Traders in Financial Futures - Futures Only Positions as of February 12, 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 141,172
Positions
42,123 6,426 1,149 31,083 35,794 6,925 12,153 52,828 6,401 15,556 0 5 25,777 31,644
Changes from: February 5, 2019 Total Change is: -366
1,068 2,042 138 -601 7,071 -651 -452 -7,151 -479 1,413 -862 -5 -797 -469
Percent of Open Interest Represented by Each Category of Trader
29.8 4.6 0.8 22.0 25.4 4.9 8.6 37.4 4.5 11.0 0.0 0.0 18.3 22.4
Number of Traders in Each Category Total Traders: 102
9 4 5 16 17 12 18 25 12 13 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 72,014
Positions
42,244 3,003 182 1,337 22,540 1,712 17,302 19,278 697 0 919 0 8,540 23,683
Changes from: February 5, 2019 Total Change is: 3,612
1,705 -4,593 40 -49 2,034 1,026 877 2,640 -238 0 0 0 251 2,703
Percent of Open Interest Represented by Each Category of Trader
58.7 4.2 0.3 1.9 31.3 2.4 24.0 26.8 1.0 0.0 1.3 0.0 11.9 32.9
Number of Traders in Each Category Total Traders: 56
6 . . . 18 4 11 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 194,998
Positions
69,423 23,018 3,314 48,744 77,583 3,790 30,117 40,223 4,743 11,802 7,574 0 23,065 34,753
Changes from: February 5, 2019 Total Change is: -1,618
7,074 -5,068 -856 -2,424 10,054 -701 -3,473 -4,386 -1,563 1,319 -1,121 -45 -949 2,068
Percent of Open Interest Represented by Each Category of Trader
35.6 11.8 1.7 25.0 39.8 1.9 15.4 20.6 2.4 6.1 3.9 0.0 11.8 17.8
Number of Traders in Each Category Total Traders: 110
7 9 6 12 28 12 21 26 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 185,725
Positions
71,303 81,893 4,705 32,976 26,817 9,510 26,572 25,200 5,318 8,540 2,508 0 26,801 29,774
Changes from: February 5, 2019 Total Change is: -7,064
-574 -11,050 57 -3,319 6,321 -1,520 3,388 -27 -1,281 -3,024 -233 -46 -745 715
Percent of Open Interest Represented by Each Category of Trader
38.4 44.1 2.5 17.8 14.4 5.1 14.3 13.6 2.9 4.6 1.4 0.0 14.4 16.0
Number of Traders in Each Category Total Traders: 106
4 11 6 20 20 14 25 21 20 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 538,627
Positions
44,332 125,261 3,734 307,217 169,887 24,445 37,918 122,159 9,489 21,139 19,683 443 89,910 63,526
Changes from: February 5, 2019 Total Change is: 14,759
9,397 -19,462 -945 -5,017 12,149 370 7,828 15,116 -722 2,887 1,011 192 769 7,050
Percent of Open Interest Represented by Each Category of Trader
8.2 23.3 0.7 57.0 31.5 4.5 7.0 22.7 1.8 3.9 3.7 0.1 16.7 11.8
Number of Traders in Each Category Total Traders: 277
18 8 11 92 40 43 32 50 20 24 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 29,652
Positions
0 13,787 0 13,476 6,531 2,612 528 0 0 0 727 5 13,031 5,990
Changes from: February 5, 2019 Total Change is: -102
0 -354 0 1,123 494 7 -1,063 0 -7 0 0 0 -162 -242
Percent of Open Interest Represented by Each Category of Trader
0.0 46.5 0.0 45.4 22.0 8.8 1.8 0.0 0.0 0.0 2.5 0.0 43.9 20.2
Number of Traders in Each Category Total Traders: 23
0 . 0 14 5 9 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 26,395
Positions
5,880 6,096 641 9,428 10,555 2,201 749 1,248 0 0 0 0 7,496 5,654
Changes from: February 5, 2019 Total Change is: 113
-219 -39 -10 -158 959 153 -166 -397 0 0 0 0 513 -553
Percent of Open Interest Represented by Each Category of Trader
22.3 23.1 2.4 35.7 40.0 8.3 2.8 4.7 0.0 0.0 0.0 0.0 28.4 21.4
Number of Traders in Each Category Total Traders: 20
. . . 7 8 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 127,343
Positions
49,006 11,210 2,609 19,745 37,367 2,452 22,334 28,444 4,947 3,894 5,224 0 22,356 35,090
Changes from: February 5, 2019 Total Change is: 6,753
5,716 -1,672 1,409 -1,551 7,298 -2 2,845 -6,088 621 0 1,114 -38 -2,247 4,111
Percent of Open Interest Represented by Each Category of Trader
38.5 8.8 2.0 15.5 29.3 1.9 17.5 22.3 3.9 3.1 4.1 0.0 17.6 27.6
Number of Traders in Each Category Total Traders: 92
7 9 . 10 19 8 18 23 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 44,372
Positions
0 27,044 505 37,683 624 0 3,735 12,634 45 450 2,600 0 1,954 920
Changes from: February 5, 2019 Total Change is: 6,328
0 1,598 5 6,619 -4 0 -378 4,931 29 -148 -250 0 201 19
Percent of Open Interest Represented by Each Category of Trader
0.0 60.9 1.1 84.9 1.4 0.0 8.4 28.5 0.1 1.0 5.9 0.0 4.4 2.1
Number of Traders in Each Category Total Traders: 36
0 6 . 7 . 0 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 223,535
Positions
754 122,925 800 138,534 10,174 1,497 72,931 48,932 260 2,315 34,044 0 6,444 4,903
Changes from: February 5, 2019 Total Change is: 1,342
200 1,008 0 9,343 3,431 -510 -7,633 -2,821 -115 114 -1,342 -14 -43 1,705
Percent of Open Interest Represented by Each Category of Trader
0.3 55.0 0.4 62.0 4.6 0.7 32.6 21.9 0.1 1.0 15.2 0.0 2.9 2.2
Number of Traders in Each Category Total Traders: 171
4 9 . 28 12 . 50 43 4 10 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 13,961
Positions
431 1,584 27 590 3,000 0 8,983 7,648 487 560 400 0 2,883 815
Changes from: February 5, 2019 Total Change is: 544
181 0 27 73 -467 0 -230 907 -67 10 40 0 550 104
Percent of Open Interest Represented by Each Category of Trader
3.1 11.3 0.2 4.2 21.5 0.0 64.3 54.8 3.5 4.0 2.9 0.0 20.7 5.8
Number of Traders in Each Category Total Traders: 33
. . . . . 0 8 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 35,744
Positions
9,397 1,296 93 11,684 11,388 217 9,112 13,400 1,979 0 2,144 0 3,262 5,227
Changes from: February 5, 2019 Total Change is: 1,690
3,296 -2,382 0 -2,383 3,739 -160 624 -739 116 0 350 0 197 766
Percent of Open Interest Represented by Each Category of Trader
26.3 3.6 0.3 32.7 31.9 0.6 25.5 37.5 5.5 0.0 6.0 0.0 9.1 14.6
Number of Traders in Each Category Total Traders: 71
4 5 . 11 10 4 17 21 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 29,241
Positions
2,237 11,627 6,000 18,564 1,704 1 1,039 8,338 0 0 430 0 1,400 1,141
Changes from: February 5, 2019 Total Change is: 3,028
0 -39 0 3,261 -2 0 133 3,090 0 0 0 0 -366 -21
Percent of Open Interest Represented by Each Category of Trader
7.7 39.8 20.5 63.5 5.8 0.0 3.6 28.5 0.0 0.0 1.5 0.0 4.8 3.9
Number of Traders in Each Category Total Traders: 26
. . . 5 . . 5 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 41,834
Positions
13,601 17,872 858 8,671 5,855 981 9,010 5,738 183 1,684 1,632 0 6,848 8,717
Changes from: February 5, 2019 Total Change is: -1,036
-1,254 424 69 355 2,404 666 -695 -4,042 -716 268 -47 0 271 206
Percent of Open Interest Represented by Each Category of Trader
32.5 42.7 2.0 20.7 14.0 2.3 21.5 13.7 0.4 4.0 3.9 0.0 16.4 20.8
Number of Traders in Each Category Total Traders: 97
14 21 5 14 4 5 17 14 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 83,668
Positions
27,201 35,744 1,715 17,342 11,710 1,962 18,020 11,475 365 3,368 3,263 0 13,695 17,434
Changes from: February 5, 2019 Total Change is: -2,071
-2,508 847 138 710 4,807 1,332 -1,389 -8,083 -1,431 536 -93 0 541 412
Percent of Open Interest Represented by Each Category of Trader
32.5 42.7 2.0 20.7 14.0 2.3 21.5 13.7 0.4 4.0 3.9 0.0 16.4 20.8
Number of Traders in Each Category Total Traders: 97
14 21 5 14 4 5 17 14 . . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 29,987
Positions
10,556 24,659 0 17,206 1,258 406 405 2,445 0 0 446 0 1,414 773
Changes from: February 5, 2019 Total Change is: -248
0 0 0 -67 0 -84 0 -95 0 0 0 0 -97 -69
Percent of Open Interest Represented by Each Category of Trader
35.2 82.2 0.0 57.4 4.2 1.4 1.4 8.2 0.0 0.0 1.5 0.0 4.7 2.6
Number of Traders in Each Category Total Traders: 23
. 4 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 591,539
Positions
50,998 97,852 53,183 246,106 136,934 61,794 42,009 66,769 24,975 18,470 51,168 4,267 89,737 94,597
Changes from: February 5, 2019 Total Change is: -951
4,719 -5,388 311 -909 6,475 -933 -3,851 -7,930 -1,109 -676 691 1,139 358 5,792
Percent of Open Interest Represented by Each Category of Trader
8.6 16.5 9.0 41.6 23.1 10.4 7.1 11.3 4.2 3.1 8.7 0.7 15.2 16.0
Number of Traders in Each Category Total Traders: 572
37 37 27 165 101 121 65 99 64 37 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 62,381
Positions
24,307 5,900 7,708 3,261 8,313 0 13,459 2,529 422 0 7 9 13,215 37,493
Changes from: February 5, 2019 Total Change is: 499
577 -1,493 300 68 -196 0 195 -2,499 16 0 2 0 -657 4,369
Percent of Open Interest Represented by Each Category of Trader
39.0 9.5 12.4 5.2 13.3 0.0 21.6 4.1 0.7 0.0 0.0 0.0 21.2 60.1
Number of Traders in Each Category Total Traders: 36
8 6 . . . 0 8 7 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 12,550
Positions
2,770 9,839 0 7,036 857 161 483 574 0 0 0 0 2,100 1,119
Changes from: February 5, 2019 Total Change is: -518
-83 -504 0 -534 857 0 0 -857 0 0 0 0 99 -14
Percent of Open Interest Represented by Each Category of Trader
22.1 78.4 0.0 56.1 6.8 1.3 3.8 4.6 0.0 0.0 0.0 0.0 16.7 8.9
Number of Traders in Each Category Total Traders: 21
. 8 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 2,645,788
Positions
244,025 570,328 116,807 1,223,186 652,067 300,008 207,255 385,705 58,257 92,351 255,807 21,288 382,611 285,521
Changes from: February 5, 2019 Total Change is: -7,252
12,468 -27,716 8,295 -4,744 33,499 -4,807 -30,549 -37,476 4,696 -3,380 3,446 5,694 5,075 7,117
Percent of Open Interest Represented by Each Category of Trader
9.2 21.6 4.4 46.2 24.6 11.3 7.8 14.6 2.2 3.5 9.7 0.8 14.5 10.8
Number of Traders in Each Category Total Traders: 569
35 39 23 167 99 120 64 99 57 37 29 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 15,540
Positions
6,233 14,407 1 5,705 369 4 1,139 0 0 836 0 0 1,622 759
Changes from: February 5, 2019 Total Change is: 270
0 202 0 31 0 -28 0 0 0 0 0 0 267 96
Percent of Open Interest Represented by Each Category of Trader
40.1 92.7 0.0 36.7 2.4 0.0 7.3 0.0 0.0 5.4 0.0 0.0 10.4 4.9
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 12, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,065
Positions
11,706 12,467 0 3,270 1,400 61 228 814 0 0 825 0 800 498
Changes from: February 5, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
72.9 77.6 0.0 20.4 8.7 0.4 1.4 5.1 0.0 0.0 5.1 0.0 5.0 3.1
Number of Traders in Each Category Total Traders: 21
5 7 0 . . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 19,331
Positions
7,729 10,514 0 4,347 5,007 799 1,444 1,060 0 0 890 0 5,012 1,061
Changes from: February 5, 2019 Total Change is: -1,730
-4,200 2,633 0 0 -4,138 -78 0 0 0 0 0 0 2,548 -147
Percent of Open Interest Represented by Each Category of Trader
40.0 54.4 0.0 22.5 25.9 4.1 7.5 5.5 0.0 0.0 4.6 0.0 25.9 5.5
Number of Traders in Each Category Total Traders: 26
5 6 0 5 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 65,107
Positions
10,847 7,308 3,276 37,872 37,441 3,131 1,350 4,852 45 263 4,509 0 8,323 4,545
Changes from: February 5, 2019 Total Change is: -548
-587 1,138 -692 2,028 -547 -540 -413 1,228 -538 0 0 0 194 -597
Percent of Open Interest Represented by Each Category of Trader
16.7 11.2 5.0 58.2 57.5 4.8 2.1 7.5 0.1 0.4 6.9 0.0 12.8 7.0
Number of Traders in Each Category Total Traders: 78
5 6 . 32 20 16 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 43,001
Positions
17,210 10,317 369 11,275 12,988 605 5,936 8,277 727 1,691 1,341 22 5,165 8,354
Changes from: February 5, 2019 Total Change is: -90
534 333 -46 213 3,277 -94 -766 -2,835 -261 511 106 12 -194 -582
Percent of Open Interest Represented by Each Category of Trader
40.0 24.0 0.9 26.2 30.2 1.4 13.8 19.2 1.7 3.9 3.1 0.1 12.0 19.4
Number of Traders in Each Category Total Traders: 231
22 19 5 51 35 23 33 45 21 8 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 215,006
Positions
86,048 51,586 1,847 56,376 64,939 3,027 29,682 41,383 3,635 8,455 6,707 110 25,826 41,772
Changes from: February 5, 2019 Total Change is: -452
2,672 1,664 -231 1,066 16,387 -469 -3,831 -14,177 -1,304 2,555 528 58 -968 -2,908
Percent of Open Interest Represented by Each Category of Trader
40.0 24.0 0.9 26.2 30.2 1.4 13.8 19.2 1.7 3.9 3.1 0.1 12.0 19.4
Number of Traders in Each Category Total Traders: 231
22 19 5 51 35 23 33 45 21 8 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 498,631
Positions
102,498 74,037 11,293 253,833 231,550 39,879 57,838 88,335 7,276 9,088 26,855 171 16,755 19,235
Changes from: February 5, 2019 Total Change is: 4,176
-3,237 7,219 -204 25,743 44,935 -711 -17,567 -50,244 1,278 -1,326 2,928 -251 451 -774
Percent of Open Interest Represented by Each Category of Trader
20.6 14.8 2.3 50.9 46.4 8.0 11.6 17.7 1.5 1.8 5.4 0.0 3.4 3.9
Number of Traders in Each Category Total Traders: 293
25 17 8 77 59 46 38 58 24 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 26,734
Positions
5,009 3,462 0 10,716 541 326 3,116 19,249 25 1,921 0 0 5,621 3,131
Changes from: February 5, 2019 Total Change is: 546
0 241 -95 36 0 -18 675 -202 25 446 0 0 -523 595
Percent of Open Interest Represented by Each Category of Trader
18.7 12.9 0.0 40.1 2.0 1.2 11.7 72.0 0.1 7.2 0.0 0.0 21.0 11.7
Number of Traders in Each Category Total Traders: 32
. . 0 13 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 75,999
Positions
16,028 11,460 1,268 20,378 7,201 2,110 26,414 7,158 452 302 891 0 9,047 45,459
Changes from: February 5, 2019 Total Change is: -2,450
149 505 -205 2,658 2,528 608 -5,344 -1,847 -418 -483 491 0 585 -4,112
Percent of Open Interest Represented by Each Category of Trader
21.1 15.1 1.7 26.8 9.5 2.8 34.8 9.4 0.6 0.4 1.2 0.0 11.9 59.8
Number of Traders in Each Category Total Traders: 70
16 6 . 16 7 7 12 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 308,397
Positions
29,427 185,122 3,187 225,961 78,284 20,158 14,742 12,269 108 5,976 1,701 0 8,838 7,568
Changes from: February 5, 2019 Total Change is: -3,213
1,388 -2,981 147 -5,439 3,117 1,275 -399 -3,965 24 -11 0 0 -198 -830
Percent of Open Interest Represented by Each Category of Trader
9.5 60.0 1.0 73.3 25.4 6.5 4.8 4.0 0.0 1.9 0.6 0.0 2.9 2.5
Number of Traders in Each Category Total Traders: 156
11 11 5 63 35 27 15 13 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 1,390,659
Positions
89,720 939,968 3,589 1,049,518 231,671 100,171 82,172 89,484 1,607 33,561 11,551 553 29,768 12,065
Changes from: February 5, 2019 Total Change is: 4,151
-1,536 -1,068 -515 15,459 5,506 2,038 -7,049 -1,337 -96 -4,265 -285 -341 456 249
Percent of Open Interest Represented by Each Category of Trader
6.5 67.6 0.3 75.5 16.7 7.2 5.9 6.4 0.1 2.4 0.8 0.0 2.1 0.9
Number of Traders in Each Category Total Traders: 427
23 21 9 186 64 82 58 34 14 33 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 76,499
Positions
29,590 47,359 28,297 7,240 0 305 10,012 0 478 552 0 0 25 60
Changes from: February 5, 2019 Total Change is: 757
396 1,198 -441 1,832 0 0 -1,030 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.7 61.9 37.0 9.5 0.0 0.4 13.1 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 7 8 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 965,380
Positions
10,375 93,440 3,000 468,797 362,446 181,707 87,039 104,285 25,513 28,311 29,249 2,880 157,758 162,860
Changes from: February 5, 2019 Total Change is: 8,425
1,655 -1,655 233 1,851 21,549 4,944 -13,676 -16,841 6,039 2,278 -6,594 -642 5,743 1,392
Percent of Open Interest Represented by Each Category of Trader
1.1 9.7 0.3 48.6 37.5 18.8 9.0 10.8 2.6 2.9 3.0 0.3 16.3 16.9
Number of Traders in Each Category Total Traders: 180
6 17 4 60 30 52 25 28 22 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 1,225,789
Positions
10,336 246,736 2,738 747,735 39,520 191,875 25,845 612,398 37,518 44,820 0 262 164,660 94,742
Changes from: February 5, 2019 Total Change is: 44,159
2,756 19,303 560 12,002 -7,915 4,879 -2,610 18,756 14,931 -378 -6,235 -257 12,276 137
Percent of Open Interest Represented by Each Category of Trader
0.8 20.1 0.2 61.0 3.2 15.7 2.1 50.0 3.1 3.7 0.0 0.0 13.4 7.7
Number of Traders in Each Category Total Traders: 131
4 13 9 65 10 48 11 25 20 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 3,257,090
Positions
126,184 262,093 41,668 1,333,247 299,332 282,576 526,763 1,752,563 296,174 436,698 180,849 25,413 188,367 116,422
Changes from: February 5, 2019 Total Change is: 208,622
-13,747 3,629 16,330 83,746 18,284 10,566 55,373 203,425 36,223 6,174 -69,423 -1,304 15,261 -9,108
Percent of Open Interest Represented by Each Category of Trader
3.9 8.0 1.3 40.9 9.2 8.7 16.2 53.8 9.1 13.4 5.6 0.8 5.8 3.6
Number of Traders in Each Category Total Traders: 342
13 35 14 103 34 70 55 58 38 23 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 4,117,159
Positions
168,296 315,654 72,962 1,901,138 887,743 695,169 322,552 1,277,511 196,856 298,364 248,328 19,024 442,798 403,912
Changes from: February 5, 2019 Total Change is: 111,428
-6,768 14,751 28,489 86,711 53,875 41,030 -42,284 48,869 -5,505 24,681 -60,156 -9,026 -5,900 -899
Percent of Open Interest Represented by Each Category of Trader
4.1 7.7 1.8 46.2 21.6 16.9 7.8 31.0 4.8 7.2 6.0 0.5 10.8 9.8
Number of Traders in Each Category Total Traders: 423
23 40 23 108 71 102 68 75 57 22 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 683,695
Positions
15,647 87,620 1,328 270,388 208,765 86,658 125,918 117,440 7,982 61,230 16,602 500 114,044 156,800
Changes from: February 5, 2019 Total Change is: -9,347
-305 -14,782 -155 8,176 11,778 -5,294 -21,930 6,302 3,329 -4,066 -16,418 0 10,898 5,893
Percent of Open Interest Represented by Each Category of Trader
2.3 12.8 0.2 39.5 30.5 12.7 18.4 17.2 1.2 9.0 2.4 0.1 16.7 22.9
Number of Traders in Each Category Total Traders: 105
. 8 . 28 36 41 12 9 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 4,492,647
Positions
111,895 439,562 59,647 2,409,255 734,448 637,588 496,411 1,727,732 172,255 234,250 346,039 3,425 367,921 371,951
Changes from: February 5, 2019 Total Change is: -27,253
-11,155 33,570 9,955 56,610 279,042 -11,853 -46,759 -197,306 -10,325 17,055 -122,502 -788 -29,993 -7,046
Percent of Open Interest Represented by Each Category of Trader
2.5 9.8 1.3 53.6 16.3 14.2 11.0 38.5 3.8 5.2 7.7 0.1 8.2 8.3
Number of Traders in Each Category Total Traders: 351
15 34 17 98 55 91 41 69 45 14 25 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 1,825,200
Positions
510,805 246,654 473,602 33,679 16,676 81,680 187,049 490,393 415,347 57,815 13,054 26,966 38,257 60,828
Changes from: February 5, 2019 Total Change is: 74,426
58,490 18,964 -29,556 -5,456 0 -1,001 37,759 149,659 61,287 6,290 -72,512 -49,479 -3,908 -2,936
Percent of Open Interest Represented by Each Category of Trader
28.0 13.5 25.9 1.8 0.9 4.5 10.2 26.9 22.8 3.2 0.7 1.5 2.1 3.3
Number of Traders in Each Category Total Traders: 154
23 32 49 5 5 5 28 38 47 7 8 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 is12,443,783
Positions
3,035,865 1,346,387 2,671,038 426,085 1,416,912 997,644 1,274,465 1,393,399 3,024,008 132,248 303,196 209,160 673,270 1,082,039
Changes from: February 5, 2019 Total Change is: -113,468
-9,508 39,951 -25,858 35,555 172,553 -130,827 23,906 -83,785 406,483 -30,165 -29,658 -350,267 -32,787 -112,060
Percent of Open Interest Represented by Each Category of Trader
24.4 10.8 21.5 3.4 11.4 8.0 10.2 11.2 24.3 1.1 2.4 1.7 5.4 8.7
Number of Traders in Each Category Total Traders: 288
27 45 65 13 33 43 45 70 103 9 26 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 47,474
Positions
5,830 16,960 7,665 134 0 0 22,621 11,671 10,834 25 0 0 365 344
Changes from: February 5, 2019 Total Change is: 5,663
5,616 -2,449 3,638 0 0 0 1,401 9,534 534 0 0 0 -5,526 -5,594
Percent of Open Interest Represented by Each Category of Trader
12.3 35.7 16.1 0.3 0.0 0.0 47.6 24.6 22.8 0.1 0.0 0.0 0.8 0.7
Number of Traders in Each Category Total Traders: 32
. 9 7 . 0 0 13 7 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 44,754
Positions
14,794 10,141 8,828 551 2,400 400 11,204 14,722 7,471 1,204 0 0 302 792
Changes from: February 5, 2019 Total Change is: 11,234
-1,370 1,946 6,541 -100 0 400 4,216 949 1,450 0 0 0 97 -52
Percent of Open Interest Represented by Each Category of Trader
33.1 22.7 19.7 1.2 5.4 0.9 25.0 32.9 16.7 2.7 0.0 0.0 0.7 1.8
Number of Traders in Each Category Total Traders: 45
6 9 7 . . . 12 13 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 29,654
Positions
668 4,057 0 1,346 8,360 15 12,135 12,627 111 15,345 1,235 0 34 3,249
Changes from: February 5, 2019 Total Change is: 411
78 82 0 4 118 5 -707 42 -29 1,090 0 0 -30 193
Percent of Open Interest Represented by Each Category of Trader
2.3 13.7 0.0 4.5 28.2 0.1 40.9 42.6 0.4 51.7 4.2 0.0 0.1 11.0
Number of Traders in Each Category Total Traders: 33
. . 0 . 10 . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 14,899
Positions
5,731 2,216 0 730 2,124 55 8,371 8,199 0 0 407 0 12 1,898
Changes from: February 5, 2019 Total Change is: 93
-82 -2 0 0 -94 8 183 179 0 0 0 0 -16 2
Percent of Open Interest Represented by Each Category of Trader
38.5 14.9 0.0 4.9 14.3 0.4 56.2 55.0 0.0 0.0 2.7 0.0 0.1 12.7
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 12, 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 3,959
Positions
55 0 0 0 27 0 426 2,301 441 1,219 533 236 1,582 421
Changes from: February 5, 2019 Total Change is: 287
0 0 0 0 27 0 55 -15 78 54 99 105 -5 -7
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 0.7 0.0 10.8 58.1 11.1 30.8 13.5 6.0 40.0 10.6
Number of Traders in Each Category Total Traders: 43
. 0 0 0 . 0 6 12 4 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 3,361
Positions
0 97 11 134 205 15 1,697 2,090 232 510 462 0 762 249
Changes from: February 5, 2019 Total Change is: -520
0 0 11 102 -86 15 -835 -339 -141 265 108 -4 67 -84
Percent of Open Interest Represented by Each Category of Trader
0.0 2.9 0.3 4.0 6.1 0.4 50.5 62.2 6.9 15.2 13.7 0.0 22.7 7.4
Number of Traders in Each Category Total Traders: 44
0 . . . . . 9 17 6 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 56,543
Positions
136 36,804 0 19,168 2,169 394 28,136 11,902 2,055 3,065 731 57 3,532 2,431
Changes from: February 5, 2019 Total Change is: -1,299
-230 -10 0 6,893 -480 -46 -8,114 -1,133 124 380 -129 27 -333 348
Percent of Open Interest Represented by Each Category of Trader
0.2 65.1 0.0 33.9 3.8 0.7 49.8 21.0 3.6 5.4 1.3 0.1 6.2 4.3
Number of Traders in Each Category Total Traders: 102
. . 0 13 7 . 35 14 9 21 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 364,851
Positions
45,372 22,136 25,064 67,723 68,078 25,407 58,978 78,689 101,137 8,727 5,292 9,383 23,060 29,665
Changes from: February 5, 2019 Total Change is: 21,349
15,267 -4,631 3,934 -1,844 36,197 -415 1,351 -15,756 6,311 -201 -1,262 -2,624 -430 -405
Percent of Open Interest Represented by Each Category of Trader
12.4 6.1 6.9 18.6 18.7 7.0 16.2 21.6 27.7 2.4 1.5 2.6 6.3 8.1
Number of Traders in Each Category Total Traders: 182
11 12 17 25 25 26 40 43 50 9 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 12, 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 29,130
Positions
959 692 1,143 17,382 17,076 189 7,908 9,443 100 1,247 441 0 202 46
Changes from: February 5, 2019 Total Change is: 1,775
89 -46 0 480 3,041 0 1,722 -1,064 0 10 6 0 -526 -162
Percent of Open Interest Represented by Each Category of Trader
3.3 2.4 3.9 59.7 58.6 0.6 27.1 32.4 0.3 4.3 1.5 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 47
. . . 11 4 . 7 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 26, 2019