Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 151,010
Positions
56,864 2,338 516 30,408 38,045 6,295 10,125 57,981 6,494 11,220 3,605 389 28,699 35,347
Changes from: January 15, 2019 Total Change is: -4,681
-3,004 -167 108 -1,014 -1,357 102 -1,947 -1,877 -221 1,598 -2,075 374 -677 432
Percent of Open Interest Represented by Each Category of Trader
37.7 1.5 0.3 20.1 25.2 4.2 6.7 38.4 4.3 7.4 2.4 0.3 19.0 23.4
Number of Traders in Each Category Total Traders: 99
12 . 5 13 17 8 14 28 10 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,095
Positions
39,318 10,670 162 1,258 15,391 545 12,569 13,576 980 0 1,498 0 8,263 20,273
Changes from: January 15, 2019 Total Change is: 572
-348 -2,589 162 -9 2,929 -167 338 -1,749 57 0 21 0 539 1,908
Percent of Open Interest Represented by Each Category of Trader
62.3 16.9 0.3 2.0 24.4 0.9 19.9 21.5 1.6 0.0 2.4 0.0 13.1 32.1
Number of Traders in Each Category Total Traders: 52
5 6 . . 13 . 10 14 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 210,645
Positions
85,639 22,456 2,649 47,669 80,604 3,098 31,223 49,869 6,189 10,125 9,225 255 23,798 36,300
Changes from: January 15, 2019 Total Change is: -8,681
-14,452 2,944 1,102 1,167 -9,276 -775 -1,616 -3,339 1,228 1,358 -530 -56 3,363 21
Percent of Open Interest Represented by Each Category of Trader
40.7 10.7 1.3 22.6 38.3 1.5 14.8 23.7 2.9 4.8 4.4 0.1 11.3 17.2
Number of Traders in Each Category Total Traders: 117
9 6 5 10 27 11 22 34 19 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 212,563
Positions
73,839 95,627 3,090 41,915 16,338 10,912 28,994 49,940 5,684 13,965 2,532 28 34,136 28,412
Changes from: January 15, 2019 Total Change is: -16,732
-2,030 4,596 -79 -2,900 -425 -560 -8,236 -19,284 -154 -664 5 -72 -2,037 -759
Percent of Open Interest Represented by Each Category of Trader
34.7 45.0 1.5 19.7 7.7 5.1 13.6 23.5 2.7 6.6 1.2 0.0 16.1 13.4
Number of Traders in Each Category Total Traders: 105
. 12 . 22 12 11 22 26 18 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 527,176
Positions
39,231 137,923 5,028 310,543 162,743 22,846 27,903 112,808 12,782 18,463 17,537 165 90,215 55,344
Changes from: January 15, 2019 Total Change is: 2,124
456 -1,895 58 3,024 1,239 901 -4,187 832 -851 -1,473 374 41 4,155 1,425
Percent of Open Interest Represented by Each Category of Trader
7.4 26.2 1.0 58.9 30.9 4.3 5.3 21.4 2.4 3.5 3.3 0.0 17.1 10.5
Number of Traders in Each Category Total Traders: 273
17 10 13 92 39 43 27 55 23 20 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,953
Positions
423 13,617 0 12,161 4,707 2,583 1,131 1,879 0 0 727 5 12,650 5,435
Changes from: January 15, 2019 Total Change is: -1,765
-63 -140 0 -2,227 -549 877 0 -2,949 0 0 0 0 -352 996
Percent of Open Interest Represented by Each Category of Trader
1.5 47.0 0.0 42.0 16.3 8.9 3.9 6.5 0.0 0.0 2.5 0.0 43.7 18.8
Number of Traders in Each Category Total Traders: 24
. . 0 13 4 7 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,674
Positions
5,982 6,316 646 10,551 9,385 2,084 1,457 2,794 0 0 0 0 6,954 6,449
Changes from: January 15, 2019 Total Change is: 758
328 -4 4 -319 -379 3 -99 17 0 0 0 0 841 1,117
Percent of Open Interest Represented by Each Category of Trader
21.6 22.8 2.3 38.1 33.9 7.5 5.3 10.1 0.0 0.0 0.0 0.0 25.1 23.3
Number of Traders in Each Category Total Traders: 22
. . . 8 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 120,516
Positions
51,308 7,638 2,107 16,869 31,127 2,364 19,784 34,425 3,517 2,927 3,988 38 21,602 35,312
Changes from: January 15, 2019 Total Change is: -4,828
-1,991 982 -133 -1,063 -217 -168 -2,559 -6,247 -50 0 1,108 -30 1,166 -73
Percent of Open Interest Represented by Each Category of Trader
42.6 6.3 1.7 14.0 25.8 2.0 16.4 28.6 2.9 2.4 3.3 0.0 17.9 29.3
Number of Traders in Each Category Total Traders: 80
10 5 . 8 13 5 15 24 11 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,078
Positions
0 18,067 959 19,426 1,704 3 4,993 4,002 0 520 1,106 0 1,177 1,237
Changes from: January 15, 2019 Total Change is: -4,756
-648 1,629 -41 223 -8,725 3 -4,350 2,883 0 0 -250 0 57 -255
Percent of Open Interest Represented by Each Category of Trader
0.0 66.7 3.5 71.7 6.3 0.0 18.4 14.8 0.0 1.9 4.1 0.0 4.3 4.6
Number of Traders in Each Category Total Traders: 32
0 6 . 4 . . 11 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 206,199
Positions
294 109,359 800 107,691 6,698 1,388 81,967 68,542 724 5,739 14,989 178 7,418 3,521
Changes from: January 15, 2019 Total Change is: 16,012
37 8,424 -3,597 10,012 1,025 -237 8,545 10,009 -157 709 95 -45 745 495
Percent of Open Interest Represented by Each Category of Trader
0.1 53.0 0.4 52.2 3.2 0.7 39.8 33.2 0.4 2.8 7.3 0.1 3.6 1.7
Number of Traders in Each Category Total Traders: 156
. 10 . 25 14 . 54 26 6 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 16,067
Positions
2,354 1,574 2,323 518 2,652 0 7,680 7,433 579 250 480 0 2,363 1,026
Changes from: January 15, 2019 Total Change is: -1,386
100 34 0 -146 -3,432 0 -1,583 1,668 142 0 50 0 101 152
Percent of Open Interest Represented by Each Category of Trader
14.7 9.8 14.5 3.2 16.5 0.0 47.8 46.3 3.6 1.6 3.0 0.0 14.7 6.4
Number of Traders in Each Category Total Traders: 33
. . . . 4 0 8 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,089
Positions
9,421 642 100 6,441 7,106 0 12,064 14,299 1,760 0 3,577 316 2,987 5,289
Changes from: January 15, 2019 Total Change is: 2,739
1,842 -13 -6 -7 1,137 -237 1,599 318 230 -102 1,363 -292 -288 239
Percent of Open Interest Represented by Each Category of Trader
28.5 1.9 0.3 19.5 21.5 0.0 36.5 43.2 5.3 0.0 10.8 1.0 9.0 16.0
Number of Traders in Each Category Total Traders: 74
6 . . 6 10 0 21 23 9 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 21,668
Positions
2,242 10,860 5,995 11,509 1,791 1 946 1,822 0 0 0 0 975 1,199
Changes from: January 15, 2019 Total Change is: 3,653
0 0 3,000 1,436 0 0 -654 682 0 -180 0 0 51 -29
Percent of Open Interest Represented by Each Category of Trader
10.3 50.1 27.7 53.1 8.3 0.0 4.4 8.4 0.0 0.0 0.0 0.0 4.5 5.5
Number of Traders in Each Category Total Traders: 23
. . . 5 . . 6 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,510
Positions
11,937 18,227 751 7,374 2,740 170 10,704 6,071 616 1,258 1,610 0 5,701 8,327
Changes from: January 15, 2019 Total Change is: 900
892 189 -25 536 218 -18 -593 219 -150 20 418 0 238 50
Percent of Open Interest Represented by Each Category of Trader
31.0 47.3 2.0 19.1 7.1 0.4 27.8 15.8 1.6 3.3 4.2 0.0 14.8 21.6
Number of Traders in Each Category Total Traders: 89
13 15 5 10 . . 18 19 5 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 77,019
Positions
23,873 36,453 1,502 14,748 5,479 340 21,408 12,141 1,231 2,516 3,220 0 11,401 16,653
Changes from: January 15, 2019 Total Change is: 1,800
1,783 377 -50 1,071 436 -35 -1,185 437 -300 40 836 0 476 99
Percent of Open Interest Represented by Each Category of Trader
31.0 47.3 2.0 19.1 7.1 0.4 27.8 15.8 1.6 3.3 4.2 0.0 14.8 21.6
Number of Traders in Each Category Total Traders: 89
13 15 5 10 . . 18 19 5 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,466
Positions
9,880 24,683 0 17,330 1,152 656 405 2,319 0 0 446 0 1,195 210
Changes from: January 15, 2019 Total Change is: -77
1,952 0 0 -1,851 211 -266 -213 -33 0 0 0 0 301 11
Percent of Open Interest Represented by Each Category of Trader
33.5 83.8 0.0 58.8 3.9 2.2 1.4 7.9 0.0 0.0 1.5 0.0 4.1 0.7
Number of Traders in Each Category Total Traders: 23
4 5 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 595,185
Positions
40,018 132,356 49,637 257,347 131,300 65,813 51,212 67,577 25,676 20,262 38,314 1,467 83,751 83,043
Changes from: January 15, 2019 Total Change is: 9,198
2,194 -6,524 1,919 -4,409 -4,010 87 5,768 4,320 7,168 -4,857 1,875 484 844 3,879
Percent of Open Interest Represented by Each Category of Trader
6.7 22.2 8.3 43.2 22.1 11.1 8.6 11.4 4.3 3.4 6.4 0.2 14.1 14.0
Number of Traders in Each Category Total Traders: 577
26 43 22 163 101 120 63 109 63 39 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,788
Positions
20,864 10,058 6,800 3,034 8,648 0 14,150 2,021 1,932 0 3 9 12,999 30,317
Changes from: January 15, 2019 Total Change is: 4,843
-522 546 700 79 -155 -3 4,418 -2,639 1,432 0 0 0 -1,261 4,962
Percent of Open Interest Represented by Each Category of Trader
34.9 16.8 11.4 5.1 14.5 0.0 23.7 3.4 3.2 0.0 0.0 0.0 21.7 50.7
Number of Traders in Each Category Total Traders: 32
6 7 . . . 0 6 7 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,676,983
Positions
208,806 724,527 101,152 1,284,827 626,521 315,806 248,348 390,817 55,682 101,310 191,557 7,290 353,762 263,631
Changes from: January 15, 2019 Total Change is: 21,773
14,755 -34,174 4,920 -25,137 -21,970 3,143 28,798 56,840 6,636 -24,287 9,375 2,418 10,527 -5,415
Percent of Open Interest Represented by Each Category of Trader
7.8 27.1 3.8 48.0 23.4 11.8 9.3 14.6 2.1 3.8 7.2 0.3 13.2 9.8
Number of Traders in Each Category Total Traders: 573
28 41 19 163 100 120 62 108 59 39 31 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,468
Positions
4,538 13,468 0 11,526 2,728 989 750 857 14 0 0 0 1,651 1,412
Changes from: January 15, 2019 Total Change is: 2,224
111 1,784 0 1,571 282 -13 750 -110 0 0 0 0 -195 281
Percent of Open Interest Represented by Each Category of Trader
23.3 69.2 0.0 59.2 14.0 5.1 3.9 4.4 0.1 0.0 0.0 0.0 8.5 7.3
Number of Traders in Each Category Total Traders: 22
. 8 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,126
Positions
6,242 15,603 1 6,886 376 0 2,127 0 0 836 0 0 1,034 1,146
Changes from: January 15, 2019 Total Change is: -93
0 -560 0 75 0 0 27 0 0 0 0 0 -195 467
Percent of Open Interest Represented by Each Category of Trader
36.4 91.1 0.0 40.2 2.2 0.0 12.4 0.0 0.0 4.9 0.0 0.0 6.0 6.7
Number of Traders in Each Category Total Traders: 25
4 7 . 7 . 0 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,844
Positions
9,109 7,779 0 5,383 7,491 135 2,147 1,374 0 0 890 0 2,070 1,175
Changes from: January 15, 2019 Total Change is: 740
1,090 0 0 -410 11 -27 245 573 0 0 0 0 -158 183
Percent of Open Interest Represented by Each Category of Trader
48.3 41.3 0.0 28.6 39.8 0.7 11.4 7.3 0.0 0.0 4.7 0.0 11.0 6.2
Number of Traders in Each Category Total Traders: 29
6 5 0 7 . . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 67,491
Positions
12,600 8,688 3,837 37,076 40,164 3,613 1,303 3,306 450 209 2,484 0 8,403 4,949
Changes from: January 15, 2019 Total Change is: -1,402
-2,664 -783 134 1,560 -1,233 -123 -171 646 -89 0 0 0 -49 46
Percent of Open Interest Represented by Each Category of Trader
18.7 12.9 5.7 54.9 59.5 5.4 1.9 4.9 0.7 0.3 3.7 0.0 12.5 7.3
Number of Traders in Each Category Total Traders: 74
6 6 . 30 19 16 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 41,357
Positions
18,372 9,881 599 9,876 11,695 731 5,668 9,565 629 1,021 1,750 10 4,451 6,497
Changes from: January 15, 2019 Total Change is: -424
-1,277 2,020 131 532 -436 -134 633 236 -15 -76 -132 -38 -179 -2,056
Percent of Open Interest Represented by Each Category of Trader
44.4 23.9 1.4 23.9 28.3 1.8 13.7 23.1 1.5 2.5 4.2 0.0 10.8 15.7
Number of Traders in Each Category Total Traders: 251
21 22 5 47 42 25 32 55 17 5 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 206,783
Positions
91,858 49,405 2,997 49,378 58,475 3,655 28,338 47,824 3,144 5,107 8,749 49 22,257 32,485
Changes from: January 15, 2019 Total Change is: -2,120
-6,384 10,102 656 2,660 -2,182 -671 3,164 1,182 -76 -380 -658 -192 -897 -10,281
Percent of Open Interest Represented by Each Category of Trader
44.4 23.9 1.4 23.9 28.3 1.8 13.7 23.1 1.5 2.5 4.2 0.0 10.8 15.7
Number of Traders in Each Category Total Traders: 251
21 22 5 47 42 25 32 55 17 5 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 470,052
Positions
91,472 55,192 13,547 215,207 182,016 38,021 70,465 134,615 7,182 16,579 19,217 238 17,341 20,024
Changes from: January 15, 2019 Total Change is: 1,677
8,257 -407 -847 -853 -3,655 414 -3,131 2,483 1,253 -2,777 1,561 62 -701 813
Percent of Open Interest Represented by Each Category of Trader
19.5 11.7 2.9 45.8 38.7 8.1 15.0 28.6 1.5 3.5 4.1 0.1 3.7 4.3
Number of Traders in Each Category Total Traders: 291
26 16 8 71 59 47 40 57 23 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,293
Positions
5,015 3,157 171 11,528 541 329 2,363 18,643 200 1,386 276 0 5,301 2,976
Changes from: January 15, 2019 Total Change is: 698
7 17 0 261 -861 -17 157 1,544 -29 -7 49 0 326 -5
Percent of Open Interest Represented by Each Category of Trader
19.1 12.0 0.7 43.8 2.1 1.3 9.0 70.9 0.8 5.3 1.0 0.0 20.2 11.3
Number of Traders in Each Category Total Traders: 31
. . . 12 . . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 68,890
Positions
13,961 11,244 1,525 15,141 4,078 1,450 27,284 8,375 903 642 607 0 7,984 40,708
Changes from: January 15, 2019 Total Change is: 2,206
887 874 -538 250 238 -92 2,794 1,013 -329 55 -912 0 -821 1,952
Percent of Open Interest Represented by Each Category of Trader
20.3 16.3 2.2 22.0 5.9 2.1 39.6 12.2 1.3 0.9 0.9 0.0 11.6 59.1
Number of Traders in Each Category Total Traders: 69
15 5 . 15 4 5 16 10 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 307,346
Positions
36,447 175,160 2,344 222,650 84,682 18,039 13,098 17,009 332 6,003 2,401 0 8,433 7,379
Changes from: January 15, 2019 Total Change is: 2,121
-2,447 -235 -141 4,498 -2,453 407 -484 4,272 13 0 358 0 275 -100
Percent of Open Interest Represented by Each Category of Trader
11.9 57.0 0.8 72.4 27.6 5.9 4.3 5.5 0.1 2.0 0.8 0.0 2.7 2.4
Number of Traders in Each Category Total Traders: 154
11 11 4 59 33 24 14 15 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,332,382
Positions
95,133 895,094 4,181 985,312 222,678 109,147 77,263 70,245 2,208 30,462 13,221 762 27,914 14,846
Changes from: January 15, 2019 Total Change is: 17,334
-3,594 36,454 -57 22,750 -31,987 2,942 -1,621 11,677 -733 -446 54 313 -2,220 -1,329
Percent of Open Interest Represented by Each Category of Trader
7.1 67.2 0.3 74.0 16.7 8.2 5.8 5.3 0.2 2.3 1.0 0.1 2.1 1.1
Number of Traders in Each Category Total Traders: 418
25 18 6 179 64 79 54 32 16 35 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 63,110
Positions
25,480 39,016 23,251 5,343 0 305 7,676 0 478 552 0 0 25 60
Changes from: January 15, 2019 Total Change is: 110
-54 10 100 0 0 0 100 0 0 0 0 0 -36 0
Percent of Open Interest Represented by Each Category of Trader
40.4 61.8 36.8 8.5 0.0 0.5 12.2 0.0 0.8 0.9 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 14 8 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 972,020
Positions
10,630 126,061 237 479,461 340,413 179,609 89,796 103,289 16,733 25,879 47,622 3,530 166,145 154,526
Changes from: January 15, 2019 Total Change is: 28,276
1,825 14,259 0 7,678 7,114 896 8,325 -482 6,571 -1,343 3,264 -64 4,388 -3,282
Percent of Open Interest Represented by Each Category of Trader
1.1 13.0 0.0 49.3 35.0 18.5 9.2 10.6 1.7 2.7 4.9 0.4 17.1 15.9
Number of Traders in Each Category Total Traders: 185
5 22 . 58 29 46 29 25 23 7 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,154,494
Positions
13,072 237,006 1,384 710,457 39,939 180,425 24,638 583,438 12,954 50,686 7,175 614 160,264 91,559
Changes from: January 15, 2019 Total Change is: 17,618
1,731 -21,101 -1,863 17,689 490 7,209 -274 36,212 170 -3,868 1,009 1 -3,177 -4,509
Percent of Open Interest Represented by Each Category of Trader
1.1 20.5 0.1 61.5 3.5 15.6 2.1 50.5 1.1 4.4 0.6 0.1 13.9 7.9
Number of Traders in Each Category Total Traders: 134
5 14 . 63 10 48 7 28 13 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,624,291
Positions
99,648 246,335 19,100 1,033,715 313,997 269,385 491,665 1,302,752 110,533 416,669 209,058 22,910 160,666 130,221
Changes from: January 15, 2019 Total Change is: -51,171
4,642 -5,781 4,032 -35,361 -54,999 -16,428 -15,136 9,706 23,143 -9,637 -1,816 -19 -6,407 -9,009
Percent of Open Interest Represented by Each Category of Trader
3.8 9.4 0.7 39.4 12.0 10.3 18.7 49.6 4.2 15.9 8.0 0.9 6.1 5.0
Number of Traders in Each Category Total Traders: 341
16 35 11 96 32 65 58 55 30 22 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,029,245
Positions
156,205 355,485 52,425 1,852,474 810,736 651,626 433,899 1,274,742 123,600 296,575 311,088 31,792 430,649 417,751
Changes from: January 15, 2019 Total Change is: -47,670
2,282 -24,870 -6,840 -80,982 58,247 -9,788 33,889 -71,125 -8,026 28,132 -9,619 -240 -6,097 24,591
Percent of Open Interest Represented by Each Category of Trader
3.9 8.8 1.3 46.0 20.1 16.2 10.8 31.6 3.1 7.4 7.7 0.8 10.7 10.4
Number of Traders in Each Category Total Traders: 428
28 43 16 112 62 97 72 68 54 21 22 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 702,826
Positions
17,640 130,675 1,200 278,672 185,611 85,500 150,852 97,897 3,739 65,826 39,220 500 98,897 158,484
Changes from: January 15, 2019 Total Change is: -8,325
1,328 -14,261 -106 -6,717 901 2,562 -7,337 -2,075 -333 3,729 0 0 -1,451 4,987
Percent of Open Interest Represented by Each Category of Trader
2.5 18.6 0.2 39.7 26.4 12.2 21.5 13.9 0.5 9.4 5.6 0.1 14.1 22.5
Number of Traders in Each Category Total Traders: 113
. 9 . 29 31 37 16 12 8 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,505,973
Positions
113,325 436,429 38,541 2,438,144 459,868 724,048 520,579 1,900,485 104,252 231,673 483,262 4,420 330,991 354,668
Changes from: January 15, 2019 Total Change is: -28,869
21,390 -15,194 8,532 -100,663 -27,121 12,872 20,351 -5,725 30,007 -19,261 -24,546 -2,108 11 -5,586
Percent of Open Interest Represented by Each Category of Trader
2.5 9.7 0.9 54.1 10.2 16.1 11.6 42.2 2.3 5.1 10.7 0.1 7.3 7.9
Number of Traders in Each Category Total Traders: 349
17 37 14 96 51 84 44 63 41 14 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,034,075
Positions
481,478 304,242 598,583 20,836 10,075 107,808 236,051 372,273 409,211 59,332 93,310 78,749 42,027 59,824
Changes from: January 15, 2019 Total Change is: -4,837
-28,233 17,536 245 -4,091 -35,327 14,897 -2,058 13,030 16,576 236 -34,917 1,125 -3,534 1,998
Percent of Open Interest Represented by Each Category of Trader
23.7 15.0 29.4 1.0 0.5 5.3 11.6 18.3 20.1 2.9 4.6 3.9 2.1 2.9
Number of Traders in Each Category Total Traders: 170
25 35 55 5 4 6 35 39 50 9 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is12,271,360
Positions
3,327,512 1,349,462 2,416,872 386,746 1,201,641 1,118,533 1,123,609 1,581,497 2,514,402 135,472 350,712 576,250 671,964 1,161,991
Changes from: January 15, 2019 Total Change is: -47,963
28,002 19,545 14,081 -17,748 1,613 -84,873 -31,438 -45,439 18,411 16,903 -1,189 3,860 4,839 26,028
Percent of Open Interest Represented by Each Category of Trader
27.1 11.0 19.7 3.2 9.8 9.1 9.2 12.9 20.5 1.1 2.9 4.7 5.5 9.5
Number of Traders in Each Category Total Traders: 279
27 45 64 11 28 39 34 76 88 11 30 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 32,573
Positions
822 10,069 4,998 0 0 0 16,053 6,763 10,083 25 0 0 592 660
Changes from: January 15, 2019 Total Change is: 2,498
-1,164 1,887 1,129 0 0 0 2,607 -432 -88 0 0 0 14 2
Percent of Open Interest Represented by Each Category of Trader
2.5 30.9 15.3 0.0 0.0 0.0 49.3 20.8 31.0 0.1 0.0 0.0 1.8 2.0
Number of Traders in Each Category Total Traders: 30
. 7 7 0 0 0 11 9 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,072
Positions
11,433 1,644 6,405 500 1,200 0 4,511 13,567 5,021 850 0 0 352 1,235
Changes from: January 15, 2019 Total Change is: 5,155
2,052 63 483 0 1,200 0 1,506 2,549 1,146 50 0 0 -82 -286
Percent of Open Interest Represented by Each Category of Trader
39.3 5.7 22.0 1.7 4.1 0.0 15.5 46.7 17.3 2.9 0.0 0.0 1.2 4.2
Number of Traders in Each Category Total Traders: 40
7 8 5 . . 0 10 12 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,325
Positions
596 5,007 0 1,374 8,160 0 12,997 11,403 140 14,180 1,235 0 38 3,380
Changes from: January 15, 2019 Total Change is: 542
-31 610 0 0 124 0 565 -219 0 0 0 0 8 27
Percent of Open Interest Represented by Each Category of Trader
2.0 17.1 0.0 4.7 27.8 0.0 44.3 38.9 0.5 48.4 4.2 0.0 0.1 11.5
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,333
Positions
3,741 2,176 0 799 2,254 28 8,744 6,414 0 0 407 0 21 2,054
Changes from: January 15, 2019 Total Change is: -2,116
-1,358 -47 0 -15 -82 0 -740 -1,941 0 0 0 0 -3 -46
Percent of Open Interest Represented by Each Category of Trader
28.1 16.3 0.0 6.0 16.9 0.2 65.6 48.1 0.0 0.0 3.1 0.0 0.2 15.4
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,589
Positions
55 0 0 0 0 0 554 2,629 117 1,263 382 20 1,580 441
Changes from: January 15, 2019 Total Change is: -799
0 0 0 0 0 0 -176 409 -268 -115 -894 20 -260 -66
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.0 0.0 15.4 73.3 3.3 35.2 10.6 0.6 44.0 12.3
Number of Traders in Each Category Total Traders: 40
. 0 0 0 0 0 8 9 . 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,976
Positions
0 1 100 27 344 0 3,341 2,863 706 111 610 8 683 344
Changes from: January 15, 2019 Total Change is: 503
0 0 20 0 7 0 -76 -60 581 1 2 0 -23 -47
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 2.0 0.5 6.9 0.0 67.1 57.5 14.2 2.2 12.3 0.2 13.7 6.9
Number of Traders in Each Category Total Traders: 45
0 . . . 4 0 17 14 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,999
Positions
416 38,164 0 13,694 2,654 414 36,805 13,245 1,677 3,360 951 27 3,606 2,867
Changes from: January 15, 2019 Total Change is: -1,791
-118 -486 0 341 0 3 -2,231 -772 -278 208 -69 0 284 -189
Percent of Open Interest Represented by Each Category of Trader
0.7 63.6 0.0 22.8 4.4 0.7 61.3 22.1 2.8 5.6 1.6 0.0 6.0 4.8
Number of Traders in Each Category Total Traders: 107
. . 0 13 8 . 30 18 9 24 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 345,967
Positions
29,052 46,636 16,867 79,417 21,047 18,160 53,398 91,836 97,983 8,809 6,474 15,901 26,380 31,063
Changes from: January 15, 2019 Total Change is: -42,062
-1,053 -17,981 -5,508 14,591 -1,190 -376 -27,492 -1,613 -25,184 -1,721 2,208 2,743 1,938 4,839
Percent of Open Interest Represented by Each Category of Trader
8.4 13.5 4.9 23.0 6.1 5.2 15.4 26.5 28.3 2.5 1.9 4.6 7.6 9.0
Number of Traders in Each Category Total Traders: 170
8 12 14 19 18 19 37 38 47 14 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 30,014
Positions
370 793 1,168 14,830 15,301 184 11,514 12,093 97 1,250 168 0 601 210
Changes from: January 15, 2019 Total Change is: -3,033
-77 43 0 -140 -2,413 0 -2,719 -818 0 -81 -3 0 -16 158
Percent of Open Interest Represented by Each Category of Trader
1.2 2.6 3.9 49.4 51.0 0.6 38.4 40.3 0.3 4.2 0.6 0.0 2.0 0.7
Number of Traders in Each Category Total Traders: 44
. . . 11 . . 7 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 15, 2019