Traders in Financial Futures - Futures Only Positions as of December 17, 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 189,458
Positions
6,429 71,471 24,487 43,650 21,785 5,412 36,511 32,370 11,330 16,417 1,707 20 45,202 20,876
Changes from: December 10, 2019 Total Change is: 20,239
-3,438 5,459 15,398 5,143 -7,157 -187 -11,222 7,041 4,709 969 -676 -12 8,879 -4,336
Percent of Open Interest Represented by Each Category of Trader
3.4 37.7 12.9 23.0 11.5 2.9 19.3 17.1 6.0 8.7 0.9 0.0 23.9 11.0
Number of Traders in Each Category Total Traders: 104
6 9 8 22 13 13 21 20 17 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 61,630
Positions
28,182 2,333 0 1,338 26,728 657 19,684 9,628 18 740 1,485 0 11,011 20,781
Changes from: December 10, 2019 Total Change is: -14,020
-12,074 730 -1,733 38 -3,467 184 4,637 -4,292 -4,559 -428 -561 0 -85 -322
Percent of Open Interest Represented by Each Category of Trader
45.7 3.8 0.0 2.2 43.4 1.1 31.9 15.6 0.0 1.2 2.4 0.0 17.9 33.7
Number of Traders in Each Category Total Traders: 51
. . 0 . 16 . 12 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 201,586
Positions
10,064 33,783 6,965 73,846 68,259 6,849 49,753 46,625 4,835 17,181 8,349 0 32,093 25,921
Changes from: December 10, 2019 Total Change is: -54,967
-47,399 -27,175 -7,777 -1,078 -4,692 1,077 4,735 -6,708 -7,800 5,388 208 0 -2,113 -2,100
Percent of Open Interest Represented by Each Category of Trader
5.0 16.8 3.5 36.6 33.9 3.4 24.7 23.1 2.4 8.5 4.1 0.0 15.9 12.9
Number of Traders in Each Category Total Traders: 122
7 6 . 23 21 12 26 29 9 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 178,529
Positions
55,081 14,057 17 45,029 59,917 11,139 32,394 45,727 4,679 2,428 8,549 0 27,762 34,444
Changes from: December 10, 2019 Total Change is: -20,171
-12,014 -14,734 -5,746 2,518 4,462 -330 -3,391 -1,007 -1,139 -217 -558 0 148 -1,119
Percent of Open Interest Represented by Each Category of Trader
30.9 7.9 0.0 25.2 33.6 6.2 18.1 25.6 2.6 1.4 4.8 0.0 15.6 19.3
Number of Traders in Each Category Total Traders: 122
7 6 . 17 26 10 26 30 15 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 542,923
Positions
26,947 137,932 1,199 338,095 157,942 26,219 44,265 148,057 5,169 23,115 10,147 144 77,770 56,114
Changes from: December 10, 2019 Total Change is: -103,494
-5,176 -6,429 -68,222 -4,413 -12,373 -3,575 -769 1,785 -5,785 2,633 1,474 -116 -18,071 -10,253
Percent of Open Interest Represented by Each Category of Trader
5.0 25.4 0.2 62.3 29.1 4.8 8.2 27.3 1.0 4.3 1.9 0.0 14.3 10.3
Number of Traders in Each Category Total Traders: 277
14 13 11 90 42 45 39 40 19 23 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 23,804
Positions
0 3,570 100 8,463 6,751 3,029 1,355 3,718 0 0 0 0 10,857 6,636
Changes from: December 10, 2019 Total Change is: -6,540
-2,200 -3,030 0 293 -1,783 71 -1,995 1,096 -839 0 0 0 -1,870 -2,055
Percent of Open Interest Represented by Each Category of Trader
0.0 15.0 0.4 35.6 28.4 12.7 5.7 15.6 0.0 0.0 0.0 0.0 45.6 27.9
Number of Traders in Each Category Total Traders: 25
0 . . 11 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 28,753
Positions
5,354 1,272 5,185 7,044 11,145 2,093 0 5,237 159 0 0 0 8,918 3,662
Changes from: December 10, 2019 Total Change is: 811
-10 -476 1,938 -58 12 59 0 1,364 -1,654 0 0 0 536 -432
Percent of Open Interest Represented by Each Category of Trader
18.6 4.4 18.0 24.5 38.8 7.3 0.0 18.2 0.6 0.0 0.0 0.0 31.0 12.7
Number of Traders in Each Category Total Traders: 24
. . . 6 9 8 0 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 153,504
Positions
66,349 6,489 1,311 16,692 60,773 2,810 29,625 41,208 2,310 8,933 10,597 0 25,474 28,006
Changes from: December 10, 2019 Total Change is: -27,992
-3,438 -5,581 -8,291 44 -11,204 -470 -13,092 515 -129 1,031 384 0 -3,647 -3,216
Percent of Open Interest Represented by Each Category of Trader
43.2 4.2 0.9 10.9 39.6 1.8 19.3 26.8 1.5 5.8 6.9 0.0 16.6 18.2
Number of Traders in Each Category Total Traders: 91
5 4 4 9 24 9 13 29 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 56,317
Positions
0 45,838 42 44,314 0 31 7,803 9,416 0 1,754 156 0 2,373 834
Changes from: December 10, 2019 Total Change is: -10,369
-1,448 3,208 -9,191 -50 0 0 898 -316 -883 163 -2,871 0 142 -316
Percent of Open Interest Represented by Each Category of Trader
0.0 81.4 0.1 78.7 0.0 0.1 13.9 16.7 0.0 3.1 0.3 0.0 4.2 1.5
Number of Traders in Each Category Total Traders: 45
0 5 . 12 0 . 16 6 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 288,786
Positions
932 181,681 863 154,740 6,792 1,221 109,291 79,312 1,408 13,587 14,987 0 6,744 2,522
Changes from: December 10, 2019 Total Change is: -16,062
257 9,617 -18,330 3,223 -2,761 -1,409 6,391 3,106 -6,031 294 401 0 -457 -655
Percent of Open Interest Represented by Each Category of Trader
0.3 62.9 0.3 53.6 2.4 0.4 37.8 27.5 0.5 4.7 5.2 0.0 2.3 0.9
Number of Traders in Each Category Total Traders: 179
4 9 . 34 9 . 61 33 11 11 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 54,328
Positions
39,030 742 1,473 3,924 37,897 216 4,681 10,964 565 1,787 1,025 0 2,652 1,446
Changes from: December 10, 2019 Total Change is: -3,893
-1,048 441 1,464 35 -9,537 4 -3,658 3,918 324 -726 -190 0 -288 -317
Percent of Open Interest Represented by Each Category of Trader
71.8 1.4 2.7 7.2 69.8 0.4 8.6 20.2 1.0 3.3 1.9 0.0 4.9 2.7
Number of Traders in Each Category Total Traders: 54
. . . 7 8 . 12 14 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 44,340
Positions
17,619 506 0 8,839 17,825 419 11,414 16,189 1,153 1,630 2,636 6 3,260 5,606
Changes from: December 10, 2019 Total Change is: -30,854
-22,393 -2,796 -9,250 560 -2,059 -425 433 -16,085 51 412 -325 0 -242 35
Percent of Open Interest Represented by Each Category of Trader
39.7 1.1 0.0 19.9 40.2 0.9 25.7 36.5 2.6 3.7 5.9 0.0 7.4 12.6
Number of Traders in Each Category Total Traders: 97
8 . 0 10 17 . 27 17 5 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 17,805
Positions
0 8,161 2 11,803 2,941 0 4,687 4,993 28 0 220 0 1,285 1,460
Changes from: December 10, 2019 Total Change is: -4,764
-973 8,161 -9,304 1,361 942 0 4,090 -3,861 -342 0 220 0 404 -580
Percent of Open Interest Represented by Each Category of Trader
0.0 45.8 0.0 66.3 16.5 0.0 26.3 28.0 0.2 0.0 1.2 0.0 7.2 8.2
Number of Traders in Each Category Total Traders: 29
0 . . 5 4 0 8 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 60,779
Positions
12,189 24,185 9,217 18,877 3,627 738 8,520 10,919 1,473 887 1,194 82 8,799 9,347
Changes from: December 10, 2019 Total Change is: 6,877
392 -1,690 5,444 1,389 2,009 -1,786 -335 989 1,091 -6 -383 82 607 1,121
Percent of Open Interest Represented by Each Category of Trader
20.1 39.8 15.2 31.1 6.0 1.2 14.0 18.0 2.4 1.5 2.0 0.1 14.5 15.4
Number of Traders in Each Category Total Traders: 102
9 23 13 19 . 5 26 13 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 121,558
Positions
24,378 48,369 18,433 37,753 7,254 1,475 17,039 21,837 2,945 1,773 2,387 164 17,598 18,694
Changes from: December 10, 2019 Total Change is: 13,753
783 -3,379 10,888 2,777 4,017 -3,571 -670 1,978 2,181 -12 -766 164 1,213 2,241
Percent of Open Interest Represented by Each Category of Trader
20.1 39.8 15.2 31.1 6.0 1.2 14.0 18.0 2.4 1.5 2.0 0.1 14.5 15.4
Number of Traders in Each Category Total Traders: 102
9 23 13 19 . 5 26 13 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 47,336
Positions
2,087 23,946 14,085 29,163 660 243 250 6,560 0 0 448 0 1,508 1,394
Changes from: December 10, 2019 Total Change is: 19,518
-1,832 4,611 14,085 7,731 -180 -26 0 853 0 0 0 0 -440 175
Percent of Open Interest Represented by Each Category of Trader
4.4 50.6 29.8 61.6 1.4 0.5 0.5 13.9 0.0 0.0 0.9 0.0 3.2 2.9
Number of Traders in Each Category Total Traders: 29
. 7 4 15 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 675,130
Positions
51,376 165,996 73,599 282,392 105,570 69,882 59,826 95,300 31,473 11,455 58,560 2,903 92,223 71,846
Changes from: December 10, 2019 Total Change is: 52,990
-3,881 15,850 -4,633 -4,879 -2,420 19,928 17,543 4,182 13,042 -6,554 -285 1,131 21,293 6,195
Percent of Open Interest Represented by Each Category of Trader
7.6 24.6 10.9 41.8 15.6 10.4 8.9 14.1 4.7 1.7 8.7 0.4 13.7 10.6
Number of Traders in Each Category Total Traders: 569
30 35 41 170 85 131 70 102 72 32 44 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 35,182
Positions
11,395 11,545 3,549 2,017 0 0 6,060 6,172 1,556 0 0 0 10,605 12,360
Changes from: December 10, 2019 Total Change is: 5,811
-602 2,573 3,549 1 -1,051 0 2,043 -403 1,540 0 0 0 -720 -397
Percent of Open Interest Represented by Each Category of Trader
32.4 32.8 10.1 5.7 0.0 0.0 17.2 17.5 4.4 0.0 0.0 0.0 30.1 35.1
Number of Traders in Each Category Total Traders: 34
6 8 5 . 0 0 8 10 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 11,430
Positions
3,220 6,171 2,112 2,820 655 229 378 1,064 11 0 0 0 2,660 1,188
Changes from: December 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
28.2 54.0 18.5 24.7 5.7 2.0 3.3 9.3 0.1 0.0 0.0 0.0 23.3 10.4
Number of Traders in Each Category Total Traders: 21
5 6 5 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 3,199,738
Positions
249,315 821,663 300,843 1,401,876 527,852 349,410 302,347 479,155 116,070 57,274 292,801 14,515 408,088 297,429
Changes from: December 10, 2019 Total Change is: 235,893
-34,962 47,816 -22,344 -26,763 -9,207 102,003 83,336 28,763 51,674 -32,769 -1,424 5,653 110,065 32,959
Percent of Open Interest Represented by Each Category of Trader
7.8 25.7 9.4 43.8 16.5 10.9 9.4 15.0 3.6 1.8 9.2 0.5 12.8 9.3
Number of Traders in Each Category Total Traders: 568
30 35 39 170 85 131 70 101 70 32 44 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 41,397
Positions
13,444 16,938 4,382 7,392 0 982 462 4,782 8,270 0 357 0 6,465 5,686
Changes from: December 10, 2019 Total Change is: 11,025
1,800 1,771 3,323 -12 -1,998 0 0 2,246 2,687 0 0 0 3,227 2,996
Percent of Open Interest Represented by Each Category of Trader
32.5 40.9 10.6 17.9 0.0 2.4 1.1 11.6 20.0 0.0 0.9 0.0 15.6 13.7
Number of Traders in Each Category Total Traders: 27
4 11 6 5 0 . . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 27,729
Positions
5,053 11,567 4,816 12,704 0 0 696 1,320 0 0 0 0 4,460 10,026
Changes from: December 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.2 41.7 17.4 45.8 0.0 0.0 2.5 4.8 0.0 0.0 0.0 0.0 16.1 36.2
Number of Traders in Each Category Total Traders: 23
4 8 6 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 11,515
Positions
4,433 8,128 444 3,924 1,773 0 303 0 26 0 0 0 2,385 1,144
Changes from: December 10, 2019 Total Change is: 341
-128 -559 444 -366 0 0 -110 0 26 0 0 0 475 430
Percent of Open Interest Represented by Each Category of Trader
38.5 70.6 3.9 34.1 15.4 0.0 2.6 0.0 0.2 0.0 0.0 0.0 20.7 9.9
Number of Traders in Each Category Total Traders: 20
. 9 . 5 . 0 . 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 12,984
Positions
4,639 6,735 1,885 3,284 1,268 109 446 2,162 0 0 0 0 2,621 825
Changes from: December 10, 2019 Total Change is: 1,731
-365 -11 1,482 -355 -11 0 0 16 0 0 0 0 969 255
Percent of Open Interest Represented by Each Category of Trader
35.7 51.9 14.5 25.3 9.8 0.8 3.4 16.7 0.0 0.0 0.0 0.0 20.2 6.4
Number of Traders in Each Category Total Traders: 21
5 6 6 . 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 19,738
Positions
5,566 7,699 6,033 3,818 808 1,148 547 1,432 367 0 0 0 2,259 2,251
Changes from: December 10, 2019 Total Change is: 3,216
-424 63 3,201 47 93 -97 0 -512 355 0 0 0 134 113
Percent of Open Interest Represented by Each Category of Trader
28.2 39.0 30.6 19.3 4.1 5.8 2.8 7.3 1.9 0.0 0.0 0.0 11.4 11.4
Number of Traders in Each Category Total Traders: 24
4 7 6 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 89,544
Positions
4,939 27,135 9,603 56,047 33,885 2,602 3,705 4,379 637 0 7,812 0 12,011 3,491
Changes from: December 10, 2019 Total Change is: 12,470
-197 3,433 8,937 4,361 -1,137 -22 -660 1,061 214 0 -37 0 -163 21
Percent of Open Interest Represented by Each Category of Trader
5.5 30.3 10.7 62.6 37.8 2.9 4.1 4.9 0.7 0.0 8.7 0.0 13.4 3.9
Number of Traders in Each Category Total Traders: 90
5 11 6 35 21 14 11 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 55,265
Positions
8,595 7,428 6,606 13,143 8,449 5,401 11,288 14,551 1,762 1,146 2,059 91 7,234 8,918
Changes from: December 10, 2019 Total Change is: 12,664
-572 487 5,607 -1,120 852 3,687 3,779 1,647 728 180 -599 82 294 173
Percent of Open Interest Represented by Each Category of Trader
15.6 13.4 12.0 23.8 15.3 9.8 20.4 26.3 3.2 2.1 3.7 0.2 13.1 16.1
Number of Traders in Each Category Total Traders: 261
22 26 25 56 29 30 49 48 24 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 276,325
Positions
42,973 37,142 33,032 65,714 42,245 27,003 56,441 72,755 8,808 5,731 10,294 454 36,169 44,592
Changes from: December 10, 2019 Total Change is: 63,322
-2,860 2,436 28,037 -5,602 4,259 18,435 18,896 8,234 3,639 898 -2,994 409 1,470 867
Percent of Open Interest Represented by Each Category of Trader
15.6 13.4 12.0 23.8 15.3 9.8 20.4 26.3 3.2 2.1 3.7 0.2 13.1 16.1
Number of Traders in Each Category Total Traders: 261
22 26 25 56 29 30 49 48 24 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 541,935
Positions
62,379 147,905 41,757 280,594 155,588 41,294 70,748 78,790 11,248 9,291 31,767 0 24,624 33,586
Changes from: December 10, 2019 Total Change is: 41,067
1,111 11,873 18,397 13,797 -16,016 559 2,343 10,757 4,344 352 -332 -22 186 11,507
Percent of Open Interest Represented by Each Category of Trader
11.5 27.3 7.7 51.8 28.7 7.6 13.1 14.5 2.1 1.7 5.9 0.0 4.5 6.2
Number of Traders in Each Category Total Traders: 318
19 26 18 90 49 44 55 46 27 17 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 22,787
Positions
859 6,989 0 13,511 363 16 2,069 10,649 35 0 1,126 0 6,297 3,609
Changes from: December 10, 2019 Total Change is: -23,390
-3,410 -614 -2,250 -481 -50 -3 -12,219 -16,949 -1,555 -688 -228 -993 -1,791 -748
Percent of Open Interest Represented by Each Category of Trader
3.8 30.7 0.0 59.3 1.6 0.1 9.1 46.7 0.2 0.0 4.9 0.0 27.6 15.8
Number of Traders in Each Category Total Traders: 33
. . 0 13 . . 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 57,867
Positions
6,081 4,425 701 21,639 4,983 341 19,338 6,221 489 1,230 1,705 0 8,048 39,002
Changes from: December 10, 2019 Total Change is: -41,114
-4,817 -20,734 -3,024 3,107 -6,555 -499 -20,370 -16,843 -2,878 -242 268 -181 -12,210 9,332
Percent of Open Interest Represented by Each Category of Trader
10.5 7.6 1.2 37.4 8.6 0.6 33.4 10.8 0.8 2.1 2.9 0.0 13.9 67.4
Number of Traders in Each Category Total Traders: 64
6 8 . 15 5 5 16 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 442,961
Positions
43,878 238,206 66,412 275,258 73,787 24,052 16,229 18,235 3,748 1,718 9,484 0 11,666 9,037
Changes from: December 10, 2019 Total Change is: 57,997
-57 -443 58,304 -2,485 -7,775 -1,195 -1,093 5,471 2,732 621 -88 -265 1,435 1,256
Percent of Open Interest Represented by Each Category of Trader
9.9 53.8 15.0 62.1 16.7 5.4 3.7 4.1 0.8 0.4 2.1 0.0 2.6 2.0
Number of Traders in Each Category Total Traders: 179
14 16 12 70 38 38 20 13 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 1,656,992
Positions
63,862 958,073 146,396 1,045,386 261,897 113,957 129,335 93,488 9,136 58,163 15,676 3,873 86,884 54,496
Changes from: December 10, 2019 Total Change is: 219,601
-8,469 22,800 120,601 31,342 -15,282 1,344 4,494 46,414 4,089 10,678 1,432 -51 55,573 38,254
Percent of Open Interest Represented by Each Category of Trader
3.9 57.8 8.8 63.1 15.8 6.9 7.8 5.6 0.6 3.5 0.9 0.2 5.2 3.3
Number of Traders in Each Category Total Traders: 447
26 22 18 176 68 97 69 31 27 46 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 130,227
Positions
46,797 91,624 37,385 19,851 0 986 22,923 0 171 2,084 0 0 30 61
Changes from: December 10, 2019 Total Change is: 1,871
27 1,642 -6 100 0 230 1,465 0 5 50 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
35.9 70.4 28.7 15.2 0.0 0.8 17.6 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 17, 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 1,024,756
Positions
7,786 135,845 3,112 507,679 285,008 177,193 60,903 262,152 8,229 86,899 28,650 0 172,955 124,567
Changes from: December 10, 2019 Total Change is: 45,947
-998 19,075 -3,804 34,493 16,254 -850 14,418 15,436 -339 -674 3,688 0 3,701 -3,513
Percent of Open Interest Represented by Each Category of Trader
0.8 13.3 0.3 49.5 27.8 17.3 5.9 25.6 0.8 8.5 2.8 0.0 16.9 12.2
Number of Traders in Each Category Total Traders: 179
6 17 5 60 25 48 22 31 13 10 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 1,224,071
Positions
46,304 137,884 516 708,696 92,292 193,195 56,262 698,718 14,463 45,925 4,290 0 158,710 82,713
Changes from: December 10, 2019 Total Change is: 12,657
3,234 -4,209 513 -227 11,524 2,540 3,862 431 73 -416 0 0 3,078 1,785
Percent of Open Interest Represented by Each Category of Trader
3.8 11.3 0.0 57.9 7.5 15.8 4.6 57.1 1.2 3.8 0.4 0.0 13.0 6.8
Number of Traders in Each Category Total Traders: 140
9 11 4 65 14 50 13 22 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 3,611,273
Positions
81,767 241,264 9,584 1,719,742 853,251 288,740 927,404 1,907,132 58,778 343,226 144,597 4,237 177,795 103,690
Changes from: December 10, 2019 Total Change is: 84,917
-8,649 23,266 -5,009 80,547 -7,218 1,549 56,938 85,520 -9,741 -20,764 -34 239 -10,193 -3,655
Percent of Open Interest Represented by Each Category of Trader
2.3 6.7 0.3 47.6 23.6 8.0 25.7 52.8 1.6 9.5 4.0 0.1 4.9 2.9
Number of Traders in Each Category Total Traders: 359
19 33 8 122 34 68 71 39 30 27 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 3,637,763
Positions
182,109 252,607 35,911 1,675,396 819,758 671,807 363,246 1,200,891 77,955 245,940 184,910 2,492 382,907 391,432
Changes from: December 10, 2019 Total Change is: -16,038
-6,422 -11,041 -941 10,143 54,065 -24,821 -24,069 -43,141 -3,444 7,555 17,013 -216 26,177 -3,512
Percent of Open Interest Represented by Each Category of Trader
5.0 6.9 1.0 46.1 22.5 18.5 10.0 33.0 2.1 6.8 5.1 0.1 10.5 10.8
Number of Traders in Each Category Total Traders: 402
27 36 13 102 73 100 53 71 40 25 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 919,069
Positions
85,480 59,889 3,094 296,452 296,905 148,090 209,648 174,315 22,511 53,307 33,754 0 100,487 180,511
Changes from: December 10, 2019 Total Change is: 7,536
7,217 3,453 -1,390 17,485 -3,993 -8,232 -6,908 4,205 6,107 -2,074 88 0 -4,669 7,298
Percent of Open Interest Represented by Each Category of Trader
9.3 6.5 0.3 32.3 32.3 16.1 22.8 19.0 2.4 5.8 3.7 0.0 10.9 19.6
Number of Traders in Each Category Total Traders: 116
5 8 4 24 39 39 17 15 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 4,263,708
Positions
66,619 419,335 31,679 2,127,914 816,989 781,418 552,495 1,587,753 98,041 305,360 215,940 912 299,270 311,641
Changes from: December 10, 2019 Total Change is: 72,147
-35,382 22,249 -3,118 88,266 -44,037 -9,130 57,595 91,378 3,957 -18,919 18,137 912 -12,034 -8,201
Percent of Open Interest Represented by Each Category of Trader
1.6 9.8 0.7 49.9 19.2 18.3 13.0 37.2 2.3 7.2 5.1 0.0 7.0 7.3
Number of Traders in Each Category Total Traders: 323
14 33 13 83 55 79 46 54 31 24 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 1,870,661
Positions
379,823 515,529 435,813 14,297 14,214 34,305 481,806 371,632 438,083 35,336 19,800 6,976 44,222 34,309
Changes from: December 10, 2019 Total Change is: 20,154
-35,154 25,258 -10,906 569 -6,414 12,843 -14,527 -60,160 59,611 7,532 4,710 -622 808 -4,166
Percent of Open Interest Represented by Each Category of Trader
20.3 27.6 23.3 0.8 0.8 1.8 25.8 19.9 23.4 1.9 1.1 0.4 2.4 1.8
Number of Traders in Each Category Total Traders: 150
32 24 43 8 4 8 42 26 49 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 is10,881,197
Positions
2,256,284 1,464,524 2,203,960 371,118 2,367,014 555,689 1,945,116 519,717 2,811,834 78,373 96,831 53,208 605,615 808,420
Changes from: December 10, 2019 Total Change is:-1,471,262
-39,025 -927,746 -207,538 -6,295 33,719 7,527 -913,412 44,785 -290,730 11,726 -51,729 -4,698 -28,817 -74,852
Percent of Open Interest Represented by Each Category of Trader
20.7 13.5 20.3 3.4 21.8 5.1 17.9 4.8 25.8 0.7 0.9 0.5 5.6 7.4
Number of Traders in Each Category Total Traders: 221
33 33 60 11 19 21 56 35 80 15 11 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 175,263
Positions
6,119 93,790 24,496 18,968 2,600 9,835 83,504 12,889 30,355 0 424 776 1,210 98
Changes from: December 10, 2019 Total Change is: -205
212 1,506 150 1,971 0 -129 -52 393 -2,389 0 167 73 -41 24
Percent of Open Interest Represented by Each Category of Trader
3.5 53.5 14.0 10.8 1.5 5.6 47.6 7.4 17.3 0.0 0.2 0.4 0.7 0.1
Number of Traders in Each Category Total Traders: 58
. 15 5 4 . . 13 21 23 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 368,080
Positions
42,092 72,088 37,184 1,408 32,910 24,286 224,796 150,384 35,867 0 9,649 2,385 62 3,327
Changes from: December 10, 2019 Total Change is: 25,011
8,448 1,888 3,492 -16,051 477 11,852 12,219 -1,275 5,095 -966 2,149 1,050 -128 283
Percent of Open Interest Represented by Each Category of Trader
11.4 19.6 10.1 0.4 8.9 6.6 61.1 40.9 9.7 0.0 2.6 0.6 0.0 0.9
Number of Traders in Each Category Total Traders: 99
5 24 16 . 8 . 19 33 27 0 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 66,231
Positions
838 22,660 0 1,164 2,804 153 12,363 7,121 29,733 21,948 1,045 0 32 2,715
Changes from: December 10, 2019 Total Change is: -34,207
838 -24,662 0 0 -495 -17 -29,705 -1,210 -6,683 1,364 -795 0 -4 -345
Percent of Open Interest Represented by Each Category of Trader
1.3 34.2 0.0 1.8 4.2 0.2 18.7 10.8 44.9 33.1 1.6 0.0 0.0 4.1
Number of Traders in Each Category Total Traders: 28
. . 0 . 9 . . 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,040
Positions
126 3,939 0 808 542 115 8,198 3,086 3,793 0 0 0 0 1,565
Changes from: December 10, 2019 Total Change is: -49,258
-870 -22,206 0 0 26 0 -20,189 1,090 -28,193 0 0 0 -6 25
Percent of Open Interest Represented by Each Category of Trader
1.0 30.2 0.0 6.2 4.2 0.9 62.9 23.7 29.1 0.0 0.0 0.0 0.0 12.0
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 49,133
Positions
11,499 93 17,652 0 160 0 0 12,229 15,926 3,810 2,692 246 0 135
Changes from: December 10, 2019 Total Change is: -4,113
0 -42 0 0 0 0 -5,095 -3,586 772 210 -1,275 0 0 18
Percent of Open Interest Represented by Each Category of Trader
23.4 0.2 35.9 0.0 0.3 0.0 0.0 24.9 32.4 7.8 5.5 0.5 0.0 0.3
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 0 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 3,840
Positions
134 0 0 38 444 0 1,578 2,446 125 295 331 12 1,658 482
Changes from: December 10, 2019 Total Change is: 608
3 0 0 -18 159 -1 509 680 16 -15 -65 0 114 -181
Percent of Open Interest Represented by Each Category of Trader
3.5 0.0 0.0 1.0 11.6 0.0 41.1 63.7 3.3 7.7 8.6 0.3 43.2 12.6
Number of Traders in Each Category Total Traders: 45
. 0 0 . 4 0 9 18 5 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 17, 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 32,897
Positions
708 18,083 0 9,119 2,986 951 16,939 7,733 598 1,720 791 59 2,803 1,696
Changes from: December 10, 2019 Total Change is: -14,230
-120 -14,092 0 -2,068 104 203 -8,517 2,521 -1,903 -52 234 -47 -1,726 -1,250
Percent of Open Interest Represented by Each Category of Trader
2.2 55.0 0.0 27.7 9.1 2.9 51.5 23.5 1.8 5.2 2.4 0.2 8.5 5.2
Number of Traders in Each Category Total Traders: 86
. . 0 14 6 5 28 14 6 12 9 .
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Traders in Financial Futures - Futures Only Positions as of December 17, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 460,843
Positions
99,583 18,549 25,092 113,998 119,563 27,228 47,763 123,345 95,116 13,025 3,568 17,508 21,530 30,874
Changes from: December 10, 2019 Total Change is: -4,532
-9,474 -7,797 4,801 -11,328 19,472 9,894 4,516 -23,550 -7,776 1,369 -338 2,513 953 -1,751
Percent of Open Interest Represented by Each Category of Trader
21.6 4.0 5.4 24.7 25.9 5.9 10.4 26.8 20.6 2.8 0.8 3.8 4.7 6.7
Number of Traders in Each Category Total Traders: 213
13 11 16 16 40 25 33 65 55 10 11 17
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Traders in Financial Futures - Futures Only Positions as of December 17, 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 20,480
Positions
4,945 738 619 6,515 1,747 1,090 4,545 14,082 1,588 786 60 0 392 556
Changes from: December 10, 2019 Total Change is: 186
-77 115 145 675 -436 3 -208 469 -608 129 0 0 127 498
Percent of Open Interest Represented by Each Category of Trader
24.1 3.6 3.0 31.8 8.5 5.3 22.2 68.8 7.8 3.8 0.3 0.0 1.9 2.7
Number of Traders in Each Category Total Traders: 41
4 . . 9 4 . . 7 . 12 . 0
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Updated December 20, 2019