Traders in Financial Futures - Futures Only Positions as of February 5, 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 141,538
Positions
41,055 4,384 1,011 31,684 28,723 7,576 12,605 59,979 6,880 14,143 862 10 26,574 32,113
Changes from: January 29, 2019 Total Change is: -9,608
-16,620 2,722 415 1,816 -8,523 993 3,106 896 399 1,222 -3,405 0 -939 -3,105
Percent of Open Interest Represented by Each Category of Trader
29.0 3.1 0.7 22.4 20.3 5.4 8.9 42.4 4.9 10.0 0.6 0.0 18.8 22.7
Number of Traders in Each Category Total Traders: 100
9 . 5 16 16 11 17 25 10 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 68,402
Positions
40,539 7,596 142 1,386 20,506 686 16,425 16,638 935 0 919 0 8,289 20,980
Changes from: January 29, 2019 Total Change is: 3,398
1,197 -1,399 0 -52 3,149 -353 3,067 1,762 -89 0 -725 0 -372 1,053
Percent of Open Interest Represented by Each Category of Trader
59.3 11.1 0.2 2.0 30.0 1.0 24.0 24.3 1.4 0.0 1.3 0.0 12.1 30.7
Number of Traders in Each Category Total Traders: 56
5 7 . . 17 . 11 13 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 196,616
Positions
62,349 28,086 4,170 51,168 67,529 4,491 33,590 44,609 6,306 10,483 8,695 45 24,014 32,685
Changes from: January 29, 2019 Total Change is: -10,080
-1,737 -2,340 -625 3,076 -1,848 96 -7,710 -3,822 -1,568 -890 94 -239 -483 172
Percent of Open Interest Represented by Each Category of Trader
31.7 14.3 2.1 26.0 34.3 2.3 17.1 22.7 3.2 5.3 4.4 0.0 12.2 16.6
Number of Traders in Each Category Total Traders: 109
7 8 5 13 24 13 19 31 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 192,789
Positions
71,877 92,943 4,648 36,295 20,496 11,030 23,184 25,227 6,599 11,564 2,741 46 27,546 29,059
Changes from: January 29, 2019 Total Change is: -12,027
-952 -1,404 1,365 -2,319 4,500 -272 -5,725 -17,770 505 -2,401 510 17 -2,245 522
Percent of Open Interest Represented by Each Category of Trader
37.3 48.2 2.4 18.8 10.6 5.7 12.0 13.1 3.4 6.0 1.4 0.0 14.3 15.1
Number of Traders in Each Category Total Traders: 112
4 13 6 21 18 13 23 26 19 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 523,868
Positions
34,935 144,723 4,679 312,234 157,738 24,075 30,090 107,043 10,211 18,252 18,672 251 89,141 56,476
Changes from: January 29, 2019 Total Change is: -3,653
-4,218 7,250 -64 2,056 -1,915 1,448 1,714 -5,065 -4,708 444 1,110 29 -354 -1,738
Percent of Open Interest Represented by Each Category of Trader
6.7 27.6 0.9 59.6 30.1 4.6 5.7 20.4 1.9 3.5 3.6 0.0 17.0 10.8
Number of Traders in Each Category Total Traders: 268
17 10 14 92 39 44 28 46 20 18 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 29,754
Positions
0 14,141 0 12,353 6,037 2,605 1,591 0 7 0 727 5 13,193 6,232
Changes from: January 29, 2019 Total Change is: 800
0 649 0 801 1,297 -156 -319 -747 7 0 0 0 467 -250
Percent of Open Interest Represented by Each Category of Trader
0.0 47.5 0.0 41.5 20.3 8.8 5.3 0.0 0.0 0.0 2.4 0.0 44.3 20.9
Number of Traders in Each Category Total Traders: 23
0 . 0 13 4 8 . 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 26,282
Positions
6,099 6,135 651 9,586 9,596 2,048 915 1,645 0 0 0 0 6,983 6,207
Changes from: January 29, 2019 Total Change is: -1,216
145 -181 5 -934 257 -36 -21 -1,283 0 0 0 0 -375 22
Percent of Open Interest Represented by Each Category of Trader
23.2 23.3 2.5 36.5 36.5 7.8 3.5 6.3 0.0 0.0 0.0 0.0 26.6 23.6
Number of Traders in Each Category Total Traders: 20
. . . 7 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 120,590
Positions
43,290 12,882 1,200 21,296 30,069 2,454 19,489 34,532 4,326 3,894 4,110 38 24,603 30,979
Changes from: January 29, 2019 Total Change is: -1,265
-5,283 4,793 -723 2,398 -3,316 -171 -2,842 -431 875 -41 246 -1 4,523 -2,537
Percent of Open Interest Represented by Each Category of Trader
35.9 10.7 1.0 17.7 24.9 2.0 16.2 28.6 3.6 3.2 3.4 0.0 20.4 25.7
Number of Traders in Each Category Total Traders: 80
8 8 . 8 16 6 12 22 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 38,044
Positions
0 25,446 500 31,064 628 0 4,113 7,703 16 598 2,850 0 1,753 901
Changes from: January 29, 2019 Total Change is: 5,885
0 3,055 0 4,748 -507 0 772 2,316 16 78 1,092 0 271 -87
Percent of Open Interest Represented by Each Category of Trader
0.0 66.9 1.3 81.7 1.7 0.0 10.8 20.2 0.0 1.6 7.5 0.0 4.6 2.4
Number of Traders in Each Category Total Traders: 37
0 6 . 7 . 0 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 222,193
Positions
554 121,917 800 129,191 6,743 2,007 80,564 51,753 375 2,201 35,386 14 6,487 3,198
Changes from: January 29, 2019 Total Change is: 8,052
-82 5,166 0 15,594 199 619 -3,256 -17,037 -202 -4,119 19,628 -201 -301 -120
Percent of Open Interest Represented by Each Category of Trader
0.2 54.9 0.4 58.1 3.0 0.9 36.3 23.3 0.2 1.0 15.9 0.0 2.9 1.4
Number of Traders in Each Category Total Traders: 162
. 9 . 27 12 . 55 32 8 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 13,417
Positions
250 1,584 0 517 3,467 0 9,213 6,741 554 550 360 0 2,333 711
Changes from: January 29, 2019 Total Change is: -899
-2,104 -18 0 -10 -13 0 1,140 -247 -226 300 -74 0 1 -321
Percent of Open Interest Represented by Each Category of Trader
1.9 11.8 0.0 3.9 25.8 0.0 68.7 50.2 4.1 4.1 2.7 0.0 17.4 5.3
Number of Traders in Each Category Total Traders: 35
. . 0 . 4 0 9 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 34,054
Positions
6,101 3,678 93 14,067 7,649 377 8,488 14,139 1,863 0 1,794 0 3,065 4,461
Changes from: January 29, 2019 Total Change is: 2,370
-2,151 3,331 0 6,947 1,636 274 -1,851 -22 53 -230 -2,136 -336 -336 -430
Percent of Open Interest Represented by Each Category of Trader
17.9 10.8 0.3 41.3 22.5 1.1 24.9 41.5 5.5 0.0 5.3 0.0 9.0 13.1
Number of Traders in Each Category Total Traders: 75
4 5 . 14 9 . 20 20 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 26,213
Positions
2,237 11,666 6,000 15,303 1,706 1 906 5,248 0 0 430 0 1,766 1,162
Changes from: January 29, 2019 Total Change is: 2,783
-5 806 5 2,452 -85 0 222 2,192 0 0 -50 0 109 -85
Percent of Open Interest Represented by Each Category of Trader
8.5 44.5 22.9 58.4 6.5 0.0 3.5 20.0 0.0 0.0 1.6 0.0 6.7 4.4
Number of Traders in Each Category Total Traders: 24
. . . 6 . . 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 42,870
Positions
14,855 17,449 789 8,316 3,452 315 9,705 9,779 898 1,416 1,678 0 6,577 8,511
Changes from: January 29, 2019 Total Change is: 3,696
2,240 171 42 542 314 114 440 3,167 -618 108 360 0 830 149
Percent of Open Interest Represented by Each Category of Trader
34.7 40.7 1.8 19.4 8.1 0.7 22.6 22.8 2.1 3.3 3.9 0.0 15.3 19.9
Number of Traders in Each Category Total Traders: 97
14 20 5 14 . 4 18 16 7 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 85,739
Positions
29,709 34,897 1,577 16,632 6,903 630 19,409 19,558 1,796 2,832 3,356 0 13,154 17,022
Changes from: January 29, 2019 Total Change is: 7,392
4,480 341 83 1,084 627 227 879 6,333 -1,236 216 720 0 1,659 297
Percent of Open Interest Represented by Each Category of Trader
34.7 40.7 1.8 19.4 8.1 0.7 22.6 22.8 2.1 3.3 3.9 0.0 15.3 19.9
Number of Traders in Each Category Total Traders: 97
14 20 5 14 . 4 18 16 7 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 30,235
Positions
10,556 24,659 0 17,273 1,258 490 405 2,540 0 0 446 0 1,511 842
Changes from: January 29, 2019 Total Change is: 627
-574 -106 0 1,250 -135 135 0 606 0 0 0 0 -184 127
Percent of Open Interest Represented by Each Category of Trader
34.9 81.6 0.0 57.1 4.2 1.6 1.3 8.4 0.0 0.0 1.5 0.0 5.0 2.8
Number of Traders in Each Category Total Traders: 22
. 4 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 592,490
Positions
46,279 103,239 52,873 247,016 130,459 62,726 45,860 74,699 26,083 19,146 50,477 3,128 89,379 88,805
Changes from: January 29, 2019 Total Change is: -6,953
6,827 -31,484 896 -3,963 2,997 -2,966 -9,431 10,019 -437 -1,455 7,429 1,972 1,604 4,620
Percent of Open Interest Represented by Each Category of Trader
7.8 17.4 8.9 41.7 22.0 10.6 7.7 12.6 4.4 3.2 8.5 0.5 15.1 15.0
Number of Traders in Each Category Total Traders: 575
37 37 23 161 100 119 66 106 64 35 32 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 61,882
Positions
23,730 7,393 7,408 3,193 8,509 0 13,264 5,028 406 0 5 9 13,872 33,124
Changes from: January 29, 2019 Total Change is: 1,244
3,666 -906 50 82 0 0 -2,773 472 125 0 2 0 94 1,501
Percent of Open Interest Represented by Each Category of Trader
38.3 11.9 12.0 5.2 13.8 0.0 21.4 8.1 0.7 0.0 0.0 0.0 22.4 53.5
Number of Traders in Each Category Total Traders: 33
8 5 . . . 0 7 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 13,068
Positions
2,853 10,343 0 7,570 0 161 483 1,431 0 0 0 0 2,001 1,133
Changes from: January 29, 2019 Total Change is: 212
-45 323 0 -83 0 -45 254 -184 0 0 0 0 131 118
Percent of Open Interest Represented by Each Category of Trader
21.8 79.1 0.0 57.9 0.0 1.2 3.7 11.0 0.0 0.0 0.0 0.0 15.3 8.7
Number of Traders in Each Category Total Traders: 21
. 8 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 2,653,040
Positions
231,557 598,044 108,512 1,227,930 618,568 304,815 237,804 423,181 53,561 95,731 252,361 15,594 377,536 278,404
Changes from: January 29, 2019 Total Change is: -40,985
14,451 -154,243 5,584 -21,741 13,469 -13,315 -44,730 36,297 8,630 -7,275 37,136 9,860 7,551 15,597
Percent of Open Interest Represented by Each Category of Trader
8.7 22.5 4.1 46.3 23.3 11.5 9.0 16.0 2.0 3.6 9.5 0.6 14.2 10.5
Number of Traders in Each Category Total Traders: 571
36 38 19 162 98 119 66 105 59 35 30 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 15,270
Positions
6,233 14,205 1 5,674 369 32 1,139 0 0 836 0 0 1,355 663
Changes from: January 29, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.8 93.0 0.0 37.2 2.4 0.2 7.5 0.0 0.0 5.5 0.0 0.0 8.9 4.3
Number of Traders in Each Category Total Traders: 20
. 8 . 5 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 21,061
Positions
11,929 7,881 0 4,347 9,145 877 1,444 1,060 0 0 890 0 2,464 1,208
Changes from: January 29, 2019 Total Change is: 1,417
1,836 -398 0 8 1,130 42 -700 61 0 0 0 0 231 582
Percent of Open Interest Represented by Each Category of Trader
56.6 37.4 0.0 20.6 43.4 4.2 6.9 5.0 0.0 0.0 4.2 0.0 11.7 5.7
Number of Traders in Each Category Total Traders: 28
7 5 0 5 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 65,655
Positions
11,434 6,170 3,968 35,844 37,988 3,671 1,763 3,624 583 263 4,509 0 8,129 5,142
Changes from: January 29, 2019 Total Change is: -1,913
-736 -2,444 140 -1,241 -1,593 -103 375 -241 -248 54 2,055 0 -154 521
Percent of Open Interest Represented by Each Category of Trader
17.4 9.4 6.0 54.6 57.9 5.6 2.7 5.5 0.9 0.4 6.9 0.0 12.4 7.8
Number of Traders in Each Category Total Traders: 78
7 7 . 29 20 16 5 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 43,092
Positions
16,675 9,984 416 11,062 9,710 699 6,703 11,112 988 1,180 1,236 10 5,359 8,936
Changes from: January 29, 2019 Total Change is: -455
-114 -820 -194 1,016 -1,644 -43 -2,105 1,099 210 160 -88 0 615 1,025
Percent of Open Interest Represented by Each Category of Trader
38.7 23.2 1.0 25.7 22.5 1.6 15.6 25.8 2.3 2.7 2.9 0.0 12.4 20.7
Number of Traders in Each Category Total Traders: 228
22 18 5 50 37 28 33 46 17 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 215,458
Positions
83,376 49,922 2,078 55,310 48,552 3,496 33,513 55,560 4,939 5,900 6,179 52 26,794 44,680
Changes from: January 29, 2019 Total Change is: -2,274
-568 -4,098 -972 5,081 -8,219 -216 -10,524 5,496 1,049 801 -439 0 3,075 5,125
Percent of Open Interest Represented by Each Category of Trader
38.7 23.2 1.0 25.7 22.5 1.6 15.6 25.8 2.3 2.7 2.9 0.0 12.4 20.7
Number of Traders in Each Category Total Traders: 228
22 18 5 50 37 28 33 46 17 5 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 494,455
Positions
105,735 66,818 11,497 228,090 186,615 40,590 75,405 138,579 5,998 10,414 23,927 422 16,304 20,009
Changes from: January 29, 2019 Total Change is: 14,645
6,680 10,669 -1,704 14,407 3,581 5,322 -3,371 -2,251 -2,443 -3,026 567 311 -1,531 593
Percent of Open Interest Represented by Each Category of Trader
21.4 13.5 2.3 46.1 37.7 8.2 15.3 28.0 1.2 2.1 4.8 0.1 3.3 4.0
Number of Traders in Each Category Total Traders: 290
26 15 7 71 61 48 41 56 27 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 26,188
Positions
5,009 3,221 95 10,680 541 344 2,441 19,451 0 1,475 0 0 6,144 2,536
Changes from: January 29, 2019 Total Change is: 1,260
0 -22 0 775 0 14 -34 1,532 0 0 0 0 505 -264
Percent of Open Interest Represented by Each Category of Trader
19.1 12.3 0.4 40.8 2.1 1.3 9.3 74.3 0.0 5.6 0.0 0.0 23.5 9.7
Number of Traders in Each Category Total Traders: 30
. . . 12 . . 5 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 78,449
Positions
15,879 10,955 1,473 17,720 4,673 1,502 31,758 9,005 870 785 400 0 8,462 49,571
Changes from: January 29, 2019 Total Change is: 8,525
2,087 -863 -562 2,140 -5 121 4,056 2,958 92 479 -200 0 112 6,984
Percent of Open Interest Represented by Each Category of Trader
20.2 14.0 1.9 22.6 6.0 1.9 40.5 11.5 1.1 1.0 0.5 0.0 10.8 63.2
Number of Traders in Each Category Total Traders: 71
16 5 . 16 5 5 13 12 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 311,610
Positions
28,039 188,103 3,040 231,400 75,167 18,883 15,141 16,234 84 5,987 1,701 0 9,036 8,398
Changes from: January 29, 2019 Total Change is: -8,841
-754 -5,466 863 -4,683 -7,973 438 2,416 2,946 -230 -7,580 -252 0 689 833
Percent of Open Interest Represented by Each Category of Trader
9.0 60.4 1.0 74.3 24.1 6.1 4.9 5.2 0.0 1.9 0.5 0.0 2.9 2.7
Number of Traders in Each Category Total Traders: 152
9 12 5 58 33 23 15 17 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 1,386,508
Positions
91,256 941,036 4,104 1,034,059 226,165 98,133 89,221 90,821 1,703 37,826 11,836 894 29,312 11,816
Changes from: January 29, 2019 Total Change is: 20,856
-2,231 16,119 238 10,916 -10,280 1,022 1,452 17,030 -822 7,585 -1,379 309 2,387 -1,381
Percent of Open Interest Represented by Each Category of Trader
6.6 67.9 0.3 74.6 16.3 7.1 6.4 6.6 0.1 2.7 0.9 0.1 2.1 0.9
Number of Traders in Each Category Total Traders: 443
27 20 6 194 58 80 67 32 13 36 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 75,742
Positions
29,194 46,161 28,738 5,408 0 305 11,042 0 478 552 0 0 25 60
Changes from: January 29, 2019 Total Change is: 898
4,804 6,159 -5,261 -35 0 0 1,390 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.5 60.9 37.9 7.1 0.0 0.4 14.6 0.0 0.6 0.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 15 8 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 956,955
Positions
8,720 95,095 2,767 466,946 340,897 176,763 100,715 121,126 19,474 26,033 35,843 3,522 152,015 161,468
Changes from: January 29, 2019 Total Change is: 764
-4,989 -20,316 835 19,367 5,664 -8,181 2,905 12,307 5,649 147 -3,137 -33 -14,936 7,976
Percent of Open Interest Represented by Each Category of Trader
0.9 9.9 0.3 48.8 35.6 18.5 10.5 12.7 2.0 2.7 3.7 0.4 15.9 16.9
Number of Traders in Each Category Total Traders: 184
4 20 4 57 30 47 24 33 23 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 1,181,630
Positions
7,580 227,433 2,178 735,733 47,435 186,996 28,455 593,642 22,587 45,198 6,235 519 152,384 94,605
Changes from: January 29, 2019 Total Change is: 10,521
-2,330 -5,108 -101 2,643 4,571 4,568 3,356 -7,852 10,068 -3,874 -1,888 -22 -3,787 6,285
Percent of Open Interest Represented by Each Category of Trader
0.6 19.2 0.2 62.3 4.0 15.8 2.4 50.2 1.9 3.8 0.5 0.0 12.9 8.0
Number of Traders in Each Category Total Traders: 132
. 12 5 65 11 48 12 24 17 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 3,048,468
Positions
139,931 258,464 25,338 1,249,501 281,048 272,010 471,390 1,549,138 259,951 430,524 250,272 26,717 173,106 125,530
Changes from: January 29, 2019 Total Change is: 216,788
57,138 -19,930 3,133 105,140 -9,578 -6,672 -2,107 175,876 35,993 9,636 41,285 3,164 11,363 -6,483
Percent of Open Interest Represented by Each Category of Trader
4.6 8.5 0.8 41.0 9.2 8.9 15.5 50.8 8.5 14.1 8.2 0.9 5.7 4.1
Number of Traders in Each Category Total Traders: 339
13 35 11 101 34 71 55 56 34 22 23 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 4,005,731
Positions
175,064 300,903 44,473 1,814,427 833,868 654,139 364,836 1,228,642 202,361 273,683 308,484 28,050 448,698 404,811
Changes from: January 29, 2019 Total Change is: -20,961
41,900 -48,518 -16,146 -71,848 15,285 -14,595 -31,496 -33,327 55,231 4,750 28,620 -1,368 12,611 -6,143
Percent of Open Interest Represented by Each Category of Trader
4.4 7.5 1.1 45.3 20.8 16.3 9.1 30.7 5.1 6.8 7.7 0.7 11.2 10.1
Number of Traders in Each Category Total Traders: 409
22 38 17 108 65 99 67 72 58 18 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 693,042
Positions
15,952 102,402 1,483 262,212 196,987 91,952 147,848 111,138 4,653 65,296 33,020 500 103,146 150,907
Changes from: January 29, 2019 Total Change is: 3,947
2,739 -20,558 -141 -11,093 -3,497 12,820 -1,628 19,518 -902 1,654 -4,200 0 498 907
Percent of Open Interest Represented by Each Category of Trader
2.3 14.8 0.2 37.8 28.4 13.3 21.3 16.0 0.7 9.4 4.8 0.1 14.9 21.8
Number of Traders in Each Category Total Traders: 110
. 8 . 27 36 42 15 10 7 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 4,519,900
Positions
123,050 405,992 49,692 2,352,645 455,406 649,441 543,170 1,925,038 182,580 217,195 468,541 4,213 397,914 378,997
Changes from: January 29, 2019 Total Change is: -11,525
6,578 -33,576 4,067 -113,389 -34,556 -7,351 15,947 5,520 43,883 -7,742 -8,862 -3,362 49,844 22,712
Percent of Open Interest Represented by Each Category of Trader
2.7 9.0 1.1 52.1 10.1 14.4 12.0 42.6 4.0 4.8 10.4 0.1 8.8 8.4
Number of Traders in Each Category Total Traders: 341
16 31 19 97 53 88 39 66 44 12 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 1,750,774
Positions
452,315 227,690 503,158 39,135 16,676 82,681 149,290 340,734 354,060 51,525 85,566 76,445 42,165 63,764
Changes from: January 29, 2019 Total Change is: -282,906
-18,809 -109,434 -100,426 12,700 5,242 -23,689 -82,783 -11,574 -54,612 -11,580 5,225 -2,776 -931 9,138
Percent of Open Interest Represented by Each Category of Trader
25.8 13.0 28.7 2.2 1.0 4.7 8.5 19.5 20.2 2.9 4.9 4.4 2.4 3.6
Number of Traders in Each Category Total Traders: 150
21 37 50 5 5 5 19 41 39 7 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 is12,557,251
Positions
3,045,373 1,306,436 2,696,896 390,530 1,244,359 1,128,471 1,250,559 1,477,184 2,617,525 162,413 332,854 559,427 706,057 1,194,099
Changes from: January 29, 2019 Total Change is: 175,580
-167,777 -100,671 168,471 -58,310 17,880 82,058 57,710 -86,800 61,177 23,595 -12,894 -19,973 28,629 66,332
Percent of Open Interest Represented by Each Category of Trader
24.3 10.4 21.5 3.1 9.9 9.0 10.0 11.8 20.8 1.3 2.7 4.5 5.6 9.5
Number of Traders in Each Category Total Traders: 281
27 45 64 9 31 39 37 72 96 10 32 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 41,811
Positions
214 19,409 4,027 134 0 0 21,220 2,137 10,300 25 0 0 5,891 5,938
Changes from: January 29, 2019 Total Change is: 6,559
-2,224 1,219 -29 44 0 0 2,742 -736 892 0 0 0 5,134 5,213
Percent of Open Interest Represented by Each Category of Trader
0.5 46.4 9.6 0.3 0.0 0.0 50.8 5.1 24.6 0.1 0.0 0.0 14.1 14.2
Number of Traders in Each Category Total Traders: 31
. 9 7 . 0 0 12 7 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 33,520
Positions
16,164 8,195 2,287 651 2,400 0 6,988 13,773 6,021 1,204 0 0 205 844
Changes from: January 29, 2019 Total Change is: 515
3,543 5,898 -4,707 0 1,200 0 1,201 -1,827 418 27 0 0 33 -467
Percent of Open Interest Represented by Each Category of Trader
48.2 24.4 6.8 1.9 7.2 0.0 20.8 41.1 18.0 3.6 0.0 0.0 0.6 2.5
Number of Traders in Each Category Total Traders: 45
6 10 6 . . 0 13 12 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 29,243
Positions
590 3,975 0 1,342 8,242 10 12,842 12,585 140 14,255 1,235 0 64 3,056
Changes from: January 29, 2019 Total Change is: -693
19 -896 0 -39 25 -1 -798 399 0 105 0 0 21 -220
Percent of Open Interest Represented by Each Category of Trader
2.0 13.6 0.0 4.6 28.2 0.0 43.9 43.0 0.5 48.7 4.2 0.0 0.2 10.5
Number of Traders in Each Category Total Traders: 34
. . 0 . 10 . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 14,806
Positions
5,813 2,218 0 730 2,218 47 8,188 8,020 0 0 407 0 28 1,896
Changes from: January 29, 2019 Total Change is: 316
316 11 0 -66 -45 3 71 395 0 0 0 0 -8 -48
Percent of Open Interest Represented by Each Category of Trader
39.3 15.0 0.0 4.9 15.0 0.3 55.3 54.2 0.0 0.0 2.7 0.0 0.2 12.8
Number of Traders in Each Category Total Traders: 27
. . 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 72,357
Positions
1,830 4,379 32,094 0 220 0 16,029 7,739 21,364 30 6,285 246 764 30
Changes from: January 29, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.5 6.1 44.4 0.0 0.3 0.0 22.2 10.7 29.5 0.0 8.7 0.3 1.1 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 . 0 . 4 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 3,672
Positions
55 0 0 0 0 0 371 2,316 363 1,165 434 131 1,587 428
Changes from: January 29, 2019 Total Change is: 79
0 0 0 0 0 0 48 79 -65 -33 4 106 23 -45
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.0 0.0 10.1 63.1 9.9 31.7 11.8 3.6 43.2 11.7
Number of Traders in Each Category Total Traders: 41
. 0 0 0 0 0 5 13 . 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 3,881
Positions
0 97 0 32 291 0 2,532 2,429 373 245 354 4 695 333
Changes from: January 29, 2019 Total Change is: -166
0 0 0 2 -69 0 -228 -143 37 18 7 -1 6 3
Percent of Open Interest Represented by Each Category of Trader
0.0 2.5 0.0 0.8 7.5 0.0 65.2 62.6 9.6 6.3 9.1 0.1 17.9 8.6
Number of Traders in Each Category Total Traders: 42
0 . 0 . 4 0 17 12 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 57,842
Positions
366 36,814 0 12,275 2,649 440 36,250 13,035 1,931 2,685 860 30 3,865 2,083
Changes from: January 29, 2019 Total Change is: -3,126
0 -375 0 -1,846 -85 -14 -1,237 -2,122 -236 -194 30 0 401 -324
Percent of Open Interest Represented by Each Category of Trader
0.6 63.6 0.0 21.2 4.6 0.8 62.7 22.5 3.3 4.6 1.5 0.1 6.7 3.6
Number of Traders in Each Category Total Traders: 94
. . 0 11 7 . 28 19 9 18 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 343,502
Positions
30,105 26,767 21,130 69,567 31,881 25,822 57,627 94,445 94,826 8,928 6,554 12,007 23,490 30,070
Changes from: January 29, 2019 Total Change is: 5,972
764 -21,653 4,121 -13,537 12,695 10,003 8,454 1,212 5,339 1,212 462 -4,256 -6,128 -1,951
Percent of Open Interest Represented by Each Category of Trader
8.8 7.8 6.2 20.3 9.3 7.5 16.8 27.5 27.6 2.6 1.9 3.5 6.8 8.8
Number of Traders in Each Category Total Traders: 190
10 13 18 26 25 25 49 37 49 8 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 5, 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 27,355
Positions
870 738 1,143 16,902 14,035 189 6,186 10,507 100 1,237 435 0 728 208
Changes from: January 29, 2019 Total Change is: -1,469
500 -53 -25 2,519 -1,445 5 -4,504 -220 3 -13 267 0 46 -1
Percent of Open Interest Represented by Each Category of Trader
3.2 2.7 4.2 61.8 51.3 0.7 22.6 38.4 0.4 4.5 1.6 0.0 2.7 0.8
Number of Traders in Each Category Total Traders: 44
. . . 11 . . 5 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 22, 2019