Traders in Financial Futures - Futures Only Positions as of December 10, 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 169,219
Positions
9,867 66,012 9,089 38,507 28,942 5,599 47,733 25,329 6,621 15,448 2,383 32 36,323 25,212
Changes from: December 3, 2019 Total Change is: -14,841
-1,225 17 -6,313 421 -3,620 -480 -9,011 -5,430 -98 -1,260 312 -4 3,129 775
Percent of Open Interest Represented by Each Category of Trader
5.8 39.0 5.4 22.8 17.1 3.3 28.2 15.0 3.9 9.1 1.4 0.0 21.5 14.9
Number of Traders in Each Category Total Traders: 102
7 8 5 17 14 12 27 18 11 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 75,650
Positions
40,256 1,603 1,733 1,300 30,195 473 15,047 13,920 4,577 1,168 2,046 0 11,096 21,103
Changes from: December 3, 2019 Total Change is: -3,533
-4,720 -32 1,709 -10 -681 8 -5,104 -6,948 3,976 200 1,178 0 408 -2,743
Percent of Open Interest Represented by Each Category of Trader
53.2 2.1 2.3 1.7 39.9 0.6 19.9 18.4 6.1 1.5 2.7 0.0 14.7 27.9
Number of Traders in Each Category Total Traders: 60
8 . . . 19 . 11 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 256,553
Positions
57,463 60,958 14,742 74,924 72,951 5,772 45,018 53,333 12,635 11,793 8,141 0 34,206 28,021
Changes from: December 3, 2019 Total Change is: 19,839
-2,276 12,125 9,087 8,177 -5,955 -518 -3,901 838 6,524 -877 552 0 3,623 -2,814
Percent of Open Interest Represented by Each Category of Trader
22.4 23.8 5.7 29.2 28.4 2.2 17.5 20.8 4.9 4.6 3.2 0.0 13.3 10.9
Number of Traders in Each Category Total Traders: 124
5 11 9 23 22 12 24 32 20 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 198,700
Positions
67,095 28,791 5,763 42,511 55,455 11,469 35,785 46,734 5,818 2,645 9,107 0 27,614 35,563
Changes from: December 3, 2019 Total Change is: -15,523
-4,272 1,874 -3,413 3,755 -6,825 -311 -5,286 -9,951 276 -1,080 1,600 -6 -5,186 1,233
Percent of Open Interest Represented by Each Category of Trader
33.8 14.5 2.9 21.4 27.9 5.8 18.0 23.5 2.9 1.3 4.6 0.0 13.9 17.9
Number of Traders in Each Category Total Traders: 116
8 8 6 15 25 13 23 28 12 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 646,417
Positions
32,123 144,361 69,421 342,508 170,315 29,794 45,034 146,272 10,954 20,482 8,673 260 95,841 66,367
Changes from: December 3, 2019 Total Change is: 56,293
-6,439 -6,462 53,908 -1,943 -10,907 -624 1,477 8,354 2,332 246 -1,767 63 7,273 11,396
Percent of Open Interest Represented by Each Category of Trader
5.0 22.3 10.7 53.0 26.3 4.6 7.0 22.6 1.7 3.2 1.3 0.0 14.8 10.3
Number of Traders in Each Category Total Traders: 279
18 10 18 86 43 49 40 45 23 23 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 30,344
Positions
2,200 6,600 100 8,170 8,534 2,958 3,350 2,622 839 0 0 0 12,727 8,691
Changes from: December 3, 2019 Total Change is: 2,769
0 -585 100 -253 361 619 9 0 661 0 0 0 1,633 1,613
Percent of Open Interest Represented by Each Category of Trader
7.3 21.8 0.3 26.9 28.1 9.7 11.0 8.6 2.8 0.0 0.0 0.0 41.9 28.6
Number of Traders in Each Category Total Traders: 28
. . . 10 9 9 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,942
Positions
5,364 1,748 3,247 7,102 11,133 2,034 0 3,873 1,813 0 0 0 8,382 4,094
Changes from: December 3, 2019 Total Change is: 4,208
26 -4 2,050 -178 531 -5 -448 -118 1,750 0 0 0 1,013 4
Percent of Open Interest Represented by Each Category of Trader
19.2 6.3 11.6 25.4 39.8 7.3 0.0 13.9 6.5 0.0 0.0 0.0 30.0 14.7
Number of Traders in Each Category Total Traders: 24
. . . 6 9 8 0 4 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 181,496
Positions
69,787 12,070 9,602 16,648 71,977 3,280 42,717 40,693 2,439 7,902 10,213 0 29,121 31,222
Changes from: December 3, 2019 Total Change is: -4,332
-4,178 1,098 7,420 3,448 -2,902 -1,879 -11,075 -9,151 1,077 1,257 451 0 -402 -446
Percent of Open Interest Represented by Each Category of Trader
38.5 6.7 5.3 9.2 39.7 1.8 23.5 22.4 1.3 4.4 5.6 0.0 16.0 17.2
Number of Traders in Each Category Total Traders: 98
7 5 9 9 25 12 21 24 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 66,686
Positions
1,448 42,630 9,233 44,364 0 31 6,905 9,732 883 1,591 3,027 0 2,231 1,150
Changes from: December 3, 2019 Total Change is: 6,518
548 81 4,207 -403 0 0 655 1,239 872 172 48 0 467 71
Percent of Open Interest Represented by Each Category of Trader
2.2 63.9 13.8 66.5 0.0 0.0 10.4 14.6 1.3 2.4 4.5 0.0 3.3 1.7
Number of Traders in Each Category Total Traders: 45
. 4 . 11 0 . 14 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 304,848
Positions
675 172,064 19,193 151,517 9,553 2,630 102,900 76,206 7,439 13,293 14,586 0 7,201 3,177
Changes from: December 3, 2019 Total Change is: 13,868
277 -766 18,357 -3,981 -2,018 2,394 -4,558 2,537 -4,142 4,855 -2,185 0 666 -309
Percent of Open Interest Represented by Each Category of Trader
0.2 56.4 6.3 49.7 3.1 0.9 33.8 25.0 2.4 4.4 4.8 0.0 2.4 1.0
Number of Traders in Each Category Total Traders: 175
4 11 4 32 11 5 60 30 10 10 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 58,221
Positions
40,078 301 9 3,889 47,434 212 8,339 7,046 241 2,513 1,215 0 2,940 1,763
Changes from: December 3, 2019 Total Change is: -3,499
-3,593 192 0 -185 668 -7 988 -4,020 111 -680 -456 0 -133 13
Percent of Open Interest Represented by Each Category of Trader
68.8 0.5 0.0 6.7 81.5 0.4 14.3 12.1 0.4 4.3 2.1 0.0 5.0 3.0
Number of Traders in Each Category Total Traders: 58
. . . 4 9 . 12 17 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 75,194
Positions
40,012 3,302 9,250 8,279 19,884 844 10,981 32,274 1,102 1,218 2,961 6 3,502 5,571
Changes from: December 3, 2019 Total Change is: 3,299
-3,184 -588 8,474 -410 -5,078 335 -1,552 267 2 -482 -227 0 116 114
Percent of Open Interest Represented by Each Category of Trader
53.2 4.4 12.3 11.0 26.4 1.1 14.6 42.9 1.5 1.6 3.9 0.0 4.7 7.4
Number of Traders in Each Category Total Traders: 95
6 5 7 9 19 . 21 23 7 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 22,569
Positions
973 0 9,306 10,442 1,999 0 597 8,854 370 0 0 0 881 2,040
Changes from: December 3, 2019 Total Change is: 8,113
20 -144 9,280 -1,416 -954 -49 -178 -424 320 0 0 0 136 84
Percent of Open Interest Represented by Each Category of Trader
4.3 0.0 41.2 46.3 8.9 0.0 2.6 39.2 1.6 0.0 0.0 0.0 3.9 9.0
Number of Traders in Each Category Total Traders: 21
. 0 . . . 0 . 12 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 53,903
Positions
11,798 25,874 3,773 17,488 1,619 2,523 8,855 9,930 382 893 1,577 0 8,193 8,227
Changes from: December 3, 2019 Total Change is: 2,936
-210 -1,007 1,722 2,444 -780 -52 129 4,553 -971 68 -303 0 -194 -228
Percent of Open Interest Represented by Each Category of Trader
21.9 48.0 7.0 32.4 3.0 4.7 16.4 18.4 0.7 1.7 2.9 0.0 15.2 15.3
Number of Traders in Each Category Total Traders: 109
10 20 6 21 . 6 27 17 7 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 107,805
Positions
23,595 51,748 7,545 34,976 3,237 5,046 17,709 19,859 764 1,785 3,153 0 16,385 16,453
Changes from: December 3, 2019 Total Change is: 5,872
-420 -2,014 3,444 4,887 -1,559 -103 257 9,106 -1,941 136 -606 0 -388 -455
Percent of Open Interest Represented by Each Category of Trader
21.9 48.0 7.0 32.4 3.0 4.7 16.4 18.4 0.7 1.7 2.9 0.0 15.2 15.3
Number of Traders in Each Category Total Traders: 109
10 20 6 21 . 6 27 17 7 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 27,818
Positions
3,919 19,335 0 21,432 840 269 250 5,707 0 0 448 0 1,948 1,219
Changes from: December 3, 2019 Total Change is: -411
633 -355 0 -608 0 0 0 309 0 0 0 0 -436 -365
Percent of Open Interest Represented by Each Category of Trader
14.1 69.5 0.0 77.0 3.0 1.0 0.9 20.5 0.0 0.0 1.6 0.0 7.0 4.4
Number of Traders in Each Category Total Traders: 29
4 7 0 13 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 622,140
Positions
55,257 150,146 78,233 287,271 107,990 49,954 42,284 91,118 18,431 18,009 58,845 1,772 70,930 65,651
Changes from: December 3, 2019 Total Change is: 15,577
-4,093 803 17,043 1,085 -8,104 -1,222 702 2,412 2,835 -1,444 830 -62 734 1,043
Percent of Open Interest Represented by Each Category of Trader
8.9 24.1 12.6 46.2 17.4 8.0 6.8 14.6 3.0 2.9 9.5 0.3 11.4 10.6
Number of Traders in Each Category Total Traders: 580
32 35 43 172 90 124 70 98 62 33 47 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 29,371
Positions
11,997 8,972 0 2,016 1,051 0 4,017 6,575 16 0 0 0 11,325 12,757
Changes from: December 3, 2019 Total Change is: 1,528
894 -932 0 0 0 0 1,871 2,973 -1,083 0 0 0 -154 570
Percent of Open Interest Represented by Each Category of Trader
40.8 30.5 0.0 6.9 3.6 0.0 13.7 22.4 0.1 0.0 0.0 0.0 38.6 43.4
Number of Traders in Each Category Total Traders: 29
5 6 0 . . 0 6 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 12,268
Positions
6,229 8,241 1,521 948 1,118 249 781 0 0 0 0 0 2,540 1,139
Changes from: December 3, 2019 Total Change is: 1,407
-141 516 1,021 0 339 0 463 -422 0 0 0 0 64 -47
Percent of Open Interest Represented by Each Category of Trader
50.8 67.2 12.4 7.7 9.1 2.0 6.4 0.0 0.0 0.0 0.0 0.0 20.7 9.3
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 2,963,845
Positions
284,277 773,847 323,187 1,428,639 537,059 247,407 219,011 450,392 64,396 90,043 294,225 8,862 298,023 264,470
Changes from: December 3, 2019 Total Change is: 70,243
-20,383 13,228 80,661 5,423 -40,521 -6,111 5,559 8,599 8,185 -7,222 4,148 -309 4,440 2,363
Percent of Open Interest Represented by Each Category of Trader
9.6 26.1 10.9 48.2 18.1 8.3 7.4 15.2 2.2 3.0 9.9 0.3 10.1 8.9
Number of Traders in Each Category Total Traders: 579
33 34 42 173 89 124 69 98 59 33 47 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,372
Positions
11,644 15,167 1,059 7,404 1,998 982 462 2,536 5,583 0 357 0 3,238 2,690
Changes from: December 3, 2019 Total Change is: 3,056
0 863 892 -446 -642 0 0 -52 2,350 0 0 0 260 -355
Percent of Open Interest Represented by Each Category of Trader
38.3 49.9 3.5 24.4 6.6 3.2 1.5 8.3 18.4 0.0 1.2 0.0 10.7 8.9
Number of Traders in Each Category Total Traders: 22
. 9 . 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 11,174
Positions
4,561 8,687 0 4,290 1,773 0 413 0 0 0 0 0 1,910 714
Changes from: December 3, 2019 Total Change is: -663
75 -334 0 -543 0 0 -737 0 0 0 0 0 542 -329
Percent of Open Interest Represented by Each Category of Trader
40.8 77.7 0.0 38.4 15.9 0.0 3.7 0.0 0.0 0.0 0.0 0.0 17.1 6.4
Number of Traders in Each Category Total Traders: 21
. 10 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 11,253
Positions
5,004 6,746 403 3,639 1,279 109 446 2,146 0 0 0 0 1,652 570
Changes from: December 3, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
44.5 59.9 3.6 32.3 11.4 1.0 4.0 19.1 0.0 0.0 0.0 0.0 14.7 5.1
Number of Traders in Each Category Total Traders: 22
5 6 . 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 16,522
Positions
5,990 7,636 2,832 3,771 715 1,245 547 1,944 12 0 0 0 2,125 2,138
Changes from: December 3, 2019 Total Change is: 2,064
1,445 6 1,500 5 -12 12 -575 617 12 0 0 0 -335 -71
Percent of Open Interest Represented by Each Category of Trader
36.3 46.2 17.1 22.8 4.3 7.5 3.3 11.8 0.1 0.0 0.0 0.0 12.9 12.9
Number of Traders in Each Category Total Traders: 22
4 5 . 5 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 77,074
Positions
5,136 23,702 666 51,686 35,022 2,624 4,365 3,318 423 0 7,849 0 12,174 3,470
Changes from: December 3, 2019 Total Change is: 2,980
-695 1,699 376 2,610 -770 -97 169 1,276 -130 0 37 0 747 589
Percent of Open Interest Represented by Each Category of Trader
6.7 30.8 0.9 67.1 45.4 3.4 5.7 4.3 0.5 0.0 10.2 0.0 15.8 4.5
Number of Traders in Each Category Total Traders: 88
4 11 . 34 21 12 11 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 42,601
Positions
9,167 6,941 999 14,263 7,597 1,714 7,509 12,904 1,034 967 2,658 9 6,940 8,745
Changes from: December 3, 2019 Total Change is: 455
943 -660 78 -1,976 -207 833 524 537 -285 116 -99 -7 229 265
Percent of Open Interest Represented by Each Category of Trader
21.5 16.3 2.3 33.5 17.8 4.0 17.6 30.3 2.4 2.3 6.2 0.0 16.3 20.5
Number of Traders in Each Category Total Traders: 254
23 22 8 58 31 27 43 49 12 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 213,003
Positions
45,833 34,706 4,995 71,316 37,986 8,568 37,545 64,521 5,169 4,833 13,288 45 34,699 43,725
Changes from: December 3, 2019 Total Change is: 2,273
4,715 -3,300 392 -9,880 -1,036 4,163 2,618 2,683 -1,425 582 -493 -37 1,145 1,326
Percent of Open Interest Represented by Each Category of Trader
21.5 16.3 2.3 33.5 17.8 4.0 17.6 30.3 2.4 2.3 6.2 0.0 16.3 20.5
Number of Traders in Each Category Total Traders: 254
23 22 8 58 31 27 43 49 12 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 500,868
Positions
61,268 136,032 23,360 266,797 171,604 40,735 68,405 68,033 6,904 8,939 32,099 22 24,438 22,079
Changes from: December 3, 2019 Total Change is: 22,259
-1,695 19,093 9,450 8,474 -16,920 3,847 2,458 9,375 -2,069 867 -700 22 905 161
Percent of Open Interest Represented by Each Category of Trader
12.2 27.2 4.7 53.3 34.3 8.1 13.7 13.6 1.4 1.8 6.4 0.0 4.9 4.4
Number of Traders in Each Category Total Traders: 313
18 28 12 87 53 41 52 47 23 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 46,177
Positions
4,269 7,603 2,250 13,992 413 19 14,288 27,598 1,590 688 1,354 993 8,088 4,357
Changes from: December 3, 2019 Total Change is: 6,555
-114 939 2,250 -144 0 -2 2,713 1,425 1,555 -809 799 783 323 -1,194
Percent of Open Interest Represented by Each Category of Trader
9.2 16.5 4.9 30.3 0.9 0.0 30.9 59.8 3.4 1.5 2.9 2.2 17.5 9.4
Number of Traders in Each Category Total Traders: 44
4 . . 14 . . 10 6 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 98,981
Positions
10,898 25,159 3,725 18,532 11,538 840 39,708 23,064 3,367 1,472 1,437 181 20,258 29,670
Changes from: December 3, 2019 Total Change is: 22,776
1,622 211 3,339 766 -1,127 125 2,094 1,828 1,983 868 -328 -261 12,240 17,006
Percent of Open Interest Represented by Each Category of Trader
11.0 25.4 3.8 18.7 11.7 0.8 40.1 23.3 3.4 1.5 1.5 0.2 20.5 30.0
Number of Traders in Each Category Total Traders: 81
10 12 12 13 8 8 17 16 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 384,964
Positions
43,935 238,649 8,108 277,743 81,562 25,247 17,322 12,764 1,016 1,097 9,572 265 10,231 7,781
Changes from: December 3, 2019 Total Change is: -1,505
1,199 -4,817 774 -2,194 -1,116 -1,272 -1,088 2,417 496 2 -272 265 313 2,020
Percent of Open Interest Represented by Each Category of Trader
11.4 62.0 2.1 72.1 21.2 6.6 4.5 3.3 0.3 0.3 2.5 0.1 2.7 2.0
Number of Traders in Each Category Total Traders: 179
14 14 6 70 40 34 22 12 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 1,437,391
Positions
72,331 935,273 25,795 1,014,044 277,179 112,613 124,841 47,074 5,047 47,485 14,244 3,924 31,311 16,242
Changes from: December 3, 2019 Total Change is: -7,568
-1,752 -12,040 7,429 -2,526 5,232 -6,246 -1,470 -5,212 425 1,387 -107 166 -4,981 2,785
Percent of Open Interest Represented by Each Category of Trader
5.0 65.1 1.8 70.5 19.3 7.8 8.7 3.3 0.4 3.3 1.0 0.3 2.2 1.1
Number of Traders in Each Category Total Traders: 434
31 18 15 170 72 86 70 23 17 40 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 128,356
Positions
46,770 89,982 37,391 19,751 0 756 21,458 0 166 2,034 0 0 30 61
Changes from: December 3, 2019 Total Change is: -1,394
207 434 -1,813 -101 0 0 328 0 -15 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
36.4 70.1 29.1 15.4 0.0 0.6 16.7 0.0 0.1 1.6 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 45
6 16 15 8 0 . 11 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 978,809
Positions
8,784 116,770 6,916 473,186 268,754 178,043 46,485 246,716 8,568 87,573 24,962 0 169,254 128,080
Changes from: December 3, 2019 Total Change is: -9,417
3,654 6,580 -192 -9,656 -12,279 7,526 -8,638 1,924 -4,912 2,182 -1,680 -123 742 -6,261
Percent of Open Interest Represented by Each Category of Trader
0.9 11.9 0.7 48.3 27.5 18.2 4.7 25.2 0.9 8.9 2.6 0.0 17.3 13.1
Number of Traders in Each Category Total Traders: 174
6 18 5 62 24 50 21 28 12 10 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 1,211,414
Positions
43,070 142,093 3 708,923 80,768 190,655 52,400 698,287 14,390 46,341 4,290 0 155,632 80,928
Changes from: December 3, 2019 Total Change is: -3,099
-1,075 5,777 -1,591 9,384 -1,339 5,085 -8,696 6,017 -5,066 2,551 0 0 -3,691 -11,982
Percent of Open Interest Represented by Each Category of Trader
3.6 11.7 0.0 58.5 6.7 15.7 4.3 57.6 1.2 3.8 0.4 0.0 12.8 6.7
Number of Traders in Each Category Total Traders: 143
7 12 . 68 15 54 13 22 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 3,526,356
Positions
90,416 217,998 14,593 1,639,195 860,469 287,191 870,466 1,821,612 68,519 363,990 144,631 3,998 187,988 107,345
Changes from: December 3, 2019 Total Change is: -22,614
-20,638 17,392 -1,909 19,258 11,453 -31,905 44,799 -6,778 -15,942 -15,474 6,067 -4,164 3,361 3,172
Percent of Open Interest Represented by Each Category of Trader
2.6 6.2 0.4 46.5 24.4 8.1 24.7 51.7 1.9 10.3 4.1 0.1 5.3 3.0
Number of Traders in Each Category Total Traders: 353
21 31 11 119 32 64 67 43 31 27 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 3,653,801
Positions
188,531 263,648 36,852 1,665,253 765,693 696,628 387,315 1,244,032 81,399 238,385 167,897 2,708 356,730 394,944
Changes from: December 3, 2019 Total Change is: -64,052
29,076 -802 -10,272 -81,599 42,330 10,800 -2,093 -85,524 -6,843 21,876 -6,934 -260 -24,737 -6,547
Percent of Open Interest Represented by Each Category of Trader
5.2 7.2 1.0 45.6 21.0 19.1 10.6 34.0 2.2 6.5 4.6 0.1 9.8 10.8
Number of Traders in Each Category Total Traders: 401
28 35 14 107 72 102 51 67 40 26 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 911,533
Positions
78,263 56,436 4,484 278,967 300,898 156,322 216,556 170,110 16,404 55,381 33,666 0 105,156 173,213
Changes from: December 3, 2019 Total Change is: 16,104
-10,554 174 2,342 4,359 -2,480 2,008 13,457 6,661 4,251 4,392 1,160 0 -4,151 1,988
Percent of Open Interest Represented by Each Category of Trader
8.6 6.2 0.5 30.6 33.0 17.1 23.8 18.7 1.8 6.1 3.7 0.0 11.5 19.0
Number of Traders in Each Category Total Traders: 113
4 7 4 24 38 39 17 15 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 4,191,561
Positions
102,001 397,086 34,797 2,039,648 861,026 790,548 494,900 1,496,375 94,084 324,279 197,803 0 311,304 319,842
Changes from: December 3, 2019 Total Change is: -113,507
9,841 -19,746 -454 -53,704 15,579 592 -45,033 -66,334 -30,745 12,313 -7,527 0 -6,317 -4,872
Percent of Open Interest Represented by Each Category of Trader
2.4 9.5 0.8 48.7 20.5 18.9 11.8 35.7 2.2 7.7 4.7 0.0 7.4 7.6
Number of Traders in Each Category Total Traders: 316
15 32 15 88 52 79 39 55 33 26 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 1,850,507
Positions
414,977 490,271 446,719 13,728 20,628 21,462 496,333 431,792 378,472 27,804 15,090 7,598 43,414 38,475
Changes from: December 3, 2019 Total Change is: 8,420
13,307 62,020 56 6,391 -18,063 2,016 8,887 -19,764 -24,426 1,100 -310 84 1,005 6,807
Percent of Open Interest Represented by Each Category of Trader
22.4 26.5 24.1 0.7 1.1 1.2 26.8 23.3 20.5 1.5 0.8 0.4 2.3 2.1
Number of Traders in Each Category Total Traders: 151
36 20 46 8 4 7 39 29 45 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 is12,352,459
Positions
2,295,309 2,392,270 2,411,498 377,413 2,333,295 548,162 2,858,528 474,932 3,102,564 66,647 148,560 57,906 634,432 883,272
Changes from: December 3, 2019 Total Change is: 76,415
-25,374 65,757 62,408 -60,515 10,196 18,335 139,806 -78,131 6,531 1,278 -1,222 7,784 -73,838 -15,243
Percent of Open Interest Represented by Each Category of Trader
18.6 19.4 19.5 3.1 18.9 4.4 23.1 3.8 25.1 0.5 1.2 0.5 5.1 7.2
Number of Traders in Each Category Total Traders: 248
33 45 68 14 19 20 60 43 84 15 11 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 175,468
Positions
5,907 92,284 24,346 16,997 2,600 9,964 83,556 12,496 32,744 0 257 703 1,251 74
Changes from: December 3, 2019 Total Change is: -4,617
-691 -134 0 -1,605 -700 0 -193 -1,543 -2,000 0 -104 -178 50 42
Percent of Open Interest Represented by Each Category of Trader
3.4 52.6 13.9 9.7 1.5 5.7 47.6 7.1 18.7 0.0 0.1 0.4 0.7 0.0
Number of Traders in Each Category Total Traders: 57
. 15 5 4 . . 13 20 22 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 343,069
Positions
33,644 70,200 33,692 17,459 32,433 12,434 212,577 151,659 30,772 966 7,500 1,335 190 3,044
Changes from: December 3, 2019 Total Change is: 15,642
-1,047 10,172 -428 421 9,319 -1,751 25,761 3,546 -5,380 -2,302 -121 410 -42 -125
Percent of Open Interest Represented by Each Category of Trader
9.8 20.5 9.8 5.1 9.5 3.6 62.0 44.2 9.0 0.3 2.2 0.4 0.1 0.9
Number of Traders in Each Category Total Traders: 104
5 26 13 . 9 . 23 31 30 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 100,438
Positions
0 47,322 0 1,164 3,299 170 42,068 8,331 36,416 20,584 1,840 0 36 3,060
Changes from: December 3, 2019 Total Change is: 1,989
0 -340 0 -81 -53 -7 -925 -192 2,937 110 3 0 -45 -359
Percent of Open Interest Represented by Each Category of Trader
0.0 47.1 0.0 1.2 3.3 0.2 41.9 8.3 36.3 20.5 1.8 0.0 0.0 3.0
Number of Traders in Each Category Total Traders: 32
0 5 0 . 9 . 4 5 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 62,298
Positions
996 26,145 0 808 516 115 28,387 1,996 31,986 0 0 0 6 1,540
Changes from: December 3, 2019 Total Change is: 3,530
24 1,104 0 -11 20 0 887 -90 2,625 0 0 0 5 -129
Percent of Open Interest Represented by Each Category of Trader
1.6 42.0 0.0 1.3 0.8 0.2 45.6 3.2 51.3 0.0 0.0 0.0 0.0 2.5
Number of Traders in Each Category Total Traders: 24
. . 0 . 7 . 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 53,246
Positions
11,499 135 17,652 0 160 0 5,095 15,815 15,154 3,600 3,967 246 0 117
Changes from: December 3, 2019 Total Change is: 2,725
0 135 0 0 0 0 -1,466 -1,710 4,203 0 0 0 -12 97
Percent of Open Interest Represented by Each Category of Trader
21.6 0.3 33.2 0.0 0.3 0.0 9.6 29.7 28.5 6.8 7.5 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 3,232
Positions
131 0 0 56 285 1 1,069 1,766 109 310 396 12 1,544 663
Changes from: December 3, 2019 Total Change is: 249
0 0 0 -37 29 -10 175 509 92 3 -242 -32 58 -97
Percent of Open Interest Represented by Each Category of Trader
4.1 0.0 0.0 1.7 8.8 0.0 33.1 54.6 3.4 9.6 12.3 0.4 47.8 20.5
Number of Traders in Each Category Total Traders: 43
. 0 0 . 4 . 11 14 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 47,127
Positions
828 32,175 0 11,187 2,882 748 25,456 5,212 2,501 1,772 557 106 4,529 2,946
Changes from: December 3, 2019 Total Change is: 2,130
-60 -41 0 -3,067 205 -81 3,870 955 136 -133 15 -124 1,589 1,065
Percent of Open Interest Represented by Each Category of Trader
1.8 68.3 0.0 23.7 6.1 1.6 54.0 11.1 5.3 3.8 1.2 0.2 9.6 6.3
Number of Traders in Each Category Total Traders: 83
. . 0 13 7 5 28 12 7 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 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 465,375
Positions
109,057 26,346 20,291 125,326 100,091 17,334 43,247 146,895 102,892 11,656 3,906 14,995 20,577 32,625
Changes from: December 3, 2019 Total Change is: -18,399
-14,847 -75 -667 -7,221 -19,858 -1,002 -916 -9,746 13,251 -3,717 425 1,884 -5,164 -2,611
Percent of Open Interest Represented by Each Category of Trader
23.4 5.7 4.4 26.9 21.5 3.7 9.3 31.6 22.1 2.5 0.8 3.2 4.4 7.0
Number of Traders in Each Category Total Traders: 207
12 13 14 21 39 24 28 61 53 12 10 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 10, 2019
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,294
Positions
5,022 623 474 5,840 2,183 1,087 4,753 13,613 2,196 657 60 0 265 58
Changes from: December 3, 2019 Total Change is: 2,535
886 -55 -340 33 -879 0 -210 1,646 2,096 92 28 0 -22 39
Percent of Open Interest Represented by Each Category of Trader
24.7 3.1 2.3 28.8 10.8 5.4 23.4 67.1 10.8 3.2 0.3 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 41
4 . . 8 5 . 4 7 . 11 . 0
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Updated December 13, 2019