Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 153,267
Positions
41,320 6,426 4,164 31,046 35,966 8,519 11,946 51,762 13,454 15,556 38 5 27,258 32,933
Changes from: February 5, 2019 Total Change is: -4,596
-2,830 1,497 -7 2,005 7,123 -2,079 -635 -8,001 -808 1,413 -402 -1,186 -467 -733
Percent of Open Interest Represented by Each Category of Trader
27.0 4.2 2.7 20.3 23.5 5.6 7.8 33.8 8.8 10.1 0.0 0.0 17.8 21.5
Number of Traders in Each Category Total Traders: 107
9 4 7 15 18 14 19 27 19 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 72,859
Positions
42,910 3,003 200 1,337 22,540 1,712 16,839 19,334 1,193 0 919 0 8,668 23,957
Changes from: February 5, 2019 Total Change is: 3,594
1,841 -4,578 -6 -49 2,034 1,026 817 2,702 -186 0 0 0 151 2,603
Percent of Open Interest Represented by Each Category of Trader
58.9 4.1 0.3 1.8 30.9 2.3 23.1 26.5 1.6 0.0 1.3 0.0 11.9 32.9
Number of Traders in Each Category Total Traders: 56
6 . . . 18 4 10 16 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 225,294
Positions
68,980 27,771 8,222 49,783 77,367 5,594 29,144 36,245 25,603 12,418 7,401 290 25,260 36,801
Changes from: February 5, 2019 Total Change is: -7,722
6,767 -1,102 -2,935 -1,293 9,019 -1,753 -2,300 -6,154 -3,826 1,220 -66 -2,295 -1,305 1,391
Percent of Open Interest Represented by Each Category of Trader
30.6 12.3 3.6 22.1 34.3 2.5 12.9 16.1 11.4 5.5 3.3 0.1 11.2 16.3
Number of Traders in Each Category Total Traders: 119
8 8 9 13 28 14 27 25 23 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 208,349
Positions
71,416 82,969 9,447 34,596 26,040 11,066 24,234 25,079 19,510 8,613 2,509 207 29,260 31,522
Changes from: February 5, 2019 Total Change is: -10,668
-461 -10,218 -697 -2,854 5,469 -1,711 4,641 195 -3,124 -3,287 559 -1,907 -1,268 766
Percent of Open Interest Represented by Each Category of Trader
34.3 39.8 4.5 16.6 12.5 5.3 11.6 12.0 9.4 4.1 1.2 0.1 14.0 15.1
Number of Traders in Each Category Total Traders: 109
4 11 10 23 18 16 24 23 24 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 586,629
Positions
43,249 127,555 13,873 312,889 167,931 28,970 34,103 122,992 36,467 21,170 20,096 698 95,210 68,047
Changes from: February 5, 2019 Total Change is: 14,631
8,212 -19,757 745 -5,374 11,033 631 6,743 14,177 921 2,693 1,304 -1,697 1,756 7,274
Percent of Open Interest Represented by Each Category of Trader
7.4 21.7 2.4 53.3 28.6 4.9 5.8 21.0 6.2 3.6 3.4 0.1 16.2 11.6
Number of Traders in Each Category Total Traders: 295
18 8 15 97 40 47 33 54 30 26 18 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 29,652
Positions
0 13,787 0 13,476 6,531 2,612 528 0 0 0 727 5 13,031 5,990
Changes from: February 5, 2019 Total Change is: -102
0 -354 0 1,123 494 7 -1,063 0 -7 0 0 0 -162 -242
Percent of Open Interest Represented by Each Category of Trader
0.0 46.5 0.0 45.4 22.0 8.8 1.8 0.0 0.0 0.0 2.5 0.0 43.9 20.2
Number of Traders in Each Category Total Traders: 23
0 . 0 14 5 9 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 26,395
Positions
5,880 6,096 641 9,428 10,555 2,201 749 1,248 0 0 0 0 7,496 5,654
Changes from: February 5, 2019 Total Change is: 113
-219 -39 -10 -158 959 153 -166 -397 0 0 0 0 513 -553
Percent of Open Interest Represented by Each Category of Trader
22.3 23.1 2.4 35.7 40.0 8.3 2.8 4.7 0.0 0.0 0.0 0.0 28.4 21.4
Number of Traders in Each Category Total Traders: 20
. . . 7 8 7 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 140,185
Positions
49,006 11,111 4,918 20,458 37,344 3,144 22,076 28,886 12,578 3,891 5,403 160 23,954 36,640
Changes from: February 5, 2019 Total Change is: 1,659
5,729 -3,339 986 -1,543 6,938 -986 2,596 -4,246 -1,093 -1 1,947 -1,744 -2,285 3,195
Percent of Open Interest Represented by Each Category of Trader
35.0 7.9 3.5 14.6 26.6 2.2 15.7 20.6 9.0 2.8 3.9 0.1 17.1 26.1
Number of Traders in Each Category Total Traders: 95
7 9 8 10 20 10 19 23 19 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 44,372
Positions
0 27,044 505 37,683 624 0 3,735 12,634 45 450 2,600 0 1,954 920
Changes from: February 5, 2019 Total Change is: 6,328
0 1,598 5 6,619 -4 0 -378 4,931 29 -148 -250 0 201 19
Percent of Open Interest Represented by Each Category of Trader
0.0 60.9 1.1 84.9 1.4 0.0 8.4 28.5 0.1 1.0 5.9 0.0 4.4 2.1
Number of Traders in Each Category Total Traders: 36
0 6 . 7 . 0 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 224,497
Positions
754 122,697 1,264 138,567 10,174 1,497 72,755 48,986 866 2,315 34,044 0 6,479 4,969
Changes from: February 5, 2019 Total Change is: 1,443
117 1,015 188 9,324 3,431 -510 -7,739 -3,038 3 114 -1,342 -14 -40 1,710
Percent of Open Interest Represented by Each Category of Trader
0.3 54.7 0.6 61.7 4.5 0.7 32.4 21.8 0.4 1.0 15.2 0.0 2.9 2.2
Number of Traders in Each Category Total Traders: 172
4 9 . 29 12 . 49 44 7 10 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 13,961
Positions
431 1,584 27 590 3,000 0 8,983 7,648 487 560 400 0 2,883 815
Changes from: February 5, 2019 Total Change is: 544
181 0 27 73 -467 0 -230 907 -67 10 40 0 550 104
Percent of Open Interest Represented by Each Category of Trader
3.1 11.3 0.2 4.2 21.5 0.0 64.3 54.8 3.5 4.0 2.9 0.0 20.7 5.8
Number of Traders in Each Category Total Traders: 33
. . . . . 0 8 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 35,955
Positions
9,397 1,198 204 11,684 11,388 217 9,110 13,508 2,037 0 2,144 0 3,306 5,260
Changes from: February 5, 2019 Total Change is: 1,583
3,296 -2,479 103 -2,482 3,739 -200 624 -631 172 0 350 0 70 530
Percent of Open Interest Represented by Each Category of Trader
26.1 3.3 0.6 32.5 31.7 0.6 25.3 37.6 5.7 0.0 6.0 0.0 9.2 14.6
Number of Traders in Each Category Total Traders: 72
4 5 4 11 10 4 17 22 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 29,241
Positions
2,237 11,627 6,000 18,564 1,704 1 1,039 8,338 0 0 430 0 1,400 1,141
Changes from: February 5, 2019 Total Change is: 3,028
0 -39 0 3,261 -2 0 133 3,090 0 0 0 0 -366 -21
Percent of Open Interest Represented by Each Category of Trader
7.7 39.8 20.5 63.5 5.8 0.0 3.6 28.5 0.0 0.0 1.5 0.0 4.8 3.9
Number of Traders in Each Category Total Traders: 26
. . . 5 . . 5 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 43,110
Positions
13,601 17,838 1,048 8,671 5,855 981 9,164 5,566 835 1,450 1,726 371 6,989 8,890
Changes from: February 5, 2019 Total Change is: -987
-1,254 410 77 355 2,404 666 -823 -4,151 -575 124 -175 147 296 211
Percent of Open Interest Represented by Each Category of Trader
31.5 41.4 2.4 20.1 13.6 2.3 21.3 12.9 1.9 3.4 4.0 0.9 16.2 20.6
Number of Traders in Each Category Total Traders: 99
14 21 6 14 4 5 18 13 5 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 86,220
Positions
27,201 35,676 2,097 17,342 11,710 1,962 18,329 11,132 1,671 2,900 3,452 741 13,978 17,779
Changes from: February 5, 2019 Total Change is: -1,974
-2,508 819 155 710 4,807 1,332 -1,647 -8,302 -1,151 249 -350 295 592 421
Percent of Open Interest Represented by Each Category of Trader
31.5 41.4 2.4 20.1 13.6 2.3 21.3 12.9 1.9 3.4 4.0 0.9 16.2 20.6
Number of Traders in Each Category Total Traders: 99
14 21 6 14 4 5 18 13 5 . 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 29,987
Positions
10,556 24,659 0 17,206 1,258 406 405 2,445 0 0 446 0 1,414 773
Changes from: February 5, 2019 Total Change is: -248
0 0 0 -67 0 -84 0 -95 0 0 0 0 -97 -69
Percent of Open Interest Represented by Each Category of Trader
35.2 82.2 0.0 57.4 4.2 1.4 1.4 8.2 0.0 0.0 1.5 0.0 4.7 2.6
Number of Traders in Each Category Total Traders: 23
. 4 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 810,271
Positions
52,742 98,015 78,436 246,222 139,139 67,848 50,024 71,256 170,575 17,114 51,241 25,030 102,281 108,731
Changes from: February 5, 2019 Total Change is: 8,793
4,856 -5,384 1,320 -941 6,657 -213 -4,318 -8,065 7,160 -92 837 1,214 -194 5,265
Percent of Open Interest Represented by Each Category of Trader
6.5 12.1 9.7 30.4 17.2 8.4 6.2 8.8 21.1 2.1 6.3 3.1 12.6 13.4
Number of Traders in Each Category Total Traders: 624
39 35 47 166 104 140 72 107 106 53 48 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 88,079
Positions
24,869 5,621 10,273 3,261 8,769 2,289 13,609 2,389 14,738 46 12 196 18,797 43,791
Changes from: February 5, 2019 Total Change is: 2,960
746 -1,262 653 68 -271 276 414 -2,251 1,951 9 -76 -39 -1,118 3,978
Percent of Open Interest Represented by Each Category of Trader
28.2 6.4 11.7 3.7 10.0 2.6 15.5 2.7 16.7 0.1 0.0 0.2 21.3 49.7
Number of Traders in Each Category Total Traders: 54
9 6 7 . 4 . 11 12 22 5 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 12,550
Positions
2,770 9,839 0 7,036 857 161 483 574 0 0 0 0 2,100 1,119
Changes from: February 5, 2019 Total Change is: -518
-83 -504 0 -534 857 0 0 -857 0 0 0 0 99 -14
Percent of Open Interest Represented by Each Category of Trader
22.1 78.4 0.0 56.1 6.8 1.3 3.8 4.6 0.0 0.0 0.0 0.0 16.7 8.9
Number of Traders in Each Category Total Traders: 21
. 8 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 3,610,962
Positions
249,679 572,285 230,499 1,223,764 660,810 318,832 245,829 408,091 715,432 85,341 256,144 124,165 417,420 324,702
Changes from: February 5, 2019 Total Change is: 29,164
13,388 -27,766 10,497 -4,902 34,785 -2,588 -35,107 -40,523 37,495 -503 4,565 6,263 4,623 6,436
Percent of Open Interest Represented by Each Category of Trader
6.9 15.8 6.4 33.9 18.3 8.8 6.8 11.3 19.8 2.4 7.1 3.4 11.6 9.0
Number of Traders in Each Category Total Traders: 611
37 37 44 168 101 138 70 103 101 50 45 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 15,540
Positions
6,233 14,407 1 5,705 369 4 1,139 0 0 836 0 0 1,622 759
Changes from: February 5, 2019 Total Change is: 270
0 202 0 31 0 -28 0 0 0 0 0 0 267 96
Percent of Open Interest Represented by Each Category of Trader
40.1 92.7 0.0 36.7 2.4 0.0 7.3 0.0 0.0 5.4 0.0 0.0 10.4 4.9
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 12, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 16,065
Positions
11,706 12,467 0 3,270 1,400 61 228 814 0 0 825 0 800 498
Changes from: February 5, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
72.9 77.6 0.0 20.4 8.7 0.4 1.4 5.1 0.0 0.0 5.1 0.0 5.0 3.1
Number of Traders in Each Category Total Traders: 21
5 7 0 . . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 19,331
Positions
7,729 10,514 0 4,347 5,007 799 1,444 1,060 0 0 890 0 5,012 1,061
Changes from: February 5, 2019 Total Change is: -1,730
-4,200 2,633 0 0 -4,138 -78 0 0 0 0 0 0 2,548 -147
Percent of Open Interest Represented by Each Category of Trader
40.0 54.4 0.0 22.5 25.9 4.1 7.5 5.5 0.0 0.0 4.6 0.0 25.9 5.5
Number of Traders in Each Category Total Traders: 26
5 6 0 5 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 65,107
Positions
10,847 7,308 3,276 37,872 37,441 3,131 1,350 4,852 45 263 4,509 0 8,323 4,545
Changes from: February 5, 2019 Total Change is: -548
-587 1,138 -692 2,028 -547 -540 -413 1,228 -538 0 0 0 194 -597
Percent of Open Interest Represented by Each Category of Trader
16.7 11.2 5.0 58.2 57.5 4.8 2.1 7.5 0.1 0.4 6.9 0.0 12.8 7.0
Number of Traders in Each Category Total Traders: 78
5 6 . 32 20 16 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 47,139
Positions
17,201 10,335 512 11,252 12,988 653 6,114 7,933 4,146 1,692 1,567 37 5,533 8,970
Changes from: February 5, 2019 Total Change is: -448
532 106 -97 197 3,275 -63 -732 -2,601 -621 502 118 3 -169 -568
Percent of Open Interest Represented by Each Category of Trader
36.5 21.9 1.1 23.9 27.6 1.4 13.0 16.8 8.8 3.6 3.3 0.1 11.7 19.0
Number of Traders in Each Category Total Traders: 237
22 19 8 51 35 25 32 49 33 9 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 235,696
Positions
86,004 51,673 2,561 56,260 64,939 3,263 30,570 39,665 20,730 8,459 7,833 184 27,667 44,848
Changes from: February 5, 2019 Total Change is: -2,242
2,661 528 -487 983 16,375 -315 -3,662 -13,005 -3,105 2,511 592 16 -844 -2,841
Percent of Open Interest Represented by Each Category of Trader
36.5 21.9 1.1 23.9 27.6 1.4 13.0 16.8 8.8 3.6 3.3 0.1 11.7 19.0
Number of Traders in Each Category Total Traders: 237
22 19 8 51 35 25 32 49 33 9 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 501,478
Positions
102,498 74,037 11,293 253,833 231,652 39,879 57,785 88,175 9,868 9,088 26,855 171 17,062 19,548
Changes from: February 5, 2019 Total Change is: 4,616
-3,285 7,219 -244 25,743 45,037 -711 -17,622 -50,363 1,701 -1,326 2,928 -251 611 -700
Percent of Open Interest Represented by Each Category of Trader
20.4 14.8 2.3 50.6 46.2 8.0 11.5 17.6 2.0 1.8 5.4 0.0 3.4 3.9
Number of Traders in Each Category Total Traders: 293
25 17 8 77 59 46 38 58 31 7 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 26,734
Positions
5,009 3,462 0 10,716 541 326 3,116 19,249 25 1,921 0 0 5,621 3,131
Changes from: February 5, 2019 Total Change is: 546
0 241 -95 36 0 -18 675 -202 25 446 0 0 -523 595
Percent of Open Interest Represented by Each Category of Trader
18.7 12.9 0.0 40.1 2.0 1.2 11.7 72.0 0.1 7.2 0.0 0.0 21.0 11.7
Number of Traders in Each Category Total Traders: 32
. . 0 13 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 75,999
Positions
16,028 11,460 1,268 20,378 7,201 2,110 26,414 7,158 452 302 891 0 9,047 45,459
Changes from: February 5, 2019 Total Change is: -2,450
149 505 -205 2,658 2,528 608 -5,344 -1,847 -418 -483 491 0 585 -4,112
Percent of Open Interest Represented by Each Category of Trader
21.1 15.1 1.7 26.8 9.5 2.8 34.8 9.4 0.6 0.4 1.2 0.0 11.9 59.8
Number of Traders in Each Category Total Traders: 70
16 6 . 16 7 7 12 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 308,397
Positions
29,427 185,122 3,187 225,961 78,284 20,158 14,742 12,269 108 5,976 1,701 0 8,838 7,568
Changes from: February 5, 2019 Total Change is: -3,213
1,388 -2,981 147 -5,439 3,117 1,275 -399 -3,965 24 -11 0 0 -198 -830
Percent of Open Interest Represented by Each Category of Trader
9.5 60.0 1.0 73.3 25.4 6.5 4.8 4.0 0.0 1.9 0.6 0.0 2.9 2.5
Number of Traders in Each Category Total Traders: 156
11 11 5 63 35 27 15 13 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 1,390,659
Positions
89,720 939,968 3,589 1,049,518 231,671 100,171 82,172 89,484 1,607 33,561 11,551 553 29,768 12,065
Changes from: February 5, 2019 Total Change is: 4,151
-1,536 -1,068 -515 15,459 5,506 2,038 -7,049 -1,337 -96 -4,265 -285 -341 456 249
Percent of Open Interest Represented by Each Category of Trader
6.5 67.6 0.3 75.5 16.7 7.2 5.9 6.4 0.1 2.4 0.8 0.0 2.1 0.9
Number of Traders in Each Category Total Traders: 427
23 21 9 186 64 82 58 34 14 33 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 76,499
Positions
29,590 47,359 28,297 7,240 0 305 10,012 0 478 552 0 0 25 60
Changes from: February 5, 2019 Total Change is: 757
396 1,198 -441 1,832 0 0 -1,030 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.7 61.9 37.0 9.5 0.0 0.4 13.1 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 7 8 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 1,157,076
Positions
6,691 84,511 39,551 483,509 360,942 205,606 59,973 97,125 153,274 24,972 29,671 10,735 172,765 175,661
Changes from: February 5, 2019 Total Change is: 16,083
-476 67 2,159 3,149 19,567 6,623 -14,561 -17,154 13,197 1,705 -6,649 -4,029 8,316 2,302
Percent of Open Interest Represented by Each Category of Trader
0.6 7.3 3.4 41.8 31.2 17.8 5.2 8.4 13.2 2.2 2.6 0.9 14.9 15.2
Number of Traders in Each Category Total Traders: 185
6 18 19 61 31 55 21 33 46 7 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 1,225,966
Positions
10,336 246,736 2,738 747,735 39,520 191,875 25,801 612,346 37,659 44,820 0 262 164,740 94,830
Changes from: February 5, 2019 Total Change is: 44,138
2,756 19,303 560 12,002 -7,915 4,879 -2,606 18,738 14,926 -378 -6,235 -257 12,256 139
Percent of Open Interest Represented by Each Category of Trader
0.8 20.1 0.2 61.0 3.2 15.7 2.1 49.9 3.1 3.7 0.0 0.0 13.4 7.7
Number of Traders in Each Category Total Traders: 132
4 13 9 65 10 48 10 27 22 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 3,278,696
Positions
126,184 262,103 41,668 1,333,030 300,362 283,502 525,128 1,752,564 314,733 436,698 178,537 27,725 190,028 117,501
Changes from: February 5, 2019 Total Change is: 211,354
-13,747 3,639 16,330 83,707 18,954 11,262 55,527 202,935 37,918 6,230 -69,449 -1,335 15,460 -8,901
Percent of Open Interest Represented by Each Category of Trader
3.8 8.0 1.3 40.7 9.2 8.6 16.0 53.5 9.6 13.3 5.4 0.8 5.8 3.6
Number of Traders in Each Category Total Traders: 343
13 35 14 103 34 71 56 58 48 23 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 4,758,925
Positions
164,424 334,515 213,976 1,890,634 898,981 783,410 310,933 1,237,848 567,452 303,966 240,049 54,434 469,697 428,260
Changes from: February 5, 2019 Total Change is: 122,748
5,776 29,135 11,269 90,677 61,568 50,684 -46,956 37,243 18,388 30,023 -50,453 -32,338 -4,774 -2,747
Percent of Open Interest Represented by Each Category of Trader
3.5 7.0 4.5 39.7 18.9 16.5 6.5 26.0 11.9 6.4 5.0 1.1 9.9 9.0
Number of Traders in Each Category Total Traders: 429
26 38 47 107 72 112 71 74 98 26 15 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 683,695
Positions
15,647 87,620 1,328 270,388 208,765 86,658 125,918 117,440 7,982 61,230 16,602 500 114,044 156,800
Changes from: February 5, 2019 Total Change is: -9,347
-305 -14,782 -155 8,176 11,778 -5,294 -21,930 6,302 3,329 -4,066 -16,418 0 10,898 5,893
Percent of Open Interest Represented by Each Category of Trader
2.3 12.8 0.2 39.5 30.5 12.7 18.4 17.2 1.2 9.0 2.4 0.1 16.7 22.9
Number of Traders in Each Category Total Traders: 105
. 8 . 28 36 41 12 9 8 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 4,799,962
Positions
110,817 428,866 125,467 2,407,030 779,609 669,259 489,458 1,681,853 374,129 234,443 342,881 15,409 373,949 382,489
Changes from: February 5, 2019 Total Change is: 6,967
-19,615 25,295 22,802 56,625 311,644 -4,069 -54,217 -238,435 17,175 17,171 -124,845 215 -29,121 -2,814
Percent of Open Interest Represented by Each Category of Trader
2.3 8.9 2.6 50.1 16.2 13.9 10.2 35.0 7.8 4.9 7.1 0.3 7.8 8.0
Number of Traders in Each Category Total Traders: 352
14 35 27 97 56 93 42 68 61 15 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 1,825,942
Positions
510,805 246,654 473,602 33,679 16,676 81,680 187,370 490,327 415,539 57,565 13,228 27,216 38,486 61,020
Changes from: February 5, 2019 Total Change is: 74,510
58,490 18,964 -29,556 -5,456 0 -1,001 37,854 149,696 61,263 6,190 -72,620 -49,379 -3,895 -2,857
Percent of Open Interest Represented by Each Category of Trader
28.0 13.5 25.9 1.8 0.9 4.5 10.3 26.9 22.8 3.2 0.7 1.5 2.1 3.3
Number of Traders in Each Category Total Traders: 154
23 32 49 5 5 5 28 38 47 6 9 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 is23,673,667
Positions
2,886,885 1,322,028 5,032,661 463,809 1,498,973 1,723,783 1,028,364 871,359 11,363,591 121,456 395,212 335,885 717,232 1,130,177
Changes from: February 5, 2019 Total Change is: 515,721
-37,846 -18,420 127,143 42,179 205,272 -127,801 -82,317 -123,925 1,395,435 12,201 -39,221 -781,409 -31,864 -121,353
Percent of Open Interest Represented by Each Category of Trader
12.2 5.6 21.3 2.0 6.3 7.3 4.3 3.7 48.0 0.5 1.7 1.4 3.0 4.8
Number of Traders in Each Category Total Traders: 324
24 48 68 14 38 49 50 89 123 17 31 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 47,474
Positions
5,830 16,960 7,665 134 0 0 22,621 11,671 10,834 25 0 0 365 344
Changes from: February 5, 2019 Total Change is: 5,663
5,616 -2,449 3,638 0 0 0 1,401 9,534 534 0 0 0 -5,526 -5,594
Percent of Open Interest Represented by Each Category of Trader
12.3 35.7 16.1 0.3 0.0 0.0 47.6 24.6 22.8 0.1 0.0 0.0 0.8 0.7
Number of Traders in Each Category Total Traders: 32
. 9 7 . 0 0 13 7 15 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 44,754
Positions
14,794 10,141 8,828 551 2,400 400 11,204 14,722 7,471 1,204 0 0 302 792
Changes from: February 5, 2019 Total Change is: 11,234
-1,370 1,946 6,541 -100 0 400 4,216 949 1,450 0 0 0 97 -52
Percent of Open Interest Represented by Each Category of Trader
33.1 22.7 19.7 1.2 5.4 0.9 25.0 32.9 16.7 2.7 0.0 0.0 0.7 1.8
Number of Traders in Each Category Total Traders: 45
6 9 7 . . . 12 13 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 29,654
Positions
668 4,057 0 1,346 8,360 15 12,135 12,627 111 15,345 1,235 0 34 3,249
Changes from: February 5, 2019 Total Change is: 411
78 82 0 4 118 5 -707 42 -29 1,090 0 0 -30 193
Percent of Open Interest Represented by Each Category of Trader
2.3 13.7 0.0 4.5 28.2 0.1 40.9 42.6 0.4 51.7 4.2 0.0 0.1 11.0
Number of Traders in Each Category Total Traders: 33
. . 0 . 10 . . 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 14,899
Positions
5,731 2,216 0 730 2,124 55 8,371 8,199 0 0 407 0 12 1,898
Changes from: February 5, 2019 Total Change is: 93
-82 -2 0 0 -94 8 183 179 0 0 0 0 -16 2
Percent of Open Interest Represented by Each Category of Trader
38.5 14.9 0.0 4.9 14.3 0.4 56.2 55.0 0.0 0.0 2.7 0.0 0.1 12.7
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 12, 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 3,959
Positions
55 0 0 0 27 0 426 2,301 441 1,219 533 236 1,582 421
Changes from: February 5, 2019 Total Change is: 287
0 0 0 0 27 0 55 -15 78 54 99 105 -5 -7
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 0.0 0.7 0.0 10.8 58.1 11.1 30.8 13.5 6.0 40.0 10.6
Number of Traders in Each Category Total Traders: 43
. 0 0 0 . 0 6 12 4 18 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 3,361
Positions
0 97 11 134 205 15 1,697 2,090 232 510 462 0 762 249
Changes from: February 5, 2019 Total Change is: -520
0 0 11 102 -86 15 -835 -339 -141 265 108 -4 67 -84
Percent of Open Interest Represented by Each Category of Trader
0.0 2.9 0.3 4.0 6.1 0.4 50.5 62.2 6.9 15.2 13.7 0.0 22.7 7.4
Number of Traders in Each Category Total Traders: 44
0 . . . . . 9 17 6 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 56,574
Positions
136 36,804 0 19,168 2,169 394 28,145 11,902 2,056 3,067 749 63 3,545 2,436
Changes from: February 5, 2019 Total Change is: -1,294
-230 -10 0 6,893 -480 -46 -8,113 -1,133 125 392 -114 17 -332 347
Percent of Open Interest Represented by Each Category of Trader
0.2 65.1 0.0 33.9 3.8 0.7 49.7 21.0 3.6 5.4 1.3 0.1 6.3 4.3
Number of Traders in Each Category Total Traders: 104
. . 0 13 7 . 35 14 9 22 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 364,851
Positions
45,372 22,136 25,064 67,723 68,078 25,407 58,978 78,689 101,137 8,727 5,292 9,383 23,060 29,665
Changes from: February 5, 2019 Total Change is: 21,349
15,267 -4,631 3,934 -1,844 36,197 -415 1,351 -15,756 6,311 -201 -1,262 -2,624 -430 -405
Percent of Open Interest Represented by Each Category of Trader
12.4 6.1 6.9 18.6 18.7 7.0 16.2 21.6 27.7 2.4 1.5 2.6 6.3 8.1
Number of Traders in Each Category Total Traders: 182
11 12 17 25 25 26 40 43 50 9 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 12, 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 29,130
Positions
959 692 1,143 17,382 17,076 189 7,908 9,443 100 1,247 441 0 202 46
Changes from: February 5, 2019 Total Change is: 1,775
89 -46 0 480 3,041 0 1,722 -1,064 0 10 6 0 -526 -162
Percent of Open Interest Represented by Each Category of Trader
3.3 2.4 3.9 59.7 58.6 0.6 27.1 32.4 0.3 4.3 1.5 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 47
. . . 11 4 . 7 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 26, 2019