Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 157,863
Positions
44,150 4,929 4,171 29,041 28,842 10,599 12,581 59,763 14,262 14,143 440 1,191 27,725 33,666
Changes from: January 29, 2019 Total Change is: -8,135
-14,767 2,940 -159 -16 -8,728 2,596 3,490 1,068 372 1,222 -3,564 64 -937 -2,725
Percent of Open Interest Represented by Each Category of Trader
28.0 3.1 2.6 18.4 18.3 6.7 8.0 37.9 9.0 9.0 0.3 0.8 17.6 21.3
Number of Traders in Each Category Total Traders: 103
9 . 8 15 17 13 18 25 15 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 69,265
Positions
41,068 7,581 206 1,386 20,506 686 16,022 16,633 1,380 0 919 0 8,517 21,354
Changes from: January 29, 2019 Total Change is: 3,675
1,385 -1,414 16 -52 3,149 -353 3,000 1,772 -33 0 -725 0 -287 1,264
Percent of Open Interest Represented by Each Category of Trader
59.3 10.9 0.3 2.0 29.6 1.0 23.1 24.0 2.0 0.0 1.3 0.0 12.3 30.8
Number of Traders in Each Category Total Traders: 56
6 6 . . 17 . 11 13 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 233,016
Positions
62,213 28,873 11,156 51,076 68,348 7,347 31,444 42,400 29,429 11,199 7,467 2,586 26,566 35,410
Changes from: January 29, 2019 Total Change is: -17,275
-1,846 32 -2,887 2,094 -1,156 907 -6,095 -6,177 -7,212 -733 66 -409 -1,095 -440
Percent of Open Interest Represented by Each Category of Trader
26.7 12.4 4.8 21.9 29.3 3.2 13.5 18.2 12.6 4.8 3.2 1.1 11.4 15.2
Number of Traders in Each Category Total Traders: 120
8 7 8 14 25 14 22 33 23 8 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 219,017
Positions
71,877 93,187 10,144 37,450 20,571 12,777 19,593 24,884 22,634 11,900 1,950 2,114 30,528 30,756
Changes from: January 29, 2019 Total Change is: -12,391
-1,119 229 144 -1,656 4,534 -67 -4,812 -17,841 -109 -2,547 411 -149 -2,075 456
Percent of Open Interest Represented by Each Category of Trader
32.8 42.5 4.6 17.1 9.4 5.8 8.9 11.4 10.3 5.4 0.9 1.0 13.9 14.0
Number of Traders in Each Category Total Traders: 114
4 13 10 23 17 14 20 29 26 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 571,998
Positions
35,037 147,313 13,128 318,264 156,898 28,338 27,360 108,815 35,546 18,477 18,792 2,395 93,454 60,773
Changes from: January 29, 2019 Total Change is: -6,376
-3,219 5,947 -306 2,264 -2,909 3,754 -390 -3,636 -8,325 470 844 -2 -622 -1,744
Percent of Open Interest Represented by Each Category of Trader
6.1 25.8 2.3 55.6 27.4 5.0 4.8 19.0 6.2 3.2 3.3 0.4 16.3 10.6
Number of Traders in Each Category Total Traders: 284
17 10 17 97 39 50 29 52 30 21 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 29,754
Positions
0 14,141 0 12,353 6,037 2,605 1,591 0 7 0 727 5 13,193 6,232
Changes from: January 29, 2019 Total Change is: 798
0 649 0 801 1,297 -156 -319 -747 7 0 0 0 465 -252
Percent of Open Interest Represented by Each Category of Trader
0.0 47.5 0.0 41.5 20.3 8.8 5.3 0.0 0.0 0.0 2.4 0.0 44.3 20.9
Number of Traders in Each Category Total Traders: 23
0 . 0 13 4 8 . 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 26,282
Positions
6,099 6,135 651 9,586 9,596 2,048 915 1,645 0 0 0 0 6,983 6,207
Changes from: January 29, 2019 Total Change is: -1,216
145 -181 5 -934 257 -36 -21 -1,283 0 0 0 0 -375 22
Percent of Open Interest Represented by Each Category of Trader
23.2 23.3 2.5 36.5 36.5 7.8 3.5 6.3 0.0 0.0 0.0 0.0 26.6 23.6
Number of Traders in Each Category Total Traders: 20
. . . 7 7 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 138,526
Positions
43,277 14,450 3,932 22,001 30,406 4,131 19,480 33,132 13,672 3,892 3,456 1,903 26,239 33,444
Changes from: January 29, 2019 Total Change is: 859
-4,788 5,500 -853 1,840 -2,928 464 -2,245 -1,795 2,348 -45 5 201 3,937 -2,083
Percent of Open Interest Represented by Each Category of Trader
31.2 10.4 2.8 15.9 21.9 3.0 14.1 23.9 9.9 2.8 2.5 1.4 18.9 24.1
Number of Traders in Each Category Total Traders: 86
7 9 7 9 17 8 14 22 13 . 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 38,044
Positions
0 25,446 500 31,064 628 0 4,113 7,703 16 598 2,850 0 1,753 901
Changes from: January 29, 2019 Total Change is: 5,885
0 3,055 0 4,748 -507 0 772 2,316 16 78 1,092 0 271 -87
Percent of Open Interest Represented by Each Category of Trader
0.0 66.9 1.3 81.7 1.7 0.0 10.8 20.2 0.0 1.6 7.5 0.0 4.6 2.4
Number of Traders in Each Category Total Traders: 37
0 6 . 7 . 0 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 223,054
Positions
637 121,682 1,076 129,243 6,743 2,007 80,494 52,024 863 2,201 35,386 14 6,519 3,259
Changes from: January 29, 2019 Total Change is: 8,082
1 5,235 -76 15,593 199 619 -3,226 -16,988 -213 -4,119 19,628 -201 -297 -121
Percent of Open Interest Represented by Each Category of Trader
0.3 54.6 0.5 57.9 3.0 0.9 36.1 23.3 0.4 1.0 15.9 0.0 2.9 1.5
Number of Traders in Each Category Total Traders: 163
4 8 . 28 12 . 53 34 11 9 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 13,417
Positions
250 1,584 0 517 3,467 0 9,213 6,741 554 550 360 0 2,333 711
Changes from: January 29, 2019 Total Change is: -899
-2,104 -18 0 -10 -13 0 1,140 -247 -226 300 -74 0 1 -321
Percent of Open Interest Represented by Each Category of Trader
1.9 11.8 0.0 3.9 25.8 0.0 68.7 50.2 4.1 4.1 2.7 0.0 17.4 5.3
Number of Traders in Each Category Total Traders: 35
. . 0 . 4 0 9 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 34,372
Positions
6,101 3,677 101 14,166 7,649 417 8,486 14,139 1,865 0 1,794 0 3,236 4,730
Changes from: January 29, 2019 Total Change is: 2,509
-2,192 3,291 6 6,971 1,636 314 -1,852 -22 54 -230 -2,136 -336 -226 -297
Percent of Open Interest Represented by Each Category of Trader
17.7 10.7 0.3 41.2 22.3 1.2 24.7 41.1 5.4 0.0 5.2 0.0 9.4 13.8
Number of Traders in Each Category Total Traders: 76
4 5 . 15 9 . 20 20 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 26,213
Positions
2,237 11,666 6,000 15,303 1,706 1 906 5,248 0 0 430 0 1,766 1,162
Changes from: January 29, 2019 Total Change is: 2,783
-5 806 5 2,452 -85 0 222 2,192 0 0 -50 0 109 -85
Percent of Open Interest Represented by Each Category of Trader
8.5 44.5 22.9 58.4 6.5 0.0 3.5 20.0 0.0 0.0 1.6 0.0 6.7 4.4
Number of Traders in Each Category Total Traders: 24
. . . 6 . . 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 44,097
Positions
14,855 17,428 971 8,316 3,452 315 9,988 9,717 1,411 1,325 1,901 223 6,693 8,679
Changes from: January 29, 2019 Total Change is: 3,725
2,240 94 65 542 314 114 673 3,192 -711 -66 394 66 801 196
Percent of Open Interest Represented by Each Category of Trader
33.7 39.5 2.2 18.9 7.8 0.7 22.6 22.0 3.2 3.0 4.3 0.5 15.2 19.7
Number of Traders in Each Category Total Traders: 99
14 20 6 14 . 4 19 15 9 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 88,194
Positions
29,709 34,857 1,942 16,632 6,903 630 19,975 19,434 2,822 2,651 3,802 447 13,386 17,358
Changes from: January 29, 2019 Total Change is: 7,449
4,480 188 131 1,084 627 227 1,346 6,385 -1,421 -133 787 132 1,602 393
Percent of Open Interest Represented by Each Category of Trader
33.7 39.5 2.2 18.9 7.8 0.7 22.6 22.0 3.2 3.0 4.3 0.5 15.2 19.7
Number of Traders in Each Category Total Traders: 99
14 20 6 14 . 4 19 15 9 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 30,235
Positions
10,556 24,659 0 17,273 1,258 490 405 2,540 0 0 446 0 1,511 842
Changes from: January 29, 2019 Total Change is: 627
-574 -106 0 1,250 -135 135 0 606 0 0 0 0 -184 127
Percent of Open Interest Represented by Each Category of Trader
34.9 81.6 0.0 57.1 4.2 1.6 1.3 8.4 0.0 0.0 1.5 0.0 5.0 2.8
Number of Traders in Each Category Total Traders: 22
. 4 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 801,479
Positions
47,886 103,399 77,115 247,163 132,482 68,060 54,341 79,322 163,416 17,206 50,403 23,816 102,475 103,466
Changes from: January 29, 2019 Total Change is: -4,578
7,357 -29,932 958 -4,824 4,141 -2,598 -965 14,316 -3,224 -1,422 7,319 -1,367 1,507 5,809
Percent of Open Interest Represented by Each Category of Trader
6.0 12.9 9.6 30.8 16.5 8.5 6.8 9.9 20.4 2.1 6.3 3.0 12.8 12.9
Number of Traders in Each Category Total Traders: 625
39 36 43 161 104 137 77 108 101 53 47 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 85,119
Positions
24,123 6,883 9,620 3,193 9,040 2,013 13,195 4,639 12,788 37 88 235 19,916 39,812
Changes from: January 29, 2019 Total Change is: 6,218
4,050 -985 649 82 523 1,306 -2,964 -123 2,468 11 70 -149 766 2,461
Percent of Open Interest Represented by Each Category of Trader
28.3 8.1 11.3 3.8 10.6 2.4 15.5 5.5 15.0 0.0 0.1 0.3 23.4 46.8
Number of Traders in Each Category Total Traders: 49
9 6 6 . 4 . 9 10 18 . 6 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 13,068
Positions
2,853 10,343 0 7,570 0 161 483 1,431 0 0 0 0 2,001 1,133
Changes from: January 29, 2019 Total Change is: 212
-45 323 0 -83 0 -45 254 -184 0 0 0 0 131 118
Percent of Open Interest Represented by Each Category of Trader
21.8 79.1 0.0 57.9 0.0 1.2 3.7 11.0 0.0 0.0 0.0 0.0 15.3 8.7
Number of Traders in Each Category Total Traders: 21
. 8 0 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 3,581,798
Positions
236,292 600,051 220,003 1,228,666 626,025 321,420 280,936 448,614 677,937 85,845 251,579 117,902 412,798 318,267
Changes from: January 29, 2019 Total Change is: -53,978
14,098 -147,170 3,987 -26,044 16,576 -18,002 -3,192 59,006 -15,273 -7,166 36,246 -6,089 3,702 16,740
Percent of Open Interest Represented by Each Category of Trader
6.6 16.8 6.1 34.3 17.5 9.0 7.8 12.5 18.9 2.4 7.0 3.3 11.5 8.9
Number of Traders in Each Category Total Traders: 612
38 36 40 162 101 136 77 103 95 53 42 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 15,270
Positions
6,233 14,205 1 5,674 369 32 1,139 0 0 836 0 0 1,355 663
Changes from: January 29, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.8 93.0 0.0 37.2 2.4 0.2 7.5 0.0 0.0 5.5 0.0 0.0 8.9 4.3
Number of Traders in Each Category Total Traders: 20
. 8 . 5 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 21,061
Positions
11,929 7,881 0 4,347 9,145 877 1,444 1,060 0 0 890 0 2,464 1,208
Changes from: January 29, 2019 Total Change is: 1,417
1,836 -398 0 8 1,130 42 -700 61 0 0 0 0 231 582
Percent of Open Interest Represented by Each Category of Trader
56.6 37.4 0.0 20.6 43.4 4.2 6.9 5.0 0.0 0.0 4.2 0.0 11.7 5.7
Number of Traders in Each Category Total Traders: 28
7 5 0 5 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 65,655
Positions
11,434 6,170 3,968 35,844 37,988 3,671 1,763 3,624 583 263 4,509 0 8,129 5,142
Changes from: January 29, 2019 Total Change is: -1,913
-736 -2,444 140 -1,241 -1,593 -103 375 -241 -248 54 2,055 0 -154 521
Percent of Open Interest Represented by Each Category of Trader
17.4 9.4 6.0 54.6 57.9 5.6 2.7 5.5 0.9 0.4 6.9 0.0 12.4 7.8
Number of Traders in Each Category Total Traders: 78
7 7 . 29 20 16 5 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 47,588
Positions
16,669 10,229 610 11,055 9,713 716 6,846 10,534 4,767 1,190 1,448 33 5,702 9,538
Changes from: January 29, 2019 Total Change is: -307
-118 -679 -111 1,021 -1,647 -77 -1,648 1,267 -62 147 -86 -20 560 1,108
Percent of Open Interest Represented by Each Category of Trader
35.0 21.5 1.3 23.2 20.4 1.5 14.4 22.1 10.0 2.5 3.0 0.1 12.0 20.0
Number of Traders in Each Category Total Traders: 234
22 18 8 50 38 29 33 48 25 6 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 237,938
Positions
83,343 51,146 3,048 55,276 48,564 3,578 34,232 52,670 23,835 5,948 7,241 167 28,511 47,690
Changes from: January 29, 2019 Total Change is: -1,536
-588 -3,397 -557 5,105 -8,235 -384 -8,242 6,334 -308 735 -428 -99 2,801 5,538
Percent of Open Interest Represented by Each Category of Trader
35.0 21.5 1.3 23.2 20.4 1.5 14.4 22.1 10.0 2.5 3.0 0.1 12.0 20.0
Number of Traders in Each Category Total Traders: 234
22 18 8 50 38 29 33 48 25 6 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 496,862
Positions
105,783 66,818 11,537 228,090 186,615 40,590 75,408 138,538 8,167 10,414 23,927 422 16,451 20,248
Changes from: January 29, 2019 Total Change is: 14,725
6,695 10,669 -1,703 14,407 3,581 5,322 -3,556 -2,518 -2,024 -3,026 567 311 -1,701 520
Percent of Open Interest Represented by Each Category of Trader
21.3 13.4 2.3 45.9 37.6 8.2 15.2 27.9 1.6 2.1 4.8 0.1 3.3 4.1
Number of Traders in Each Category Total Traders: 290
26 15 8 71 61 48 40 57 33 8 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 26,188
Positions
5,009 3,221 95 10,680 541 344 2,441 19,451 0 1,475 0 0 6,144 2,536
Changes from: January 29, 2019 Total Change is: 1,260
0 -22 0 775 0 14 -34 1,532 0 0 0 0 505 -264
Percent of Open Interest Represented by Each Category of Trader
19.1 12.3 0.4 40.8 2.1 1.3 9.3 74.3 0.0 5.6 0.0 0.0 23.5 9.7
Number of Traders in Each Category Total Traders: 30
. . . 12 . . 5 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 78,449
Positions
15,879 10,955 1,473 17,720 4,673 1,502 31,758 9,005 870 785 400 0 8,462 49,571
Changes from: January 29, 2019 Total Change is: 8,525
2,087 -863 -562 2,140 -5 121 4,056 2,958 92 479 -200 0 112 6,984
Percent of Open Interest Represented by Each Category of Trader
20.2 14.0 1.9 22.6 6.0 1.9 40.5 11.5 1.1 1.0 0.5 0.0 10.8 63.2
Number of Traders in Each Category Total Traders: 71
16 5 . 16 5 5 13 12 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 311,610
Positions
28,039 188,103 3,040 231,400 75,167 18,883 15,141 16,234 84 5,987 1,701 0 9,036 8,398
Changes from: January 29, 2019 Total Change is: -8,841
-754 -5,466 863 -4,683 -7,973 438 2,416 2,946 -230 -7,580 -252 0 689 833
Percent of Open Interest Represented by Each Category of Trader
9.0 60.4 1.0 74.3 24.1 6.1 4.9 5.2 0.0 1.9 0.5 0.0 2.9 2.7
Number of Traders in Each Category Total Traders: 152
9 12 5 58 33 23 15 17 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 1,386,508
Positions
91,256 941,036 4,104 1,034,059 226,165 98,133 89,221 90,821 1,703 37,826 11,836 894 29,312 11,816
Changes from: January 29, 2019 Total Change is: 20,856
-2,231 16,119 238 10,916 -10,280 1,022 1,452 17,030 -822 7,585 -1,379 309 2,387 -1,381
Percent of Open Interest Represented by Each Category of Trader
6.6 67.9 0.3 74.6 16.3 7.1 6.4 6.6 0.1 2.7 0.9 0.1 2.1 0.9
Number of Traders in Each Category Total Traders: 443
27 20 6 194 58 80 67 32 13 36 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 75,742
Positions
29,194 46,161 28,738 5,408 0 305 11,042 0 478 552 0 0 25 60
Changes from: January 29, 2019 Total Change is: 898
4,804 6,159 -5,261 -35 0 0 1,390 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.5 60.9 37.9 7.1 0.0 0.4 14.6 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 8 7 0 . 4 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 1,140,993
Positions
7,167 84,444 37,393 480,360 341,374 198,983 74,534 114,279 140,077 23,267 36,320 14,764 164,449 173,359
Changes from: January 29, 2019 Total Change is: 10,720
-4,664 -19,369 712 19,740 5,398 -4,908 1,470 9,215 13,465 -814 -2,808 1,061 -15,342 7,955
Percent of Open Interest Represented by Each Category of Trader
0.6 7.4 3.3 42.1 29.9 17.4 6.5 10.0 12.3 2.0 3.2 1.3 14.4 15.2
Number of Traders in Each Category Total Traders: 190
6 18 18 57 32 53 24 35 45 6 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 1,181,828
Positions
7,580 227,433 2,178 735,733 47,435 186,996 28,407 593,608 22,732 45,198 6,235 519 152,484 94,692
Changes from: January 29, 2019 Total Change is: 10,518
-2,330 -5,108 -101 2,643 4,571 4,568 3,363 -7,860 10,066 -3,874 -1,888 -22 -3,795 6,292
Percent of Open Interest Represented by Each Category of Trader
0.6 19.2 0.2 62.3 4.0 15.8 2.4 50.2 1.9 3.8 0.5 0.0 12.9 8.0
Number of Traders in Each Category Total Traders: 132
. 12 5 65 11 48 11 25 20 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,067,342
Positions
139,931 258,464 25,338 1,249,323 281,409 272,240 469,601 1,549,629 276,815 430,468 247,986 29,060 174,568 126,402
Changes from: January 29, 2019 Total Change is: 216,376
57,138 -19,930 3,133 104,804 -9,123 -7,752 -2,407 175,329 36,876 9,620 41,075 3,357 11,606 -6,590
Percent of Open Interest Represented by Each Category of Trader
4.6 8.4 0.8 40.7 9.2 8.9 15.3 50.5 9.0 14.0 8.1 0.9 5.7 4.1
Number of Traders in Each Category Total Traders: 340
13 35 11 101 34 72 56 56 42 22 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 4,636,177
Positions
158,648 305,380 202,707 1,799,957 837,413 732,726 357,889 1,200,605 549,064 273,943 290,502 86,772 474,471 431,007
Changes from: January 29, 2019 Total Change is: 52,141
21,395 -63,277 15,986 -87,565 15,652 -7,075 -27,584 -38,591 96,603 1,145 9,020 31,817 7,418 -7,995
Percent of Open Interest Represented by Each Category of Trader
3.4 6.6 4.4 38.8 18.1 15.8 7.7 25.9 11.8 5.9 6.3 1.9 10.2 9.3
Number of Traders in Each Category Total Traders: 415
22 39 43 106 67 109 75 66 93 20 20 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 693,042
Positions
15,952 102,402 1,483 262,212 196,987 91,952 147,848 111,138 4,653 65,296 33,020 500 103,146 150,907
Changes from: January 29, 2019 Total Change is: 3,947
2,739 -20,558 -141 -11,093 -3,497 12,820 -1,628 19,518 -902 1,654 -4,200 0 498 907
Percent of Open Interest Represented by Each Category of Trader
2.3 14.8 0.2 37.8 28.4 13.3 21.3 16.0 0.7 9.4 4.8 0.1 14.9 21.8
Number of Traders in Each Category Total Traders: 110
. 8 . 27 36 42 15 10 7 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 4,792,995
Positions
130,432 403,571 102,665 2,350,406 467,965 673,328 543,675 1,920,289 356,954 217,272 467,726 15,194 403,070 385,304
Changes from: January 29, 2019 Total Change is: 30,918
14,010 -37,237 11,875 -118,232 -30,117 -9,808 18,717 12,677 72,862 -7,521 -11,030 -846 49,863 22,543
Percent of Open Interest Represented by Each Category of Trader
2.7 8.4 2.1 49.0 9.8 14.0 11.3 40.1 7.4 4.5 9.8 0.3 8.4 8.0
Number of Traders in Each Category Total Traders: 342
15 32 29 96 54 92 42 63 59 15 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,751,432
Positions
452,315 227,690 503,158 39,135 16,676 82,681 149,516 340,631 354,276 51,375 85,848 76,595 42,381 63,877
Changes from: January 29, 2019 Total Change is: -282,936
-18,809 -109,434 -100,426 12,700 5,242 -23,689 -82,752 -11,677 -54,594 -11,580 5,271 -2,776 -1,009 9,147
Percent of Open Interest Represented by Each Category of Trader
25.8 13.0 28.7 2.2 1.0 4.7 8.5 19.4 20.2 2.9 4.9 4.4 2.4 3.6
Number of Traders in Each Category Total Traders: 150
21 37 50 5 5 5 19 41 39 6 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 is23,157,946
Positions
2,924,732 1,340,448 4,905,518 421,630 1,293,701 1,851,584 1,110,681 995,284 9,968,156 109,255 434,433 1,117,293 749,096 1,251,529
Changes from: January 29, 2019 Total Change is: 744,095
-93,045 -134,908 191,200 -41,536 62,232 56,590 -15,120 -101,265 467,083 10,369 -8,896 136,335 32,217 75,723
Percent of Open Interest Represented by Each Category of Trader
12.6 5.8 21.2 1.8 5.6 8.0 4.8 4.3 43.0 0.5 1.9 4.8 3.2 5.4
Number of Traders in Each Category Total Traders: 313
23 49 68 10 36 45 44 88 116 18 34 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 41,811
Positions
214 19,409 4,027 134 0 0 21,220 2,137 10,300 25 0 0 5,891 5,938
Changes from: January 29, 2019 Total Change is: 6,559
-2,224 1,219 -29 44 0 0 2,742 -736 892 0 0 0 5,134 5,213
Percent of Open Interest Represented by Each Category of Trader
0.5 46.4 9.6 0.3 0.0 0.0 50.8 5.1 24.6 0.1 0.0 0.0 14.1 14.2
Number of Traders in Each Category Total Traders: 31
. 9 7 . 0 0 12 7 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 33,520
Positions
16,164 8,195 2,287 651 2,400 0 6,988 13,773 6,021 1,204 0 0 205 844
Changes from: January 29, 2019 Total Change is: 515
3,543 5,898 -4,707 0 1,200 0 1,201 -1,827 418 27 0 0 33 -467
Percent of Open Interest Represented by Each Category of Trader
48.2 24.4 6.8 1.9 7.2 0.0 20.8 41.1 18.0 3.6 0.0 0.0 0.6 2.5
Number of Traders in Each Category Total Traders: 45
6 10 6 . . 0 13 12 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 29,243
Positions
590 3,975 0 1,342 8,242 10 12,842 12,585 140 14,255 1,235 0 64 3,056
Changes from: January 29, 2019 Total Change is: -693
19 -896 0 -39 25 -1 -798 399 0 105 0 0 21 -220
Percent of Open Interest Represented by Each Category of Trader
2.0 13.6 0.0 4.6 28.2 0.0 43.9 43.0 0.5 48.7 4.2 0.0 0.2 10.5
Number of Traders in Each Category Total Traders: 34
. . 0 . 10 . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 14,806
Positions
5,813 2,218 0 730 2,218 47 8,188 8,020 0 0 407 0 28 1,896
Changes from: January 29, 2019 Total Change is: 316
316 11 0 -66 -45 3 71 395 0 0 0 0 -8 -48
Percent of Open Interest Represented by Each Category of Trader
39.3 15.0 0.0 4.9 15.0 0.3 55.3 54.2 0.0 0.0 2.7 0.0 0.2 12.8
Number of Traders in Each Category Total Traders: 27
. . 0 . 8 . . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 72,357
Positions
1,830 4,379 32,094 0 220 0 16,029 7,739 21,364 30 6,285 246 764 30
Changes from: January 29, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.5 6.1 44.4 0.0 0.3 0.0 22.2 10.7 29.5 0.0 8.7 0.3 1.1 0.0
Number of Traders in Each Category Total Traders: 21
. . . 0 . 0 . 4 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 3,672
Positions
55 0 0 0 0 0 371 2,316 363 1,165 434 131 1,587 428
Changes from: January 29, 2019 Total Change is: 79
0 0 0 0 0 0 48 79 -65 -33 4 106 23 -45
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 0.0 0.0 0.0 10.1 63.1 9.9 31.7 11.8 3.6 43.2 11.7
Number of Traders in Each Category Total Traders: 41
. 0 0 0 0 0 5 13 . 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 3,881
Positions
0 97 0 32 291 0 2,532 2,429 373 245 354 4 695 333
Changes from: January 29, 2019 Total Change is: -166
0 0 0 2 -69 0 -228 -143 37 18 7 -1 6 3
Percent of Open Interest Represented by Each Category of Trader
0.0 2.5 0.0 0.8 7.5 0.0 65.2 62.6 9.6 6.3 9.1 0.1 17.9 8.6
Number of Traders in Each Category Total Traders: 42
0 . 0 . 4 0 17 12 7 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 57,868
Positions
366 36,814 0 12,275 2,649 440 36,258 13,035 1,932 2,675 863 46 3,876 2,089
Changes from: January 29, 2019 Total Change is: -3,127
0 -375 0 -1,846 -85 -14 -1,237 -2,122 -237 -195 29 1 401 -324
Percent of Open Interest Represented by Each Category of Trader
0.6 63.6 0.0 21.2 4.6 0.8 62.7 22.5 3.3 4.6 1.5 0.1 6.7 3.6
Number of Traders in Each Category Total Traders: 96
. . 0 11 7 . 28 19 9 19 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 343,502
Positions
30,105 26,767 21,130 69,567 31,881 25,822 57,627 94,445 94,826 8,928 6,554 12,007 23,490 30,070
Changes from: January 29, 2019 Total Change is: 5,972
764 -21,653 4,121 -13,537 12,695 10,003 8,454 1,212 5,339 1,212 462 -4,256 -6,128 -1,951
Percent of Open Interest Represented by Each Category of Trader
8.8 7.8 6.2 20.3 9.3 7.5 16.8 27.5 27.6 2.6 1.9 3.5 6.8 8.8
Number of Traders in Each Category Total Traders: 190
10 13 18 26 25 25 49 37 49 8 11 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 5, 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 27,355
Positions
870 738 1,143 16,902 14,035 189 6,186 10,507 100 1,237 435 0 728 208
Changes from: January 29, 2019 Total Change is: -1,469
500 -53 -25 2,519 -1,445 5 -4,504 -220 3 -13 267 0 46 -1
Percent of Open Interest Represented by Each Category of Trader
3.2 2.7 4.2 61.8 51.3 0.7 22.6 38.4 0.4 4.5 1.6 0.0 2.7 0.8
Number of Traders in Each Category Total Traders: 44
. . . 11 . . 5 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 22, 2019