Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 165,192
Positions
56,845 2,338 4,741 30,221 38,045 7,382 9,009 57,189 14,160 11,220 3,258 1,568 30,047 36,512
Changes from: January 15, 2019 Total Change is: -5,698
-3,861 -167 149 -613 -1,618 -109 -2,882 -2,731 245 1,598 -2,084 423 -649 193
Percent of Open Interest Represented by Each Category of Trader
34.4 1.4 2.9 18.3 23.0 4.5 5.5 34.6 8.6 6.8 2.0 0.9 18.2 22.1
Number of Traders in Each Category Total Traders: 103
12 . 8 13 17 9 15 29 17 11 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 63,697
Positions
39,722 10,687 202 1,258 15,391 545 12,202 13,550 1,407 0 1,498 0 8,362 20,418
Changes from: January 15, 2019 Total Change is: 583
-240 -2,553 74 -9 2,929 -167 267 -1,721 91 0 21 0 568 1,909
Percent of Open Interest Represented by Each Category of Trader
62.4 16.8 0.3 2.0 24.2 0.9 19.2 21.3 2.2 0.0 2.4 0.0 13.1 32.1
Number of Traders in Each Category Total Traders: 52
5 6 . . 13 . 10 14 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 252,221
Positions
85,747 20,512 12,067 51,076 80,662 4,508 27,057 51,565 32,355 10,380 9,012 2,354 26,676 39,187
Changes from: January 15, 2019 Total Change is: -9,552
-14,087 1,566 1,022 282 -9,238 -486 -1,783 -2,593 660 1,487 -318 -313 3,666 149
Percent of Open Interest Represented by Each Category of Trader
34.0 8.1 4.8 20.3 32.0 1.8 10.7 20.4 12.8 4.1 3.6 0.9 10.6 15.5
Number of Traders in Each Category Total Traders: 128
10 5 8 12 27 12 24 37 25 6 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 238,887
Positions
74,063 93,726 9,735 42,402 16,387 12,133 24,953 50,200 22,344 14,497 1,994 2,182 36,577 30,186
Changes from: January 15, 2019 Total Change is: -18,169
-2,330 4,566 -983 -2,034 -453 -629 -9,718 -20,077 551 -529 38 -175 -2,321 -1,008
Percent of Open Interest Represented by Each Category of Trader
31.0 39.2 4.1 17.7 6.9 5.1 10.4 21.0 9.4 6.1 0.8 0.9 15.3 12.6
Number of Traders in Each Category Total Traders: 108
4 11 8 23 12 12 16 32 25 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 580,434
Positions
38,211 141,216 15,947 316,523 162,041 25,008 27,581 113,456 41,890 18,196 19,415 2,439 94,639 59,022
Changes from: January 15, 2019 Total Change is: 2,783
-614 -636 397 3,439 945 793 -2,704 -421 -1,608 -1,583 1,777 273 4,390 1,263
Percent of Open Interest Represented by Each Category of Trader
6.6 24.3 2.7 54.5 27.9 4.3 4.8 19.5 7.2 3.1 3.3 0.4 16.3 10.2
Number of Traders in Each Category Total Traders: 292
16 11 17 96 39 51 30 60 35 21 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 28,953
Positions
423 13,617 0 12,161 4,707 2,583 1,131 1,879 0 0 727 5 12,650 5,435
Changes from: January 15, 2019 Total Change is: -1,765
-63 -140 0 -2,227 -549 877 0 -2,949 0 0 0 0 -352 996
Percent of Open Interest Represented by Each Category of Trader
1.5 47.0 0.0 42.0 16.3 8.9 3.9 6.5 0.0 0.0 2.5 0.0 43.7 18.8
Number of Traders in Each Category Total Traders: 24
. . 0 13 4 7 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,674
Positions
5,982 6,316 646 10,551 9,385 2,084 1,457 2,794 0 0 0 0 6,954 6,449
Changes from: January 15, 2019 Total Change is: 758
328 -4 4 -319 -379 3 -99 17 0 0 0 0 841 1,117
Percent of Open Interest Represented by Each Category of Trader
21.6 22.8 2.3 38.1 33.9 7.5 5.3 10.1 0.0 0.0 0.0 0.0 25.1 23.3
Number of Traders in Each Category Total Traders: 22
. . . 8 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 136,648
Positions
50,886 8,081 5,390 18,638 31,127 2,958 18,931 35,018 11,538 2,950 4,179 1,187 24,171 37,171
Changes from: January 15, 2019 Total Change is: -4,746
-2,913 1,093 175 -837 -414 -451 -2,396 -5,961 353 19 1,305 -64 1,368 -781
Percent of Open Interest Represented by Each Category of Trader
37.2 5.9 3.9 13.6 22.8 2.2 13.9 25.6 8.4 2.2 3.1 0.9 17.7 27.2
Number of Traders in Each Category Total Traders: 85
10 5 6 9 13 6 18 23 15 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 27,078
Positions
0 18,067 959 19,426 1,704 3 4,993 4,002 0 520 1,106 0 1,177 1,237
Changes from: January 15, 2019 Total Change is: -4,756
-648 1,629 -41 223 -8,725 3 -4,350 2,883 0 0 -250 0 57 -255
Percent of Open Interest Represented by Each Category of Trader
0.0 66.7 3.5 71.7 6.3 0.0 18.4 14.8 0.0 1.9 4.1 0.0 4.3 4.6
Number of Traders in Each Category Total Traders: 32
0 6 . 4 . . 11 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 206,975
Positions
294 109,106 1,126 107,735 6,698 1,388 81,829 68,653 1,243 5,739 14,989 178 7,442 3,593
Changes from: January 15, 2019 Total Change is: 16,061
37 8,447 -3,608 10,001 1,025 -237 8,597 10,020 -141 709 95 -45 749 506
Percent of Open Interest Represented by Each Category of Trader
0.1 52.7 0.5 52.1 3.2 0.7 39.5 33.2 0.6 2.8 7.2 0.1 3.6 1.7
Number of Traders in Each Category Total Traders: 157
. 10 . 26 14 . 52 28 9 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 16,067
Positions
2,354 1,574 2,323 518 2,652 0 7,680 7,433 579 250 480 0 2,363 1,026
Changes from: January 15, 2019 Total Change is: -1,386
100 34 0 -146 -3,432 0 -1,583 1,668 142 0 50 0 101 152
Percent of Open Interest Represented by Each Category of Trader
14.7 9.8 14.5 3.2 16.5 0.0 47.8 46.3 3.6 1.6 3.0 0.0 14.7 6.4
Number of Traders in Each Category Total Traders: 33
. . . . 4 0 8 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 33,255
Positions
9,584 801 104 6,441 7,106 0 12,064 14,299 1,760 0 3,577 316 2,987 5,293
Changes from: January 15, 2019 Total Change is: 2,814
1,917 60 -4 -7 1,137 -237 1,599 318 230 -102 1,363 -292 -290 239
Percent of Open Interest Represented by Each Category of Trader
28.8 2.4 0.3 19.4 21.4 0.0 36.3 43.0 5.3 0.0 10.8 1.0 9.0 15.9
Number of Traders in Each Category Total Traders: 74
6 . . 6 10 0 21 23 9 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 21,668
Positions
2,242 10,860 5,995 11,509 1,791 1 946 1,822 0 0 0 0 975 1,199
Changes from: January 15, 2019 Total Change is: 3,653
0 0 3,000 1,436 0 0 -654 682 0 -180 0 0 51 -29
Percent of Open Interest Represented by Each Category of Trader
10.3 50.1 27.7 53.1 8.3 0.0 4.4 8.4 0.0 0.0 0.0 0.0 4.5 5.5
Number of Traders in Each Category Total Traders: 23
. . . 5 . . 6 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,699
Positions
11,859 18,227 979 7,374 2,740 170 10,755 6,010 1,192 1,413 1,843 97 5,860 8,440
Changes from: January 15, 2019 Total Change is: 771
923 189 -54 536 218 -18 -565 136 -212 -33 468 -5 199 48
Percent of Open Interest Represented by Each Category of Trader
29.9 45.9 2.5 18.6 6.9 0.4 27.1 15.1 3.0 3.6 4.6 0.2 14.8 21.3
Number of Traders in Each Category Total Traders: 91
13 15 6 10 . . 18 19 7 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 79,398
Positions
23,717 36,455 1,959 14,748 5,479 340 21,510 12,020 2,385 2,826 3,687 193 11,719 16,880
Changes from: January 15, 2019 Total Change is: 1,541
1,845 379 -107 1,071 436 -35 -1,130 271 -424 -66 937 -10 397 95
Percent of Open Interest Represented by Each Category of Trader
29.9 45.9 2.5 18.6 6.9 0.4 27.1 15.1 3.0 3.6 4.6 0.2 14.8 21.3
Number of Traders in Each Category Total Traders: 91
13 15 6 10 . . 18 19 7 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 29,466
Positions
9,880 24,683 0 17,330 1,152 656 405 2,319 0 0 446 0 1,195 210
Changes from: January 15, 2019 Total Change is: -77
1,952 0 0 -1,851 211 -266 -213 -33 0 0 0 0 301 11
Percent of Open Interest Represented by Each Category of Trader
33.5 83.8 0.0 58.8 3.9 2.2 1.4 7.9 0.0 0.0 1.5 0.0 4.1 0.7
Number of Traders in Each Category Total Traders: 23
4 5 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 813,824
Positions
40,825 130,634 75,106 258,552 131,997 68,690 47,912 65,370 179,989 18,519 38,240 25,808 98,424 97,991
Changes from: January 15, 2019 Total Change is: -12,722
3,130 -6,003 -674 -4,027 -3,380 -1,518 5,530 5,101 -9,382 -4,412 1,056 306 -1,675 1,772
Percent of Open Interest Represented by Each Category of Trader
5.0 16.1 9.2 31.8 16.2 8.4 5.9 8.0 22.1 2.3 4.7 3.2 12.1 12.0
Number of Traders in Each Category Total Traders: 628
29 40 38 166 102 133 66 121 101 59 44 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 78,408
Positions
20,853 9,648 8,527 3,034 8,840 765 14,697 2,065 10,753 21 11 468 19,291 37,330
Changes from: January 15, 2019 Total Change is: -2,455
-571 445 592 79 -235 -1,483 4,288 -2,839 -2,303 16 -18 -29 -3,043 3,415
Percent of Open Interest Represented by Each Category of Trader
26.6 12.3 10.9 3.9 11.3 1.0 18.7 2.6 13.7 0.0 0.0 0.6 24.6 47.6
Number of Traders in Each Category Total Traders: 50
6 9 7 . 4 . 10 11 18 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,677,080
Positions
212,662 717,732 220,092 1,290,851 629,042 326,364 237,978 388,428 774,277 92,493 191,144 126,698 395,665 303,303
Changes from: January 15, 2019 Total Change is: -51,336
19,572 -31,174 -7,396 -23,226 -18,424 2,522 21,808 55,301 -50,994 -22,139 5,369 1,678 6,840 -8,218
Percent of Open Interest Represented by Each Category of Trader
5.8 19.5 6.0 35.1 17.1 8.9 6.5 10.6 21.1 2.5 5.2 3.4 10.8 8.2
Number of Traders in Each Category Total Traders: 614
30 39 36 166 100 132 65 116 97 53 44 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 19,468
Positions
4,538 13,468 0 11,526 2,728 989 750 857 14 0 0 0 1,651 1,412
Changes from: January 15, 2019 Total Change is: 2,224
111 1,784 0 1,571 282 -13 750 -110 0 0 0 0 -195 281
Percent of Open Interest Represented by Each Category of Trader
23.3 69.2 0.0 59.2 14.0 5.1 3.9 4.4 0.1 0.0 0.0 0.0 8.5 7.3
Number of Traders in Each Category Total Traders: 22
. 8 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 17,126
Positions
6,242 15,603 1 6,886 376 0 2,127 0 0 836 0 0 1,034 1,146
Changes from: January 15, 2019 Total Change is: -93
0 -560 0 75 0 0 27 0 0 0 0 0 -195 467
Percent of Open Interest Represented by Each Category of Trader
36.4 91.1 0.0 40.2 2.2 0.0 12.4 0.0 0.0 4.9 0.0 0.0 6.0 6.7
Number of Traders in Each Category Total Traders: 25
4 7 . 7 . 0 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 18,844
Positions
9,109 7,779 0 5,383 7,491 135 2,147 1,374 0 0 890 0 2,070 1,175
Changes from: January 15, 2019 Total Change is: 740
1,090 0 0 -410 11 -27 245 573 0 0 0 0 -158 183
Percent of Open Interest Represented by Each Category of Trader
48.3 41.3 0.0 28.6 39.8 0.7 11.4 7.3 0.0 0.0 4.7 0.0 11.0 6.2
Number of Traders in Each Category Total Traders: 29
6 5 0 7 . . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 67,491
Positions
12,600 8,688 3,837 37,076 40,164 3,613 1,303 3,306 450 209 2,484 0 8,403 4,949
Changes from: January 15, 2019 Total Change is: -1,402
-2,664 -783 134 1,560 -1,233 -123 -171 646 -89 0 0 0 -49 46
Percent of Open Interest Represented by Each Category of Trader
18.7 12.9 5.7 54.9 59.5 5.4 1.9 4.9 0.7 0.3 3.7 0.0 12.5 7.3
Number of Traders in Each Category Total Traders: 74
6 6 . 30 19 16 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 45,526
Positions
18,368 10,006 689 9,878 11,701 744 5,396 8,817 4,511 1,038 1,961 75 4,827 7,022
Changes from: January 15, 2019 Total Change is: 279
-1,280 2,011 136 532 -436 -134 263 -28 987 -79 -144 -12 -132 -2,099
Percent of Open Interest Represented by Each Category of Trader
40.3 22.0 1.5 21.7 25.7 1.6 11.9 19.4 9.9 2.3 4.3 0.2 10.6 15.4
Number of Traders in Each Category Total Traders: 258
21 22 7 47 42 27 33 56 28 7 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 227,631
Positions
91,840 50,032 3,444 49,389 58,503 3,722 26,980 44,086 22,557 5,188 9,803 374 24,137 35,110
Changes from: January 15, 2019 Total Change is: 1,395
-6,401 10,054 680 2,658 -2,181 -672 1,313 -142 4,933 -395 -722 -61 -658 -10,493
Percent of Open Interest Represented by Each Category of Trader
40.3 22.0 1.5 21.7 25.7 1.6 11.9 19.4 9.9 2.3 4.3 0.2 10.6 15.4
Number of Traders in Each Category Total Traders: 258
21 22 7 47 42 27 33 56 28 7 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 472,210
Positions
91,501 55,192 13,586 215,207 182,016 38,021 70,682 134,859 8,778 16,579 19,217 238 17,619 20,303
Changes from: January 15, 2019 Total Change is: 922
8,328 -407 -924 -853 -3,655 414 -3,367 2,484 684 -2,777 1,561 62 -645 703
Percent of Open Interest Represented by Each Category of Trader
19.4 11.7 2.9 45.6 38.5 8.1 15.0 28.6 1.9 3.5 4.1 0.1 3.7 4.3
Number of Traders in Each Category Total Traders: 291
26 16 9 71 59 47 40 57 30 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 26,293
Positions
5,015 3,157 171 11,528 541 329 2,363 18,643 200 1,386 276 0 5,301 2,976
Changes from: January 15, 2019 Total Change is: 698
7 17 0 261 -861 -17 157 1,544 -29 -7 49 0 326 -5
Percent of Open Interest Represented by Each Category of Trader
19.1 12.0 0.7 43.8 2.1 1.3 9.0 70.9 0.8 5.3 1.0 0.0 20.2 11.3
Number of Traders in Each Category Total Traders: 31
. . . 12 . . . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 68,890
Positions
13,961 11,244 1,525 15,141 4,078 1,450 27,284 8,375 903 642 607 0 7,984 40,708
Changes from: January 15, 2019 Total Change is: 2,206
887 874 -538 250 238 -92 2,794 1,013 -329 55 -912 0 -821 1,952
Percent of Open Interest Represented by Each Category of Trader
20.3 16.3 2.2 22.0 5.9 2.1 39.6 12.2 1.3 0.9 0.9 0.0 11.6 59.1
Number of Traders in Each Category Total Traders: 69
15 5 . 15 4 5 16 10 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 307,346
Positions
36,447 175,160 2,344 222,650 84,682 18,039 13,098 17,009 332 6,003 2,401 0 8,433 7,379
Changes from: January 15, 2019 Total Change is: 2,121
-2,447 -235 -141 4,498 -2,453 407 -484 4,272 13 0 358 0 275 -100
Percent of Open Interest Represented by Each Category of Trader
11.9 57.0 0.8 72.4 27.6 5.9 4.3 5.5 0.1 2.0 0.8 0.0 2.7 2.4
Number of Traders in Each Category Total Traders: 154
11 11 4 59 33 24 14 15 4 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,332,382
Positions
95,133 895,094 4,181 985,312 222,678 109,147 77,263 70,245 2,208 30,462 13,221 762 27,914 14,846
Changes from: January 15, 2019 Total Change is: 17,334
-3,594 36,454 -57 22,750 -31,987 2,942 -1,621 11,677 -733 -446 54 313 -2,220 -1,329
Percent of Open Interest Represented by Each Category of Trader
7.1 67.2 0.3 74.0 16.7 8.2 5.8 5.3 0.2 2.3 1.0 0.1 2.1 1.1
Number of Traders in Each Category Total Traders: 418
25 18 6 179 64 79 54 32 16 35 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 63,110
Positions
25,480 39,016 23,251 5,343 0 305 7,676 0 478 552 0 0 25 60
Changes from: January 15, 2019 Total Change is: 110
-54 10 100 0 0 0 100 0 0 0 0 0 -36 0
Percent of Open Interest Represented by Each Category of Trader
40.4 61.8 36.8 8.5 0.0 0.5 12.2 0.0 0.8 0.9 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 14 8 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,211,776
Positions
9,078 109,450 43,844 479,193 341,883 224,467 60,760 92,200 167,825 24,330 43,409 22,121 180,159 166,578
Changes from: January 15, 2019 Total Change is: 49,045
2,813 8,712 9,415 17,304 7,821 -1,134 5,495 9,502 12,864 -2,841 3,514 246 4,883 -1,894
Percent of Open Interest Represented by Each Category of Trader
0.7 9.0 3.6 39.5 28.2 18.5 5.0 7.6 13.8 2.0 3.6 1.8 14.9 13.7
Number of Traders in Each Category Total Traders: 194
. 24 18 55 35 54 32 24 42 8 13 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,156,276
Positions
13,072 237,006 1,384 710,463 39,939 180,425 24,895 583,310 13,704 50,937 7,175 614 160,781 92,719
Changes from: January 15, 2019 Total Change is: 17,383
1,731 -21,101 -1,863 17,687 490 7,209 -20 35,435 -339 -3,878 1,009 1 -3,145 -3,457
Percent of Open Interest Represented by Each Category of Trader
1.1 20.5 0.1 61.4 3.5 15.6 2.2 50.4 1.2 4.4 0.6 0.1 13.9 8.0
Number of Traders in Each Category Total Traders: 134
5 14 . 63 10 48 10 25 16 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,659,763
Positions
99,648 246,038 19,399 1,034,654 315,164 270,855 488,375 1,303,434 141,519 416,555 205,100 26,982 161,776 131,272
Changes from: January 15, 2019 Total Change is: -55,068
4,642 -5,863 4,073 -36,622 -54,985 -16,094 -15,494 7,575 21,234 -9,603 -1,025 -865 -6,339 -9,117
Percent of Open Interest Represented by Each Category of Trader
3.7 9.3 0.7 38.9 11.8 10.2 18.4 49.0 5.3 15.7 7.7 1.0 6.1 4.9
Number of Traders in Each Category Total Traders: 343
16 35 11 96 33 67 56 58 45 22 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,947,738
Positions
148,045 368,370 240,624 1,872,401 802,504 804,824 409,977 1,232,319 641,635 267,625 311,627 105,208 457,398 440,627
Changes from: January 15, 2019 Total Change is: -98,454
1,869 -35,319 -983 -119,158 832 36,935 30,516 -69,573 -22,862 -65 -6,796 -20,719 -3,988 20,030
Percent of Open Interest Represented by Each Category of Trader
3.0 7.4 4.9 37.8 16.2 16.3 8.3 24.9 13.0 5.4 6.3 2.1 9.2 8.9
Number of Traders in Each Category Total Traders: 441
28 44 52 110 65 110 70 73 92 25 26 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 702,826
Positions
17,640 130,675 1,200 278,672 185,611 85,500 150,852 97,897 3,739 65,826 39,220 500 98,897 158,484
Changes from: January 15, 2019 Total Change is: -8,326
1,328 -14,261 -106 -6,717 901 2,562 -7,337 -2,075 -333 3,729 0 0 -1,452 4,986
Percent of Open Interest Represented by Each Category of Trader
2.5 18.6 0.2 39.7 26.4 12.2 21.5 13.9 0.5 9.4 5.6 0.1 14.1 22.5
Number of Traders in Each Category Total Traders: 113
. 9 . 29 31 37 16 12 8 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,903,514
Positions
110,370 436,505 110,389 2,410,526 458,134 806,734 513,393 1,863,256 356,034 237,856 487,923 20,938 337,273 363,601
Changes from: January 15, 2019 Total Change is: -109,950
25,886 -12,614 6,078 -86,913 -45,295 8,827 17,177 23,656 -6,370 -19,562 -22,135 -52,246 -2,827 -9,852
Percent of Open Interest Represented by Each Category of Trader
2.3 8.9 2.3 49.2 9.3 16.5 10.5 38.0 7.3 4.9 10.0 0.4 6.9 7.4
Number of Traders in Each Category Total Traders: 352
17 37 29 96 51 87 51 57 62 17 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,034,815
Positions
481,478 304,242 598,583 20,836 10,075 107,808 236,286 372,273 409,410 59,182 93,567 78,899 42,333 59,958
Changes from: January 15, 2019 Total Change is: -4,853
-28,233 17,536 245 -4,091 -35,327 14,897 -2,072 13,030 16,575 236 -34,917 1,125 -3,535 1,983
Percent of Open Interest Represented by Each Category of Trader
23.7 15.0 29.4 1.0 0.5 5.3 11.6 18.3 20.1 2.9 4.6 3.9 2.1 2.9
Number of Traders in Each Category Total Traders: 170
25 35 55 5 4 6 35 39 50 8 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,888,443
Positions
3,119,817 1,423,148 4,567,050 400,740 1,189,263 1,842,064 1,072,803 1,134,265 9,186,631 92,830 434,708 897,571 708,936 1,213,743
Changes from: January 15, 2019 Total Change is: -21,687
3,954 31,070 26,126 -2,074 14,369 -72,991 10,032 -37,086 -24,242 15,548 -11,827 22,598 -638 30,295
Percent of Open Interest Represented by Each Category of Trader
14.3 6.5 20.9 1.8 5.4 8.4 4.9 5.2 42.0 0.4 2.0 4.1 3.2 5.5
Number of Traders in Each Category Total Traders: 306
23 49 69 13 32 42 44 85 110 15 34 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 32,573
Positions
822 10,069 4,998 0 0 0 16,053 6,763 10,083 25 0 0 592 660
Changes from: January 15, 2019 Total Change is: 2,498
-1,164 1,887 1,129 0 0 0 2,607 -432 -88 0 0 0 14 2
Percent of Open Interest Represented by Each Category of Trader
2.5 30.9 15.3 0.0 0.0 0.0 49.3 20.8 31.0 0.1 0.0 0.0 1.8 2.0
Number of Traders in Each Category Total Traders: 30
. 7 7 0 0 0 11 9 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 29,072
Positions
11,433 1,644 6,405 500 1,200 0 4,511 13,567 5,021 850 0 0 352 1,235
Changes from: January 15, 2019 Total Change is: 5,155
2,052 63 483 0 1,200 0 1,506 2,549 1,146 50 0 0 -82 -286
Percent of Open Interest Represented by Each Category of Trader
39.3 5.7 22.0 1.7 4.1 0.0 15.5 46.7 17.3 2.9 0.0 0.0 1.2 4.2
Number of Traders in Each Category Total Traders: 40
7 8 5 . . 0 10 12 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,325
Positions
596 5,007 0 1,374 8,160 0 12,997 11,403 140 14,180 1,235 0 38 3,380
Changes from: January 15, 2019 Total Change is: 542
-31 610 0 0 124 0 565 -219 0 0 0 0 8 27
Percent of Open Interest Represented by Each Category of Trader
2.0 17.1 0.0 4.7 27.8 0.0 44.3 38.9 0.5 48.4 4.2 0.0 0.1 11.5
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 13,333
Positions
3,741 2,176 0 799 2,254 28 8,744 6,414 0 0 407 0 21 2,054
Changes from: January 15, 2019 Total Change is: -2,116
-1,358 -47 0 -15 -82 0 -740 -1,941 0 0 0 0 -3 -46
Percent of Open Interest Represented by Each Category of Trader
28.1 16.3 0.0 6.0 16.9 0.2 65.6 48.1 0.0 0.0 3.1 0.0 0.2 15.4
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,589
Positions
55 0 0 0 0 0 554 2,629 117 1,263 382 20 1,580 441
Changes from: January 15, 2019 Total Change is: -799
0 0 0 0 0 0 -176 409 -268 -115 -894 20 -260 -66
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.0 0.0 15.4 73.3 3.3 35.2 10.6 0.6 44.0 12.3
Number of Traders in Each Category Total Traders: 40
. 0 0 0 0 0 8 9 . 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,976
Positions
0 1 100 27 344 0 3,341 2,863 706 111 610 8 683 344
Changes from: January 15, 2019 Total Change is: 503
0 0 20 0 7 0 -76 -60 581 1 2 0 -23 -47
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 2.0 0.5 6.9 0.0 67.1 57.5 14.2 2.2 12.3 0.2 13.7 6.9
Number of Traders in Each Category Total Traders: 45
0 . . . 4 0 17 14 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 60,028
Positions
416 38,164 0 13,694 2,654 414 36,812 13,245 1,678 3,350 954 45 3,618 2,874
Changes from: January 15, 2019 Total Change is: -1,793
-118 -486 0 341 0 3 -2,231 -772 -279 205 -69 0 285 -190
Percent of Open Interest Represented by Each Category of Trader
0.7 63.6 0.0 22.8 4.4 0.7 61.3 22.1 2.8 5.6 1.6 0.1 6.0 4.8
Number of Traders in Each Category Total Traders: 111
. . 0 13 8 . 30 18 10 27 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 345,967
Positions
29,052 46,636 16,867 79,417 21,047 18,160 53,398 91,836 97,983 8,809 6,474 15,901 26,380 31,063
Changes from: January 15, 2019 Total Change is: -42,062
-1,053 -17,981 -5,508 14,591 -1,190 -376 -27,492 -1,613 -25,184 -1,721 2,208 2,743 1,938 4,839
Percent of Open Interest Represented by Each Category of Trader
8.4 13.5 4.9 23.0 6.1 5.2 15.4 26.5 28.3 2.5 1.9 4.6 7.6 9.0
Number of Traders in Each Category Total Traders: 170
8 12 14 19 18 19 37 38 47 14 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 22, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 30,014
Positions
370 793 1,168 14,830 15,301 184 11,514 12,093 97 1,250 168 0 601 210
Changes from: January 15, 2019 Total Change is: -3,033
-77 43 0 -140 -2,413 0 -2,719 -818 0 -81 -3 0 -16 158
Percent of Open Interest Represented by Each Category of Trader
1.2 2.6 3.9 49.4 51.0 0.6 38.4 40.3 0.3 4.2 0.6 0.0 2.0 0.7
Number of Traders in Each Category Total Traders: 44
. . . 11 . . 7 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 15, 2019