Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 191,476
Positions
51,699 3,687 21,398 29,105 38,204 6,031 40,140 45,435 6,282 9,435 12,029 499 26,887 57,911
Changes from: December 11, 2018 Total Change is: 29,946
15,852 -2,842 8,435 -720 4,589 -1,620 10,162 2,272 -61 -738 159 218 -1,582 18,796
Percent of Open Interest Represented by Each Category of Trader
27.0 1.9 11.2 15.2 20.0 3.1 21.0 23.7 3.3 4.9 6.3 0.3 14.0 30.2
Number of Traders in Each Category Total Traders: 108
10 . 5 9 19 7 20 33 14 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 70,943
Positions
43,745 2,152 0 1,198 17,349 362 16,050 23,294 827 21 4,033 885 7,855 22,041
Changes from: December 11, 2018 Total Change is: -10,575
-1,700 560 -6,335 -107 -139 -4 -2,987 -2,391 -12 21 -1,048 584 -35 -1,790
Percent of Open Interest Represented by Each Category of Trader
61.7 3.0 0.0 1.7 24.5 0.5 22.6 32.8 1.2 0.0 5.7 1.2 11.1 31.1
Number of Traders in Each Category Total Traders: 47
5 . 0 . 11 . 10 13 6 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 204,948
Positions
97,489 4,038 2,288 44,566 98,672 4,392 31,918 41,037 4,664 0 11,561 107 19,524 38,189
Changes from: December 11, 2018 Total Change is: -50,755
-4,584 -26,422 -13,532 258 3,929 338 -22,008 -4,703 -7,439 -950 417 107 -2,945 -3,450
Percent of Open Interest Represented by Each Category of Trader
47.6 2.0 1.1 21.7 48.1 2.1 15.6 20.0 2.3 0.0 5.6 0.1 9.5 18.6
Number of Traders in Each Category Total Traders: 116
11 4 6 10 31 10 23 30 12 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 214,868
Positions
104,692 13,867 1,416 36,201 44,895 11,023 27,211 95,318 4,730 7,978 6,574 199 21,418 36,846
Changes from: December 11, 2018 Total Change is: 1,813
2,083 7,873 -3,538 5,443 -1,430 1,968 -456 4,943 215 1,879 520 -311 -5,470 -8,427
Percent of Open Interest Represented by Each Category of Trader
48.7 6.5 0.7 16.8 20.9 5.1 12.7 44.4 2.2 3.7 3.1 0.1 10.0 17.1
Number of Traders in Each Category Total Traders: 113
6 7 . 16 24 9 22 28 17 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 505,711
Positions
43,212 98,632 2,049 294,314 182,612 21,293 27,921 112,509 15,051 19,205 15,894 290 82,376 57,381
Changes from: December 11, 2018 Total Change is: -108,034
4,782 3,658 -82,685 2,366 11,605 -1,429 -3,807 -11,675 -1,242 1,879 -911 31 -27,929 -25,386
Percent of Open Interest Represented by Each Category of Trader
8.5 19.5 0.4 58.2 36.1 4.2 5.5 22.2 3.0 3.8 3.1 0.1 16.3 11.3
Number of Traders in Each Category Total Traders: 270
15 10 7 91 39 44 27 51 21 21 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,517
Positions
0 13,243 0 8,487 6,069 2,184 546 0 0 0 727 5 15,295 4,289
Changes from: December 11, 2018 Total Change is: -9,336
0 -8,458 0 -3,774 790 35 -5,514 0 -434 0 -47 0 351 -1,222
Percent of Open Interest Represented by Each Category of Trader
0.0 49.9 0.0 32.0 22.9 8.2 2.1 0.0 0.0 0.0 2.7 0.0 57.7 16.2
Number of Traders in Each Category Total Traders: 22
0 . 0 12 6 6 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,033
Positions
0 12,253 6,291 11,112 12,647 2,351 8,298 0 0 0 0 0 10,981 5,491
Changes from: December 11, 2018 Total Change is: -5,590
0 5,122 -7,296 -50 -17 31 37 0 -3,064 0 -570 0 4,752 204
Percent of Open Interest Represented by Each Category of Trader
0.0 31.4 16.1 28.5 32.4 6.0 21.3 0.0 0.0 0.0 0.0 0.0 28.1 14.1
Number of Traders in Each Category Total Traders: 22
0 . . 7 8 8 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 112,262
Positions
44,933 5,715 441 14,511 33,119 2,133 21,949 24,088 5,026 3,197 8,534 22 20,050 33,184
Changes from: December 11, 2018 Total Change is: -36,152
-27,345 -18,252 -5,117 551 -105 -69 3,779 -7,868 -6,908 1,097 1,263 -21 -2,119 925
Percent of Open Interest Represented by Each Category of Trader
40.0 5.1 0.4 12.9 29.5 1.9 19.6 21.5 4.5 2.8 7.6 0.0 17.9 29.6
Number of Traders in Each Category Total Traders: 81
8 4 . 7 17 5 20 18 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,406
Positions
0 30,296 500 33,202 132 0 1,959 4,527 6 465 528 0 1,274 1,417
Changes from: December 11, 2018 Total Change is: -11,853
0 8,534 -11,832 916 -156 0 -100 -6,354 -52 0 -1,213 0 -785 -780
Percent of Open Interest Represented by Each Category of Trader
0.0 81.0 1.3 88.8 0.4 0.0 5.2 12.1 0.0 1.2 1.4 0.0 3.4 3.8
Number of Traders in Each Category Total Traders: 30
0 5 . 5 . 0 6 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 122,610
Positions
6,720 49,609 800 58,228 10,504 392 44,556 20,583 3,822 3,761 31,833 0 4,331 5,067
Changes from: December 11, 2018 Total Change is: -61,510
-33,853 -56,978 -4,150 2,564 -353 -45 -23,169 2,554 -3,064 380 885 0 -173 -359
Percent of Open Interest Represented by Each Category of Trader
5.5 40.5 0.7 47.5 8.6 0.3 36.3 16.8 3.1 3.1 26.0 0.0 3.5 4.1
Number of Traders in Each Category Total Traders: 120
. 8 . 12 16 . 26 35 8 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,741
Positions
1,300 862 868 0 4,325 0 8,216 4,193 83 716 940 0 1,558 1,470
Changes from: December 11, 2018 Total Change is: 388
0 250 -10 0 437 -8 511 -294 1 76 10 0 -182 2
Percent of Open Interest Represented by Each Category of Trader
10.2 6.8 6.8 0.0 33.9 0.0 64.5 32.9 0.7 5.6 7.4 0.0 12.2 11.5
Number of Traders in Each Category Total Traders: 35
. . . 0 7 0 10 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,675
Positions
1,618 1,347 0 10,998 3,252 0 11,103 12,608 1,600 431 4,967 490 3,435 5,411
Changes from: December 11, 2018 Total Change is: -32,912
-20,481 -6,655 -10,970 451 -112 -136 -217 -15,388 -402 -250 1,543 -57 -850 -735
Percent of Open Interest Represented by Each Category of Trader
5.5 4.5 0.0 37.1 11.0 0.0 37.4 42.5 5.4 1.5 16.7 1.7 11.6 18.2
Number of Traders in Each Category Total Traders: 66
. . 0 8 7 0 21 18 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,207
Positions
9,087 24,246 9,293 7,042 1,678 220 10,688 3,721 1,290 1,638 1,141 9 7,942 5,611
Changes from: December 11, 2018 Total Change is: 10,396
-1,200 2,116 7,732 -406 702 -6 2,139 -447 402 300 187 9 1,427 -298
Percent of Open Interest Represented by Each Category of Trader
19.2 51.4 19.7 14.9 3.6 0.5 22.6 7.9 2.7 3.5 2.4 0.0 16.8 11.9
Number of Traders in Each Category Total Traders: 90
15 15 14 13 . 4 22 12 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 94,413
Positions
18,174 48,492 18,585 14,083 3,355 440 21,376 7,441 2,580 3,275 2,281 17 15,883 11,222
Changes from: December 11, 2018 Total Change is: 20,791
-2,399 4,231 15,463 -811 1,404 -12 4,277 -894 803 599 374 17 2,854 -595
Percent of Open Interest Represented by Each Category of Trader
19.2 51.4 19.7 14.9 3.6 0.5 22.6 7.9 2.7 3.5 2.4 0.0 16.8 11.9
Number of Traders in Each Category Total Traders: 90
15 15 14 13 . 4 22 12 9 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,468
Positions
3,510 18,954 15,558 21,051 1,389 2,524 405 4,872 0 0 454 0 1,420 717
Changes from: December 11, 2018 Total Change is: 12,469
366 -5,301 15,558 -5,677 -85 2,093 0 1,201 0 0 0 0 129 -997
Percent of Open Interest Represented by Each Category of Trader
7.9 42.6 35.0 47.3 3.1 5.7 0.9 11.0 0.0 0.0 1.0 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 24
. 7 4 10 . 6 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 709,900
Positions
57,277 151,647 94,245 232,184 168,240 82,582 80,565 63,132 36,066 27,874 35,966 2,018 97,091 76,005
Changes from: December 11, 2018 Total Change is: 16,045
-4,692 15,780 -12,412 -657 359 4,109 7,703 -5,632 5,165 3,052 1,819 17 13,761 6,841
Percent of Open Interest Represented by Each Category of Trader
8.1 21.4 13.3 32.7 23.7 11.6 11.3 8.9 5.1 3.9 5.1 0.3 13.7 10.7
Number of Traders in Each Category Total Traders: 594
39 40 42 173 96 129 96 84 86 42 24 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 65,807
Positions
28,980 18,661 724 8,474 19,331 3 13,704 5,826 293 0 121 0 13,629 20,848
Changes from: December 11, 2018 Total Change is: -1,011
-2,081 -2,068 235 86 0 0 1,262 868 93 0 0 0 -606 -139
Percent of Open Interest Represented by Each Category of Trader
44.0 28.4 1.1 12.9 29.4 0.0 20.8 8.9 0.4 0.0 0.2 0.0 20.7 31.7
Number of Traders in Each Category Total Traders: 41
10 6 4 . . . 8 10 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,532
Positions
4,398 12,557 6,558 4,045 0 1,799 895 0 0 2,075 0 0 2,762 1,618
Changes from: December 11, 2018 Total Change is: 7,835
15 209 6,558 4 0 0 72 -286 0 0 0 0 1,186 1,354
Percent of Open Interest Represented by Each Category of Trader
19.5 55.7 29.1 18.0 0.0 8.0 4.0 0.0 0.0 9.2 0.0 0.0 12.3 7.2
Number of Traders in Each Category Total Traders: 20
5 8 6 4 0 . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,031
Positions
4,768 14,566 5,075 9,648 1,766 102 0 0 0 404 0 0 3,034 1,522
Changes from: December 11, 2018 Total Change is: 4,221
-22 126 3,309 113 0 0 0 0 0 0 0 0 821 786
Percent of Open Interest Represented by Each Category of Trader
20.7 63.2 22.0 41.9 7.7 0.4 0.0 0.0 0.0 1.8 0.0 0.0 13.2 6.6
Number of Traders in Each Category Total Traders: 22
4 10 . 6 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,220,465
Positions
323,907 847,353 285,181 1,161,761 787,759 369,680 404,687 356,910 108,483 139,973 179,829 9,483 417,310 275,787
Changes from: December 11, 2018 Total Change is: 85,281
-20,358 81,936 -55,935 -3,371 2,137 20,201 45,050 -19,655 12,518 15,863 9,698 -521 71,834 34,902
Percent of Open Interest Represented by Each Category of Trader
10.1 26.3 8.9 36.1 24.5 11.5 12.6 11.1 3.4 4.3 5.6 0.3 13.0 8.6
Number of Traders in Each Category Total Traders: 592
37 42 39 174 95 129 94 84 81 42 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,605
Positions
13,238 23,808 8,463 10,644 0 1,457 0 1,401 0 316 0 0 3,487 2,476
Changes from: December 11, 2018 Total Change is: 8,983
-806 4,670 8,463 241 -5,871 -232 -449 106 0 0 0 0 1,766 1,847
Percent of Open Interest Represented by Each Category of Trader
35.2 63.3 22.5 28.3 0.0 3.9 0.0 3.7 0.0 0.8 0.0 0.0 9.3 6.6
Number of Traders in Each Category Total Traders: 23
4 7 6 6 0 . 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 26,563
Positions
6,904 20,175 4,047 10,310 348 1,133 1,805 0 0 836 461 0 1,528 399
Changes from: December 11, 2018 Total Change is: 5,406
166 572 4,046 -49 0 1,133 49 0 0 0 0 0 61 -345
Percent of Open Interest Represented by Each Category of Trader
26.0 76.0 15.2 38.8 1.3 4.3 6.8 0.0 0.0 3.1 1.7 0.0 5.8 1.5
Number of Traders in Each Category Total Traders: 29
4 11 4 7 . . 4 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 25,186
Positions
4,734 12,616 7,774 11,055 1,841 767 286 600 0 0 1,380 0 570 208
Changes from: December 11, 2018 Total Change is: 8,096
466 -141 7,213 16 367 738 -217 176 0 0 0 0 -120 -257
Percent of Open Interest Represented by Each Category of Trader
18.8 50.1 30.9 43.9 7.3 3.0 1.1 2.4 0.0 0.0 5.5 0.0 2.3 0.8
Number of Traders in Each Category Total Traders: 22
4 9 6 . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 21,029
Positions
2,823 12,999 3,670 9,339 1,438 532 1,576 0 0 840 890 0 2,249 1,500
Changes from: December 11, 2018 Total Change is: 2,437
-149 242 1,824 455 331 14 29 -230 -46 200 0 0 110 302
Percent of Open Interest Represented by Each Category of Trader
13.4 61.8 17.5 44.4 6.8 2.5 7.5 0.0 0.0 4.0 4.2 0.0 10.7 7.1
Number of Traders in Each Category Total Traders: 27
4 8 4 7 . . . 0 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 80,744
Positions
12,618 13,099 15,534 34,435 40,573 3,993 4,169 2,273 304 0 577 0 9,691 4,391
Changes from: December 11, 2018 Total Change is: 12,890
1,503 -308 12,292 -2,391 2,330 388 667 -580 -67 0 0 0 498 -1,165
Percent of Open Interest Represented by Each Category of Trader
15.6 16.2 19.2 42.6 50.2 4.9 5.2 2.8 0.4 0.0 0.7 0.0 12.0 5.4
Number of Traders in Each Category Total Traders: 79
10 7 9 32 19 18 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,430
Positions
14,028 10,722 5,145 10,221 15,009 2,663 11,459 10,215 1,029 2,001 2,199 36 7,847 7,413
Changes from: December 11, 2018 Total Change is: 3,734
-4,619 -271 3,360 -440 -1,852 723 2,003 -547 552 240 583 21 1,893 1,165
Percent of Open Interest Represented by Each Category of Trader
25.8 19.7 9.5 18.8 27.6 4.9 21.1 18.8 1.9 3.7 4.0 0.1 14.4 13.6
Number of Traders in Each Category Total Traders: 268
24 22 19 53 41 32 43 51 27 11 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 272,148
Positions
70,140 53,609 25,725 51,106 75,043 13,316 57,295 51,075 5,143 10,006 10,993 180 39,237 37,064
Changes from: December 11, 2018 Total Change is: 18,668
-23,094 -1,354 16,800 -2,200 -9,261 3,614 10,016 -2,734 2,758 1,202 2,915 107 9,465 5,823
Percent of Open Interest Represented by Each Category of Trader
25.8 19.7 9.5 18.8 27.6 4.9 21.1 18.8 1.9 3.7 4.0 0.1 14.4 13.6
Number of Traders in Each Category Total Traders: 268
24 22 19 53 41 32 43 51 27 11 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 556,488
Positions
82,487 76,263 43,781 205,657 179,500 41,236 123,275 149,891 13,144 16,973 17,573 194 29,741 34,906
Changes from: December 11, 2018 Total Change is: 72,739
925 11,649 32,978 -227 -7,310 2,220 17,823 12,374 5,042 5,668 -179 29 8,281 15,936
Percent of Open Interest Represented by Each Category of Trader
14.8 13.7 7.9 37.0 32.3 7.4 22.2 26.9 2.4 3.1 3.2 0.0 5.3 6.3
Number of Traders in Each Category Total Traders: 277
28 18 22 66 59 50 36 52 23 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,996
Positions
1,318 3,000 271 10,125 1,725 464 1,266 11,120 0 1,393 537 0 5,159 2,879
Changes from: December 11, 2018 Total Change is: -21,842
-4,303 -7,880 -5,073 -1,398 467 -246 -4,091 -1,340 -2,667 -610 79 -1,742 -1,712 -3,440
Percent of Open Interest Represented by Each Category of Trader
6.6 15.0 1.4 50.6 8.6 2.3 6.3 55.6 0.0 7.0 2.7 0.0 25.8 14.4
Number of Traders in Each Category Total Traders: 30
. . . 13 4 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 54,509
Positions
6,507 9,256 1,557 21,535 6,830 1,918 14,905 8,045 722 604 2,079 0 6,761 24,102
Changes from: December 11, 2018 Total Change is: -35,794
-3,352 -10,998 -1,514 -966 1,166 -4,169 -5,976 -7,959 -3,560 84 -336 -1,642 -14,699 -6,782
Percent of Open Interest Represented by Each Category of Trader
11.9 17.0 2.9 39.5 12.5 3.5 27.3 14.8 1.3 1.1 3.8 0.0 12.4 44.2
Number of Traders in Each Category Total Traders: 66
12 5 . 16 6 8 9 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 365,687
Positions
27,685 177,170 50,064 232,656 90,290 20,498 19,185 12,416 2,120 2,015 1,945 0 11,464 11,184
Changes from: December 11, 2018 Total Change is: 67,856
788 7,568 49,456 7,298 3,765 7,175 314 -7,213 1,859 -1,822 232 0 2,788 5,014
Percent of Open Interest Represented by Each Category of Trader
7.6 48.4 13.7 63.6 24.7 5.6 5.2 3.4 0.6 0.6 0.5 0.0 3.1 3.1
Number of Traders in Each Category Total Traders: 164
13 14 13 57 38 30 18 13 12 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,472,965
Positions
133,594 757,983 133,584 839,359 285,712 126,093 77,556 58,801 14,027 26,911 13,181 746 121,095 82,838
Changes from: December 11, 2018 Total Change is: 239,262
-1,746 26,424 114,273 36,694 -1,438 16,638 -1,001 12,309 10,639 2,618 643 103 61,044 59,671
Percent of Open Interest Represented by Each Category of Trader
9.1 51.5 9.1 57.0 19.4 8.6 5.3 4.0 1.0 1.8 0.9 0.1 8.2 5.6
Number of Traders in Each Category Total Traders: 420
22 24 17 177 70 81 51 33 21 33 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 111,287
Positions
38,505 59,414 51,218 13,389 0 330 7,020 0 198 590 30 0 37 97
Changes from: December 11, 2018 Total Change is: -3,327
2,507 2,184 -5,511 0 0 0 -418 -118 118 0 0 0 -23 0
Percent of Open Interest Represented by Each Category of Trader
34.6 53.4 46.0 12.0 0.0 0.3 6.3 0.0 0.2 0.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
. 15 8 7 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 977,626
Positions
18,438 101,138 5,118 511,371 344,455 193,649 62,457 100,733 10,170 24,443 51,316 5,524 146,456 165,523
Changes from: December 11, 2018 Total Change is: 243
1,085 -4,060 -4,887 -10,817 7,064 10,076 7,473 4,079 -1,136 -714 1,379 -433 -404 -11,839
Percent of Open Interest Represented by Each Category of Trader
1.9 10.3 0.5 52.3 35.2 19.8 6.4 10.3 1.0 2.5 5.2 0.6 15.0 16.9
Number of Traders in Each Category Total Traders: 184
5 20 5 60 31 46 19 29 10 9 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,088,505
Positions
15,110 232,712 1,264 668,965 70,346 171,221 28,918 500,474 9,827 49,372 6,077 654 143,174 95,930
Changes from: December 11, 2018 Total Change is: 4,636
-2,036 -3,144 -1,318 13,334 -13,230 -347 -1,834 22,662 -1,256 -1,271 1,234 129 -765 -94
Percent of Open Interest Represented by Each Category of Trader
1.4 21.4 0.1 61.5 6.5 15.7 2.7 46.0 0.9 4.5 0.6 0.1 13.2 8.8
Number of Traders in Each Category Total Traders: 125
4 13 4 55 14 45 11 21 11 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,607,810
Positions
88,869 244,319 14,443 1,104,095 305,227 283,119 428,654 1,172,835 79,139 421,815 325,533 23,629 164,047 159,566
Changes from: December 11, 2018 Total Change is: 63,637
-8,246 45,257 -2,822 -6,066 -17,716 -24,281 86,201 52,055 8,758 2,679 11,607 3,472 3,942 -12,693
Percent of Open Interest Represented by Each Category of Trader
3.4 9.4 0.6 42.3 11.7 10.9 16.4 45.0 3.0 16.2 12.5 0.9 6.3 6.1
Number of Traders in Each Category Total Traders: 344
18 34 6 93 38 67 47 63 26 23 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,136,554
Positions
141,956 388,939 43,190 2,010,505 798,582 638,227 412,720 1,348,363 138,450 314,232 326,968 12,252 425,022 441,583
Changes from: December 11, 2018 Total Change is: -88,281
71 -32,352 6,212 7,153 -62,214 -11,818 -59,026 7,515 11,030 -36,402 2,664 634 -6,135 -9,952
Percent of Open Interest Represented by Each Category of Trader
3.4 9.4 1.0 48.6 19.3 15.4 10.0 32.6 3.3 7.6 7.9 0.3 10.3 10.7
Number of Traders in Each Category Total Traders: 427
26 39 14 115 67 101 57 78 45 21 24 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 699,450
Positions
16,721 112,571 2,485 235,147 218,381 82,455 173,863 79,730 4,340 56,547 37,065 2,821 125,071 159,602
Changes from: December 11, 2018 Total Change is: -11,739
-11,568 3,231 -1,147 6,601 -29,832 1,895 -9,142 13,329 -3,587 129 0 0 5,080 4,372
Percent of Open Interest Represented by Each Category of Trader
2.4 16.1 0.4 33.6 31.2 11.8 24.9 11.4 0.6 8.1 5.3 0.4 17.9 22.8
Number of Traders in Each Category Total Traders: 108
. 10 . 29 30 36 15 11 5 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,722,435
Positions
80,849 586,478 23,026 2,689,862 435,876 708,189 504,367 1,845,775 139,324 247,507 602,582 3,892 325,419 377,293
Changes from: December 11, 2018 Total Change is: 7,589
1,889 -60,466 -2,099 46,188 5,817 -28,416 5,086 37,550 -6,788 -14,146 45,229 -694 6,569 17,456
Percent of Open Interest Represented by Each Category of Trader
1.7 12.4 0.5 57.0 9.2 15.0 10.7 39.1 3.0 5.2 12.8 0.1 6.9 8.0
Number of Traders in Each Category Total Traders: 352
12 40 11 97 53 83 40 68 32 13 29 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,280,767
Positions
430,668 319,333 636,330 61,320 28,456 86,026 347,031 317,814 544,387 32,469 179,404 100,183 42,353 68,834
Changes from: December 11, 2018 Total Change is: 244,205
-17,580 46,133 28,134 25,545 18,956 21,883 162,500 18,465 14,083 -1,456 89,065 2,984 8,112 4,502
Percent of Open Interest Represented by Each Category of Trader
18.9 14.0 27.9 2.7 1.2 3.8 15.2 13.9 23.9 1.4 7.9 4.4 1.9 3.0
Number of Traders in Each Category Total Traders: 175
23 37 54 5 8 6 35 33 49 6 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is12,639,416
Positions
4,421,793 1,339,475 2,096,110 379,098 1,542,045 1,339,504 916,028 1,978,926 2,242,490 75,365 375,984 474,278 694,750 1,250,604
Changes from: December 11, 2018 Total Change is:-1,848,798
-689,842 -180,620 -432,012 31,611 39,424 16,679 -137,671 -810,131 -408,212 -148,766 62,501 -65,894 -14,691 -70,533
Percent of Open Interest Represented by Each Category of Trader
35.0 10.6 16.6 3.0 12.2 10.6 7.2 15.7 17.7 0.6 3.0 3.8 5.5 9.9
Number of Traders in Each Category Total Traders: 289
25 47 62 7 38 41 32 81 95 16 25 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,791
Positions
1,727 11,928 3,483 0 0 0 16,449 8,415 17,634 25 0 0 2,473 331
Changes from: December 11, 2018 Total Change is: 4,373
74 3,852 710 0 0 0 1,424 -50 -279 0 0 0 2,444 140
Percent of Open Interest Represented by Each Category of Trader
4.1 28.5 8.3 0.0 0.0 0.0 39.4 20.1 42.2 0.1 0.0 0.0 5.9 0.8
Number of Traders in Each Category Total Traders: 32
. 7 7 0 0 0 11 9 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,260
Positions
11,858 6,129 4,663 500 0 0 13,457 18,393 7,415 225 0 0 142 1,660
Changes from: December 11, 2018 Total Change is: 6,406
-1,259 1,572 3,677 300 0 0 2,523 666 1,128 0 0 0 37 -637
Percent of Open Interest Represented by Each Category of Trader
31.0 16.0 12.2 1.3 0.0 0.0 35.2 48.1 19.4 0.6 0.0 0.0 0.4 4.3
Number of Traders in Each Category Total Traders: 37
5 6 5 . 0 0 11 12 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 25,640
Positions
742 2,852 0 1,177 7,892 0 13,276 10,500 140 10,290 1,235 0 15 3,021
Changes from: December 11, 2018 Total Change is: -2,990
-370 -2,849 -30 2 -184 -2 -3,402 -23 0 810 99 0 2 -1
Percent of Open Interest Represented by Each Category of Trader
2.9 11.1 0.0 4.6 30.8 0.0 51.8 41.0 0.5 40.1 4.8 0.0 0.1 11.8
Number of Traders in Each Category Total Traders: 35
. . 0 . 11 0 . 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,383
Positions
3,778 2,236 0 525 2,423 17 9,037 6,085 0 0 407 0 26 2,215
Changes from: December 11, 2018 Total Change is: -4,226
-1,019 -2,256 -1,190 0 -183 -4 -1,993 -1,028 -17 0 200 0 -3 252
Percent of Open Interest Represented by Each Category of Trader
28.2 16.7 0.0 3.9 18.1 0.1 67.5 45.5 0.0 0.0 3.0 0.0 0.2 16.6
Number of Traders in Each Category Total Traders: 27
. . 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 4,591
Positions
55 0 0 0 150 0 925 1,616 315 1,120 1,915 0 2,176 595
Changes from: December 11, 2018 Total Change is: 332
0 0 0 0 0 0 186 47 164 -313 230 -70 365 -39
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 0.0 3.3 0.0 20.1 35.2 6.9 24.4 41.7 0.0 47.4 13.0
Number of Traders in Each Category Total Traders: 45
. 0 0 0 . 0 8 10 4 19 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,359
Positions
0 0 0 138 110 0 3,091 3,213 152 178 605 0 800 279
Changes from: December 11, 2018 Total Change is: 389
0 0 0 111 -146 0 186 514 35 19 60 -11 49 -63
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 3.2 2.5 0.0 70.9 73.7 3.5 4.1 13.9 0.0 18.4 6.4
Number of Traders in Each Category Total Traders: 45
0 0 0 . . 0 17 17 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,790
Positions
384 38,639 0 22,953 993 449 18,251 6,413 1,013 3,149 1,769 27 4,564 1,487
Changes from: December 11, 2018 Total Change is: -13,216
-100 -3,643 -2,738 426 0 -75 -4,561 173 -5,184 345 -226 -80 -1,249 -1,443
Percent of Open Interest Represented by Each Category of Trader
0.8 76.1 0.0 45.2 2.0 0.9 35.9 12.6 2.0 6.2 3.5 0.1 9.0 2.9
Number of Traders in Each Category Total Traders: 98
. . 0 14 5 . 29 11 7 27 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 18, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 438,322
Positions
22,977 73,266 35,903 88,311 25,982 15,959 83,586 104,643 128,964 14,057 4,594 22,004 26,561 27,007
Changes from: December 11, 2018 Total Change is: 18,003
-14,804 1,361 15,269 -2,346 2,745 502 12,934 -4,584 5,823 867 -881 1,174 -1,416 -3,406
Percent of Open Interest Represented by Each Category of Trader
5.2 16.7 8.2 20.1 5.9 3.6 19.1 23.9 29.4 3.2 1.0 5.0 6.1 6.2
Number of Traders in Each Category Total Traders: 231
11 20 22 22 27 16 54 53 67 15 13 22
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Traders in Financial Futures - Futures Only Positions as of December 18, 2018
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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 49,255
Positions
2,045 5,000 2,372 18,176 29 577 12,210 15,524 12,385 1,254 13,323 0 236 45
Changes from: December 11, 2018 Total Change is: 12,060
-125 3,663 1,163 1,759 -2,093 -1,573 2,497 -3,923 8,346 -45 6,476 0 38 1
Percent of Open Interest Represented by Each Category of Trader
4.2 10.2 4.8 36.9 0.1 1.2 24.8 31.5 25.1 2.5 27.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 47
. . . 14 . . 5 8 5 9 4 0
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Updated December 20, 2018