Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 175,297
Positions
16,649 47,145 4,051 38,036 38,441 5,452 52,297 39,191 10,355 12,135 1,322 21 36,301 29,319
Changes from: February 11, 2020 Total Change is: -1,866
2,841 -2,768 1,192 -163 -2,210 -157 -3,806 755 1,200 398 70 -188 -3,182 240
Percent of Open Interest Represented by Each Category of Trader
9.5 26.9 2.3 21.7 21.9 3.1 29.8 22.4 5.9 6.9 0.8 0.0 20.7 16.7
Number of Traders in Each Category Total Traders: 117
7 8 7 19 17 12 28 25 17 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 55,480
Positions
12,836 7,208 706 5,678 13,710 553 22,090 8,771 1,157 1,182 868 0 11,278 22,508
Changes from: February 11, 2020 Total Change is: 1,327
2,330 -4,054 -60 -158 555 -10 678 2,562 -84 91 0 0 -1,461 2,417
Percent of Open Interest Represented by Each Category of Trader
23.1 13.0 1.3 10.2 24.7 1.0 39.8 15.8 2.1 2.1 1.6 0.0 20.3 40.6
Number of Traders in Each Category Total Traders: 58
4 6 . 6 13 . 15 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 240,283
Positions
15,117 56,787 4,956 71,238 64,101 11,143 69,380 43,413 21,675 12,915 9,264 0 33,859 28,944
Changes from: February 11, 2020 Total Change is: 8,372
-2,114 10,175 -2,304 2,365 -2,773 844 6,794 -360 1,993 -377 0 0 1,170 797
Percent of Open Interest Represented by Each Category of Trader
6.3 23.6 2.1 29.6 26.7 4.6 28.9 18.1 9.0 5.4 3.9 0.0 14.1 12.0
Number of Traders in Each Category Total Traders: 128
6 10 7 22 23 15 30 26 18 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 231,043
Positions
80,132 24,006 5,955 41,519 72,935 14,049 39,684 48,228 19,893 2,180 3,558 235 27,394 42,183
Changes from: February 11, 2020 Total Change is: 10,931
5,813 243 -811 233 2,880 398 3,487 4,982 1,768 7 -1 86 -50 1,385
Percent of Open Interest Represented by Each Category of Trader
34.7 10.4 2.6 18.0 31.6 6.1 17.2 20.9 8.6 0.9 1.5 0.1 11.9 18.3
Number of Traders in Each Category Total Traders: 141
6 9 7 19 31 12 31 35 23 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 696,623
Positions
32,112 137,883 20,454 370,661 171,014 42,342 40,557 190,964 53,186 33,104 14,144 2,101 102,106 64,535
Changes from: February 11, 2020 Total Change is: 23,941
3,994 -9,017 5,852 -9,890 2,557 4,620 2,660 9,631 10,812 327 -393 737 4,828 -857
Percent of Open Interest Represented by Each Category of Trader
4.6 19.8 2.9 53.2 24.5 6.1 5.8 27.4 7.6 4.8 2.0 0.3 14.7 9.3
Number of Traders in Each Category Total Traders: 314
15 14 17 88 44 43 41 60 33 28 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 23,860
Positions
0 4,127 0 7,919 6,610 2,781 417 3,096 0 0 0 0 12,743 7,246
Changes from: February 11, 2020 Total Change is: 372
0 80 0 162 431 293 -439 -723 0 0 0 0 356 291
Percent of Open Interest Represented by Each Category of Trader
0.0 17.3 0.0 33.2 27.7 11.7 1.7 13.0 0.0 0.0 0.0 0.0 53.4 30.4
Number of Traders in Each Category Total Traders: 22
0 . 0 9 8 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 26,199
Positions
4,995 3,773 592 4,783 13,668 2,618 5,875 0 0 0 0 0 7,336 5,548
Changes from: February 11, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.1 14.4 2.3 18.3 52.2 10.0 22.4 0.0 0.0 0.0 0.0 0.0 28.0 21.2
Number of Traders in Each Category Total Traders: 21
. . . 4 10 10 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 207,838
Positions
75,701 10,791 9,301 19,520 81,140 5,507 45,606 37,382 16,839 245 10,638 472 34,648 35,767
Changes from: February 11, 2020 Total Change is: 12,104
3,071 -611 3,581 -304 4,068 52 1,102 3,560 2,842 -1,383 -96 164 2,980 -1,456
Percent of Open Interest Represented by Each Category of Trader
36.4 5.2 4.5 9.4 39.0 2.6 21.9 18.0 8.1 0.1 5.1 0.2 16.7 17.2
Number of Traders in Each Category Total Traders: 114
6 5 6 10 27 11 27 28 21 . 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 53,379
Positions
432 44,978 78 30,980 0 41 12,645 3,719 2,979 3,962 345 91 2,171 1,148
Changes from: February 11, 2020 Total Change is: 183
-8 7 -7 340 -427 0 -283 90 115 -62 189 91 -3 125
Percent of Open Interest Represented by Each Category of Trader
0.8 84.3 0.1 58.0 0.0 0.1 23.7 7.0 5.6 7.4 0.6 0.2 4.1 2.2
Number of Traders in Each Category Total Traders: 47
. 5 . 13 0 . 16 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 302,540
Positions
2,832 219,235 1,158 156,511 5,581 572 124,962 50,795 4,165 4,111 17,410 0 8,229 3,623
Changes from: February 11, 2020 Total Change is: -534
-150 -1,281 44 -256 -242 -55 137 776 -219 -69 532 0 33 -90
Percent of Open Interest Represented by Each Category of Trader
0.9 72.5 0.4 51.7 1.8 0.2 41.3 16.8 1.4 1.4 5.8 0.0 2.7 1.2
Number of Traders in Each Category Total Traders: 184
. 13 . 35 8 4 65 31 12 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 52,309
Positions
20,492 1,666 0 3,314 34,747 196 23,513 11,376 771 1,718 1,547 82 2,223 1,924
Changes from: February 11, 2020 Total Change is: 2,978
0 -176 0 -67 2,701 0 3,221 545 208 -217 188 -22 -145 -466
Percent of Open Interest Represented by Each Category of Trader
39.2 3.2 0.0 6.3 66.4 0.4 45.0 21.7 1.5 3.3 3.0 0.2 4.2 3.7
Number of Traders in Each Category Total Traders: 69
. . 0 6 12 . 15 21 5 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 53,061
Positions
23,607 3,831 282 4,498 18,178 659 16,640 20,481 1,653 2,295 1,790 154 3,273 6,033
Changes from: February 11, 2020 Total Change is: 3,890
8,169 -1,821 133 -1,062 4,536 -780 -769 1,346 38 -1,257 180 147 -729 111
Percent of Open Interest Represented by Each Category of Trader
44.5 7.2 0.5 8.5 34.3 1.2 31.4 38.6 3.1 4.3 3.4 0.3 6.2 11.4
Number of Traders in Each Category Total Traders: 100
10 . . 8 14 . 23 30 7 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 18,766
Positions
832 8,099 2 6,423 2,390 0 9,531 6,570 1 945 100 0 1,032 1,604
Changes from: February 11, 2020 Total Change is: 1,141
0 0 0 -523 -16 0 847 983 0 826 100 0 -9 74
Percent of Open Interest Represented by Each Category of Trader
4.4 43.2 0.0 34.2 12.7 0.0 50.8 35.0 0.0 5.0 0.5 0.0 5.5 8.5
Number of Traders in Each Category Total Traders: 25
. . . . 4 0 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 52,013
Positions
15,518 26,429 21 10,913 2,974 3,996 9,851 6,462 2,557 0 535 0 9,159 9,040
Changes from: February 11, 2020 Total Change is: 529
568 -1,123 2 -1,170 122 600 336 458 281 -105 0 0 17 189
Percent of Open Interest Represented by Each Category of Trader
29.8 50.8 0.0 21.0 5.7 7.7 18.9 12.4 4.9 0.0 1.0 0.0 17.6 17.4
Number of Traders in Each Category Total Traders: 95
11 18 . 17 6 8 25 15 11 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 104,026
Positions
31,036 52,858 41 21,825 5,948 7,991 19,701 12,924 5,115 0 1,069 0 18,317 18,080
Changes from: February 11, 2020 Total Change is: 1,057
1,136 -2,246 4 -2,340 243 1,199 671 916 563 -210 0 0 35 378
Percent of Open Interest Represented by Each Category of Trader
29.8 50.8 0.0 21.0 5.7 7.7 18.9 12.4 4.9 0.0 1.0 0.0 17.6 17.4
Number of Traders in Each Category Total Traders: 95
11 18 . 17 6 8 25 15 11 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 42,463
Positions
732 34,906 0 38,685 720 173 750 4,641 0 0 464 0 2,123 1,559
Changes from: February 11, 2020 Total Change is: 1,887
-150 1,069 0 2,067 0 28 150 811 0 0 0 0 -208 -21
Percent of Open Interest Represented by Each Category of Trader
1.7 82.2 0.0 91.1 1.7 0.4 1.8 10.9 0.0 0.0 1.1 0.0 5.0 3.7
Number of Traders in Each Category Total Traders: 31
. 7 0 15 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 820,837
Positions
37,020 196,160 54,342 318,751 91,947 59,774 50,979 95,160 184,588 20,881 49,303 4,676 89,825 84,887
Changes from: February 11, 2020 Total Change is: 13,270
-2,447 4,228 2,338 3,277 -706 2,692 1,586 -9,786 4,241 675 10,169 -891 1,799 985
Percent of Open Interest Represented by Each Category of Trader
4.5 23.9 6.6 38.8 11.2 7.3 6.2 11.6 22.5 2.5 6.0 0.6 10.9 10.3
Number of Traders in Each Category Total Traders: 634
29 41 49 175 82 127 82 107 108 52 66 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 71,232
Positions
13,317 14,501 383 2,016 4,189 300 11,944 7,903 21,612 30 35 222 21,409 22,087
Changes from: February 11, 2020 Total Change is: -518
-3,570 589 -818 0 52 -43 1,296 -1,018 312 -1 -20 -33 2,340 463
Percent of Open Interest Represented by Each Category of Trader
18.7 20.4 0.5 2.8 5.9 0.4 16.8 11.1 30.3 0.0 0.0 0.3 30.1 31.0
Number of Traders in Each Category Total Traders: 50
4 9 5 . . . 10 15 21 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 16,134
Positions
7,886 12,828 16 4,149 686 75 1,035 1,398 46 0 0 0 2,927 1,085
Changes from: February 11, 2020 Total Change is: 1,414
961 1,192 0 180 0 0 98 584 0 0 0 0 175 -362
Percent of Open Interest Represented by Each Category of Trader
48.9 79.5 0.1 25.7 4.3 0.5 6.4 8.7 0.3 0.0 0.0 0.0 18.1 6.7
Number of Traders in Each Category Total Traders: 25
5 6 . 6 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 3,748,026
Positions
176,703 966,476 211,611 1,585,127 440,244 295,913 271,471 512,580 738,588 104,257 246,341 22,274 342,082 313,998
Changes from: February 11, 2020 Total Change is: 68,942
3,053 15,631 18,343 16,285 -3,889 13,779 10,764 -34,520 10,329 3,380 50,943 -4,286 -2,704 2,612
Percent of Open Interest Represented by Each Category of Trader
4.7 25.8 5.6 42.3 11.7 7.9 7.2 13.7 19.7 2.8 6.6 0.6 9.1 8.4
Number of Traders in Each Category Total Traders: 619
30 39 47 176 80 125 83 100 101 48 63 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 31,826
Positions
18,816 18,505 1 7,161 907 982 783 8,123 0 650 332 0 3,433 2,976
Changes from: February 11, 2020 Total Change is: -261
-301 44 0 0 0 0 -135 -105 0 0 0 0 175 -200
Percent of Open Interest Represented by Each Category of Trader
59.1 58.1 0.0 22.5 2.8 3.1 2.5 25.5 0.0 2.0 1.0 0.0 10.8 9.4
Number of Traders in Each Category Total Traders: 26
4 8 . 5 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 12,291
Positions
3,810 8,220 1 5,352 1,198 112 427 2,215 2 300 0 0 2,287 543
Changes from: February 11, 2020 Total Change is: 329
-13 385 0 1,225 -2 0 58 -1 1 100 0 0 -1,042 -54
Percent of Open Interest Represented by Each Category of Trader
31.0 66.9 0.0 43.5 9.7 0.9 3.5 18.0 0.0 2.4 0.0 0.0 18.6 4.4
Number of Traders in Each Category Total Traders: 23
5 7 . . 4 . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 16,740
Positions
7,995 8,752 0 3,136 4,053 887 547 649 14 616 900 0 3,545 1,485
Changes from: February 11, 2020 Total Change is: -532
38 -283 0 21 -444 50 0 90 14 0 0 0 -655 41
Percent of Open Interest Represented by Each Category of Trader
47.8 52.3 0.0 18.7 24.2 5.3 3.3 3.9 0.1 3.7 5.4 0.0 21.2 8.9
Number of Traders in Each Category Total Traders: 25
5 8 0 4 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 78,785
Positions
5,198 36,060 131 56,799 33,274 2,165 3,093 1,729 395 0 925 0 11,004 4,106
Changes from: February 11, 2020 Total Change is: 68
13 413 -244 233 31 -137 196 -350 -69 0 0 0 76 424
Percent of Open Interest Represented by Each Category of Trader
6.6 45.8 0.2 72.1 42.2 2.7 3.9 2.2 0.5 0.0 1.2 0.0 14.0 5.2
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 18, 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 49,825
Positions
5,845 9,316 405 14,144 8,329 1,434 10,935 11,730 7,594 1,391 1,453 84 7,994 9,481
Changes from: February 11, 2020 Total Change is: 709
-993 935 76 -411 -1,628 -93 1,349 630 527 131 -93 -28 152 384
Percent of Open Interest Represented by Each Category of Trader
11.7 18.7 0.8 28.4 16.7 2.9 21.9 23.5 15.2 2.8 2.9 0.2 16.0 19.0
Number of Traders in Each Category Total Traders: 289
20 30 8 66 35 34 48 54 24 21 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 249,125
Positions
29,227 46,581 2,026 70,720 41,645 7,170 54,673 58,648 37,968 6,954 7,265 418 39,968 47,403
Changes from: February 11, 2020 Total Change is: 3,544
-4,966 4,674 378 -2,057 -8,142 -465 6,744 3,149 2,633 656 -466 -139 760 1,922
Percent of Open Interest Represented by Each Category of Trader
11.7 18.7 0.8 28.4 16.7 2.9 21.9 23.5 15.2 2.8 2.9 0.2 16.0 19.0
Number of Traders in Each Category Total Traders: 289
20 30 8 66 35 34 48 54 24 21 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 492,375
Positions
53,894 154,728 6,375 281,166 157,326 36,408 72,794 82,253 8,235 8,333 28,850 68 25,102 18,132
Changes from: February 11, 2020 Total Change is: 260
703 5,318 817 -2,013 -2,860 289 4,051 -100 -2,955 259 -158 -287 -605 196
Percent of Open Interest Represented by Each Category of Trader
10.9 31.4 1.3 57.1 32.0 7.4 14.8 16.7 1.7 1.7 5.9 0.0 5.1 3.7
Number of Traders in Each Category Total Traders: 305
22 20 6 87 44 45 55 49 27 12 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 7,781
Positions
474 5,566 0 3,442 751 0 1,924 626 0 705 0 0 1,236 838
Changes from: February 11, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.1 71.5 0.0 44.2 9.7 0.0 24.7 8.0 0.0 9.1 0.0 0.0 15.9 10.8
Number of Traders in Each Category Total Traders: 20
. 5 0 4 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 19,674
Positions
1,502 6,792 0 10,435 159 108 909 7,759 517 0 422 0 6,203 3,917
Changes from: February 11, 2020 Total Change is: 716
255 303 0 159 -18 32 -157 231 131 0 -498 0 296 535
Percent of Open Interest Represented by Each Category of Trader
7.6 34.5 0.0 53.0 0.8 0.5 4.6 39.4 2.6 0.0 2.1 0.0 31.5 19.9
Number of Traders in Each Category Total Traders: 25
. 4 0 9 . . 4 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 57,941
Positions
10,901 5,831 2 20,772 3,593 189 15,294 6,295 1,189 696 600 0 8,898 40,242
Changes from: February 11, 2020 Total Change is: 1,641
1,921 -814 1 295 -1 -220 -1,297 -1,321 412 -562 350 0 1,091 3,234
Percent of Open Interest Represented by Each Category of Trader
18.8 10.1 0.0 35.9 6.2 0.3 26.4 10.9 2.1 1.2 1.0 0.0 15.4 69.5
Number of Traders in Each Category Total Traders: 78
15 8 . 15 5 5 16 14 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 371,178
Positions
40,508 248,256 316 272,620 65,025 29,393 16,321 21,182 443 2,488 785 0 9,089 5,778
Changes from: February 11, 2020 Total Change is: 6,489
-2,583 -2,829 7 8,476 1,372 2,336 -911 4,977 242 -269 0 0 -809 384
Percent of Open Interest Represented by Each Category of Trader
10.9 66.9 0.1 73.4 17.5 7.9 4.4 5.7 0.1 0.7 0.2 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 180
15 14 . 73 34 37 18 17 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 1,507,705
Positions
91,463 1,062,762 6,218 1,099,851 254,424 88,677 122,060 47,322 4,004 47,863 30,280 2,748 44,821 11,270
Changes from: February 11, 2020 Total Change is: -8,337
-6,961 -4,233 179 366 6,267 -8,690 396 -9,993 295 6,230 14,953 697 -849 -7,812
Percent of Open Interest Represented by Each Category of Trader
6.1 70.5 0.4 72.9 16.9 5.9 8.1 3.1 0.3 3.2 2.0 0.2 3.0 0.7
Number of Traders in Each Category Total Traders: 442
23 24 8 179 62 80 69 28 19 43 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 102,977
Positions
15,706 79,147 22,544 20,139 0 836 39,377 0 389 3,957 0 0 29 61
Changes from: February 11, 2020 Total Change is: 4,532
2,450 4,413 319 4 0 0 1,454 -500 300 0 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
15.3 76.9 21.9 19.6 0.0 0.8 38.2 0.0 0.4 3.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 49
7 15 12 10 0 . 13 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 1,617,580
Positions
11,616 185,366 77,910 508,834 298,155 289,341 69,881 207,805 358,756 84,104 43,389 9,898 207,240 146,960
Changes from: February 11, 2020 Total Change is: 64,946
9,010 9,850 339 -5,879 -2,913 8,359 -5,485 -1,087 46,795 -2,083 155 -608 14,497 4,056
Percent of Open Interest Represented by Each Category of Trader
0.7 11.5 4.8 31.5 18.4 17.9 4.3 12.8 22.2 5.2 2.7 0.6 12.8 9.1
Number of Traders in Each Category Total Traders: 203
12 16 20 61 33 58 28 33 42 10 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 1,271,123
Positions
47,404 97,482 11,366 649,833 88,902 231,673 26,195 661,121 75,783 51,851 7,828 1 177,017 96,967
Changes from: February 11, 2020 Total Change is: 33,940
1,955 -2,131 4,677 3,782 -7,793 16,039 -4,354 7,809 8,417 400 7,828 -2 3,026 -904
Percent of Open Interest Represented by Each Category of Trader
3.7 7.7 0.9 51.1 7.0 18.2 2.1 52.0 6.0 4.1 0.6 0.0 13.9 7.6
Number of Traders in Each Category Total Traders: 147
8 10 8 67 14 51 8 32 17 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 3,982,633
Positions
81,066 271,640 68,965 1,666,476 857,697 329,166 864,570 1,859,812 341,346 389,807 106,484 44,251 196,986 103,272
Changes from: February 11, 2020 Total Change is: -42,230
-5,869 16,098 12,433 -8,769 -50,337 7,528 -42,065 -14,862 -8,187 -868 -6,143 2,347 1,220 -1,108
Percent of Open Interest Represented by Each Category of Trader
2.0 6.8 1.7 41.8 21.5 8.3 21.7 46.7 8.6 9.8 2.7 1.1 4.9 2.6
Number of Traders in Each Category Total Traders: 381
24 28 15 129 32 72 63 60 56 29 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 5,406,139
Positions
245,899 219,405 437,165 1,621,339 992,802 1,078,744 464,000 1,106,761 792,724 202,639 228,314 83,379 480,250 466,845
Changes from: February 11, 2020 Total Change is: 87,603
7,250 24,572 -22,977 15,359 59,192 4,858 81,561 53,192 -30,868 18,456 14,499 1,632 12,332 -16,499
Percent of Open Interest Represented by Each Category of Trader
4.5 4.1 8.1 30.0 18.4 20.0 8.6 20.5 14.7 3.7 4.2 1.5 8.9 8.6
Number of Traders in Each Category Total Traders: 448
30 36 54 110 76 117 66 77 95 29 24 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 956,377
Positions
88,745 33,987 5,318 355,796 307,352 140,683 156,185 228,931 25,423 56,786 34,949 0 127,441 179,734
Changes from: February 11, 2020 Total Change is: 19,123
-1,082 6,259 1,882 20,421 2,791 -2,754 -372 13,262 -556 -1,353 -212 0 2,937 -1,549
Percent of Open Interest Represented by Each Category of Trader
9.3 3.6 0.6 37.2 32.1 14.7 16.3 23.9 2.7 5.9 3.7 0.0 13.3 18.8
Number of Traders in Each Category Total Traders: 114
5 6 6 25 38 38 14 18 12 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 5,150,781
Positions
122,098 503,014 196,396 2,164,497 762,837 902,659 532,312 1,628,065 555,509 297,939 262,954 24,587 354,785 314,761
Changes from: February 11, 2020 Total Change is: 123,168
-9,805 817 125 36,444 -30,375 5,678 -2,313 47,594 67,412 4,296 29,260 3,226 18,106 -568
Percent of Open Interest Represented by Each Category of Trader
2.4 9.8 3.8 42.0 14.8 17.5 10.3 31.6 10.8 5.8 5.1 0.5 6.9 6.1
Number of Traders in Each Category Total Traders: 344
16 31 30 93 52 79 49 63 63 25 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 1,896,910
Positions
365,591 470,460 412,782 1,858 74,062 12,627 488,840 354,227 504,878 59,214 22,875 8,343 42,777 36,656
Changes from: February 11, 2020 Total Change is: 147,182
35,165 51,000 17,807 -79 2,927 -1,366 26,589 9,588 65,868 980 1,275 318 1,899 -236
Percent of Open Interest Represented by Each Category of Trader
19.3 24.8 21.8 0.1 3.9 0.7 25.8 18.7 26.6 3.1 1.2 0.4 2.3 1.9
Number of Traders in Each Category Total Traders: 145
38 20 51 . 7 5 35 27 45 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 is21,850,329
Positions
2,636,018 1,668,532 4,110,630 747,564 2,118,857 1,528,299 1,197,796 651,425 10,648,639 158,503 104,766 128,352 694,528 890,829
Changes from: February 11, 2020 Total Change is: -203,866
-301,933 -53,121 -40,530 39,081 -115,598 52,981 -25,561 -37,762 66,643 42,500 4,625 11,661 -48,707 -92,764
Percent of Open Interest Represented by Each Category of Trader
12.1 7.6 18.8 3.4 9.7 7.0 5.5 3.0 48.7 0.7 0.5 0.6 3.2 4.1
Number of Traders in Each Category Total Traders: 283
37 41 76 24 14 26 53 64 104 32 15 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 170,487
Positions
8,391 91,850 20,218 6,154 0 14,569 92,714 13,656 25,679 804 682 560 1,397 3,273
Changes from: February 11, 2020 Total Change is: 2,823
279 -823 6 -142 0 2 890 542 1,603 377 67 -224 32 1,650
Percent of Open Interest Represented by Each Category of Trader
4.9 53.9 11.9 3.6 0.0 8.5 54.4 8.0 15.1 0.5 0.4 0.3 0.8 1.9
Number of Traders in Each Category Total Traders: 58
4 16 6 4 0 . 14 16 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 262,794
Positions
2,764 89,998 36,863 10,743 3,219 7,306 135,561 65,573 57,663 11,289 633 505 100 1,034
Changes from: February 11, 2020 Total Change is: 49,942
-265 16,396 13,588 -3,166 304 2,989 27,209 6,448 9,939 1,749 -163 239 -2,340 202
Percent of Open Interest Represented by Each Category of Trader
1.1 34.2 14.0 4.1 1.2 2.8 51.6 25.0 21.9 4.3 0.2 0.2 0.0 0.4
Number of Traders in Each Category Total Traders: 85
6 22 11 . 6 . 22 24 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 97,424
Positions
838 37,998 0 925 3,338 34 17,609 10,519 42,430 35,559 1,140 0 29 1,965
Changes from: February 11, 2020 Total Change is: 3,721
0 -295 0 3 -11 0 -2,236 178 4,003 1,945 0 0 6 -154
Percent of Open Interest Represented by Each Category of Trader
0.9 39.0 0.0 0.9 3.4 0.0 18.1 10.8 43.6 36.5 1.2 0.0 0.0 2.0
Number of Traders in Each Category Total Traders: 29
. 4 0 . 7 . . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 32,632
Positions
188 12,296 0 1,293 593 115 15,765 3,002 15,271 0 0 0 0 1,355
Changes from: February 11, 2020 Total Change is: 405
23 -218 0 0 -78 0 -177 183 561 0 0 0 -2 -43
Percent of Open Interest Represented by Each Category of Trader
0.6 37.7 0.0 4.0 1.8 0.4 48.3 9.2 46.8 0.0 0.0 0.0 0.0 4.2
Number of Traders in Each Category Total Traders: 21
. 4 0 . 6 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 45,078
Positions
10,601 0 16,188 0 111 0 1,424 12,502 12,744 3,860 3,167 246 15 120
Changes from: February 11, 2020 Total Change is: 489
0 0 0 0 0 0 36 -110 453 0 156 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
23.5 0.0 35.9 0.0 0.2 0.0 3.2 27.7 28.3 8.6 7.0 0.5 0.0 0.3
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 8 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 6,573
Positions
78 158 0 260 177 0 2,401 5,239 237 1,581 176 158 1,859 429
Changes from: February 11, 2020 Total Change is: 383
2 108 0 -107 29 0 186 685 -56 653 -357 12 -306 -37
Percent of Open Interest Represented by Each Category of Trader
1.2 2.4 0.0 4.0 2.7 0.0 36.5 79.7 3.6 24.1 2.7 2.4 28.3 6.5
Number of Traders in Each Category Total Traders: 61
. . 0 4 . 0 23 12 9 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 48,475
Positions
450 25,890 0 18,150 1,573 583 22,744 16,359 1,210 1,762 807 78 3,498 1,974
Changes from: February 11, 2020 Total Change is: -1,169
0 5,609 0 -1,502 -200 -39 52 -6,407 -12 151 -269 1 180 148
Percent of Open Interest Represented by Each Category of Trader
0.9 53.4 0.0 37.4 3.2 1.2 46.9 33.7 2.5 3.6 1.7 0.2 7.2 4.1
Number of Traders in Each Category Total Traders: 101
. . 0 20 . 4 35 15 6 15 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 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 424,777
Positions
86,320 25,156 26,779 106,806 108,770 26,082 54,875 119,796 67,062 17,090 2,373 16,051 23,712 32,708
Changes from: February 11, 2020 Total Change is: 562
1,735 4,953 -28 -1,127 1,070 4,098 5,693 3,047 -12,668 4,922 130 -123 -1,940 83
Percent of Open Interest Represented by Each Category of Trader
20.3 5.9 6.3 25.1 25.6 6.1 12.9 28.2 15.8 4.0 0.6 3.8 5.6 7.7
Number of Traders in Each Category Total Traders: 195
15 14 19 18 34 26 32 52 52 12 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 24,308
Positions
7,573 849 294 13,651 4,752 1,497 97 16,748 100 843 50 0 253 18
Changes from: February 11, 2020 Total Change is: 4,289
0 -6 25 4,333 0 10 0 4,341 0 0 10 0 -79 -91
Percent of Open Interest Represented by Each Category of Trader
31.2 3.5 1.2 56.2 19.5 6.2 0.4 68.9 0.4 3.5 0.2 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 11 5 . . 8 . 12 . 0
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Updated February 21, 2020