Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 165,998
Positions
58,917 1,989 4,330 29,057 37,570 8,003 9,091 58,695 13,890 12,921 4,004 1,127 28,662 36,391
Changes from: January 22, 2019 Total Change is: 806
2,072 -349 -411 -1,163 -475 621 83 1,506 -270 1,701 746 -441 -1,385 -120
Percent of Open Interest Represented by Each Category of Trader
35.5 1.2 2.6 17.5 22.6 4.8 5.5 35.4 8.4 7.8 2.4 0.7 17.3 21.9
Number of Traders in Each Category Total Traders: 105
11 . 8 12 19 11 15 28 17 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 65,590
Positions
39,684 8,995 190 1,438 17,357 1,039 13,022 14,861 1,413 0 1,644 0 8,804 20,090
Changes from: January 22, 2019 Total Change is: 1,893
-38 -1,692 -11 180 1,966 494 820 1,311 6 0 146 0 442 -327
Percent of Open Interest Represented by Each Category of Trader
60.5 13.7 0.3 2.2 26.5 1.6 19.9 22.7 2.2 0.0 2.5 0.0 13.4 30.6
Number of Traders in Each Category Total Traders: 54
5 6 . . 13 . 11 15 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 250,291
Positions
64,059 28,840 14,043 48,983 69,504 6,440 37,539 48,577 36,641 11,932 7,401 2,994 27,660 35,850
Changes from: January 22, 2019 Total Change is: -1,930
-21,689 8,328 1,976 -2,094 -11,157 1,932 10,482 -2,988 4,286 1,551 -1,611 641 984 -3,337
Percent of Open Interest Represented by Each Category of Trader
25.6 11.5 5.6 19.6 27.8 2.6 15.0 19.4 14.6 4.8 3.0 1.2 11.1 14.3
Number of Traders in Each Category Total Traders: 129
8 7 8 13 24 12 28 36 25 10 . 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 231,408
Positions
72,996 92,958 10,000 39,106 16,038 12,843 24,405 42,725 22,743 14,447 1,539 2,264 32,603 30,299
Changes from: January 22, 2019 Total Change is: -7,479
-1,067 -769 265 -3,296 -350 710 -547 -7,475 399 -50 -455 82 -3,974 114
Percent of Open Interest Represented by Each Category of Trader
31.5 40.2 4.3 16.9 6.9 5.5 10.5 18.5 9.8 6.2 0.7 1.0 14.1 13.1
Number of Traders in Each Category Total Traders: 109
4 11 8 23 14 15 19 29 25 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 578,374
Positions
38,255 141,365 13,434 316,000 159,807 24,584 27,750 112,451 43,871 18,007 17,948 2,397 94,076 62,517
Changes from: January 22, 2019 Total Change is: -2,060
44 149 -2,514 -524 -2,234 -423 169 -1,005 1,981 -189 -1,467 -42 -563 3,495
Percent of Open Interest Represented by Each Category of Trader
6.6 24.4 2.3 54.6 27.6 4.3 4.8 19.4 7.6 3.1 3.1 0.4 16.3 10.8
Number of Traders in Each Category Total Traders: 285
17 10 18 96 38 49 32 53 36 19 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 28,956
Positions
0 13,492 0 11,552 4,740 2,761 1,910 747 0 0 727 5 12,728 6,484
Changes from: January 22, 2019 Total Change is: 3
-423 -125 0 -609 33 178 779 -1,132 0 0 0 0 78 1,049
Percent of Open Interest Represented by Each Category of Trader
0.0 46.6 0.0 39.9 16.4 9.5 6.6 2.6 0.0 0.0 2.5 0.0 44.0 22.4
Number of Traders in Each Category Total Traders: 24
0 . 0 13 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 27,498
Positions
5,954 6,316 646 10,520 9,339 2,084 936 2,928 0 0 0 0 7,358 6,185
Changes from: January 22, 2019 Total Change is: -176
-28 0 0 -31 -46 0 -521 134 0 0 0 0 404 -264
Percent of Open Interest Represented by Each Category of Trader
21.7 23.0 2.3 38.3 34.0 7.6 3.4 10.6 0.0 0.0 0.0 0.0 26.8 22.5
Number of Traders in Each Category Total Traders: 21
. . . 8 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 137,667
Positions
48,065 8,950 4,785 20,160 33,334 3,666 21,724 34,927 11,324 3,937 3,451 1,702 22,302 35,527
Changes from: January 22, 2019 Total Change is: 1,019
-2,821 869 -605 1,523 2,207 709 2,793 -91 -214 987 -728 516 -1,869 -1,644
Percent of Open Interest Represented by Each Category of Trader
34.9 6.5 3.5 14.6 24.2 2.7 15.8 25.4 8.2 2.9 2.5 1.2 16.2 25.8
Number of Traders in Each Category Total Traders: 91
9 6 7 10 15 7 19 24 17 4 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 32,159
Positions
0 22,391 500 26,316 1,135 0 3,341 5,387 0 520 1,758 0 1,482 988
Changes from: January 22, 2019 Total Change is: 5,081
0 4,324 -459 6,890 -569 -3 -1,652 1,385 0 0 652 0 305 -249
Percent of Open Interest Represented by Each Category of Trader
0.0 69.6 1.6 81.8 3.5 0.0 10.4 16.8 0.0 1.6 5.5 0.0 4.6 3.1
Number of Traders in Each Category Total Traders: 33
0 6 . 6 . 0 9 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 214,972
Positions
636 116,447 1,152 113,650 6,544 1,388 83,720 69,012 1,076 6,320 15,758 215 6,816 3,380
Changes from: January 22, 2019 Total Change is: 7,997
342 7,341 25 5,914 -154 0 1,891 359 -167 581 769 37 -627 -214
Percent of Open Interest Represented by Each Category of Trader
0.3 54.2 0.5 52.9 3.0 0.6 38.9 32.1 0.5 2.9 7.3 0.1 3.2 1.6
Number of Traders in Each Category Total Traders: 158
. 9 . 24 13 . 53 32 9 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 14,316
Positions
2,354 1,602 0 527 3,480 0 8,073 6,988 780 250 434 0 2,332 1,032
Changes from: January 22, 2019 Total Change is: -1,751
0 28 -2,323 9 828 0 393 -445 201 0 -46 0 -31 6
Percent of Open Interest Represented by Each Category of Trader
16.4 11.2 0.0 3.7 24.3 0.0 56.4 48.8 5.4 1.7 3.0 0.0 16.3 7.2
Number of Traders in Each Category Total Traders: 37
. . 0 . 4 0 12 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 31,863
Positions
8,293 386 95 7,194 6,013 103 10,338 14,161 1,811 230 3,930 336 3,462 5,027
Changes from: January 22, 2019 Total Change is: -1,392
-1,290 -415 -8 753 -1,093 103 -1,726 -138 51 230 353 20 475 -265
Percent of Open Interest Represented by Each Category of Trader
26.0 1.2 0.3 22.6 18.9 0.3 32.4 44.4 5.7 0.7 12.3 1.1 10.9 15.8
Number of Traders in Each Category Total Traders: 74
6 . . 8 9 . 21 23 10 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 23,430
Positions
2,242 10,860 5,995 12,851 1,791 1 684 3,056 0 0 480 0 1,657 1,247
Changes from: January 22, 2019 Total Change is: 1,762
0 0 0 1,342 0 0 -262 1,234 0 0 480 0 682 48
Percent of Open Interest Represented by Each Category of Trader
9.6 46.4 25.6 54.8 7.6 0.0 2.9 13.0 0.0 0.0 2.0 0.0 7.1 5.3
Number of Traders in Each Category Total Traders: 22
. . . 5 . . 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 40,373
Positions
12,615 17,334 905 7,774 3,138 202 9,314 6,525 2,122 1,392 1,507 157 5,892 8,483
Changes from: January 22, 2019 Total Change is: 674
756 -893 -74 400 399 32 -1,441 514 929 -21 -336 60 32 42
Percent of Open Interest Represented by Each Category of Trader
31.2 42.9 2.2 19.3 7.8 0.5 23.1 16.2 5.3 3.4 3.7 0.4 14.6 21.0
Number of Traders in Each Category Total Traders: 89
12 18 6 12 . . 17 17 8 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 80,745
Positions
25,229 34,669 1,811 15,548 6,276 403 18,629 13,049 4,243 2,784 3,015 314 11,784 16,965
Changes from: January 22, 2019 Total Change is: 1,347
1,512 -1,786 -148 800 797 63 -2,881 1,029 1,858 -42 -672 121 65 85
Percent of Open Interest Represented by Each Category of Trader
31.2 42.9 2.2 19.3 7.8 0.5 23.1 16.2 5.3 3.4 3.7 0.4 14.6 21.0
Number of Traders in Each Category Total Traders: 89
12 18 6 12 . . 17 17 8 . 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 29,608
Positions
11,130 24,765 0 16,023 1,393 355 405 1,934 0 0 446 0 1,695 715
Changes from: January 22, 2019 Total Change is: 142
1,250 82 0 -1,307 241 -301 0 -385 0 0 0 0 500 505
Percent of Open Interest Represented by Each Category of Trader
37.6 83.6 0.0 54.1 4.7 1.2 1.4 6.5 0.0 0.0 1.5 0.0 5.7 2.4
Number of Traders in Each Category Total Traders: 21
4 4 0 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 806,056
Positions
40,529 133,331 76,157 251,986 128,341 70,658 55,306 65,006 166,640 18,628 43,084 25,183 100,968 97,657
Changes from: January 22, 2019 Total Change is: -7,768
-295 2,697 1,051 -6,566 -3,656 1,968 7,395 -364 -13,350 109 4,845 -626 2,545 -334
Percent of Open Interest Represented by Each Category of Trader
5.0 16.5 9.4 31.3 15.9 8.8 6.9 8.1 20.7 2.3 5.3 3.1 12.5 12.1
Number of Traders in Each Category Total Traders: 625
34 38 41 176 95 137 75 111 105 53 42 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 78,901
Positions
20,073 7,869 8,972 3,111 8,518 707 16,159 4,762 10,319 26 18 384 19,149 37,352
Changes from: January 22, 2019 Total Change is: 493
-780 -1,779 445 77 -323 -58 1,462 2,698 -434 5 6 -84 -141 21
Percent of Open Interest Represented by Each Category of Trader
25.4 10.0 11.4 3.9 10.8 0.9 20.5 6.0 13.1 0.0 0.0 0.5 24.3 47.3
Number of Traders in Each Category Total Traders: 48
6 7 7 . 4 . 9 11 18 5 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 12,856
Positions
2,898 10,020 0 7,653 0 206 229 1,615 0 0 0 0 1,870 1,015
Changes from: January 22, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.5 77.9 0.0 59.5 0.0 1.6 1.8 12.6 0.0 0.0 0.0 0.0 14.5 7.9
Number of Traders in Each Category Total Traders: 20
. 8 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 3,635,776
Positions
222,193 747,221 216,016 1,254,709 609,449 339,422 284,128 389,607 693,210 93,010 215,333 123,991 409,095 301,526
Changes from: January 22, 2019 Total Change is: -41,304
9,531 29,488 -4,076 -36,142 -19,593 13,058 46,150 1,180 -81,067 518 24,188 -2,706 13,430 -1,776
Percent of Open Interest Represented by Each Category of Trader
6.1 20.6 5.9 34.5 16.8 9.3 7.8 10.7 19.1 2.6 5.9 3.4 11.3 8.3
Number of Traders in Each Category Total Traders: 612
34 38 39 177 93 136 72 108 98 49 40 43
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 18,897
Positions
4,476 13,428 0 11,524 2,728 989 0 857 14 0 0 0 1,894 881
Changes from: January 22, 2019 Total Change is: -571
-62 -40 0 -2 0 0 -750 0 0 0 0 0 243 -531
Percent of Open Interest Represented by Each Category of Trader
23.7 71.1 0.0 61.0 14.4 5.2 0.0 4.5 0.1 0.0 0.0 0.0 10.0 4.7
Number of Traders in Each Category Total Traders: 20
. 8 0 4 . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 19,644
Positions
10,093 8,279 0 4,339 8,015 835 2,144 999 0 0 890 0 2,233 626
Changes from: January 22, 2019 Total Change is: 800
984 500 0 -1,044 524 700 -3 -375 0 0 0 0 163 -549
Percent of Open Interest Represented by Each Category of Trader
51.4 42.1 0.0 22.1 40.8 4.3 10.9 5.1 0.0 0.0 4.5 0.0 11.4 3.2
Number of Traders in Each Category Total Traders: 30
6 6 0 5 5 . 4 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 67,568
Positions
12,170 8,614 3,828 37,085 39,581 3,774 1,388 3,865 831 209 2,454 0 8,283 4,621
Changes from: January 22, 2019 Total Change is: 77
-430 -74 -9 9 -583 161 85 559 381 0 -30 0 -120 -328
Percent of Open Interest Represented by Each Category of Trader
18.0 12.7 5.7 54.9 58.6 5.6 2.1 5.7 1.2 0.3 3.6 0.0 12.3 6.8
Number of Traders in Each Category Total Traders: 77
5 7 . 31 19 16 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 47,895
Positions
16,786 10,908 721 10,034 11,360 792 8,495 9,267 4,829 1,043 1,534 53 5,142 8,430
Changes from: January 22, 2019 Total Change is: 2,369
-1,582 902 32 156 -341 48 3,099 450 317 5 -427 -21 315 1,408
Percent of Open Interest Represented by Each Category of Trader
35.0 22.8 1.5 21.0 23.7 1.7 17.7 19.3 10.1 2.2 3.2 0.1 10.7 17.6
Number of Traders in Each Category Total Traders: 245
21 22 7 46 41 25 31 53 29 6 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 239,474
Positions
83,931 54,542 3,605 50,171 56,799 3,961 42,474 46,336 24,143 5,213 7,668 267 25,710 42,152
Changes from: January 22, 2019 Total Change is: 11,843
-7,909 4,510 161 782 -1,704 239 15,494 2,251 1,586 25 -2,135 -107 1,573 7,042
Percent of Open Interest Represented by Each Category of Trader
35.0 22.8 1.5 21.0 23.7 1.7 17.7 19.3 10.1 2.2 3.2 0.1 10.7 17.6
Number of Traders in Each Category Total Traders: 245
21 22 7 46 41 25 31 53 29 6 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 482,137
Positions
99,088 56,149 13,241 213,683 183,034 35,268 78,964 141,056 10,191 13,440 23,360 111 18,152 19,728
Changes from: January 22, 2019 Total Change is: 9,927
7,587 957 -346 -1,524 1,018 -2,753 8,282 6,197 1,413 -3,139 4,143 -127 534 -575
Percent of Open Interest Represented by Each Category of Trader
20.6 11.6 2.7 44.3 38.0 7.3 16.4 29.3 2.1 2.8 4.8 0.0 3.8 4.1
Number of Traders in Each Category Total Traders: 286
27 13 9 70 62 47 40 54 31 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 24,928
Positions
5,009 3,243 95 9,905 541 330 2,475 17,919 0 1,475 0 0 5,639 2,800
Changes from: January 22, 2019 Total Change is: -1,365
-6 86 -76 -1,623 0 1 112 -724 -200 89 -276 0 338 -176
Percent of Open Interest Represented by Each Category of Trader
20.1 13.0 0.4 39.7 2.2 1.3 9.9 71.9 0.0 5.9 0.0 0.0 22.6 11.2
Number of Traders in Each Category Total Traders: 31
. . . 11 . . 6 4 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 69,924
Positions
13,792 11,818 2,035 15,580 4,678 1,381 27,702 6,047 778 306 600 0 8,350 42,587
Changes from: January 22, 2019 Total Change is: 1,034
-169 574 510 439 600 -69 418 -2,328 -125 -336 -7 0 366 1,879
Percent of Open Interest Represented by Each Category of Trader
19.7 16.9 2.9 22.3 6.7 2.0 39.6 8.6 1.1 0.4 0.9 0.0 11.9 60.9
Number of Traders in Each Category Total Traders: 64
13 5 . 15 5 5 14 9 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 320,451
Positions
28,793 193,569 2,177 236,083 83,140 18,445 12,725 13,288 314 13,567 1,953 0 8,347 7,565
Changes from: January 22, 2019 Total Change is: 13,105
-7,654 18,409 -167 13,433 -1,542 406 -373 -3,721 -18 7,564 -448 0 -86 186
Percent of Open Interest Represented by Each Category of Trader
9.0 60.4 0.7 73.7 25.9 5.8 4.0 4.1 0.1 4.2 0.6 0.0 2.6 2.4
Number of Traders in Each Category Total Traders: 153
10 11 4 63 33 25 13 14 . 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 1,365,652
Positions
93,487 924,917 3,866 1,023,143 236,445 97,111 87,769 73,791 2,525 30,241 13,215 585 26,925 13,197
Changes from: January 22, 2019 Total Change is: 33,270
-1,646 29,823 -315 37,831 13,767 -12,036 10,506 3,546 317 -221 -6 -177 -989 -1,649
Percent of Open Interest Represented by Each Category of Trader
6.8 67.7 0.3 74.9 17.3 7.1 6.4 5.4 0.2 2.2 1.0 0.0 2.0 1.0
Number of Traders in Each Category Total Traders: 426
23 21 6 180 62 78 61 34 17 34 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 74,844
Positions
24,390 40,002 33,999 5,443 0 305 9,652 0 478 552 0 0 25 60
Changes from: January 22, 2019 Total Change is: 11,734
-1,090 986 10,748 100 0 0 1,976 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
32.6 53.4 45.4 7.3 0.0 0.4 12.9 0.0 0.6 0.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 15 9 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 1,130,273
Positions
11,831 103,813 36,681 460,619 335,977 203,890 73,064 105,064 126,612 24,081 39,128 13,704 179,791 165,404
Changes from: January 22, 2019 Total Change is: -81,503
2,753 -5,637 -7,164 -18,574 -5,907 -20,576 12,304 12,865 -41,213 -249 -4,280 -8,417 -368 -1,173
Percent of Open Interest Represented by Each Category of Trader
1.0 9.2 3.2 40.8 29.7 18.0 6.5 9.3 11.2 2.1 3.5 1.2 15.9 14.6
Number of Traders in Each Category Total Traders: 185
5 22 19 53 30 50 30 28 46 8 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 1,171,310
Positions
9,910 232,541 2,279 733,090 42,864 182,428 25,044 601,468 12,666 49,072 8,123 541 156,279 88,400
Changes from: January 22, 2019 Total Change is: 15,034
-3,162 -4,465 895 22,627 2,925 2,003 149 18,158 -1,038 -1,865 948 -73 -4,501 -4,319
Percent of Open Interest Represented by Each Category of Trader
0.8 19.9 0.2 62.6 3.7 15.6 2.1 51.4 1.1 4.2 0.7 0.0 13.3 7.5
Number of Traders in Each Category Total Traders: 129
4 12 . 62 10 47 8 27 13 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 2,850,966
Positions
82,793 278,394 22,205 1,144,518 290,532 279,992 472,008 1,374,300 239,939 420,848 206,910 25,702 162,961 132,992
Changes from: January 22, 2019 Total Change is: 191,203
-16,855 32,356 2,806 109,865 -24,632 9,136 -16,367 70,866 98,420 4,293 1,810 -1,280 1,185 1,720
Percent of Open Interest Represented by Each Category of Trader
2.9 9.8 0.8 40.1 10.2 9.8 16.6 48.2 8.4 14.8 7.3 0.9 5.7 4.7
Number of Traders in Each Category Total Traders: 338
12 32 12 100 33 68 58 54 46 22 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 4,584,036
Positions
137,252 368,656 186,721 1,887,522 821,761 739,801 385,473 1,239,196 452,461 272,797 281,482 54,955 467,053 439,002
Changes from: January 22, 2019 Total Change is: -363,702
-10,792 287 -53,903 15,121 19,257 -65,022 -24,504 6,877 -189,175 5,172 -30,145 -50,254 9,655 -1,625
Percent of Open Interest Represented by Each Category of Trader
3.0 8.0 4.1 41.2 17.9 16.1 8.4 27.0 9.9 6.0 6.1 1.2 10.2 9.6
Number of Traders in Each Category Total Traders: 412
22 38 39 105 65 108 66 74 91 18 23 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 689,095
Positions
13,213 122,960 1,624 273,305 200,484 79,132 149,476 91,620 5,555 63,642 37,220 500 102,648 150,000
Changes from: January 22, 2019 Total Change is: -13,731
-4,427 -7,715 424 -5,367 14,873 -6,368 -1,376 -6,277 1,816 -2,184 -2,000 0 3,751 -8,484
Percent of Open Interest Represented by Each Category of Trader
1.9 17.8 0.2 39.7 29.1 11.5 21.7 13.3 0.8 9.2 5.4 0.1 14.9 21.8
Number of Traders in Each Category Total Traders: 112
. 9 . 27 34 40 16 12 9 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 4,762,077
Positions
116,422 440,808 90,790 2,468,638 498,081 683,136 524,958 1,907,611 284,093 224,793 478,756 16,040 353,207 362,761
Changes from: January 22, 2019 Total Change is: -141,437
6,052 4,303 -19,600 58,112 39,948 -123,598 11,565 44,355 -71,941 -13,063 -9,167 -4,898 15,934 -840
Percent of Open Interest Represented by Each Category of Trader
2.4 9.3 1.9 51.8 10.5 14.3 11.0 40.1 6.0 4.7 10.1 0.3 7.4 7.6
Number of Traders in Each Category Total Traders: 347
13 35 27 94 54 89 46 64 62 14 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 2,034,368
Positions
471,124 337,124 603,584 26,435 11,434 106,370 232,268 352,308 408,870 62,955 80,577 79,371 43,390 54,730
Changes from: January 22, 2019 Total Change is: -447
-10,354 32,882 5,001 5,599 1,359 -1,438 -4,018 -19,965 -539 3,773 -12,990 472 1,057 -5,228
Percent of Open Interest Represented by Each Category of Trader
23.2 16.6 29.7 1.3 0.6 5.2 11.4 17.3 20.1 3.1 4.0 3.9 2.1 2.7
Number of Traders in Each Category Total Traders: 170
24 36 55 5 5 6 35 38 51 9 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 is22,413,851
Positions
3,017,777 1,475,356 4,714,318 463,166 1,231,468 1,794,994 1,125,801 1,096,549 9,501,072 98,886 443,329 980,958 716,878 1,175,806
Changes from: January 22, 2019 Total Change is: 525,408
-102,040 52,209 147,268 62,427 42,205 -47,071 52,998 -37,716 314,442 6,056 8,621 83,388 7,942 -37,937
Percent of Open Interest Represented by Each Category of Trader
13.5 6.6 21.0 2.1 5.5 8.0 5.0 4.9 42.4 0.4 2.0 4.4 3.2 5.2
Number of Traders in Each Category Total Traders: 312
26 48 72 13 32 43 52 80 112 15 34 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 35,252
Positions
2,438 18,190 4,056 90 0 0 18,478 2,873 9,408 25 0 0 757 725
Changes from: January 22, 2019 Total Change is: 2,679
1,616 8,121 -942 90 0 0 2,425 -3,890 -675 0 0 0 165 65
Percent of Open Interest Represented by Each Category of Trader
6.9 51.6 11.5 0.3 0.0 0.0 52.4 8.1 26.7 0.1 0.0 0.0 2.1 2.1
Number of Traders in Each Category Total Traders: 31
. 9 7 . 0 0 11 8 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 33,005
Positions
12,621 2,297 6,994 651 1,200 0 5,787 15,600 5,603 1,177 0 0 172 1,311
Changes from: January 22, 2019 Total Change is: 3,933
1,188 653 589 151 0 0 1,276 2,033 582 327 0 0 -180 76
Percent of Open Interest Represented by Each Category of Trader
38.2 7.0 21.2 2.0 3.6 0.0 17.5 47.3 17.0 3.6 0.0 0.0 0.5 4.0
Number of Traders in Each Category Total Traders: 42
8 8 7 . . 0 10 12 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 29,936
Positions
571 4,871 0 1,381 8,217 11 13,640 12,186 140 14,150 1,235 0 43 3,276
Changes from: January 22, 2019 Total Change is: 611
-25 -136 0 7 57 11 643 783 0 -30 0 0 5 -104
Percent of Open Interest Represented by Each Category of Trader
1.9 16.3 0.0 4.6 27.4 0.0 45.6 40.7 0.5 47.3 4.1 0.0 0.1 10.9
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 14,490
Positions
5,497 2,207 0 796 2,263 44 8,117 7,625 0 0 407 0 36 1,944
Changes from: January 22, 2019 Total Change is: 1,157
1,756 31 0 -3 9 16 -627 1,211 0 0 0 0 15 -110
Percent of Open Interest Represented by Each Category of Trader
37.9 15.2 0.0 5.5 15.6 0.3 56.0 52.6 0.0 0.0 2.8 0.0 0.2 13.4
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 . . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 3,593
Positions
55 0 0 0 0 0 323 2,237 428 1,198 430 25 1,564 473
Changes from: January 22, 2019 Total Change is: 4
0 0 0 0 0 0 -231 -392 311 -65 48 5 -16 32
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.0 0.0 9.0 62.3 11.9 33.3 12.0 0.7 43.5 13.2
Number of Traders in Each Category Total Traders: 41
. 0 0 0 0 0 5 12 . 16 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 4,047
Positions
0 97 0 30 360 0 2,760 2,572 336 227 347 5 689 330
Changes from: January 22, 2019 Total Change is: -929
0 96 -100 3 16 0 -581 -291 -370 116 -263 -3 6 -14
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.0 0.7 8.9 0.0 68.2 63.6 8.3 5.6 8.6 0.1 17.0 8.2
Number of Traders in Each Category Total Traders: 42
0 . 0 . 4 0 17 12 6 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 60,995
Positions
366 37,189 0 14,121 2,734 454 37,494 15,157 2,168 2,871 834 45 3,476 2,413
Changes from: January 22, 2019 Total Change is: 967
-50 -975 0 427 80 40 682 1,912 490 -480 -120 0 -142 -461
Percent of Open Interest Represented by Each Category of Trader
0.6 61.0 0.0 23.2 4.5 0.7 61.5 24.8 3.6 4.7 1.4 0.1 5.7 4.0
Number of Traders in Each Category Total Traders: 98
. . 0 11 8 . 24 23 12 21 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 337,530
Positions
29,341 48,420 17,009 83,104 19,186 15,819 49,173 93,233 89,487 7,716 6,092 16,263 29,618 32,021
Changes from: January 22, 2019 Total Change is: -8,437
289 1,784 142 3,687 -1,861 -2,341 -4,225 1,397 -8,496 -1,093 -382 362 3,238 958
Percent of Open Interest Represented by Each Category of Trader
8.7 14.3 5.0 24.6 5.7 4.7 14.6 27.6 26.5 2.3 1.8 4.8 8.8 9.5
Number of Traders in Each Category Total Traders: 165
9 12 16 20 19 18 38 33 43 10 8 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 29, 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 28,824
Positions
370 791 1,168 14,383 15,480 184 10,690 10,727 97 1,250 168 0 682 209
Changes from: January 22, 2019 Total Change is: -1,190
0 -2 0 -447 179 0 -824 -1,366 0 0 0 0 81 -1
Percent of Open Interest Represented by Each Category of Trader
1.3 2.7 4.1 49.9 53.7 0.6 37.1 37.2 0.3 4.3 0.6 0.0 2.4 0.7
Number of Traders in Each Category Total Traders: 45
. . . 11 . . 8 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 19, 2019