Traders in Financial Futures - Options and Futures Combined 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 209,891
Positions
52,401 3,956 25,721 29,939 37,062 7,739 37,074 46,188 16,850 9,435 11,625 1,724 29,009 59,027
Changes from: December 11, 2018 Total Change is: 33,002
16,804 -1,676 7,982 -152 3,908 -1,096 8,986 3,275 1,536 -738 30 427 -746 18,617
Percent of Open Interest Represented by Each Category of Trader
25.0 1.9 12.3 14.3 17.7 3.7 17.7 22.0 8.0 4.5 5.5 0.8 13.8 28.1
Number of Traders in Each Category Total Traders: 111
10 . 8 10 18 8 19 35 20 8 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 71,332
Positions
43,779 2,152 17 1,198 17,349 362 15,949 23,294 1,015 21 4,033 885 8,106 22,224
Changes from: December 11, 2018 Total Change is: -10,523
-1,666 670 -6,465 -107 -139 -4 -2,982 -2,391 -30 21 -1,048 584 126 -1,700
Percent of Open Interest Represented by Each Category of Trader
61.4 3.0 0.0 1.7 24.3 0.5 22.4 32.7 1.4 0.0 5.7 1.2 11.4 31.2
Number of Traders in Each Category Total Traders: 47
5 . . . 11 . 10 13 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 247,280
Positions
95,058 9,953 10,660 49,983 98,621 5,033 28,430 35,897 33,805 40 10,960 2,537 21,736 39,815
Changes from: December 11, 2018 Total Change is: -58,532
-4,761 -27,057 -15,564 -122 3,981 506 -22,182 -4,775 -12,021 -951 208 -258 -3,179 -3,552
Percent of Open Interest Represented by Each Category of Trader
38.4 4.0 4.3 20.2 39.9 2.0 11.5 14.5 13.7 0.0 4.4 1.0 8.8 16.1
Number of Traders in Each Category Total Traders: 121
9 6 10 12 31 11 26 28 19 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 239,738
Positions
105,733 15,223 5,272 36,515 45,965 11,877 26,764 95,891 19,263 7,952 5,536 2,688 23,675 38,023
Changes from: December 11, 2018 Total Change is: 4,321
4,030 9,609 -5,415 5,327 -326 1,645 14 5,263 1,337 1,911 274 329 -4,857 -8,394
Percent of Open Interest Represented by Each Category of Trader
44.1 6.3 2.2 15.2 19.2 5.0 11.2 40.0 8.0 3.3 2.3 1.1 9.9 15.9
Number of Traders in Each Category Total Traders: 124
7 6 7 17 25 10 23 32 24 7 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 557,285
Positions
42,905 98,354 11,909 300,669 181,965 23,780 24,203 113,950 45,937 19,125 17,475 2,074 86,683 61,841
Changes from: December 11, 2018 Total Change is: -107,252
3,863 1,900 -81,955 2,481 11,636 -919 -3,728 -11,884 -506 1,596 -320 -195 -27,889 -25,010
Percent of Open Interest Represented by Each Category of Trader
7.7 17.6 2.1 54.0 32.7 4.3 4.3 20.4 8.2 3.4 3.1 0.4 15.6 11.1
Number of Traders in Each Category Total Traders: 286
15 10 11 93 39 50 25 61 32 20 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 128,709
Positions
45,443 6,808 3,000 16,548 32,735 3,145 19,900 24,142 14,396 2,765 8,838 1,190 22,322 34,455
Changes from: December 11, 2018 Total Change is: -35,363
-27,800 -18,786 -4,345 1,469 -370 99 2,518 -7,363 -6,733 963 1,333 -13 -1,521 815
Percent of Open Interest Represented by Each Category of Trader
35.3 5.3 2.3 12.9 25.4 2.4 15.5 18.8 11.2 2.1 6.9 0.9 17.3 26.8
Number of Traders in Each Category Total Traders: 84
8 4 5 9 16 7 20 19 15 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 123,397
Positions
6,720 49,586 961 58,247 10,504 392 44,389 20,449 4,565 3,761 31,833 0 4,362 5,107
Changes from: December 11, 2018 Total Change is: -61,503
-33,853 -56,995 -4,142 2,565 -353 -45 -23,229 2,518 -3,014 380 885 0 -166 -358
Percent of Open Interest Represented by Each Category of Trader
5.4 40.2 0.8 47.2 8.5 0.3 36.0 16.6 3.7 3.0 25.8 0.0 3.5 4.1
Number of Traders in Each Category Total Traders: 121
. 8 . 13 16 . 27 34 11 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 29,826
Positions
1,618 1,369 128 10,998 3,252 0 11,105 12,608 1,600 431 4,967 490 3,457 5,412
Changes from: December 11, 2018 Total Change is: -32,907
-20,481 -6,654 -10,966 451 -112 -136 -234 -15,388 -402 -250 1,543 -57 -832 -735
Percent of Open Interest Represented by Each Category of Trader
5.4 4.6 0.4 36.9 10.9 0.0 37.2 42.3 5.4 1.4 16.7 1.6 11.6 18.1
Number of Traders in Each Category Total Traders: 66
. . . 8 7 0 21 18 9 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 50,214
Positions
9,000 24,488 9,739 7,042 1,678 220 10,112 3,744 3,327 1,992 731 511 8,272 5,777
Changes from: December 11, 2018 Total Change is: 11,169
-1,280 2,177 7,931 -406 702 -6 1,938 -477 911 409 45 187 1,485 -300
Percent of Open Interest Represented by Each Category of Trader
17.9 48.8 19.4 14.0 3.3 0.4 20.1 7.5 6.6 4.0 1.5 1.0 16.5 11.5
Number of Traders in Each Category Total Traders: 92
14 16 14 13 . 4 22 13 13 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 100,428
Positions
17,999 48,975 19,477 14,083 3,355 440 20,224 7,488 6,655 3,984 1,462 1,022 16,545 11,554
Changes from: December 11, 2018 Total Change is: 22,338
-2,560 4,353 15,861 -811 1,404 -12 3,875 -955 1,823 818 90 374 2,969 -601
Percent of Open Interest Represented by Each Category of Trader
17.9 48.8 19.4 14.0 3.3 0.4 20.1 7.5 6.6 4.0 1.5 1.0 16.5 11.5
Number of Traders in Each Category Total Traders: 92
14 16 14 13 . 4 22 13 13 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 1,025,315
Positions
53,438 149,135 135,245 234,533 167,128 88,984 83,646 72,423 247,447 28,659 35,761 30,092 123,270 99,099
Changes from: December 11, 2018 Total Change is: 67,052
-5,403 17,169 -5,728 359 -858 5,066 11,568 795 39,334 4,207 1,643 -496 18,146 10,128
Percent of Open Interest Represented by Each Category of Trader
5.2 14.5 13.2 22.9 16.3 8.7 8.2 7.1 24.1 2.8 3.5 2.9 12.0 9.7
Number of Traders in Each Category Total Traders: 649
42 37 57 174 99 139 99 99 123 73 26 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 106,270
Positions
28,848 19,610 3,528 9,100 19,331 1,101 16,764 9,080 18,515 159 171 1,180 27,074 33,753
Changes from: December 11, 2018 Total Change is: 8,889
-2,365 -1,921 1,683 543 0 351 3,066 2,590 3,754 97 35 486 1,274 1,912
Percent of Open Interest Represented by Each Category of Trader
27.1 18.5 3.3 8.6 18.2 1.0 15.8 8.5 17.4 0.2 0.2 1.1 25.5 31.8
Number of Traders in Each Category Total Traders: 57
9 8 10 4 . . 11 14 19 6 . 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 4,595,223
Positions
304,159 828,834 477,373 1,170,377 782,200 396,201 414,689 396,991 1,064,381 143,350 178,799 143,715 480,978 326,730
Changes from: December 11, 2018 Total Change is: 290,817
-25,175 85,469 -27,073 -677 -4,046 23,332 58,139 6,653 162,273 21,399 8,890 -5,760 84,360 41,080
Percent of Open Interest Represented by Each Category of Trader
6.6 18.0 10.4 25.5 17.0 8.6 9.0 8.6 23.2 3.1 3.9 3.1 10.5 7.1
Number of Traders in Each Category Total Traders: 637
39 40 55 174 98 138 94 97 119 69 26 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 59,819
Positions
14,026 10,651 5,421 10,209 15,015 2,723 11,311 10,017 5,415 2,077 2,515 143 8,495 7,920
Changes from: December 11, 2018 Total Change is: 3,940
-4,624 -256 3,390 -443 -1,896 479 1,784 -578 1,068 250 593 63 1,972 1,076
Percent of Open Interest Represented by Each Category of Trader
23.4 17.8 9.1 17.1 25.1 4.6 18.9 16.7 9.1 3.5 4.2 0.2 14.2 13.2
Number of Traders in Each Category Total Traders: 276
24 22 21 53 42 34 49 48 39 15 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 299,096
Positions
70,130 53,256 27,106 51,047 75,076 13,614 56,556 50,083 27,073 10,383 12,575 715 42,473 39,599
Changes from: December 11, 2018 Total Change is: 19,698
-23,120 -1,279 16,951 -2,213 -9,480 2,393 8,918 -2,891 5,342 1,250 2,965 317 9,861 5,381
Percent of Open Interest Represented by Each Category of Trader
23.4 17.8 9.1 17.1 25.1 4.6 18.9 16.7 9.1 3.5 4.2 0.2 14.2 13.2
Number of Traders in Each Category Total Traders: 276
24 22 21 53 42 34 49 48 39 15 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 567,240
Positions
82,452 76,263 44,282 205,657 179,604 41,236 123,897 150,717 21,939 16,992 17,573 229 30,556 35,397
Changes from: December 11, 2018 Total Change is: 73,723
859 11,649 33,054 -227 -7,298 2,220 17,861 12,383 5,852 5,687 -179 64 8,353 15,978
Percent of Open Interest Represented by Each Category of Trader
14.5 13.4 7.8 36.3 31.7 7.3 21.8 26.6 3.9 3.0 3.1 0.0 5.4 6.2
Number of Traders in Each Category Total Traders: 278
28 18 23 66 59 50 35 53 27 9 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 1,274,651
Positions
11,466 98,795 36,416 466,113 329,438 310,687 50,568 60,083 188,183 25,671 48,228 24,565 160,982 178,256
Changes from: December 11, 2018 Total Change is: 19,720
1,691 -3,040 -4,615 -13,711 3,245 24,407 8,657 6,958 612 -105 1,447 1,344 1,439 -10,638
Percent of Open Interest Represented by Each Category of Trader
0.9 7.8 2.9 36.6 25.8 24.4 4.0 4.7 14.8 2.0 3.8 1.9 12.6 14.0
Number of Traders in Each Category Total Traders: 194
9 18 19 58 33 56 25 27 42 12 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,088,634
Positions
15,110 232,712 1,264 668,970 70,346 171,221 28,911 500,469 9,945 49,372 6,076 655 143,186 95,945
Changes from: December 11, 2018 Total Change is: 4,610
-2,036 -3,144 -1,318 13,333 -13,230 -347 -1,827 22,662 -1,276 -1,271 1,234 129 -777 -99
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: 126
4 13 4 55 14 45 11 22 14 5 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,654,155
Positions
88,869 245,127 14,630 1,107,744 306,057 283,524 425,722 1,175,772 118,178 421,382 321,106 28,558 165,548 161,203
Changes from: December 11, 2018 Total Change is: 79,111
-8,314 43,951 -2,677 -5,612 -17,748 -25,465 83,436 52,991 24,943 2,557 9,398 5,865 4,380 -12,147
Percent of Open Interest Represented by Each Category of Trader
3.3 9.2 0.6 41.7 11.5 10.7 16.0 44.3 4.5 15.9 12.1 1.1 6.2 6.1
Number of Traders in Each Category Total Traders: 351
18 34 7 94 39 68 50 65 41 22 29 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 5,239,420
Positions
155,978 397,107 241,413 1,927,051 827,344 887,670 402,675 1,187,812 779,510 269,810 323,477 123,559 451,754 471,529
Changes from: December 11, 2018 Total Change is: -6,142
15,920 -28,112 25,121 -41,580 -62,023 37,811 -39,030 -3,396 22,996 -47,377 -2,539 22,262 -2,264 -18,262
Percent of Open Interest Represented by Each Category of Trader
3.0 7.6 4.6 36.8 15.8 16.9 7.7 22.7 14.9 5.1 6.2 2.4 8.6 9.0
Number of Traders in Each Category Total Traders: 442
30 35 44 115 69 113 71 69 90 23 30 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 5,144,786
Positions
61,972 545,540 138,554 2,663,456 437,311 801,718 482,507 1,817,607 390,657 250,172 602,989 22,520 333,230 387,890
Changes from: December 11, 2018 Total Change is: 53,352
-565 -88,207 21,432 37,298 12,578 -9,389 -5,869 33,380 20,535 -14,190 47,509 -1,932 6,032 17,446
Percent of Open Interest Represented by Each Category of Trader
1.2 10.6 2.7 51.8 8.5 15.6 9.4 35.3 7.6 4.9 11.7 0.4 6.5 7.5
Number of Traders in Each Category Total Traders: 358
11 42 26 97 53 86 34 76 66 13 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,281,169
Positions
430,668 319,333 636,330 61,320 28,456 86,026 346,945 317,629 544,765 32,469 179,404 100,183 42,462 69,043
Changes from: December 11, 2018 Total Change is: 244,268
-17,580 46,133 28,134 25,545 18,956 21,883 162,492 18,428 14,142 -1,456 89,065 2,984 8,124 4,543
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 - Options and Futures Combined 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 is21,360,234
Positions
4,261,635 1,392,792 4,075,447 369,348 1,457,754 2,044,110 771,011 1,534,391 8,321,879 68,776 514,082 713,757 734,271 1,306,023
Changes from: December 11, 2018 Total Change is:-5,298,510
-423,697 -255,429 -1,264,720 24,138 -43,785 -117,244 -76,412 -113,710 -3,084,810 40,003 33,945 -379,720 -16,049 -73,037
Percent of Open Interest Represented by Each Category of Trader
20.0 6.5 19.1 1.7 6.8 9.6 3.6 7.2 39.0 0.3 2.4 3.3 3.4 6.1
Number of Traders in Each Category Total Traders: 311
21 51 67 6 42 43 34 95 111 16 33 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 50,816
Positions
384 38,639 0 22,953 993 449 18,251 6,407 1,020 3,131 1,769 46 4,582 1,493
Changes from: December 11, 2018 Total Change is: -13,214
-100 -3,643 -2,738 426 0 -75 -4,567 167 -5,178 345 -226 -80 -1,247 -1,441
Percent of Open Interest Represented by Each Category of Trader
0.8 76.0 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 - Options and Futures Combined 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 - Options and Futures Combined 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