9 2.6 3.8 0.3 17.4 20.7
Number of Traders in Each Category Total Traders: 271
19 22 7 65 37 30 49 47 21 16 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 507,440
Positions
42,013 150,048 6,610 288,635 165,417 39,148 82,087 84,722 14,367 8,759 31,183 17 25,804 15,927
Changes from: January 21, 2020 Total Change is: -3,561
994 491 28 -1,313 2,069 1,331 -6,412 -9,151 2,698 -157 390 4 -734 -1,421
Percent of Open Interest Represented by Each Category of Trader
8.3 29.6 1.3 56.9 32.6 7.7 16.2 16.7 2.8 1.7 6.1 0.0 5.1 3.1
Number of Traders in Each Category Total Traders: 309
17 22 6 93 47 45 53 47 32 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 20,981
Positions
1,380 6,989 0 11,483 157 104 2,110 8,985 35 0 1,432 0 5,869 3,279
Changes from: January 21, 2020 Total Change is: 69
629 -230 0 371 -188 79 323 -1,802 15 0 1,010 0 -1,348 1,185
Percent of Open Interest Represented by Each Category of Trader
6.6 33.3 0.0 54.7 0.7 0.5 10.1 42.8 0.2 0.0 6.8 0.0 28.0 15.6
Number of Traders in Each Category Total Traders: 32
. . 0 12 . . 6 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 57,655
Positions
11,373 4,849 0 17,895 3,395 1,043 17,108 7,352 297 1,646 250 0 8,293 40,469
Changes from: January 21, 2020 Total Change is: -231
856 -342 -5 -2,537 -475 690 353 3,304 -20 1,182 0 0 -750 -3,383
Percent of Open Interest Represented by Each Category of Trader
19.7 8.4 0.0 31.0 5.9 1.8 29.7 12.8 0.5 2.9 0.4 0.0 14.4 70.2
Number of Traders in Each Category Total Traders: 76
17 7 0 16 6 6 13 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 378,236
Positions
58,678 251,990 262 258,289 69,518 26,990 20,710 12,554 569 3,086 10,820 0 9,652 5,533
Changes from: January 21, 2020 Total Change is: 9,873
2,738 4,410 0 2,835 811 2,407 1,651 1,082 192 58 1,496 0 -8 -525
Percent of Open Interest Represented by Each Category of Trader
15.5 66.6 0.1 68.3 18.4 7.1 5.5 3.3 0.2 0.8 2.9 0.0 2.6 1.5
Number of Traders in Each Category Total Traders: 181
15 12 . 72 36 36 25 11 8 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,565,960
Positions
115,165 1,094,864 8,823 1,110,865 269,562 109,892 127,090 47,234 4,315 50,117 15,973 2,162 37,531 13,135
Changes from: January 21, 2020 Total Change is: 20,252
31,030 28,203 -3,432 -8,050 9,965 10,251 -1,798 -20,076 -1,737 -360 509 27 -5,679 -3,458
Percent of Open Interest Represented by Each Category of Trader
7.4 69.9 0.6 70.9 17.2 7.0 8.1 3.0 0.3 3.2 1.0 0.1 2.4 0.8
Number of Traders in Each Category Total Traders: 440
27 22 10 180 65 76 76 22 18 40 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 88,271
Positions
11,002 63,858 23,130 19,250 0 1,086 29,604 0 136 4,039 0 0 24 61
Changes from: January 21, 2020 Total Change is: 4,911
196 6,464 -1,211 2,524 0 -60 2,899 0 -82 645 0 0 0 -200
Percent of Open Interest Represented by Each Category of Trader
12.5 72.3 26.2 21.8 0.0 1.2 33.5 0.0 0.2 4.6 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 50
6 16 12 10 0 . 13 0 . 5 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,323,840
Positions
4,521 161,061 59,329 505,255 288,660 259,266 80,405 231,469 133,448 85,921 36,163 8,213 187,483 146,232
Changes from: January 21, 2020 Total Change is: 80,228
1,966 12,563 24,475 -15,379 -2,464 27,512 -7,289 -10,109 29,239 4,085 -3,136 1,274 14,345 873
Percent of Open Interest Represented by Each Category of Trader
0.3 12.2 4.5 38.2 21.8 19.6 6.1 17.5 10.1 6.5 2.7 0.6 14.2 11.0
Number of Traders in Each Category Total Traders: 200
8 18 20 61 33 57 33 28 39 13 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,222,318
Positions
42,263 125,736 246 691,402 104,847 199,721 48,195 663,897 22,139 52,319 1,820 0 166,033 103,912
Changes from: January 21, 2020 Total Change is: -24,587
4,317 -4,979 -618 -41,579 552 -2,253 13,479 -30,857 -4,046 469 -1,857 0 5,643 19,471
Percent of Open Interest Represented by Each Category of Trader
3.5 10.3 0.0 56.6 8.6 16.3 3.9 54.3 1.8 4.3 0.1 0.0 13.6 8.5
Number of Traders in Each Category Total Traders: 145
7 11 . 71 14 54 9 26 11 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,739,988
Positions
69,724 218,336 40,992 1,672,594 892,710 319,129 914,223 1,859,042 161,370 359,035 144,068 6,184 196,737 98,156
Changes from: January 21, 2020 Total Change is: 55,536
-29,012 -15,928 20,326 -42,952 -32,319 3,453 2,048 39,783 46,391 49,997 2,909 -1,537 6,822 -7,541
Percent of Open Interest Represented by Each Category of Trader
1.9 5.8 1.1 44.7 23.9 8.5 24.4 49.7 4.3 9.6 3.9 0.2 5.3 2.6
Number of Traders in Each Category Total Traders: 370
23 32 13 126 32 67 65 53 52 26 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,739,920
Positions
168,089 278,946 292,824 1,685,078 819,952 931,987 400,999 1,097,559 554,236 190,354 236,923 50,656 465,698 476,837
Changes from: January 21, 2020 Total Change is: 189,738
2,084 40,237 55,975 35,374 1,858 4,478 63,708 28,106 40,340 2,604 23,985 -34,648 19,823 29,408
Percent of Open Interest Represented by Each Category of Trader
3.5 5.9 6.2 35.6 17.3 19.7 8.5 23.2 11.7 4.0 5.0 1.1 9.8 10.1
Number of Traders in Each Category Total Traders: 414
27 32 42 107 72 108 65 67 80 24 20 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 922,599
Positions
95,028 33,003 4,688 342,219 302,442 142,562 144,330 199,155 22,029 52,143 37,162 0 119,600 181,558
Changes from: January 21, 2020 Total Change is: -11,611
3,986 -2,573 2,910 6,861 -12,687 185 -30,254 -3,283 33 3,132 809 0 1,536 2,995
Percent of Open Interest Represented by Each Category of Trader
10.3 3.6 0.5 37.1 32.8 15.5 15.6 21.6 2.4 5.7 4.0 0.0 13.0 19.7
Number of Traders in Each Category Total Traders: 113
5 4 . 25 38 38 16 18 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,786,007
Positions
93,429 548,727 146,114 2,186,453 862,414 804,966 590,911 1,533,222 329,069 274,065 229,948 12,255 348,745 319,292
Changes from: January 21, 2020 Total Change is: 154,796
36,817 58,392 47,176 17,922 -3,928 -46,574 67,168 58,659 37,836 -9,173 3,227 -11,161 14,786 11,171
Percent of Open Interest Represented by Each Category of Trader
2.0 11.5 3.1 45.7 18.0 16.8 12.3 32.0 6.9 5.7 4.8 0.3 7.3 6.7
Number of Traders in Each Category Total Traders: 324
13 30 23 88 53 78 51 54 58 19 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,993,162
Positions
421,583 396,964 483,142 4,183 37,519 30,807 538,685 547,879 416,607 42,998 28,785 10,799 44,358 40,659
Changes from: January 21, 2020 Total Change is: 119,289
31,142 -6,069 42,502 -9,685 4,797 -498 27,065 43,578 21,652 -578 1,285 6,317 1,373 5,726
Percent of Open Interest Represented by Each Category of Trader
21.2 19.9 24.2 0.2 1.9 1.5 27.0 27.5 20.9 2.2 1.4 0.5 2.2 2.0
Number of Traders in Each Category Total Traders: 149
35 18 45 . 6 6 43 28 49 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is20,691,283
Positions
2,973,333 1,635,889 4,006,174 609,776 2,388,441 1,358,679 1,138,313 524,136 9,680,682 81,521 86,842 131,647 711,158 878,792
Changes from: January 21, 2020 Total Change is: 800,925
-135,804 185,179 96,106 155,279 -47,187 -1,409 183,884 142,964 444,563 -12,649 -5,717 4,582 66,373 -18,155
Percent of Open Interest Represented by Each Category of Trader
14.4 7.9 19.4 2.9 11.5 6.6 5.5 2.5 46.8 0.4 0.4 0.6 3.4 4.2
Number of Traders in Each Category Total Traders: 275
43 35 73 20 17 29 63 49 104 27 17 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 154,537
Positions
3,797 84,591 18,813 16,672 0 6,738 81,164 16,837 23,874 498 584 1,757 1,224 1,343
Changes from: January 21, 2020 Total Change is: 13,125
-359 9,933 738 -193 0 0 11,578 977 457 -9 20 963 -50 37
Percent of Open Interest Represented by Each Category of Trader
2.5 54.7 12.2 10.8 0.0 4.4 52.5 10.9 15.4 0.3 0.4 1.1 0.8 0.9
Number of Traders in Each Category Total Traders: 59
. 15 5 4 0 . 17 17 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 239,246
Positions
2,591 50,862 40,254 13,235 10,661 9,823 123,986 78,113 45,804 990 60 2,508 55 1,161
Changes from: January 21, 2020 Total Change is: 22,378
-10,113 6,738 12,788 2,519 1,181 -2,405 16,199 4,009 3,030 890 -2,532 -469 -61 38
Percent of Open Interest Represented by Each Category of Trader
1.1 21.3 16.8 5.5 4.5 4.1 51.8 32.6 19.1 0.4 0.0 1.0 0.0 0.5
Number of Traders in Each Category Total Traders: 88
. 29 12 . 7 . 19 27 28 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 89,420
Positions
838 37,935 0 892 3,441 37 20,586 10,605 33,904 33,119 1,162 0 44 2,336
Changes from: January 21, 2020 Total Change is: 1,963
0 437 0 0 18 -1 1,777 933 579 -400 54 0 8 -57
Percent of Open Interest Represented by Each Category of Trader
0.9 42.4 0.0 1.0 3.8 0.0 23.0 11.9 37.9 37.0 1.3 0.0 0.0 2.6
Number of Traders in Each Category Total Traders: 31
. 4 0 . 9 . . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 26,041
Positions
116 9,365 0 476 549 115 13,618 2,754 11,701 0 0 0 15 1,557
Changes from: January 21, 2020 Total Change is: 841
-22 -62 0 0 0 0 -129 -68 978 0 0 0 14 -7
Percent of Open Interest Represented by Each Category of Trader
0.4 36.0 0.0 1.8 2.1 0.4 52.3 10.6 44.9 0.0 0.0 0.0 0.1 6.0
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 44,674
Positions
11,499 0 16,080 0 111 0 227 12,774 12,787 3,810 2,586 246 25 90
Changes from: January 21, 2020 Total Change is: -2,003
0 -50 0 0 5 0 57 102 -2,060 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
25.7 0.0 36.0 0.0 0.2 0.0 0.5 28.6 28.6 8.5 5.8 0.6 0.1 0.2
Number of Traders in Each Category Total Traders: 22
. 0 . 0 . 0 . 8 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 5,016
Positions
66 46 0 391 438 0 1,743 2,909 298 418 778 104 1,996 443
Changes from: January 21, 2020 Total Change is: -197
0 0 0 206 -7 0 -548 -118 -52 -19 -94 39 177 35
Percent of Open Interest Represented by Each Category of Trader
1.3 0.9 0.0 7.8 8.7 0.0 34.7 58.0 5.9 8.3 15.5 2.1 39.8 8.8
Number of Traders in Each Category Total Traders: 55
. . 0 4 . 0 20 10 10 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 36,008
Positions
380 18,093 0 15,432 2,378 717 12,803 10,049 2,338 1,104 810 47 3,187 1,577
Changes from: January 21, 2020 Total Change is: 121
0 -54 0 5,112 -939 26 -5,364 1,489 -33 140 -50 47 193 -365
Percent of Open Interest Represented by Each Category of Trader
1.1 50.2 0.0 42.9 6.6 2.0 35.6 27.9 6.5 3.1 2.2 0.1 8.9 4.4
Number of Traders in Each Category Total Traders: 94
. . 0 16 4 4 33 13 8 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 433,719
Positions
93,726 21,635 17,536 116,439 122,213 23,235 46,171 117,326 81,004 12,403 2,292 17,604 25,601 30,874
Changes from: January 21, 2020 Total Change is: -45,149
6,157 2,570 -5,807 771 -14,672 -1,954 -22,099 -5,405 -17,879 -1,095 -1,106 -2,092 -1,151 1,196
Percent of Open Interest Represented by Each Category of Trader
21.6 5.0 4.0 26.8 28.2 5.4 10.6 27.1 18.7 2.9 0.5 4.1 5.9 7.1
Number of Traders in Each Category Total Traders: 210
14 16 21 18 35 23 40 53 60 10 12 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 16,237
Positions
5,334 711 289 7,711 3,684 586 929 10,758 100 970 30 0 318 79
Changes from: January 21, 2020 Total Change is: -542
0 10 -10 -745 987 0 46 -1,574 0 122 -10 0 45 55
Percent of Open Interest Represented by Each Category of Trader
32.9 4.4 1.8 47.5 22.7 3.6 5.7 66.3 0.6 6.0 0.2 0.0 2.0 0.5
Number of Traders in Each Category Total Traders: 41
. . . 9 5 . . 6 . 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 31, 2020