Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 177,163
Positions
13,808 49,913 2,859 38,199 40,651 5,609 56,103 38,436 9,156 11,737 1,252 209 39,483 29,079
Changes from: February 4, 2020 Total Change is: -12,244
317 -27,665 -1,718 -6,569 9,729 363 2,500 3,468 -1,815 -382 0 -496 -4,446 5,888
Percent of Open Interest Represented by Each Category of Trader
7.8 28.2 1.6 21.6 22.9 3.2 31.7 21.7 5.2 6.6 0.7 0.1 22.3 16.4
Number of Traders in Each Category Total Traders: 112
6 9 7 19 15 13 29 23 14 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 54,153
Positions
10,506 11,262 766 5,836 13,155 563 21,412 6,209 1,241 1,091 868 0 12,739 20,090
Changes from: February 4, 2020 Total Change is: 1,551
635 -2,371 200 -215 2,952 18 1,553 1,286 -106 30 -2,075 0 -564 1,646
Percent of Open Interest Represented by Each Category of Trader
19.4 20.8 1.4 10.8 24.3 1.0 39.5 11.5 2.3 2.0 1.6 0.0 23.5 37.1
Number of Traders in Each Category Total Traders: 55
4 7 . 6 13 . 13 9 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 231,911
Positions
17,231 46,613 7,260 68,873 66,874 10,298 62,586 43,773 19,682 13,291 9,264 0 32,689 28,147
Changes from: February 4, 2020 Total Change is: 4,246
-3,255 3,150 2,215 -3,727 941 -230 6,703 -3,347 1,101 1,409 60 -335 365 690
Percent of Open Interest Represented by Each Category of Trader
7.4 20.1 3.1 29.7 28.8 4.4 27.0 18.9 8.5 5.7 4.0 0.0 14.1 12.1
Number of Traders in Each Category Total Traders: 130
7 9 7 24 23 16 28 28 21 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 220,112
Positions
74,319 23,763 6,766 41,286 70,055 13,652 36,197 43,246 18,125 2,173 3,559 149 27,445 40,798
Changes from: February 4, 2020 Total Change is: 1,017
6,594 -1,192 479 2,144 7,796 -1,766 -4,605 -4,384 -881 -623 -1,136 -221 -105 2,321
Percent of Open Interest Represented by Each Category of Trader
33.8 10.8 3.1 18.8 31.8 6.2 16.4 19.6 8.2 1.0 1.6 0.1 12.5 18.5
Number of Traders in Each Category Total Traders: 132
8 6 7 19 30 14 23 36 23 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 672,682
Positions
28,118 146,901 14,602 380,551 168,458 37,721 37,897 181,333 42,375 32,777 14,538 1,363 97,279 65,392
Changes from: February 4, 2020 Total Change is: 21,006
-2,851 -1,876 3,823 16,117 -2,660 1,064 2,711 11,589 3,350 -713 1,246 -459 -2,036 4,929
Percent of Open Interest Represented by Each Category of Trader
4.2 21.8 2.2 56.6 25.0 5.6 5.6 27.0 6.3 4.9 2.2 0.2 14.5 9.7
Number of Traders in Each Category Total Traders: 310
14 14 15 85 44 44 40 59 33 29 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 23,488
Positions
0 4,047 0 7,757 6,179 2,488 856 3,819 0 0 0 0 12,387 6,955
Changes from: February 4, 2020 Total Change is: -353
0 -2 0 -279 88 -173 -3 -246 0 0 0 0 102 -20
Percent of Open Interest Represented by Each Category of Trader
0.0 17.2 0.0 33.0 26.3 10.6 3.6 16.3 0.0 0.0 0.0 0.0 52.7 29.6
Number of Traders in Each Category Total Traders: 22
0 . 0 9 7 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 195,734
Positions
72,630 11,402 5,721 19,823 77,071 5,455 44,504 33,822 13,997 1,627 10,734 308 31,668 37,223
Changes from: February 4, 2020 Total Change is: -4,631
-3,058 867 376 -12 1,107 -97 -382 -7,020 613 -104 512 -61 -1,906 -929
Percent of Open Interest Represented by Each Category of Trader
37.1 5.8 2.9 10.1 39.4 2.8 22.7 17.3 7.2 0.8 5.5 0.2 16.2 19.0
Number of Traders in Each Category Total Traders: 112
6 4 5 13 25 11 25 29 18 . 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 53,196
Positions
440 44,971 85 30,640 427 41 12,928 3,629 2,864 4,024 156 0 2,174 1,023
Changes from: February 4, 2020 Total Change is: 2,494
53 9 -9 -2,065 -87 0 512 155 2,815 1,123 0 0 65 -389
Percent of Open Interest Represented by Each Category of Trader
0.8 84.5 0.2 57.6 0.8 0.1 24.3 6.8 5.4 7.6 0.3 0.0 4.1 1.9
Number of Traders in Each Category Total Traders: 50
. 5 . 12 . . 20 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 303,074
Positions
2,982 220,516 1,114 156,767 5,823 627 124,825 50,019 4,384 4,180 16,878 0 8,195 3,713
Changes from: February 4, 2020 Total Change is: -6,234
137 789 131 707 2,245 -2,223 334 -8,980 1,185 -6,455 275 0 -50 345
Percent of Open Interest Represented by Each Category of Trader
1.0 72.8 0.4 51.7 1.9 0.2 41.2 16.5 1.4 1.4 5.6 0.0 2.7 1.2
Number of Traders in Each Category Total Traders: 188
. 11 . 36 10 4 65 33 14 15 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 49,331
Positions
20,492 1,842 0 3,381 32,046 196 20,292 10,831 563 1,935 1,359 104 2,368 2,390
Changes from: February 4, 2020 Total Change is: 2,928
-580 -29 0 -10 1,819 196 4,943 424 54 -1,512 96 0 -163 368
Percent of Open Interest Represented by Each Category of Trader
41.5 3.7 0.0 6.9 65.0 0.4 41.1 22.0 1.1 3.9 2.8 0.2 4.8 4.8
Number of Traders in Each Category Total Traders: 68
. 4 0 5 12 . 15 20 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 49,171
Positions
15,438 5,652 149 5,560 13,642 1,439 17,409 19,135 1,615 3,553 1,610 7 4,002 5,923
Changes from: February 4, 2020 Total Change is: 4,827
3,686 -165 92 -2,083 1,801 1,053 1,396 1,182 680 410 -41 -4 -403 229
Percent of Open Interest Represented by Each Category of Trader
31.4 11.5 0.3 11.3 27.7 2.9 35.4 38.9 3.3 7.2 3.3 0.0 8.1 12.0
Number of Traders in Each Category Total Traders: 102
8 . . 8 15 5 28 27 7 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 17,625
Positions
832 8,099 2 6,946 2,406 0 8,684 5,587 1 119 0 0 1,041 1,530
Changes from: February 4, 2020 Total Change is: 1,418
0 -2 2 -2,093 445 0 3,762 938 1 119 0 0 -373 34
Percent of Open Interest Represented by Each Category of Trader
4.7 46.0 0.0 39.4 13.7 0.0 49.3 31.7 0.0 0.7 0.0 0.0 5.9 8.7
Number of Traders in Each Category Total Traders: 23
. . . . 4 0 6 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,485
Positions
14,950 27,552 19 12,083 2,853 3,396 9,515 6,004 2,276 105 535 0 9,141 8,851
Changes from: February 4, 2020 Total Change is: -62
3,392 -2,960 -726 -4,872 541 2,039 -1,187 -507 1,127 -10 160 0 176 265
Percent of Open Interest Represented by Each Category of Trader
29.0 53.5 0.0 23.5 5.5 6.6 18.5 11.7 4.4 0.2 1.0 0.0 17.8 17.2
Number of Traders in Each Category Total Traders: 92
10 18 . 17 6 7 24 13 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,969
Positions
29,900 55,104 37 24,165 5,705 6,792 19,030 12,008 4,552 210 1,069 0 18,283 17,702
Changes from: February 4, 2020 Total Change is: -123
6,784 -5,919 -1,451 -9,744 1,082 4,077 -2,374 -1,014 2,254 -20 319 0 351 530
Percent of Open Interest Represented by Each Category of Trader
29.0 53.5 0.0 23.5 5.5 6.6 18.5 11.7 4.4 0.2 1.0 0.0 17.8 17.2
Number of Traders in Each Category Total Traders: 92
10 18 . 17 6 7 24 13 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 40,576
Positions
882 33,837 0 36,618 720 145 600 3,830 0 0 464 0 2,331 1,580
Changes from: February 4, 2020 Total Change is: 642
-7 330 0 1,604 0 0 50 116 0 0 0 0 -1,005 196
Percent of Open Interest Represented by Each Category of Trader
2.2 83.4 0.0 90.2 1.8 0.4 1.5 9.4 0.0 0.0 1.1 0.0 5.7 3.9
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 807,567
Positions
39,467 191,932 52,005 315,474 92,653 57,082 49,394 104,946 180,347 20,207 39,134 5,567 88,026 83,902
Changes from: February 4, 2020 Total Change is: 36,987
4,451 150 4,918 6,173 -3,773 5,472 688 14,049 17,818 -774 108 -177 -1,583 -1,579
Percent of Open Interest Represented by Each Category of Trader
4.9 23.8 6.4 39.1 11.5 7.1 6.1 13.0 22.3 2.5 4.8 0.7 10.9 10.4
Number of Traders in Each Category Total Traders: 639
31 39 48 171 85 126 83 111 111 54 65 67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 71,750
Positions
16,887 13,912 1,202 2,016 4,137 344 10,648 8,921 21,300 31 55 255 19,069 21,624
Changes from: February 4, 2020 Total Change is: 5,310
2,222 1,069 -264 -1 -158 -323 3,567 2,795 2,611 13 22 -115 -2,400 -327
Percent of Open Interest Represented by Each Category of Trader
23.5 19.4 1.7 2.8 5.8 0.5 14.8 12.4 29.7 0.0 0.1 0.4 26.6 30.1
Number of Traders in Each Category Total Traders: 53
6 7 7 . . . 8 18 22 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 13,759
Positions
8,607 8,101 0 2,230 2,749 229 0 1,375 7 0 0 0 2,686 1,298
Changes from: February 4, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
62.6 58.9 0.0 16.2 20.0 1.7 0.0 10.0 0.1 0.0 0.0 0.0 19.5 9.4
Number of Traders in Each Category Total Traders: 20
5 7 0 . . . 0 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 14,720
Positions
6,925 11,636 16 3,969 686 75 937 814 46 0 0 0 2,752 1,447
Changes from: February 4, 2020 Total Change is: -948
-226 134 -8 2,262 -1,771 0 -43 175 40 0 0 0 -2,973 482
Percent of Open Interest Represented by Each Category of Trader
47.0 79.0 0.1 27.0 4.7 0.5 6.4 5.5 0.3 0.0 0.0 0.0 18.7 9.8
Number of Traders in Each Category Total Traders: 23
4 7 . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 3,679,084
Positions
173,650 950,845 193,268 1,568,843 444,133 282,134 260,707 547,100 728,259 100,877 195,398 26,561 344,786 311,386
Changes from: February 4, 2020 Total Change is: 158,384
12,772 -2,966 24,287 32,425 -16,521 27,417 4,470 75,137 57,171 -3,938 427 -307 4,086 -6,260
Percent of Open Interest Represented by Each Category of Trader
4.7 25.8 5.3 42.6 12.1 7.7 7.1 14.9 19.8 2.7 5.3 0.7 9.4 8.5
Number of Traders in Each Category Total Traders: 624
32 37 46 172 83 124 85 104 104 49 62 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 32,087
Positions
19,117 18,461 1 7,161 907 982 918 8,228 0 650 332 0 3,258 3,176
Changes from: February 4, 2020 Total Change is: 255
408 718 1 -338 907 0 0 -593 0 0 0 0 184 -778
Percent of Open Interest Represented by Each Category of Trader
59.6 57.5 0.0 22.3 2.8 3.1 2.9 25.6 0.0 2.0 1.0 0.0 10.2 9.9
Number of Traders in Each Category Total Traders: 27
5 8 . 5 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 11,962
Positions
3,823 7,835 1 4,127 1,200 112 369 2,216 1 200 0 0 3,329 597
Changes from: February 4, 2020 Total Change is: 992
-255 926 0 -117 0 0 0 -6 0 200 0 0 1,164 72
Percent of Open Interest Represented by Each Category of Trader
32.0 65.5 0.0 34.5 10.0 0.9 3.1 18.5 0.0 1.7 0.0 0.0 27.8 5.0
Number of Traders in Each Category Total Traders: 24
5 7 . 4 4 . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 17,272
Positions
7,957 9,035 0 3,115 4,497 837 547 559 0 616 900 0 4,200 1,444
Changes from: February 4, 2020 Total Change is: 3,535
4,797 1,505 0 -2,287 3,734 36 0 0 0 0 0 0 989 -1,740
Percent of Open Interest Represented by Each Category of Trader
46.1 52.3 0.0 18.0 26.0 4.8 3.2 3.2 0.0 3.6 5.2 0.0 24.3 8.4
Number of Traders in Each Category Total Traders: 25
5 9 0 4 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 78,717
Positions
5,185 35,647 375 56,566 33,243 2,302 2,897 2,079 464 0 925 0 10,928 3,682
Changes from: February 4, 2020 Total Change is: 766
-609 433 241 586 508 45 -85 -249 138 0 0 0 450 -350
Percent of Open Interest Represented by Each Category of Trader
6.6 45.3 0.5 71.9 42.2 2.9 3.7 2.6 0.6 0.0 1.2 0.0 13.9 4.7
Number of Traders in Each Category Total Traders: 79
4 10 . 34 19 14 8 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 49,116
Positions
6,839 8,381 330 14,555 9,957 1,527 9,586 11,100 7,067 1,260 1,546 111 7,842 9,096
Changes from: February 4, 2020 Total Change is: 1,316
-77 -39 -98 -263 1,591 -374 1,133 960 740 33 -346 26 195 -1,145
Percent of Open Interest Represented by Each Category of Trader
13.9 17.1 0.7 29.6 20.3 3.1 19.5 22.6 14.4 2.6 3.1 0.2 16.0 18.5
Number of Traders in Each Category Total Traders: 287
22 28 8 65 34 31 46 58 25 20 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 245,581
Positions
34,194 41,907 1,648 72,777 49,787 7,635 47,930 55,499 35,335 6,298 7,731 557 39,208 45,481
Changes from: February 4, 2020 Total Change is: 6,579
-384 -193 -488 -1,313 7,955 -1,870 5,663 4,799 3,699 167 -1,728 129 976 -5,725
Percent of Open Interest Represented by Each Category of Trader
13.9 17.1 0.7 29.6 20.3 3.1 19.5 22.6 14.4 2.6 3.1 0.2 16.0 18.5
Number of Traders in Each Category Total Traders: 287
22 28 8 65 34 31 46 58 25 20 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 492,115
Positions
53,191 149,410 5,558 283,179 160,186 36,119 68,742 82,353 11,190 8,074 29,008 355 25,707 17,936
Changes from: February 4, 2020 Total Change is: -10,035
4,066 994 -664 -9,049 -3,139 -2,329 -25 -588 -2,832 98 -432 221 480 -1,266
Percent of Open Interest Represented by Each Category of Trader
10.8 30.4 1.1 57.5 32.6 7.3 14.0 16.7 2.3 1.6 5.9 0.1 5.2 3.6
Number of Traders in Each Category Total Traders: 301
21 22 6 88 42 44 55 45 28 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 18,958
Positions
1,247 6,489 0 10,276 177 76 1,066 7,528 386 0 920 0 5,907 3,382
Changes from: February 4, 2020 Total Change is: 1,402
-49 0 0 712 0 -13 212 854 363 0 -470 0 177 668
Percent of Open Interest Represented by Each Category of Trader
6.6 34.2 0.0 54.2 0.9 0.4 5.6 39.7 2.0 0.0 4.9 0.0 31.2 17.8
Number of Traders in Each Category Total Traders: 27
. . 0 10 . . . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 56,300
Positions
8,980 6,645 1 20,477 3,594 409 16,591 7,616 777 1,258 250 0 7,807 37,008
Changes from: February 4, 2020 Total Change is: 4,939
-2,062 2,129 -1 4,482 -1,303 44 4,162 581 418 -208 0 0 -1,896 3,071
Percent of Open Interest Represented by Each Category of Trader
16.0 11.8 0.0 36.4 6.4 0.7 29.5 13.5 1.4 2.2 0.4 0.0 13.9 65.7
Number of Traders in Each Category Total Traders: 79
15 8 . 16 5 7 17 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 364,689
Positions
43,091 251,085 309 264,144 63,653 27,057 17,232 16,205 201 2,757 785 0 9,898 5,394
Changes from: February 4, 2020 Total Change is: -10,207
-5,335 -3,262 48 -5,269 -186 -22 501 -1,791 -234 -46 -5,031 0 150 271
Percent of Open Interest Represented by Each Category of Trader
11.8 68.8 0.1 72.4 17.5 7.4 4.7 4.4 0.1 0.8 0.2 0.0 2.7 1.5
Number of Traders in Each Category Total Traders: 177
15 14 . 71 34 37 20 14 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 1,516,042
Positions
98,424 1,066,995 6,039 1,099,485 248,157 97,367 121,664 57,315 3,709 41,633 15,327 2,051 45,670 19,082
Changes from: February 4, 2020 Total Change is: -36,261
-10,698 -21,448 -274 -421 -12,889 -19,874 -16,086 15,879 -577 840 143 -192 11,021 2,971
Percent of Open Interest Represented by Each Category of Trader
6.5 70.4 0.4 72.5 16.4 6.4 8.0 3.8 0.2 2.7 1.0 0.1 3.0 1.3
Number of Traders in Each Category Total Traders: 448
26 23 8 185 57 82 73 30 17 42 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 98,445
Positions
13,256 74,734 22,225 20,135 0 836 37,923 500 89 3,957 0 0 24 61
Changes from: February 4, 2020 Total Change is: 7,085
1,789 7,515 -937 800 0 0 5,433 500 0 0 0 0 0 7
Percent of Open Interest Represented by Each Category of Trader
13.5 75.9 22.6 20.5 0.0 0.8 38.5 0.5 0.1 4.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 50
7 15 12 10 0 . 13 . . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 1,552,634
Positions
2,606 175,516 77,571 514,713 301,068 280,983 75,366 208,892 311,961 86,186 43,234 10,506 192,743 142,904
Changes from: February 4, 2020 Total Change is: 60,045
-356 16,163 14,805 -23,458 -2,233 11,509 3,362 -32,709 56,246 3,781 2,556 -808 -5,036 -5,484
Percent of Open Interest Represented by Each Category of Trader
0.2 11.3 5.0 33.2 19.4 18.1 4.9 13.5 20.1 5.6 2.8 0.7 12.4 9.2
Number of Traders in Each Category Total Traders: 212
6 21 21 61 36 60 31 37 46 9 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 1,237,183
Positions
45,449 99,613 6,689 646,051 96,695 215,634 30,549 653,312 67,366 51,451 0 3 173,991 97,871
Changes from: February 4, 2020 Total Change is: 36,297
2,824 -13,372 2,489 864 -3,558 6,188 -4,218 10,254 28,404 984 0 0 -1,238 5,892
Percent of Open Interest Represented by Each Category of Trader
3.7 8.1 0.5 52.2 7.8 17.4 2.5 52.8 5.4 4.2 0.0 0.0 14.1 7.9
Number of Traders in Each Category Total Traders: 144
7 10 10 68 14 49 10 29 16 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 4,024,863
Positions
86,935 255,542 56,532 1,675,245 908,033 321,638 906,635 1,874,673 349,533 390,675 112,627 41,904 195,766 104,380
Changes from: February 4, 2020 Total Change is: 114,178
3,744 -8,570 10,158 51,672 -12,859 -3,873 -69,392 38,234 82,952 8,480 -17,901 28,696 1,742 -2,659
Percent of Open Interest Represented by Each Category of Trader
2.2 6.3 1.4 41.6 22.6 8.0 22.5 46.6 8.7 9.7 2.8 1.0 4.9 2.6
Number of Traders in Each Category Total Traders: 371
24 30 17 125 30 67 67 51 57 29 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 5,318,536
Positions
238,649 194,832 460,141 1,605,980 933,610 1,073,886 382,440 1,053,569 823,592 184,183 213,814 81,747 467,918 483,344
Changes from: February 4, 2020 Total Change is: 133,085
42,520 -29,888 42,908 -54,048 38,032 55,684 13,955 -8,094 16,663 7,696 -3,702 6,814 894 14,669
Percent of Open Interest Represented by Each Category of Trader
4.5 3.7 8.7 30.2 17.6 20.2 7.2 19.8 15.5 3.5 4.0 1.5 8.8 9.1
Number of Traders in Each Category Total Traders: 442
33 34 54 108 75 113 65 74 95 33 20 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 937,254
Positions
89,827 27,728 3,436 335,375 304,561 143,437 156,557 215,669 25,979 58,139 35,161 0 124,504 181,283
Changes from: February 4, 2020 Total Change is: 2,741
2,085 -2,806 -1,631 -1,428 -409 -725 -68 6,705 3,019 2,228 -621 0 -739 -791
Percent of Open Interest Represented by Each Category of Trader
9.6 3.0 0.4 35.8 32.5 15.3 16.7 23.0 2.8 6.2 3.8 0.0 13.3 19.3
Number of Traders in Each Category Total Traders: 112
5 . 4 25 37 38 16 18 14 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 5,027,613
Positions
131,903 502,197 196,271 2,128,052 793,212 896,981 534,625 1,580,471 488,097 293,643 233,695 21,361 336,679 315,329
Changes from: February 4, 2020 Total Change is: 57,487
11,816 -16,051 12,093 -41,666 -66,985 41,353 -23,054 9,247 75,816 -8,680 13,920 3,486 -13,677 -15,392
Percent of Open Interest Represented by Each Category of Trader
2.6 10.0 3.9 42.3 15.8 17.8 10.6 31.4 9.7 5.8 4.6 0.4 6.7 6.3
Number of Traders in Each Category Total Traders: 347
20 30 33 94 51 79 48 64 65 17 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 1,749,728
Positions
330,426 419,460 394,975 1,937 71,135 13,993 462,251 344,638 439,010 58,234 21,600 8,025 40,878 36,892
Changes from: February 4, 2020 Total Change is: 86,021
25,059 10,303 -10,481 559 11,006 -5,191 31,143 29,391 41,944 70 3,500 -771 3,689 6,321
Percent of Open Interest Represented by Each Category of Trader
18.9 24.0 22.6 0.1 4.1 0.8 26.4 19.7 25.1 3.3 1.2 0.5 2.3 2.1
Number of Traders in Each Category Total Traders: 142
37 20 51 . 6 5 40 23 42 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 is22,054,195
Positions
2,937,951 1,721,653 4,151,160 708,483 2,234,455 1,475,318 1,223,357 689,187 10,581,996 116,003 100,141 116,691 743,235 983,593
Changes from: February 4, 2020 Total Change is: 334,626
-159,994 -40,484 62,210 52,081 -150,092 54,824 57,364 99,854 228,805 20,416 9,060 -10,145 29,063 80,593
Percent of Open Interest Represented by Each Category of Trader
13.3 7.8 18.8 3.2 10.1 6.7 5.5 3.1 48.0 0.5 0.5 0.5 3.4 4.5
Number of Traders in Each Category Total Traders: 286
37 41 75 23 17 30 60 58 105 32 14 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 167,664
Positions
8,112 92,672 20,212 6,296 0 14,567 91,824 13,114 24,077 427 615 784 1,365 1,623
Changes from: February 4, 2020 Total Change is: 14,511
430 5,406 1,366 -7,969 0 7,402 9,056 -3,919 4,246 109 121 -144 15 32
Percent of Open Interest Represented by Each Category of Trader
4.8 55.3 12.1 3.8 0.0 8.7 54.8 7.8 14.4 0.3 0.4 0.5 0.8 1.0
Number of Traders in Each Category Total Traders: 59
4 16 5 4 0 . 11 18 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 212,852
Positions
3,029 73,602 23,275 13,909 2,915 4,317 108,352 59,125 47,724 9,540 796 266 2,440 832
Changes from: February 4, 2020 Total Change is: 35,559
2,051 24,737 -2,335 1,141 -368 -1,121 16,973 2,707 11,429 5,175 648 -123 2,369 -15
Percent of Open Interest Represented by Each Category of Trader
1.4 34.6 10.9 6.5 1.4 2.0 50.9 27.8 22.4 4.5 0.4 0.1 1.1 0.4
Number of Traders in Each Category Total Traders: 82
. 23 12 . 6 . 18 27 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 93,703
Positions
838 38,293 0 922 3,349 34 19,845 10,341 38,427 33,614 1,140 0 23 2,119
Changes from: February 4, 2020 Total Change is: 2,159
0 225 0 4 -392 -1 -1,649 -704 3,132 675 -22 0 -2 -79
Percent of Open Interest Represented by Each Category of Trader
0.9 40.9 0.0 1.0 3.6 0.0 21.2 11.0 41.0 35.9 1.2 0.0 0.0 2.3
Number of Traders in Each Category Total Traders: 30
. 4 0 . 9 . . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 32,227
Positions
165 12,514 0 1,293 671 115 15,942 2,819 14,710 0 0 0 2 1,398
Changes from: February 4, 2020 Total Change is: 3,281
36 2,594 0 0 114 0 2,444 -66 814 0 0 0 -13 -175
Percent of Open Interest Represented by Each Category of Trader
0.5 38.8 0.0 4.0 2.1 0.4 49.5 8.7 45.6 0.0 0.0 0.0 0.0 4.3
Number of Traders in Each Category Total Traders: 22
. 4 0 . 7 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 44,589
Positions
10,601 0 16,188 0 111 0 1,388 12,612 12,291 3,860 3,011 246 15 130
Changes from: February 4, 2020 Total Change is: -114
0 0 0 0 0 0 847 913 -1,001 50 -40 0 -10 14
Percent of Open Interest Represented by Each Category of Trader
23.8 0.0 36.3 0.0 0.2 0.0 3.1 28.3 27.6 8.7 6.8 0.6 0.0 0.3
Number of Traders in Each Category Total Traders: 23
. 0 . 0 . 0 . 8 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 6,190
Positions
76 50 0 367 148 0 2,215 4,554 293 928 533 146 2,165 466
Changes from: February 4, 2020 Total Change is: 1,778
5 0 0 235 -286 0 791 1,415 171 248 365 43 285 70
Percent of Open Interest Represented by Each Category of Trader
1.2 0.8 0.0 5.9 2.4 0.0 35.8 73.6 4.7 15.0 8.6 2.4 35.0 7.5
Number of Traders in Each Category Total Traders: 59
. . 0 4 . 0 20 13 8 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 49,644
Positions
450 20,281 0 19,652 1,773 622 22,692 22,766 1,222 1,611 1,076 78 3,318 1,826
Changes from: February 4, 2020 Total Change is: 12,761
-40 2,188 0 3,257 -150 -44 8,742 9,940 -37 468 606 -14 429 272
Percent of Open Interest Represented by Each Category of Trader
0.9 40.9 0.0 39.6 3.6 1.3 45.7 45.9 2.5 3.2 2.2 0.2 6.7 3.7
Number of Traders in Each Category Total Traders: 107
. . 0 19 . 4 39 16 6 15 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 424,215
Positions
84,585 20,203 26,807 107,933 107,700 21,984 49,182 116,749 79,730 12,168 2,243 16,174 25,652 32,625
Changes from: February 4, 2020 Total Change is: -4,048
-327 -1,317 1,049 -6,899 11,181 -4,465 5,983 -9,077 1,596 668 -2,015 -1,848 195 848
Percent of Open Interest Represented by Each Category of Trader
19.9 4.8 6.3 25.4 25.4 5.2 11.6 27.5 18.8 2.9 0.5 3.8 6.0 7.7
Number of Traders in Each Category Total Traders: 200
15 13 19 22 31 25 37 47 57 13 8 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 11, 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 20,019
Positions
7,573 855 269 9,318 4,752 1,487 97 12,407 100 843 40 0 332 109
Changes from: February 4, 2020 Total Change is: 811
2,574 96 -95 -1,595 122 0 -120 662 0 -15 0 0 62 26
Percent of Open Interest Represented by Each Category of Trader
37.8 4.3 1.3 46.5 23.7 7.4 0.5 62.0 0.5 4.2 0.2 0.0 1.7 0.5
Number of Traders in Each Category Total Traders: 43
4 . . 10 5 . . 8 . 12 . 0
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Updated February 14, 2020