Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 182,170
Positions
10,255 66,460 12,719 38,218 28,942 6,374 48,174 25,056 13,377 15,448 2,383 32 37,573 26,828
Changes from: December 3, 2019 Total Change is: -16,863
-1,401 128 -6,439 724 -3,620 -676 -8,275 -5,581 -1,840 -1,476 311 -155 2,674 1,009
Percent of Open Interest Represented by Each Category of Trader
5.6 36.5 7.0 21.0 15.9 3.5 26.4 13.8 7.3 8.5 1.3 0.0 20.6 14.7
Number of Traders in Each Category Total Traders: 102
7 8 8 17 14 13 27 18 13 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 76,898
Positions
40,236 1,603 2,032 1,300 30,195 473 15,005 13,950 5,321 1,257 2,046 0 11,274 21,279
Changes from: December 3, 2019 Total Change is: -3,877
-4,749 -32 1,655 -10 -681 8 -5,333 -7,022 3,924 289 1,178 0 339 -2,907
Percent of Open Interest Represented by Each Category of Trader
52.3 2.1 2.6 1.7 39.3 0.6 19.5 18.1 6.9 1.6 2.7 0.0 14.7 27.7
Number of Traders in Each Category Total Traders: 62
8 . . . 19 . 12 14 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 280,774
Positions
56,888 60,957 20,325 75,257 73,083 6,367 45,680 53,950 26,891 11,968 8,156 118 37,280 30,928
Changes from: December 3, 2019 Total Change is: 12,988
-2,276 14,857 5,876 10,183 -6,514 -2,165 -1,807 2,500 74 -715 552 -13 3,832 -2,179
Percent of Open Interest Represented by Each Category of Trader
20.3 21.7 7.2 26.8 26.0 2.3 16.3 19.2 9.6 4.3 2.9 0.0 13.3 11.0
Number of Traders in Each Category Total Traders: 133
5 11 11 24 23 15 27 33 22 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 218,233
Positions
68,579 28,829 9,861 42,364 55,552 12,866 34,355 46,510 17,706 2,645 9,345 232 29,626 37,332
Changes from: December 3, 2019 Total Change is: -20,790
-3,997 2,073 -4,630 3,207 -6,904 -882 -4,189 -9,454 -3,300 -1,322 1,772 -272 -5,406 805
Percent of Open Interest Represented by Each Category of Trader
31.4 13.2 4.5 19.4 25.5 5.9 15.7 21.3 8.1 1.2 4.3 0.1 13.6 17.1
Number of Traders in Each Category Total Traders: 120
8 8 10 15 26 15 22 31 19 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 690,434
Positions
33,579 144,468 75,424 347,922 172,020 32,746 42,484 148,154 35,489 20,436 9,220 1,830 100,524 71,084
Changes from: December 3, 2019 Total Change is: 41,624
-1,220 -7,262 48,675 -3,220 -9,012 -3,496 -63 9,309 -5,325 15 -1,696 -599 6,856 11,031
Percent of Open Interest Represented by Each Category of Trader
4.9 20.9 10.9 50.4 24.9 4.7 6.2 21.5 5.1 3.0 1.3 0.3 14.6 10.3
Number of Traders in Each Category Total Traders: 288
18 10 20 87 43 53 41 48 31 23 17 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 30,344
Positions
2,200 6,600 100 8,170 8,534 2,958 3,350 2,622 839 0 0 0 12,727 8,691
Changes from: December 3, 2019 Total Change is: 2,769
0 -585 100 -253 361 619 9 0 661 0 0 0 1,633 1,613
Percent of Open Interest Represented by Each Category of Trader
7.3 21.8 0.3 26.9 28.1 9.7 11.0 8.6 2.8 0.0 0.0 0.0 41.9 28.6
Number of Traders in Each Category Total Traders: 28
. . . 10 9 9 5 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,942
Positions
5,364 1,748 3,247 7,102 11,133 2,034 0 3,873 1,813 0 0 0 8,382 4,094
Changes from: December 3, 2019 Total Change is: 4,208
26 -4 2,050 -178 531 -5 -448 -118 1,750 0 0 0 1,013 4
Percent of Open Interest Represented by Each Category of Trader
19.2 6.3 11.6 25.4 39.8 7.3 0.0 13.9 6.5 0.0 0.0 0.0 30.0 14.7
Number of Traders in Each Category Total Traders: 24
. . . 6 9 8 0 4 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 194,969
Positions
70,148 12,205 11,142 17,512 71,914 4,033 41,894 40,875 11,333 7,906 10,457 212 30,788 32,798
Changes from: December 3, 2019 Total Change is: -9,781
-4,716 659 7,547 -1,644 -2,900 -1,461 -7,288 -9,918 -3,083 1,461 251 -113 -483 -764
Percent of Open Interest Represented by Each Category of Trader
36.0 6.3 5.7 9.0 36.9 2.1 21.5 21.0 5.8 4.1 5.4 0.1 15.8 16.8
Number of Traders in Each Category Total Traders: 103
7 5 10 9 25 13 20 27 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 66,686
Positions
1,448 42,630 9,233 44,364 0 31 6,905 9,732 883 1,591 3,027 0 2,231 1,150
Changes from: December 3, 2019 Total Change is: 6,518
548 81 4,207 -403 0 0 655 1,239 872 172 48 0 467 71
Percent of Open Interest Represented by Each Category of Trader
2.2 63.9 13.8 66.5 0.0 0.0 10.4 14.6 1.3 2.4 4.5 0.0 3.3 1.7
Number of Traders in Each Category Total Traders: 45
. 4 . 11 0 . 14 8 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 305,132
Positions
675 172,064 19,193 151,517 9,553 2,630 102,855 76,155 7,707 13,293 14,586 0 7,262 3,244
Changes from: December 3, 2019 Total Change is: 13,492
277 -674 18,261 -3,981 -2,018 2,394 -4,920 2,112 -4,094 4,855 -2,185 0 700 -304
Percent of Open Interest Represented by Each Category of Trader
0.2 56.4 6.3 49.7 3.1 0.9 33.7 25.0 2.5 4.4 4.8 0.0 2.4 1.1
Number of Traders in Each Category Total Traders: 175
4 11 4 32 11 5 60 30 13 10 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 58,221
Positions
40,078 301 9 3,889 47,434 212 8,339 7,046 241 2,513 1,215 0 2,940 1,763
Changes from: December 3, 2019 Total Change is: -3,499
-3,593 192 0 -185 668 -7 988 -4,020 111 -680 -456 0 -133 13
Percent of Open Interest Represented by Each Category of Trader
68.8 0.5 0.0 6.7 81.5 0.4 14.3 12.1 0.4 4.3 2.1 0.0 5.0 3.0
Number of Traders in Each Category Total Traders: 58
. . . 4 9 . 12 17 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 75,718
Positions
40,012 3,283 9,285 8,279 19,884 844 11,085 32,274 1,260 1,193 2,985 193 3,567 5,711
Changes from: December 3, 2019 Total Change is: 3,371
-3,184 -663 8,477 -410 -5,078 335 -1,724 267 145 -489 -387 148 72 127
Percent of Open Interest Represented by Each Category of Trader
52.8 4.3 12.3 10.9 26.3 1.1 14.6 42.6 1.7 1.6 3.9 0.3 4.7 7.5
Number of Traders in Each Category Total Traders: 96
6 5 7 9 19 . 21 23 7 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 22,569
Positions
973 0 9,306 10,442 1,999 0 597 8,854 370 0 0 0 881 2,040
Changes from: December 3, 2019 Total Change is: 8,113
20 -144 9,280 -1,416 -954 -49 -178 -424 320 0 0 0 136 84
Percent of Open Interest Represented by Each Category of Trader
4.3 0.0 41.2 46.3 8.9 0.0 2.6 39.2 1.6 0.0 0.0 0.0 3.9 9.0
Number of Traders in Each Category Total Traders: 21
. 0 . . . 0 . 12 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 54,371
Positions
11,798 25,871 3,894 17,488 1,619 2,523 8,919 9,930 609 893 1,577 0 8,248 8,349
Changes from: December 3, 2019 Total Change is: 2,986
-210 -1,008 1,751 2,444 -780 -52 155 4,546 -948 68 -303 0 -221 -221
Percent of Open Interest Represented by Each Category of Trader
21.7 47.6 7.2 32.2 3.0 4.6 16.4 18.3 1.1 1.6 2.9 0.0 15.2 15.4
Number of Traders in Each Category Total Traders: 109
10 20 8 21 . 6 28 16 10 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 108,742
Positions
23,595 51,742 7,788 34,976 3,237 5,046 17,839 19,860 1,217 1,785 3,153 0 16,496 16,698
Changes from: December 3, 2019 Total Change is: 5,971
-420 -2,016 3,502 4,887 -1,559 -103 309 9,091 -1,897 136 -606 0 -443 -441
Percent of Open Interest Represented by Each Category of Trader
21.7 47.6 7.2 32.2 3.0 4.6 16.4 18.3 1.1 1.6 2.9 0.0 15.2 15.4
Number of Traders in Each Category Total Traders: 109
10 20 8 21 . 6 28 16 10 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 27,818
Positions
3,919 19,335 0 21,432 840 269 250 5,707 0 0 448 0 1,948 1,219
Changes from: December 3, 2019 Total Change is: -411
633 -355 0 -608 0 0 0 309 0 0 0 0 -436 -365
Percent of Open Interest Represented by Each Category of Trader
14.1 69.5 0.0 77.0 3.0 1.0 0.9 20.5 0.0 0.0 1.6 0.0 7.0 4.4
Number of Traders in Each Category Total Traders: 29
4 7 0 13 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 846,047
Positions
56,385 147,277 102,882 287,510 108,417 63,159 41,772 93,003 177,370 18,315 59,925 6,980 91,674 87,034
Changes from: December 3, 2019 Total Change is: 27,077
-3,660 -434 19,028 559 -7,924 2,571 709 2,833 7,370 -1,595 962 -588 2,682 3,259
Percent of Open Interest Represented by Each Category of Trader
6.7 17.4 12.2 34.0 12.8 7.5 4.9 11.0 21.0 2.2 7.1 0.8 10.8 10.3
Number of Traders in Each Category Total Traders: 637
34 34 56 171 98 139 82 100 105 52 65 68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 73,879
Positions
12,029 8,823 2,092 2,016 1,368 6,947 4,308 6,909 22,885 62 30 455 23,084 24,369
Changes from: December 3, 2019 Total Change is: 10,628
903 -1,057 659 0 -118 2,820 1,787 3,033 2,106 -8 -5 -98 2,459 3,288
Percent of Open Interest Represented by Each Category of Trader
16.3 11.9 2.8 2.7 1.9 9.4 5.8 9.4 31.0 0.1 0.0 0.6 31.2 33.0
Number of Traders in Each Category Total Traders: 47
5 7 8 . . . 10 13 19 5 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 12,268
Positions
6,229 8,241 1,521 948 1,118 249 781 0 0 0 0 0 2,540 1,139
Changes from: December 3, 2019 Total Change is: 1,407
-141 516 1,021 0 339 0 463 -422 0 0 0 0 64 -47
Percent of Open Interest Represented by Each Category of Trader
50.8 67.2 12.4 7.7 9.1 2.0 6.4 0.0 0.0 0.0 0.0 0.0 20.7 9.3
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 3,860,841
Positions
290,191 760,681 435,538 1,429,832 537,608 278,697 221,760 464,908 737,981 91,266 299,475 32,625 342,949 313,329
Changes from: December 3, 2019 Total Change is: 82,245
-18,078 7,845 87,113 2,796 -39,032 -1,244 12,858 17,251 8,068 -7,947 4,825 -2,438 1,117 -144
Percent of Open Interest Represented by Each Category of Trader
7.5 19.7 11.3 37.0 13.9 7.2 5.7 12.0 19.1 2.4 7.8 0.8 8.9 8.1
Number of Traders in Each Category Total Traders: 624
35 33 56 172 96 138 81 96 99 48 62 64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,372
Positions
11,644 15,167 1,059 7,404 1,998 982 462 2,536 5,583 0 357 0 3,238 2,690
Changes from: December 3, 2019 Total Change is: 3,056
0 863 892 -446 -642 0 0 -52 2,350 0 0 0 260 -355
Percent of Open Interest Represented by Each Category of Trader
38.3 49.9 3.5 24.4 6.6 3.2 1.5 8.3 18.4 0.0 1.2 0.0 10.7 8.9
Number of Traders in Each Category Total Traders: 22
. 9 . 5 . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 11,174
Positions
4,561 8,687 0 4,290 1,773 0 413 0 0 0 0 0 1,910 714
Changes from: December 3, 2019 Total Change is: -663
75 -334 0 -543 0 0 -737 0 0 0 0 0 542 -329
Percent of Open Interest Represented by Each Category of Trader
40.8 77.7 0.0 38.4 15.9 0.0 3.7 0.0 0.0 0.0 0.0 0.0 17.1 6.4
Number of Traders in Each Category Total Traders: 21
. 10 0 5 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 11,253
Positions
5,004 6,746 403 3,639 1,279 109 446 2,146 0 0 0 0 1,652 570
Changes from: December 3, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
44.5 59.9 3.6 32.3 11.4 1.0 4.0 19.1 0.0 0.0 0.0 0.0 14.7 5.1
Number of Traders in Each Category Total Traders: 22
5 6 . 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 16,522
Positions
5,990 7,636 2,832 3,771 715 1,245 547 1,944 12 0 0 0 2,125 2,138
Changes from: December 3, 2019 Total Change is: 2,064
1,445 6 1,500 5 -12 12 -575 617 12 0 0 0 -335 -71
Percent of Open Interest Represented by Each Category of Trader
36.3 46.2 17.1 22.8 4.3 7.5 3.3 11.8 0.1 0.0 0.0 0.0 12.9 12.9
Number of Traders in Each Category Total Traders: 22
4 5 . 5 . . . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 77,074
Positions
5,136 23,702 666 51,686 35,022 2,624 4,365 3,318 423 0 7,849 0 12,174 3,470
Changes from: December 3, 2019 Total Change is: 2,980
-695 1,699 376 2,610 -770 -97 169 1,276 -130 0 37 0 747 589
Percent of Open Interest Represented by Each Category of Trader
6.7 30.8 0.9 67.1 45.4 3.4 5.7 4.3 0.5 0.0 10.2 0.0 15.8 4.5
Number of Traders in Each Category Total Traders: 88
4 11 . 34 21 12 11 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 46,100
Positions
9,121 6,947 1,295 14,237 7,606 1,746 7,588 12,491 3,848 974 2,711 14 7,277 9,442
Changes from: December 3, 2019 Total Change is: 330
959 -640 87 -1,973 -210 830 574 471 -369 107 -89 -18 133 267
Percent of Open Interest Represented by Each Category of Trader
19.8 15.1 2.8 30.9 16.5 3.8 16.5 27.1 8.3 2.1 5.9 0.0 15.8 20.5
Number of Traders in Each Category Total Traders: 261
21 24 12 58 32 29 44 50 20 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 230,501
Positions
45,604 34,733 6,476 71,185 38,029 8,728 37,939 62,454 19,242 4,870 13,556 71 36,385 47,212
Changes from: December 3, 2019 Total Change is: 1,650
4,795 -3,199 434 -9,867 -1,049 4,148 2,868 2,356 -1,844 537 -444 -88 666 1,336
Percent of Open Interest Represented by Each Category of Trader
19.8 15.1 2.8 30.9 16.5 3.8 16.5 27.1 8.3 2.1 5.9 0.0 15.8 20.5
Number of Traders in Each Category Total Traders: 261
21 24 12 58 32 29 44 50 20 13 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 509,470
Positions
61,296 136,032 23,604 266,797 171,604 40,735 68,190 68,311 14,113 8,939 31,593 810 24,986 22,669
Changes from: December 3, 2019 Total Change is: 23,443
-1,715 19,093 9,512 8,474 -16,920 3,847 2,610 9,670 -1,223 867 -814 254 817 23
Percent of Open Interest Represented by Each Category of Trader
12.0 26.7 4.6 52.4 33.7 8.0 13.4 13.4 2.8 1.8 6.2 0.2 4.9 4.4
Number of Traders in Each Category Total Traders: 315
18 28 13 87 53 41 51 49 31 15 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 46,177
Positions
4,269 7,603 2,250 13,992 413 19 14,288 27,598 1,590 688 1,354 993 8,088 4,357
Changes from: December 3, 2019 Total Change is: 6,555
-114 939 2,250 -144 0 -2 2,713 1,425 1,555 -809 799 783 323 -1,194
Percent of Open Interest Represented by Each Category of Trader
9.2 16.5 4.9 30.3 0.9 0.0 30.9 59.8 3.4 1.5 2.9 2.2 17.5 9.4
Number of Traders in Each Category Total Traders: 44
4 . . 14 . . 10 6 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 98,981
Positions
10,898 25,159 3,725 18,532 11,538 840 39,708 23,064 3,367 1,472 1,437 181 20,258 29,670
Changes from: December 3, 2019 Total Change is: 22,776
1,622 211 3,339 766 -1,127 125 2,094 1,828 1,983 868 -328 -261 12,240 17,006
Percent of Open Interest Represented by Each Category of Trader
11.0 25.4 3.8 18.7 11.7 0.8 40.1 23.3 3.4 1.5 1.5 0.2 20.5 30.0
Number of Traders in Each Category Total Traders: 81
10 12 12 13 8 8 17 16 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 384,964
Positions
43,935 238,649 8,108 277,743 81,562 25,247 17,322 12,764 1,016 1,097 9,572 265 10,231 7,781
Changes from: December 3, 2019 Total Change is: -1,505
1,199 -4,817 774 -2,194 -1,116 -1,272 -1,088 2,417 496 2 -272 265 313 2,020
Percent of Open Interest Represented by Each Category of Trader
11.4 62.0 2.1 72.1 21.2 6.6 4.5 3.3 0.3 0.3 2.5 0.1 2.7 2.0
Number of Traders in Each Category Total Traders: 179
14 14 6 70 40 34 22 12 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 1,437,391
Positions
72,331 935,273 25,795 1,014,044 277,179 112,613 124,841 47,074 5,047 47,485 14,244 3,924 31,311 16,242
Changes from: December 3, 2019 Total Change is: -7,568
-1,752 -12,040 7,429 -2,526 5,232 -6,246 -1,470 -5,212 425 1,387 -107 166 -4,981 2,785
Percent of Open Interest Represented by Each Category of Trader
5.0 65.1 1.8 70.5 19.3 7.8 8.7 3.3 0.4 3.3 1.0 0.3 2.2 1.1
Number of Traders in Each Category Total Traders: 434
31 18 15 170 72 86 70 23 17 40 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 128,356
Positions
46,770 89,982 37,391 19,751 0 756 21,458 0 166 2,034 0 0 30 61
Changes from: December 3, 2019 Total Change is: -1,394
207 434 -1,813 -101 0 0 328 0 -15 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
36.4 70.1 29.1 15.4 0.0 0.6 16.7 0.0 0.1 1.6 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 45
6 16 15 8 0 . 11 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 1,174,606
Positions
3,995 125,998 42,071 463,785 280,843 208,638 54,910 221,590 118,268 90,743 24,508 10,721 181,475 141,970
Changes from: December 3, 2019 Total Change is: 4,355
-1,248 -3,477 9,191 -2,489 -4,402 -612 -8,039 2,553 6,787 791 -1,143 1,614 -1,640 -6,156
Percent of Open Interest Represented by Each Category of Trader
0.3 10.7 3.6 39.5 23.9 17.8 4.7 18.9 10.1 7.7 2.1 0.9 15.4 12.1
Number of Traders in Each Category Total Traders: 184
6 18 19 62 26 52 24 28 35 14 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 1,211,695
Positions
43,070 142,093 3 708,929 80,768 190,657 52,308 698,291 14,496 46,341 4,290 0 155,891 81,097
Changes from: December 3, 2019 Total Change is: -3,061
-1,075 5,777 -1,591 9,390 -1,339 5,087 -8,701 6,004 -5,056 2,551 0 0 -3,667 -11,943
Percent of Open Interest Represented by Each Category of Trader
3.6 11.7 0.0 58.5 6.7 15.7 4.3 57.6 1.2 3.8 0.4 0.0 12.9 6.7
Number of Traders in Each Category Total Traders: 144
7 12 . 68 15 55 11 25 13 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 3,583,719
Positions
90,416 217,481 15,110 1,656,694 860,687 291,316 850,989 1,823,113 118,315 365,901 144,631 4,651 190,327 108,416
Changes from: December 3, 2019 Total Change is: -3,021
-20,638 19,166 -3,683 30,498 11,393 -32,396 32,437 -7,730 4,349 -13,865 6,067 -3,511 3,787 3,323
Percent of Open Interest Represented by Each Category of Trader
2.5 6.1 0.4 46.2 24.0 8.1 23.7 50.9 3.3 10.2 4.0 0.1 5.3 3.0
Number of Traders in Each Category Total Traders: 359
21 31 13 120 32 66 64 49 46 29 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 4,453,063
Positions
173,766 258,785 217,600 1,668,247 754,996 845,375 376,223 1,238,419 470,115 241,988 170,360 77,779 381,970 419,635
Changes from: December 3, 2019 Total Change is: 43,069
9,763 23,540 -9,042 -26,701 41,745 -2,657 -12,290 -72,245 43,085 28,289 -6,612 34,992 -22,370 -9,736
Percent of Open Interest Represented by Each Category of Trader
3.9 5.8 4.9 37.5 17.0 19.0 8.4 27.8 10.6 5.4 3.8 1.7 8.6 9.4
Number of Traders in Each Category Total Traders: 414
30 33 44 106 74 112 50 73 81 29 19 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 911,533
Positions
78,263 56,436 4,484 278,967 300,898 156,322 216,556 170,110 16,404 55,381 33,666 0 105,156 173,213
Changes from: December 3, 2019 Total Change is: 16,104
-10,554 174 2,342 4,359 -2,480 2,008 13,457 6,661 4,251 4,392 1,160 0 -4,151 1,988
Percent of Open Interest Represented by Each Category of Trader
8.6 6.2 0.5 30.6 33.0 17.1 23.8 18.7 1.8 6.1 3.7 0.0 11.5 19.0
Number of Traders in Each Category Total Traders: 113
4 7 4 24 38 39 17 15 12 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 4,500,913
Positions
100,916 391,127 109,485 2,069,331 866,004 828,157 454,282 1,487,942 276,794 328,607 197,962 17,933 315,408 325,508
Changes from: December 3, 2019 Total Change is: -86,478
18,394 -29,993 5,011 -18,599 20,863 -26,516 -84,546 -47,509 4,029 17,794 -12,232 7,322 -9,366 -7,453
Percent of Open Interest Represented by Each Category of Trader
2.2 8.7 2.4 46.0 19.2 18.4 10.1 33.1 6.1 7.3 4.4 0.4 7.0 7.2
Number of Traders in Each Category Total Traders: 323
17 30 25 88 52 82 40 59 55 22 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 1,850,776
Positions
414,977 490,271 446,719 13,728 20,628 21,462 496,233 431,662 378,807 27,804 15,090 7,598 43,448 38,539
Changes from: December 3, 2019 Total Change is: 8,449
13,307 62,020 56 6,391 -18,063 2,016 8,980 -19,743 -24,482 1,100 -310 84 996 6,871
Percent of Open Interest Represented by Each Category of Trader
22.4 26.5 24.1 0.7 1.1 1.2 26.8 23.3 20.5 1.5 0.8 0.4 2.3 2.1
Number of Traders in Each Category Total Traders: 151
36 20 46 8 4 7 39 29 45 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 is23,803,953
Positions
2,925,225 1,915,234 4,960,438 434,911 2,387,492 1,538,600 1,433,477 224,347 11,605,396 98,887 142,609 111,597 695,421 918,240
Changes from: December 3, 2019 Total Change is: -370,260
58,734 40,874 -13,740 -58,687 69,378 -69,719 113,464 -85,231 -306,005 -11,660 -1,690 2,513 -85,160 -6,640
Percent of Open Interest Represented by Each Category of Trader
12.3 8.0 20.8 1.8 10.0 6.5 6.0 0.9 48.8 0.4 0.6 0.5 2.9 3.9
Number of Traders in Each Category Total Traders: 275
40 39 72 14 23 27 72 43 103 26 14 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 175,468
Positions
5,907 92,284 24,346 16,997 2,600 9,964 83,556 12,496 32,744 0 257 703 1,251 74
Changes from: December 3, 2019 Total Change is: -4,617
-691 -134 0 -1,605 -700 0 -193 -1,543 -2,000 0 -104 -178 50 42
Percent of Open Interest Represented by Each Category of Trader
3.4 52.6 13.9 9.7 1.5 5.7 47.6 7.1 18.7 0.0 0.1 0.4 0.7 0.0
Number of Traders in Each Category Total Traders: 57
. 15 5 4 . . 13 20 22 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 343,069
Positions
33,644 70,200 33,692 17,459 32,433 12,434 212,577 151,659 30,772 966 7,500 1,335 190 3,044
Changes from: December 3, 2019 Total Change is: 15,642
-1,047 10,172 -428 421 9,319 -1,751 25,761 3,546 -5,380 -2,302 -121 410 -42 -125
Percent of Open Interest Represented by Each Category of Trader
9.8 20.5 9.8 5.1 9.5 3.6 62.0 44.2 9.0 0.3 2.2 0.4 0.1 0.9
Number of Traders in Each Category Total Traders: 104
5 26 13 . 9 . 23 31 30 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 100,438
Positions
0 47,322 0 1,164 3,299 170 42,068 8,331 36,416 20,584 1,840 0 36 3,060
Changes from: December 3, 2019 Total Change is: 1,989
0 -340 0 -81 -53 -7 -925 -192 2,937 110 3 0 -45 -359
Percent of Open Interest Represented by Each Category of Trader
0.0 47.1 0.0 1.2 3.3 0.2 41.9 8.3 36.3 20.5 1.8 0.0 0.0 3.0
Number of Traders in Each Category Total Traders: 32
0 5 0 . 9 . 4 5 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 62,298
Positions
996 26,145 0 808 516 115 28,387 1,996 31,986 0 0 0 6 1,540
Changes from: December 3, 2019 Total Change is: 3,530
24 1,104 0 -11 20 0 887 -90 2,625 0 0 0 5 -129
Percent of Open Interest Represented by Each Category of Trader
1.6 42.0 0.0 1.3 0.8 0.2 45.6 3.2 51.3 0.0 0.0 0.0 0.0 2.5
Number of Traders in Each Category Total Traders: 24
. . 0 . 7 . 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 53,246
Positions
11,499 135 17,652 0 160 0 5,095 15,815 15,154 3,600 3,967 246 0 117
Changes from: December 3, 2019 Total Change is: 2,725
0 135 0 0 0 0 -1,466 -1,710 4,203 0 0 0 -12 97
Percent of Open Interest Represented by Each Category of Trader
21.6 0.3 33.2 0.0 0.3 0.0 9.6 29.7 28.5 6.8 7.5 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 3,232
Positions
131 0 0 56 285 1 1,069 1,766 109 310 396 12 1,544 663
Changes from: December 3, 2019 Total Change is: 249
0 0 0 -37 29 -10 175 509 92 3 -242 -32 58 -97
Percent of Open Interest Represented by Each Category of Trader
4.1 0.0 0.0 1.7 8.8 0.0 33.1 54.6 3.4 9.6 12.3 0.4 47.8 20.5
Number of Traders in Each Category Total Traders: 43
. 0 0 . 4 . 11 14 . 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 47,133
Positions
828 32,175 0 11,187 2,882 748 25,456 5,212 2,502 1,770 557 109 4,533 2,948
Changes from: December 3, 2019 Total Change is: 2,123
-60 -41 0 -3,067 205 -81 3,866 955 135 -131 10 -126 1,587 1,065
Percent of Open Interest Represented by Each Category of Trader
1.8 68.3 0.0 23.7 6.1 1.6 54.0 11.1 5.3 3.8 1.2 0.2 9.6 6.3
Number of Traders in Each Category Total Traders: 84
. . 0 13 7 5 28 12 8 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 465,375
Positions
109,057 26,346 20,291 125,326 100,091 17,334 43,247 146,895 102,892 11,656 3,906 14,995 20,577 32,625
Changes from: December 3, 2019 Total Change is: -18,399
-14,847 -75 -667 -7,221 -19,858 -1,002 -916 -9,746 13,251 -3,717 425 1,884 -5,164 -2,611
Percent of Open Interest Represented by Each Category of Trader
23.4 5.7 4.4 26.9 21.5 3.7 9.3 31.6 22.1 2.5 0.8 3.2 4.4 7.0
Number of Traders in Each Category Total Traders: 207
12 13 14 21 39 24 28 61 53 12 10 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 10, 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 20,294
Positions
5,022 623 474 5,840 2,183 1,087 4,753 13,613 2,196 657 60 0 265 58
Changes from: December 3, 2019 Total Change is: 2,535
886 -55 -340 33 -879 0 -210 1,646 2,096 92 28 0 -22 39
Percent of Open Interest Represented by Each Category of Trader
24.7 3.1 2.3 28.8 10.8 5.4 23.4 67.1 10.8 3.2 0.3 0.0 1.3 0.3
Number of Traders in Each Category Total Traders: 41
4 . . 8 5 . 4 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 13, 2019