Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 171,046
Positions
5,035 71,537 3,871 54,816 16,494 6,413 33,711 42,302 10,309 16,843 1,869 233 39,815 18,018
Changes from: December 17, 2019 Total Change is: -33,806
-1,686 57 -25,790 11,100 -5,431 413 -3,325 10,012 -8,680 426 162 213 -6,477 -4,762
Percent of Open Interest Represented by Each Category of Trader
2.9 41.8 2.3 32.0 9.6 3.7 19.7 24.7 6.0 9.8 1.1 0.1 23.3 10.5
Number of Traders in Each Category Total Traders: 110
4 10 5 25 11 14 23 23 13 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 61,839
Positions
26,603 3,650 0 2,403 22,120 558 20,423 12,298 680 747 1,821 0 10,425 20,712
Changes from: December 17, 2019 Total Change is: -1,085
-1,579 1,317 0 1,065 -4,608 -99 585 2,510 -2 -33 336 0 -1,022 -539
Percent of Open Interest Represented by Each Category of Trader
43.0 5.9 0.0 3.9 35.8 0.9 33.0 19.9 1.1 1.2 2.9 0.0 16.9 33.5
Number of Traders in Each Category Total Traders: 58
. 4 0 4 16 . 13 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 227,988
Positions
4,352 47,228 10,307 73,577 65,196 6,817 60,004 47,726 18,403 18,176 8,019 205 36,148 24,086
Changes from: December 17, 2019 Total Change is: 1,168
-3,185 10,028 -2,489 -1,171 -3,540 -1,200 8,735 4,013 -1,333 799 -524 -42 1,055 -3,744
Percent of Open Interest Represented by Each Category of Trader
1.9 20.7 4.5 32.3 28.6 3.0 26.3 20.9 8.1 8.0 3.5 0.1 15.9 10.6
Number of Traders in Each Category Total Traders: 130
. 10 6 25 24 18 28 28 17 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 192,224
Positions
51,917 18,668 5,272 42,972 54,746 14,253 29,257 39,973 14,606 2,457 9,156 531 30,958 35,018
Changes from: December 17, 2019 Total Change is: -6,683
-3,758 5,108 911 -1,656 -3,553 218 -2,007 -6,823 -1,669 -33 -438 283 1,028 -719
Percent of Open Interest Represented by Each Category of Trader
27.0 9.7 2.7 22.4 28.5 7.4 15.2 20.8 7.6 1.3 4.8 0.3 16.1 18.2
Number of Traders in Each Category Total Traders: 126
6 9 7 17 28 15 24 32 19 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 582,686
Positions
27,388 134,042 7,627 338,667 153,890 30,840 36,759 159,947 27,644 23,142 10,332 1,417 89,202 56,946
Changes from: December 17, 2019 Total Change is: -9,022
-3,209 -3,022 -481 -4,748 -7,269 827 -585 10,995 -6,478 -1,122 256 27 6,746 -3,878
Percent of Open Interest Represented by Each Category of Trader
4.7 23.0 1.3 58.1 26.4 5.3 6.3 27.4 4.7 4.0 1.8 0.2 15.3 9.8
Number of Traders in Each Category Total Traders: 285
13 13 13 90 44 50 31 50 25 27 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 23,580
Positions
0 3,548 100 8,545 6,272 2,959 845 3,999 0 0 0 0 11,131 6,702
Changes from: December 17, 2019 Total Change is: -224
0 -22 0 82 -479 -70 -510 281 0 0 0 0 274 66
Percent of Open Interest Represented by Each Category of Trader
0.0 15.0 0.4 36.2 26.6 12.5 3.6 17.0 0.0 0.0 0.0 0.0 47.2 28.4
Number of Traders in Each Category Total Traders: 24
0 . . 11 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 173,619
Positions
64,557 7,186 3,424 23,596 54,758 3,163 31,347 52,172 13,587 8,451 10,260 205 25,289 28,864
Changes from: December 17, 2019 Total Change is: 4,531
-2,276 697 444 5,323 -6,053 -398 3,810 11,345 72 -472 -526 87 -2,057 -1,136
Percent of Open Interest Represented by Each Category of Trader
37.2 4.1 2.0 13.6 31.5 1.8 18.1 30.0 7.8 4.9 5.9 0.1 14.6 16.6
Number of Traders in Each Category Total Traders: 99
5 5 5 11 23 11 18 28 13 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 55,278
Positions
0 45,156 41 43,278 0 31 7,897 8,992 0 1,814 156 0 2,217 902
Changes from: December 17, 2019 Total Change is: -1,039
0 -682 -1 -1,036 0 0 94 -424 0 60 0 0 -156 68
Percent of Open Interest Represented by Each Category of Trader
0.0 81.7 0.1 78.3 0.0 0.1 14.3 16.3 0.0 3.3 0.3 0.0 4.0 1.6
Number of Traders in Each Category Total Traders: 47
0 6 . 13 0 . 16 6 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 275,319
Positions
668 183,800 862 142,834 5,960 888 105,960 63,659 1,708 16,219 15,293 0 6,180 3,149
Changes from: December 17, 2019 Total Change is: -13,828
-264 2,119 -1 -11,906 -832 -333 -3,401 -15,667 34 2,632 306 0 -589 546
Percent of Open Interest Represented by Each Category of Trader
0.2 66.8 0.3 51.9 2.2 0.3 38.5 23.1 0.6 5.9 5.6 0.0 2.2 1.1
Number of Traders in Each Category Total Traders: 181
4 8 . 32 9 4 65 31 11 14 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 53,904
Positions
39,136 784 1,502 3,149 25,501 3 3,671 21,983 1,675 2,007 850 0 2,761 1,606
Changes from: December 17, 2019 Total Change is: -424
106 42 29 -775 -12,396 -213 -1,010 11,019 1,110 220 -175 0 109 160
Percent of Open Interest Represented by Each Category of Trader
72.6 1.5 2.8 5.8 47.3 0.0 6.8 40.8 3.1 3.7 1.6 0.0 5.1 3.0
Number of Traders in Each Category Total Traders: 53
4 . . 6 8 . 9 17 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 47,334
Positions
17,475 2,080 80 8,659 15,258 376 15,414 20,297 562 1,461 2,875 48 3,258 5,756
Changes from: December 17, 2019 Total Change is: 2,389
-163 1,574 10 -180 -2,567 -43 3,773 4,108 -725 -145 113 -120 -19 38
Percent of Open Interest Represented by Each Category of Trader
36.9 4.4 0.2 18.3 32.2 0.8 32.6 42.9 1.2 3.1 6.1 0.1 6.9 12.2
Number of Traders in Each Category Total Traders: 95
7 . . 11 14 4 28 17 4 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 18,206
Positions
832 8,184 18 12,849 2,621 0 3,162 5,638 43 0 326 0 1,302 1,376
Changes from: December 17, 2019 Total Change is: 401
832 23 16 1,046 -320 0 -1,525 645 15 0 106 0 17 -84
Percent of Open Interest Represented by Each Category of Trader
4.6 45.0 0.1 70.6 14.4 0.0 17.4 31.0 0.2 0.0 1.8 0.0 7.2 7.6
Number of Traders in Each Category Total Traders: 33
. . . 7 4 0 7 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 51,701
Positions
13,302 25,379 682 17,979 4,308 834 9,561 9,321 247 626 1,266 370 8,102 9,295
Changes from: December 17, 2019 Total Change is: -9,604
1,113 1,182 -8,677 -898 681 97 946 -1,592 -1,471 -261 73 288 -741 -184
Percent of Open Interest Represented by Each Category of Trader
25.7 49.1 1.3 34.8 8.3 1.6 18.5 18.0 0.5 1.2 2.4 0.7 15.7 18.0
Number of Traders in Each Category Total Traders: 95
9 19 . 17 . 4 25 14 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 103,402
Positions
26,603 50,757 1,363 35,958 8,616 1,668 19,122 18,642 494 1,251 2,532 740 16,204 18,591
Changes from: December 17, 2019 Total Change is: -19,207
2,225 2,363 -17,354 -1,795 1,362 193 1,892 -3,184 -2,941 -522 145 576 -1,481 -368
Percent of Open Interest Represented by Each Category of Trader
25.7 49.1 1.3 34.8 8.3 1.6 18.5 18.0 0.5 1.2 2.4 0.7 15.7 18.0
Number of Traders in Each Category Total Traders: 95
9 19 . 17 . 4 25 14 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 34,005
Positions
200 27,653 0 31,288 720 145 350 4,663 0 0 464 0 2,022 360
Changes from: December 17, 2019 Total Change is: -13,331
-1,887 3,707 -14,085 2,125 60 -98 100 -1,897 0 0 16 0 514 -1,034
Percent of Open Interest Represented by Each Category of Trader
0.6 81.3 0.0 92.0 2.1 0.4 1.0 13.7 0.0 0.0 1.4 0.0 5.9 1.1
Number of Traders in Each Category Total Traders: 23
. 6 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 752,081
Positions
51,065 184,366 29,494 310,780 98,064 55,473 49,051 93,257 151,464 17,415 60,612 4,862 82,478 74,490
Changes from: December 17, 2019 Total Change is: -175,945
-2,007 21,551 -72,825 29,796 -8,227 -31,973 -12,819 -5,513 -57,576 5,641 1,121 -2,827 -31,353 -19,676
Percent of Open Interest Represented by Each Category of Trader
6.8 24.5 3.9 41.3 13.0 7.4 6.5 12.4 20.1 2.3 8.1 0.6 11.0 9.9
Number of Traders in Each Category Total Traders: 607
29 37 38 174 83 124 75 101 90 49 59 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 58,494
Positions
769 6,657 2,937 1,017 23 6,698 1,941 2,114 24,200 33 49 358 20,541 15,458
Changes from: December 17, 2019 Total Change is: -33,219
-10,653 -4,521 -4,022 -1,000 -331 -2,787 -4,310 -4,393 -8,145 -6 1 -35 -2,261 -8,986
Percent of Open Interest Represented by Each Category of Trader
1.3 11.4 5.0 1.7 0.0 11.5 3.3 3.6 41.4 0.1 0.1 0.6 35.1 26.4
Number of Traders in Each Category Total Traders: 39
. 6 6 . . . 11 10 19 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 3,467,937
Positions
255,325 892,387 128,940 1,548,813 490,207 243,875 250,553 470,719 621,316 86,908 302,815 22,520 309,688 295,158
Changes from: December 17, 2019 Total Change is: -713,629
-2,851 84,284 -297,940 153,978 -39,479 -145,928 -64,949 -28,005 -224,753 28,234 5,602 -13,961 -145,460 -53,450
Percent of Open Interest Represented by Each Category of Trader
7.4 25.7 3.7 44.7 14.1 7.0 7.2 13.6 17.9 2.5 8.7 0.6 8.9 8.5
Number of Traders in Each Category Total Traders: 592
29 36 36 174 82 123 74 96 84 44 57 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 28,610
Positions
16,459 10,158 0 7,404 0 982 698 11,745 0 0 357 0 3,067 5,368
Changes from: December 17, 2019 Total Change is: -12,787
3,015 -6,780 -4,382 12 0 0 236 6,963 -8,270 0 0 0 -3,398 -318
Percent of Open Interest Represented by Each Category of Trader
57.5 35.5 0.0 25.9 0.0 3.4 2.4 41.1 0.0 0.0 1.2 0.0 10.7 18.8
Number of Traders in Each Category Total Traders: 23
5 7 0 5 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 11,221
Positions
3,939 6,532 0 3,705 954 1,002 547 1,702 0 0 0 0 2,028 1,031
Changes from: December 17, 2019 Total Change is: -8,517
-1,627 -1,167 -6,033 -113 146 -146 0 270 -367 0 0 0 -231 -1,220
Percent of Open Interest Represented by Each Category of Trader
35.1 58.2 0.0 33.0 8.5 8.9 4.9 15.2 0.0 0.0 0.0 0.0 18.1 9.2
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 78,647
Positions
5,405 29,144 138 54,754 34,188 3,066 3,849 1,209 241 0 7,812 0 11,194 2,849
Changes from: December 17, 2019 Total Change is: -10,897
466 2,009 -9,465 -1,293 303 464 144 -3,170 -396 0 0 0 -817 -642
Percent of Open Interest Represented by Each Category of Trader
6.9 37.1 0.2 69.6 43.5 3.9 4.9 1.5 0.3 0.0 9.9 0.0 14.2 3.6
Number of Traders in Each Category Total Traders: 87
4 11 . 36 21 14 10 . 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 45,147
Positions
4,406 9,996 433 16,747 8,397 1,682 10,543 11,134 3,353 983 2,251 55 6,946 7,847
Changes from: December 17, 2019 Total Change is: -14,362
-4,189 2,485 -6,499 3,622 -57 -3,742 -842 -2,999 -1,889 -170 156 -40 -614 -1,778
Percent of Open Interest Represented by Each Category of Trader
9.8 22.1 1.0 37.1 18.6 3.7 23.4 24.7 7.4 2.2 5.0 0.1 15.4 17.4
Number of Traders in Each Category Total Traders: 245
17 24 6 57 30 30 43 44 21 14 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 225,736
Positions
22,028 49,979 2,167 83,735 41,985 8,411 52,713 55,670 16,763 4,916 11,254 273 34,729 39,233
Changes from: December 17, 2019 Total Change is: -71,812
-20,945 12,426 -32,493 18,111 -284 -18,712 -4,211 -14,996 -9,443 -851 779 -199 -3,069 -8,890
Percent of Open Interest Represented by Each Category of Trader
9.8 22.1 1.0 37.1 18.6 3.7 23.4 24.7 7.4 2.2 5.0 0.1 15.4 17.4
Number of Traders in Each Category Total Traders: 245
17 24 6 57 30 30 43 44 21 14 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 482,703
Positions
53,773 146,601 6,907 264,882 163,321 37,444 72,688 71,094 12,081 10,519 29,209 177 24,232 15,869
Changes from: December 17, 2019 Total Change is: -68,273
-8,609 -1,304 -35,184 -15,712 7,733 -3,850 2,487 -6,965 -7,610 1,228 -2,553 -169 -855 -18,371
Percent of Open Interest Represented by Each Category of Trader
11.1 30.4 1.4 54.9 33.8 7.8 15.1 14.7 2.5 2.2 6.1 0.0 5.0 3.3
Number of Traders in Each Category Total Traders: 311
16 25 7 90 47 36 53 48 31 17 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 22,457
Positions
859 6,989 0 13,589 363 16 2,204 10,113 33 0 1,151 0 5,756 3,792
Changes from: December 17, 2019 Total Change is: -330
0 0 0 78 0 0 135 -536 -2 0 25 0 -541 183
Percent of Open Interest Represented by Each Category of Trader
3.8 31.1 0.0 60.5 1.6 0.1 9.8 45.0 0.1 0.0 5.1 0.0 25.6 16.9
Number of Traders in Each Category Total Traders: 33
. . 0 14 . . 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 59,413
Positions
7,047 3,253 690 20,438 4,566 279 20,101 6,334 889 1,260 873 0 8,709 42,529
Changes from: December 17, 2019 Total Change is: 1,546
966 -1,172 -11 -1,201 -417 -62 763 113 400 30 -832 0 661 3,527
Percent of Open Interest Represented by Each Category of Trader
11.9 5.5 1.2 34.4 7.7 0.5 33.8 10.7 1.5 2.1 1.5 0.0 14.7 71.6
Number of Traders in Each Category Total Traders: 59
7 5 . 15 4 4 17 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 383,301
Positions
46,593 247,488 4,043 284,205 70,772 22,525 14,870 22,873 642 1,726 9,427 0 8,697 5,531
Changes from: December 17, 2019 Total Change is: -59,660
2,715 9,282 -62,369 8,947 -3,015 -1,527 -1,359 4,638 -3,106 8 -57 0 -2,969 -3,506
Percent of Open Interest Represented by Each Category of Trader
12.2 64.6 1.1 74.1 18.5 5.9 3.9 6.0 0.2 0.5 2.5 0.0 2.3 1.4
Number of Traders in Each Category Total Traders: 184
14 13 5 74 37 33 21 18 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,455,018
Positions
81,674 997,474 6,283 1,051,861 246,415 96,488 124,794 72,499 5,124 54,088 16,954 3,034 31,672 10,747
Changes from: December 17, 2019 Total Change is: -201,974
17,812 39,401 -140,113 6,475 -15,482 -17,469 -4,541 -20,989 -4,012 -4,075 1,278 -839 -55,212 -43,749
Percent of Open Interest Represented by Each Category of Trader
5.6 68.6 0.4 72.3 16.9 6.6 8.6 5.0 0.4 3.7 1.2 0.2 2.2 0.7
Number of Traders in Each Category Total Traders: 442
28 19 8 185 62 79 66 30 16 45 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 79,546
Positions
12,409 51,206 27,159 16,315 0 946 20,525 0 174 1,994 0 0 24 61
Changes from: December 17, 2019 Total Change is: -50,681
-34,388 -40,418 -10,226 -3,536 0 -40 -2,398 0 3 -90 0 0 -6 0
Percent of Open Interest Represented by Each Category of Trader
15.6 64.4 34.1 20.5 0.0 1.2 25.8 0.0 0.2 2.5 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 46
8 14 11 8 0 . 13 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,241,924
Positions
5,496 137,543 49,368 506,576 303,162 219,243 67,112 231,943 120,192 88,098 33,768 10,339 175,500 136,365
Changes from: December 17, 2019 Total Change is: 14,725
495 -3,983 4,089 1,134 4,749 11,154 -218 -12,647 5,371 -747 7,280 365 -6,920 -1,654
Percent of Open Interest Represented by Each Category of Trader
0.4 11.1 4.0 40.8 24.4 17.7 5.4 18.7 9.7 7.1 2.7 0.8 14.1 11.0
Number of Traders in Each Category Total Traders: 188
7 18 19 57 28 54 28 28 34 14 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,243,263
Positions
45,046 137,314 33 724,547 99,262 194,836 60,606 708,237 13,867 49,160 4,890 0 155,168 84,824
Changes from: December 17, 2019 Total Change is: 18,938
-1,258 -570 -483 15,746 6,970 1,641 4,388 9,518 -656 3,235 600 0 -3,675 1,918
Percent of Open Interest Represented by Each Category of Trader
3.6 11.0 0.0 58.3 8.0 15.7 4.9 57.0 1.1 4.0 0.4 0.0 12.5 6.8
Number of Traders in Each Category Total Traders: 142
8 11 . 68 14 52 11 23 14 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 3,691,601
Positions
102,497 260,618 8,598 1,736,327 872,369 303,131 934,556 1,892,283 96,621 329,837 144,227 3,363 176,671 110,393
Changes from: December 17, 2019 Total Change is: 21,405
20,730 19,689 -1,372 -5,587 18,604 11,595 29,224 -16,869 -13,513 -15,692 -370 -1,843 -2,138 5,484
Percent of Open Interest Represented by Each Category of Trader
2.8 7.1 0.2 47.0 23.6 8.2 25.3 51.3 2.6 8.9 3.9 0.1 4.8 3.0
Number of Traders in Each Category Total Traders: 366
22 31 12 122 35 69 71 42 45 29 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 4,500,633
Positions
174,545 280,717 251,374 1,610,416 835,531 844,418 356,835 1,132,211 477,313 292,723 187,641 93,969 399,041 397,459
Changes from: December 17, 2019 Total Change is: 145,782
-768 23,653 21,420 -80,307 25,814 48,831 17,415 -65,278 67,327 36,990 920 44,176 -9,301 -21,081
Percent of Open Interest Represented by Each Category of Trader
3.9 6.2 5.6 35.8 18.6 18.8 7.9 25.2 10.6 6.5 4.2 2.1 8.9 8.8
Number of Traders in Each Category Total Traders: 425
28 39 47 102 80 111 57 68 86 30 21 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 909,722
Positions
87,638 67,860 2,853 299,362 290,058 137,089 208,812 175,659 16,295 51,794 33,554 0 105,879 186,354
Changes from: December 17, 2019 Total Change is: -9,347
2,158 7,971 -241 2,910 -6,847 -11,001 -836 1,344 -6,216 -1,513 -200 0 5,392 5,843
Percent of Open Interest Represented by Each Category of Trader
9.6 7.5 0.3 32.9 31.9 15.1 23.0 19.3 1.8 5.7 3.7 0.0 11.6 20.5
Number of Traders in Each Category Total Traders: 114
5 8 4 24 39 40 17 14 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 4,551,958
Positions
56,867 463,887 97,692 2,177,653 805,051 828,904 521,788 1,548,416 260,277 299,555 219,151 11,625 297,596 316,954
Changes from: December 17, 2019 Total Change is: -25,258
-7,972 46,565 -641 9,485 -15,584 8,925 17,996 -31,202 -34,320 -10,065 3,922 -2,575 -6,091 -349
Percent of Open Interest Represented by Each Category of Trader
1.2 10.2 2.1 47.8 17.7 18.2 11.5 34.0 5.7 6.6 4.8 0.3 6.5 7.0
Number of Traders in Each Category Total Traders: 333
15 35 23 86 55 84 46 56 50 24 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 1,895,530
Positions
396,518 516,609 444,233 15,816 14,990 29,991 485,394 393,162 435,869 38,963 19,800 6,605 42,141 34,271
Changes from: December 17, 2019 Total Change is: 24,512
16,695 1,080 8,420 1,519 776 -4,314 3,461 21,521 -2,421 3,627 0 -371 -2,105 -179
Percent of Open Interest Represented by Each Category of Trader
20.9 27.3 23.4 0.8 0.8 1.6 25.6 20.7 23.0 2.1 1.0 0.3 2.2 1.8
Number of Traders in Each Category Total Traders: 149
34 22 44 8 4 7 40 26 47 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 is19,395,206
Positions
2,859,619 1,464,296 3,790,662 426,837 2,364,648 1,301,544 1,033,489 249,479 9,177,529 71,541 93,771 102,006 631,979 851,270
Changes from: December 17, 2019 Total Change is: 185,764
138,892 92,141 -41,024 5,529 -57,967 -5,421 -69,227 -24,368 210,069 -18,677 476 -5,537 -28,842 17,394
Percent of Open Interest Represented by Each Category of Trader
14.7 7.5 19.5 2.2 12.2 6.7 5.3 1.3 47.3 0.4 0.5 0.5 3.3 4.4
Number of Traders in Each Category Total Traders: 259
38 35 69 16 20 28 59 46 100 25 16 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 131,195
Positions
3,856 69,305 18,462 16,649 0 6,854 58,797 10,538 24,245 0 590 1,107 1,225 94
Changes from: December 17, 2019 Total Change is: -44,068
-2,263 -24,485 -6,034 -2,319 -2,600 -2,981 -24,707 -2,351 -6,110 0 166 331 15 -4
Percent of Open Interest Represented by Each Category of Trader
2.9 52.8 14.1 12.7 0.0 5.2 44.8 8.0 18.5 0.0 0.4 0.8 0.9 0.1
Number of Traders in Each Category Total Traders: 51
. 13 4 4 0 . 11 19 19 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 370,622
Positions
38,639 77,415 41,994 0 35,336 19,664 222,755 140,074 43,761 1,217 7,680 1,596 996 3,102
Changes from: December 17, 2019 Total Change is: 2,542
-3,453 5,327 4,810 -1,408 2,426 -4,622 -2,041 -10,310 7,894 1,217 -1,969 -789 934 -225
Percent of Open Interest Represented by Each Category of Trader
10.4 20.9 11.3 0.0 9.5 5.3 60.1 37.8 11.8 0.3 2.1 0.4 0.3 0.8
Number of Traders in Each Category Total Traders: 95
5 24 16 0 9 . 19 31 27 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 61,649
Positions
838 22,591 0 1,164 3,089 171 13,351 7,309 24,191 21,888 1,045 0 46 3,253
Changes from: December 17, 2019 Total Change is: -4,582
0 -69 0 0 285 18 988 188 -5,542 -60 0 0 14 538
Percent of Open Interest Represented by Each Category of Trader
1.4 36.6 0.0 1.9 5.0 0.3 21.7 11.9 39.2 35.5 1.7 0.0 0.1 5.3
Number of Traders in Each Category Total Traders: 28
. . 0 . 9 . . 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 14,220
Positions
167 4,011 0 808 545 115 8,014 2,618 5,116 0 0 0 0 1,815
Changes from: December 17, 2019 Total Change is: 1,180
41 72 0 0 3 0 -184 -468 1,323 0 0 0 0 250
Percent of Open Interest Represented by Each Category of Trader
1.2 28.2 0.0 5.7 3.8 0.8 56.4 18.4 36.0 0.0 0.0 0.0 0.0 12.8
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 47,212
Positions
11,499 93 16,080 0 160 0 0 12,226 15,567 3,810 2,692 246 10 148
Changes from: December 17, 2019 Total Change is: -1,921
0 0 -1,572 0 0 0 0 -3 -359 0 0 0 10 13
Percent of Open Interest Represented by Each Category of Trader
24.4 0.2 34.1 0.0 0.3 0.0 0.0 25.9 33.0 8.1 5.7 0.5 0.0 0.3
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 0 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 3,541
Positions
137 0 0 133 283 1 1,179 2,256 100 276 514 25 1,690 362
Changes from: December 17, 2019 Total Change is: -299
3 0 0 95 -161 1 -399 -190 -25 -19 183 13 32 -120
Percent of Open Interest Represented by Each Category of Trader
3.9 0.0 0.0 3.8 8.0 0.0 33.3 63.7 2.8 7.8 14.5 0.7 47.7 10.2
Number of Traders in Each Category Total Traders: 45
. 0 0 . . . 11 14 4 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 33,054
Positions
565 18,093 0 9,678 3,251 595 16,503 6,822 1,446 1,773 1,003 129 2,366 1,715
Changes from: December 17, 2019 Total Change is: 91
-143 10 0 559 265 -356 -437 -911 848 53 210 8 -441 17
Percent of Open Interest Represented by Each Category of Trader
1.7 54.7 0.0 29.3 9.8 1.8 49.9 20.6 4.4 5.4 3.0 0.4 7.2 5.2
Number of Traders in Each Category Total Traders: 93
. . 0 13 6 5 30 13 8 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 411,894
Positions
86,161 6,080 17,468 110,682 121,572 20,246 42,998 108,261 86,253 10,928 3,667 17,011 20,147 31,336
Changes from: December 17, 2019 Total Change is: -48,949
-13,422 -12,469 -7,624 -3,316 2,009 -6,982 -4,765 -15,084 -8,863 -2,097 99 -497 -1,383 462
Percent of Open Interest Represented by Each Category of Trader
20.9 1.5 4.2 26.9 29.5 4.9 10.4 26.3 20.9 2.7 0.9 4.1 4.9 7.6
Number of Traders in Each Category Total Traders: 194
17 5 14 14 40 22 32 57 47 7 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 24, 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 14,715
Positions
4,955 717 380 7,120 3,187 1,091 98 9,167 100 736 60 0 235 13
Changes from: December 17, 2019 Total Change is: -5,765
10 -21 -239 605 1,440 1 -4,447 -4,915 -1,488 -50 0 0 -157 -543
Percent of Open Interest Represented by Each Category of Trader
33.7 4.9 2.6 48.4 21.7 7.4 0.7 62.3 0.7 5.0 0.4 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 38
. . . 9 5 . . 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 30, 2019