Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 189,996
Positions
7,230 97,043 534 68,873 14,950 4,073 40,869 44,126 6,508 18,063 2,072 172 43,674 20,518
Changes from: December 31, 2019 Total Change is: 14,330
3,354 19,805 -132 10,566 1,857 -1,442 2,438 -11,865 4,164 -1,570 11 26 -3,074 1,906
Percent of Open Interest Represented by Each Category of Trader
3.8 51.1 0.3 36.2 7.9 2.1 21.5 23.2 3.4 9.5 1.1 0.1 23.0 10.8
Number of Traders in Each Category Total Traders: 121
4 11 . 25 12 11 27 27 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 49,365
Positions
17,336 5,776 0 3,353 11,011 541 15,146 10,984 7 740 2,046 0 12,242 19,000
Changes from: December 31, 2019 Total Change is: -6,149
-4,314 291 0 339 -2,466 -443 -2,807 -4,291 -1 -521 1,178 0 1,598 -417
Percent of Open Interest Represented by Each Category of Trader
35.1 11.7 0.0 6.8 22.3 1.1 30.7 22.3 0.0 1.5 4.1 0.0 24.8 38.5
Number of Traders in Each Category Total Traders: 50
. 7 0 5 12 . 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 197,490
Positions
3,585 48,565 282 76,523 63,953 5,850 57,997 40,353 7,180 11,911 8,370 0 34,162 22,937
Changes from: December 31, 2019 Total Change is: -9,294
-1,385 2,169 -6,706 4,272 3,045 -1,524 -2,937 -2,803 -2,907 200 807 0 1,693 -1,375
Percent of Open Interest Represented by Each Category of Trader
1.8 24.6 0.1 38.7 32.4 3.0 29.4 20.4 3.6 6.0 4.2 0.0 17.3 11.6
Number of Traders in Each Category Total Traders: 114
. 9 . 24 21 12 24 27 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 162,094
Positions
37,708 24,086 1,009 41,065 38,986 12,961 35,369 43,313 3,324 2,431 4,976 0 28,227 33,439
Changes from: December 31, 2019 Total Change is: -12,872
-13,013 3,525 -362 -2,139 -8,701 1,058 2,682 -375 -1,717 28 -2,239 0 591 -4,061
Percent of Open Interest Represented by Each Category of Trader
23.3 14.9 0.6 25.3 24.1 8.0 21.8 26.7 2.1 1.5 3.1 0.0 17.4 20.6
Number of Traders in Each Category Total Traders: 118
4 9 4 19 24 13 21 31 15 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 555,940
Positions
25,266 157,726 2,156 341,010 139,549 26,807 42,151 159,703 5,619 22,969 10,774 45 89,917 53,561
Changes from: December 31, 2019 Total Change is: -1,645
-376 12,935 758 2,703 -10 -1,177 -2,676 -12,319 205 -1,240 -234 -39 197 -1,764
Percent of Open Interest Represented by Each Category of Trader
4.5 28.4 0.4 61.3 25.1 4.8 7.6 28.7 1.0 4.1 1.9 0.0 16.2 9.6
Number of Traders in Each Category Total Traders: 279
13 13 10 91 40 42 33 50 20 23 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 22,493
Positions
0 3,549 100 7,390 6,207 2,959 845 2,708 0 0 0 0 11,199 6,970
Changes from: December 31, 2019 Total Change is: -997
0 1 0 -1,165 15 0 0 -1,037 0 0 0 0 168 24
Percent of Open Interest Represented by Each Category of Trader
0.0 15.8 0.4 32.9 27.6 13.2 3.8 12.0 0.0 0.0 0.0 0.0 49.8 31.0
Number of Traders in Each Category Total Traders: 22
0 . . 10 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,229
Positions
3,759 3,614 617 5,848 12,922 2,157 2,874 0 0 0 0 0 7,974 3,919
Changes from: December 31, 2019 Total Change is: 397
50 8 -7 4 -26 25 581 0 0 0 0 0 -256 397
Percent of Open Interest Represented by Each Category of Trader
16.2 15.6 2.7 25.2 55.6 9.3 12.4 0.0 0.0 0.0 0.0 0.0 34.3 16.9
Number of Traders in Each Category Total Traders: 22
. . . 5 10 9 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 157,739
Positions
34,551 16,447 3,160 26,601 32,861 1,842 42,542 65,479 3,614 9,797 10,293 0 35,632 24,043
Changes from: December 31, 2019 Total Change is: -6,566
-23,160 1,043 1,811 1,067 -4,412 -547 6,541 -4,496 895 -1,863 108 0 8,690 -968
Percent of Open Interest Represented by Each Category of Trader
21.9 10.4 2.0 16.9 20.8 1.2 27.0 41.5 2.3 6.2 6.5 0.0 22.6 15.2
Number of Traders in Each Category Total Traders: 87
5 7 6 13 15 9 20 19 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,490
Positions
0 45,333 50 42,122 0 41 8,895 8,781 0 1,966 325 0 2,416 960
Changes from: December 31, 2019 Total Change is: -1,300
0 -9 9 -2,210 0 10 784 -1,274 0 153 0 0 -46 -36
Percent of Open Interest Represented by Each Category of Trader
0.0 81.7 0.1 75.9 0.0 0.1 16.0 15.8 0.0 3.5 0.6 0.0 4.4 1.7
Number of Traders in Each Category Total Traders: 48
0 6 . 12 0 . 18 5 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 283,332
Positions
590 188,164 878 137,419 4,343 3,225 113,360 66,208 1,563 19,284 15,839 0 7,013 3,112
Changes from: December 31, 2019 Total Change is: 5,386
12 3,361 16 7,739 297 -217 6,439 2,057 120 770 -297 0 -9,493 49
Percent of Open Interest Represented by Each Category of Trader
0.2 66.4 0.3 48.5 1.5 1.1 40.0 23.4 0.6 6.8 5.6 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 181
. 9 . 34 8 . 67 30 9 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,290
Positions
21,629 2,259 60 3,630 17,912 0 4,310 11,637 1,457 1,434 865 0 2,770 1,100
Changes from: December 31, 2019 Total Change is: -18,816
-16,767 1,564 -1,904 51 -5,919 0 346 -11,123 -223 60 -10 0 -379 -1,201
Percent of Open Interest Represented by Each Category of Trader
61.3 6.4 0.2 10.3 50.8 0.0 12.2 33.0 4.1 4.1 2.5 0.0 7.8 3.1
Number of Traders in Each Category Total Traders: 54
. . . 7 6 0 9 20 5 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,802
Positions
10,535 6,241 0 14,023 11,878 537 16,674 24,823 102 4,931 2,220 0 4,000 5,001
Changes from: December 31, 2019 Total Change is: 2,058
-1,436 3,269 0 3,831 -1,003 182 979 -399 -225 81 452 -6 -1,348 -212
Percent of Open Interest Represented by Each Category of Trader
20.7 12.3 0.0 27.6 23.4 1.1 32.8 48.9 0.2 9.7 4.4 0.0 7.9 9.8
Number of Traders in Each Category Total Traders: 101
7 5 0 15 8 . 29 22 4 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,327
Positions
832 8,170 32 14,068 1,901 0 1,577 6,492 61 0 377 0 1,757 1,294
Changes from: December 31, 2019 Total Change is: -186
0 -7 7 24 -407 0 -400 371 0 0 -111 0 183 -39
Percent of Open Interest Represented by Each Category of Trader
4.5 44.6 0.2 76.8 10.4 0.0 8.6 35.4 0.3 0.0 2.1 0.0 9.6 7.1
Number of Traders in Each Category Total Traders: 30
. . . 7 . 0 5 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 49,078
Positions
12,762 26,393 697 16,599 1,931 1,182 8,250 8,755 625 338 1,251 0 8,627 8,244
Changes from: December 31, 2019 Total Change is: -4,538
-807 -970 39 -1,498 -2,343 290 -2,677 -1,260 334 -164 -397 -419 365 188
Percent of Open Interest Represented by Each Category of Trader
26.0 53.8 1.4 33.8 3.9 2.4 16.8 17.8 1.3 0.7 2.5 0.0 17.6 16.8
Number of Traders in Each Category Total Traders: 91
9 18 . 17 . 5 22 15 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 98,155
Positions
25,524 52,786 1,394 33,197 3,862 2,363 16,499 17,510 1,250 675 2,502 0 17,253 16,488
Changes from: December 31, 2019 Total Change is: -9,076
-1,614 -1,940 77 -2,996 -4,686 580 -5,354 -2,519 667 -327 -793 -838 729 376
Percent of Open Interest Represented by Each Category of Trader
26.0 53.8 1.4 33.8 3.9 2.4 16.8 17.8 1.3 0.7 2.5 0.0 17.6 16.8
Number of Traders in Each Category Total Traders: 91
9 18 . 17 . 5 22 15 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,516
Positions
200 32,376 0 36,617 720 145 900 4,719 0 0 464 0 1,654 1,092
Changes from: December 31, 2019 Total Change is: 820
0 1,173 0 -118 0 0 350 -409 0 0 0 0 588 56
Percent of Open Interest Represented by Each Category of Trader
0.5 81.9 0.0 92.7 1.8 0.4 2.3 11.9 0.0 0.0 1.2 0.0 4.2 2.8
Number of Traders in Each Category Total Traders: 27
. 7 0 14 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 567,613
Positions
42,283 168,846 19,082 304,136 100,790 45,738 57,404 98,263 13,739 17,955 59,601 820 66,456 60,733
Changes from: December 31, 2019 Total Change is: 685
-910 -6,156 819 10 -745 -852 1,922 2,377 1,722 -1,352 -307 -12 -662 3,838
Percent of Open Interest Represented by Each Category of Trader
7.4 29.7 3.4 53.6 17.8 8.1 10.1 17.3 2.4 3.2 10.5 0.1 11.7 10.7
Number of Traders in Each Category Total Traders: 565
29 39 23 166 85 122 70 103 51 30 43 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,696
Positions
8,560 8,868 74 1,017 4,000 0 3,016 5,817 85 0 0 0 12,944 6,852
Changes from: December 31, 2019 Total Change is: 2,825
404 264 0 0 0 0 950 1,213 85 0 0 0 1,386 1,263
Percent of Open Interest Represented by Each Category of Trader
33.3 34.5 0.3 4.0 15.6 0.0 11.7 22.6 0.3 0.0 0.0 0.0 50.4 26.7
Number of Traders in Each Category Total Traders: 21
5 4 . . . 0 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,709,583
Positions
211,413 842,691 52,239 1,517,347 485,703 226,936 306,634 496,926 33,576 89,775 298,006 4,102 267,561 269,404
Changes from: December 31, 2019 Total Change is: -10,701
-4,548 -30,078 2,076 -1,034 -4,807 -3,177 13,285 14,246 -242 -6,762 -1,533 -61 -10,238 12,875
Percent of Open Interest Represented by Each Category of Trader
7.8 31.1 1.9 56.0 17.9 8.4 11.3 18.3 1.2 3.3 11.0 0.2 9.9 9.9
Number of Traders in Each Category Total Traders: 564
29 38 20 167 84 121 72 101 47 30 43 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,480
Positions
14,344 11,657 0 7,400 0 982 462 9,286 0 0 332 0 3,292 4,223
Changes from: December 31, 2019 Total Change is: -2,202
-2,115 1,049 0 1 0 0 0 -2,238 0 0 -25 0 -88 -988
Percent of Open Interest Represented by Each Category of Trader
54.2 44.0 0.0 27.9 0.0 3.7 1.7 35.1 0.0 0.0 1.3 0.0 12.4 15.9
Number of Traders in Each Category Total Traders: 20
4 7 0 5 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,654
Positions
2,405 3,613 0 3,587 1,257 109 790 2,702 0 0 0 0 1,763 973
Changes from: December 31, 2019 Total Change is: -6
99 -764 0 -14 1 0 94 502 0 0 0 0 -185 255
Percent of Open Interest Represented by Each Category of Trader
27.8 41.7 0.0 41.4 14.5 1.3 9.1 31.2 0.0 0.0 0.0 0.0 20.4 11.2
Number of Traders in Each Category Total Traders: 21
5 . 0 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,111
Positions
3,438 7,623 0 3,867 951 1,005 912 1,414 2 0 0 0 2,887 1,116
Changes from: December 31, 2019 Total Change is: 731
-501 1,091 0 65 -5 5 365 -288 2 0 0 0 795 -74
Percent of Open Interest Represented by Each Category of Trader
28.4 62.9 0.0 31.9 7.9 8.3 7.5 11.7 0.0 0.0 0.0 0.0 23.8 9.2
Number of Traders in Each Category Total Traders: 22
. 7 0 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 77,324
Positions
4,868 26,262 343 52,540 33,422 2,911 4,271 3,601 198 0 7,803 0 12,193 2,784
Changes from: December 31, 2019 Total Change is: -688
220 -2,584 204 -474 -352 -61 -598 1,561 -73 0 0 0 94 617
Percent of Open Interest Represented by Each Category of Trader
6.3 34.0 0.4 67.9 43.2 3.8 5.5 4.7 0.3 0.0 10.1 0.0 15.8 3.6
Number of Traders in Each Category Total Traders: 83
4 10 . 33 19 14 11 4 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 42,058
Positions
4,366 9,501 449 15,583 8,952 1,866 10,937 10,204 739 963 2,328 10 7,144 8,009
Changes from: December 31, 2019 Total Change is: -1,289
17 -2,028 66 -646 862 179 -847 -1,397 206 9 99 -74 -199 797
Percent of Open Interest Represented by Each Category of Trader
10.4 22.6 1.1 37.1 21.3 4.4 26.0 24.3 1.8 2.3 5.5 0.0 17.0 19.0
Number of Traders in Each Category Total Traders: 245
16 25 . 57 30 29 43 46 15 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 210,289
Positions
21,830 47,504 2,247 77,914 44,759 9,330 54,684 51,020 3,696 4,817 11,639 49 35,722 40,045
Changes from: December 31, 2019 Total Change is: -6,445
87 -10,139 332 -3,232 4,312 894 -4,237 -6,987 1,032 43 494 -370 -994 3,987
Percent of Open Interest Represented by Each Category of Trader
10.4 22.6 1.1 37.1 21.3 4.4 26.0 24.3 1.8 2.3 5.5 0.0 17.0 19.0
Number of Traders in Each Category Total Traders: 245
16 25 . 57 30 29 43 46 15 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 487,072
Positions
47,538 145,168 7,610 269,210 156,099 38,452 78,724 82,144 11,211 9,175 30,399 50 25,102 15,939
Changes from: December 31, 2019 Total Change is: 1,420
-3,805 -7,481 -463 3,717 -5,105 -1,634 2,706 11,696 1,565 284 1,625 50 -1,000 1,167
Percent of Open Interest Represented by Each Category of Trader
9.8 29.8 1.6 55.3 32.0 7.9 16.2 16.9 2.3 1.9 6.2 0.0 5.2 3.3
Number of Traders in Each Category Total Traders: 306
18 24 6 89 45 43 55 46 24 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 20,507
Positions
228 6,989 0 11,559 345 34 1,201 10,794 30 0 425 0 7,455 1,890
Changes from: December 31, 2019 Total Change is: -1,937
-631 0 0 -1,096 -18 12 -886 -83 2 0 -726 0 662 -1,124
Percent of Open Interest Represented by Each Category of Trader
1.1 34.1 0.0 56.4 1.7 0.2 5.9 52.6 0.1 0.0 2.1 0.0 36.4 9.2
Number of Traders in Each Category Total Traders: 26
. . 0 11 . . . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,196
Positions
8,770 3,649 0 18,201 4,150 514 20,740 9,373 341 462 250 0 9,168 39,919
Changes from: December 31, 2019 Total Change is: -2,323
-308 1,085 0 -1,365 -229 138 -360 2,484 -34 -792 -750 0 398 -5,017
Percent of Open Interest Represented by Each Category of Trader
15.1 6.3 0.0 31.3 7.1 0.9 35.6 16.1 0.6 0.8 0.4 0.0 15.8 68.6
Number of Traders in Each Category Total Traders: 65
9 7 0 14 5 5 20 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 378,279
Positions
52,849 256,581 294 272,105 68,352 22,733 16,934 13,502 978 2,693 9,354 0 9,693 6,485
Changes from: December 31, 2019 Total Change is: -16,275
4,207 1,146 -3,744 -20,225 -3,023 392 2,382 -13,223 561 96 -55 0 56 1,671
Percent of Open Interest Represented by Each Category of Trader
14.0 67.8 0.1 71.9 18.1 6.0 4.5 3.6 0.3 0.7 2.5 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 180
16 12 . 73 37 35 22 11 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,462,808
Positions
82,472 995,353 7,867 1,057,624 270,573 96,787 136,740 57,976 4,474 41,965 15,595 2,573 32,306 11,610
Changes from: December 31, 2019 Total Change is: -3,560
1,780 9,531 229 4,325 -2,388 -5,331 -109 509 381 10 -3,249 -379 -4,466 -2,863
Percent of Open Interest Represented by Each Category of Trader
5.6 68.0 0.5 72.3 18.5 6.6 9.3 4.0 0.3 2.9 1.1 0.2 2.2 0.8
Number of Traders in Each Category Total Traders: 447
29 21 9 185 61 79 76 25 15 42 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 77,755
Positions
10,702 52,554 24,006 16,319 0 946 22,351 0 188 3,219 0 0 24 61
Changes from: December 31, 2019 Total Change is: -2,781
-1,137 348 -3,133 4 0 0 1,481 0 4 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
13.8 67.6 30.9 21.0 0.0 1.2 28.7 0.0 0.2 4.1 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 47
7 15 11 8 0 . 13 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,010,901
Positions
4,784 119,547 3,793 507,470 295,483 185,919 53,733 256,304 6,408 82,956 29,128 9 165,829 114,310
Changes from: December 31, 2019 Total Change is: 5,704
-1,768 -4,431 3,284 -6,862 5,750 4,267 5,263 6,716 -304 40 2,440 9 1,775 -12,027
Percent of Open Interest Represented by Each Category of Trader
0.5 11.8 0.4 50.2 29.2 18.4 5.3 25.4 0.6 8.2 2.9 0.0 16.4 11.3
Number of Traders in Each Category Total Traders: 178
8 19 4 58 29 51 18 29 9 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,236,648
Positions
44,947 126,001 34 736,982 112,348 191,869 42,168 693,659 17,154 46,416 7,643 0 157,078 87,940
Changes from: December 31, 2019 Total Change is: -8,593
-2,199 -7,570 3 5,664 8,481 96 -19,125 -16,148 2,163 137 1,557 0 4,668 2,825
Percent of Open Interest Represented by Each Category of Trader
3.6 10.2 0.0 59.6 9.1 15.5 3.4 56.1 1.4 3.8 0.6 0.0 12.7 7.1
Number of Traders in Each Category Total Traders: 145
7 12 . 68 17 52 12 22 11 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,537,903
Positions
102,861 229,643 8,995 1,724,199 828,023 298,740 853,143 1,863,594 44,794 316,973 152,730 1,835 186,363 109,549
Changes from: December 31, 2019 Total Change is: -42,179
4,499 -43,052 -571 -11,134 -54,510 9,521 -56,503 28,243 9,869 -13,521 7,329 -81 15,742 1,073
Percent of Open Interest Represented by Each Category of Trader
2.9 6.5 0.3 48.7 23.4 8.4 24.1 52.7 1.3 9.0 4.3 0.1 5.3 3.1
Number of Traders in Each Category Total Traders: 357
22 32 8 120 31 67 64 50 35 23 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,753,965
Positions
142,605 265,227 56,805 1,684,086 829,155 702,214 479,653 1,169,911 84,823 195,874 230,668 6,833 401,072 408,329
Changes from: December 31, 2019 Total Change is: 129,936
-9,376 -14,665 10,955 58,681 9,776 -11,800 87,242 120,169 -8,507 -18,386 13,962 207 20,920 9,839
Percent of Open Interest Represented by Each Category of Trader
3.8 7.1 1.5 44.9 22.1 18.7 12.8 31.2 2.3 5.2 6.1 0.2 10.7 10.9
Number of Traders in Each Category Total Traders: 410
25 36 11 107 75 98 54 71 42 20 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 916,731
Positions
85,288 59,549 1,189 328,051 311,856 134,611 182,799 182,472 17,684 49,918 32,100 0 117,191 177,270
Changes from: December 31, 2019 Total Change is: -6,645
-4,886 -9,985 -956 8,909 19,947 -4,957 -12,628 -1,646 920 49 46 0 6,904 -10,014
Percent of Open Interest Represented by Each Category of Trader
9.3 6.5 0.1 35.8 34.0 14.7 19.9 19.9 1.9 5.4 3.5 0.0 12.8 19.3
Number of Traders in Each Category Total Traders: 112
4 7 . 24 41 40 16 14 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,251,556
Positions
51,942 531,195 26,800 2,214,056 811,684 736,808 516,235 1,506,797 94,184 287,490 241,849 420 323,621 301,819
Changes from: December 31, 2019 Total Change is: -26,538
-3,247 93,549 -6,450 -5,524 -23,813 -20,156 -29,718 -84,482 9,076 -4,758 11,998 -358 34,597 -5,902
Percent of Open Interest Represented by Each Category of Trader
1.2 12.5 0.6 52.1 19.1 17.3 12.1 35.4 2.2 6.8 5.7 0.0 7.6 7.1
Number of Traders in Each Category Total Traders: 314
13 32 8 88 53 76 38 55 32 18 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,782,381
Positions
372,988 428,871 387,987 13,383 15,681 27,623 506,749 473,281 389,411 37,944 22,500 3,783 42,513 33,244
Changes from: December 31, 2019 Total Change is: -129,239
-44,324 -74,872 -54,812 -8,186 -1,988 -2,729 31,461 53,768 -39,674 -2,695 -2,300 -1,714 -6,566 -4,918
Percent of Open Interest Represented by Each Category of Trader
20.9 24.1 21.8 0.8 0.9 1.5 28.4 26.6 21.8 2.1 1.3 0.2 2.4 1.9
Number of Traders in Each Category Total Traders: 141
34 19 41 5 5 6 37 31 43 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is10,988,558
Positions
2,624,961 1,621,148 2,150,900 351,608 2,337,142 570,485 1,900,859 640,297 2,690,020 80,861 90,324 45,555 573,309 842,687
Changes from: December 31, 2019 Total Change is: 48,599
137,693 82,753 -12,486 5,710 7,635 8,129 17,725 81,577 -120,129 19,951 -8,030 -2,971 -5,023 12,121
Percent of Open Interest Represented by Each Category of Trader
23.9 14.8 19.6 3.2 21.3 5.2 17.3 5.8 24.5 0.7 0.8 0.4 5.2 7.7
Number of Traders in Each Category Total Traders: 223
37 33 65 14 16 23 45 43 79 14 14 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 131,476
Positions
3,937 71,416 18,379 17,193 0 6,750 59,991 10,400 22,998 0 511 967 1,261 55
Changes from: December 31, 2019 Total Change is: 950
81 2,256 -83 358 0 -27 1,266 -210 -774 0 -228 92 37 -76
Percent of Open Interest Represented by Each Category of Trader
3.0 54.3 14.0 13.1 0.0 5.1 45.6 7.9 17.5 0.0 0.4 0.7 1.0 0.0
Number of Traders in Each Category Total Traders: 51
. 14 5 . 0 . 16 13 20 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 208,807
Positions
8,896 39,900 32,958 13,338 8,929 14,006 103,042 76,951 34,416 1,175 60 897 79 690
Changes from: December 31, 2019 Total Change is: -166,425
-29,479 -33,658 -15,838 13,338 -25,316 -9,417 -115,414 -64,177 -7,936 -1,257 -7,350 -416 -6 -2,317
Percent of Open Interest Represented by Each Category of Trader
4.3 19.1 15.8 6.4 4.3 6.7 49.3 36.9 16.5 0.6 0.0 0.4 0.0 0.3
Number of Traders in Each Category Total Traders: 84
5 24 11 . 6 . 21 23 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 71,812
Positions
838 27,071 0 892 3,306 165 10,440 7,802 30,326 29,114 1,045 0 37 2,097
Changes from: December 31, 2019 Total Change is: 3,737
-331 -52 0 -272 0 -14 -2,749 305 5,036 2,076 0 0 -9 -1,538
Percent of Open Interest Represented by Each Category of Trader
1.2 37.7 0.0 1.2 4.6 0.2 14.5 10.9 42.2 40.5 1.5 0.0 0.1 2.9
Number of Traders in Each Category Total Traders: 29
. 4 0 . 9 . . 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 18,621
Positions
175 6,904 0 476 615 115 11,456 3,093 6,399 0 0 0 0 1,495
Changes from: December 31, 2019 Total Change is: 2,118
4 619 0 -332 70 0 1,518 827 928 0 0 0 0 -326
Percent of Open Interest Represented by Each Category of Trader
0.9 37.1 0.0 2.6 3.3 0.6 61.5 16.6 34.4 0.0 0.0 0.0 0.0 8.0
Number of Traders in Each Category Total Traders: 23
. 4 0 . 7 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,677
Positions
11,499 100 16,080 0 266 0 0 12,282 15,042 3,810 2,586 246 0 75
Changes from: December 31, 2019 Total Change is: -966
0 -93 0 0 0 0 0 86 -956 0 0 0 -10 -3
Percent of Open Interest Represented by Each Category of Trader
24.6 0.2 34.4 0.0 0.6 0.0 0.0 26.3 32.2 8.2 5.5 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 0 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 5,400
Positions
66 42 0 338 331 0 2,517 3,661 238 464 786 20 1,757 322
Changes from: December 31, 2019 Total Change is: 2,214
-71 42 0 179 -106 -1 1,480 1,821 136 98 335 -10 403 -3
Percent of Open Interest Represented by Each Category of Trader
1.2 0.8 0.0 6.3 6.1 0.0 46.6 67.8 4.4 8.6 14.6 0.4 32.5 6.0
Number of Traders in Each Category Total Traders: 58
. . 0 5 4 0 15 18 5 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,179
Positions
450 18,093 0 5,774 3,465 880 22,182 7,087 2,453 725 1,093 0 2,715 2,108
Changes from: December 31, 2019 Total Change is: -788
-215 0 0 -958 33 -39 -558 -1,644 976 15 97 -19 10 -192
Percent of Open Interest Represented by Each Category of Trader
1.3 51.4 0.0 16.4 9.8 2.5 63.1 20.1 7.0 2.1 3.1 0.0 7.7 6.0
Number of Traders in Each Category Total Traders: 84
. . 0 11 8 5 27 13 9 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 429,698
Positions
80,793 10,069 19,266 120,829 108,480 19,173 41,795 122,722 94,289 11,357 3,935 19,851 22,345 31,913
Changes from: December 31, 2019 Total Change is: 8,036
-3,066 840 1,935 5,473 4,978 -2,558 5,502 4,970 149 524 586 -1,384 1,461 -1,480
Percent of Open Interest Represented by Each Category of Trader
18.8 2.3 4.5 28.1 25.2 4.5 9.7 28.6 21.9 2.6 0.9 4.6 5.2 7.4
Number of Traders in Each Category Total Traders: 197
15 8 16 14 39 24 32 56 46 10 11 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 7, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 17,156
Positions
4,955 665 445 9,780 2,637 567 257 12,676 100 792 34 0 260 32
Changes from: December 31, 2019 Total Change is: 1,830
0 -86 86 1,966 0 -402 257 2,212 0 50 0 0 -127 20
Percent of Open Interest Represented by Each Category of Trader
28.9 3.9 2.6 57.0 15.4 3.3 1.5 73.9 0.6 4.6 0.2 0.0 1.5 0.2
Number of Traders in Each Category Total Traders: 39
. . . 11 . . . 7 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 10, 2020