Traders in Financial Futures - Futures Only Positions as of January 14, 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 190,229
Positions
6,980 105,983 667 65,261 17,600 3,245 45,442 36,664 5,373 17,395 2,079 185 45,681 18,433
Changes from: January 7, 2020 Total Change is: 233
-250 8,940 133 -3,612 2,650 -828 4,573 -7,462 -1,135 -668 7 13 2,007 -2,085
Percent of Open Interest Represented by Each Category of Trader
3.7 55.7 0.4 34.3 9.3 1.7 23.9 19.3 2.8 9.1 1.1 0.1 24.0 9.7
Number of Traders in Each Category Total Traders: 110
4 10 . 24 12 9 24 21 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 49,118
Positions
13,978 9,732 4 4,184 10,745 535 16,561 7,653 499 740 1,654 0 12,617 18,296
Changes from: January 7, 2020 Total Change is: -247
-3,358 3,956 4 831 -266 -6 1,415 -3,331 492 0 -392 0 375 -704
Percent of Open Interest Represented by Each Category of Trader
28.5 19.8 0.0 8.5 21.9 1.1 33.7 15.6 1.0 1.5 3.4 0.0 25.7 37.2
Number of Traders in Each Category Total Traders: 53
. 8 . 5 12 . 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 196,536
Positions
10,998 47,505 437 73,279 64,769 6,138 58,730 37,522 6,079 9,388 8,344 0 31,487 25,742
Changes from: January 7, 2020 Total Change is: -954
7,413 -1,060 155 -3,244 816 288 733 -2,831 -1,101 -2,523 -26 0 -2,675 2,805
Percent of Open Interest Represented by Each Category of Trader
5.6 24.2 0.2 37.3 33.0 3.1 29.9 19.1 3.1 4.8 4.2 0.0 16.0 13.1
Number of Traders in Each Category Total Traders: 118
4 9 . 22 22 13 30 24 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 183,863
Positions
62,240 19,359 0 36,344 54,786 10,619 37,940 53,619 4,254 2,431 4,105 0 30,035 37,121
Changes from: January 7, 2020 Total Change is: 21,769
24,532 -4,727 -1,009 -4,721 15,800 -2,342 2,571 10,306 930 0 -871 0 1,808 3,682
Percent of Open Interest Represented by Each Category of Trader
33.9 10.5 0.0 19.8 29.8 5.8 20.6 29.2 2.3 1.3 2.2 0.0 16.3 20.2
Number of Traders in Each Category Total Traders: 123
7 5 0 16 28 8 24 33 17 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 571,239
Positions
27,371 165,063 4,718 341,560 148,751 26,570 41,577 150,952 6,541 25,649 11,008 5,398 91,855 52,238
Changes from: January 7, 2020 Total Change is: 15,299
2,105 7,337 2,562 550 9,202 -237 -574 -8,751 922 2,680 234 5,353 1,938 -1,323
Percent of Open Interest Represented by Each Category of Trader
4.8 28.9 0.8 59.8 26.0 4.7 7.3 26.4 1.1 4.5 1.9 0.9 16.1 9.1
Number of Traders in Each Category Total Traders: 284
15 12 12 88 42 42 36 45 19 30 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 22,585
Positions
0 3,744 0 7,649 6,267 2,849 845 2,919 0 0 0 0 11,242 6,806
Changes from: January 7, 2020 Total Change is: 92
0 195 -100 259 60 -110 0 211 0 0 0 0 43 -164
Percent of Open Interest Represented by Each Category of Trader
0.0 16.6 0.0 33.9 27.7 12.6 3.7 12.9 0.0 0.0 0.0 0.0 49.8 30.1
Number of Traders in Each Category Total Traders: 22
0 . 0 10 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 144,568
Positions
32,067 18,222 2,484 23,420 38,364 2,222 39,012 42,412 3,099 9,289 10,296 0 32,975 27,469
Changes from: January 7, 2020 Total Change is: -13,171
-2,484 1,775 -676 -3,181 5,503 380 -3,530 -23,067 -515 -508 3 0 -2,657 3,426
Percent of Open Interest Represented by Each Category of Trader
22.2 12.6 1.7 16.2 26.5 1.5 27.0 29.3 2.1 6.4 7.1 0.0 22.8 19.0
Number of Traders in Each Category Total Traders: 88
. 8 5 14 15 10 21 19 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 55,021
Positions
0 45,236 56 41,746 0 41 9,373 8,207 10 1,769 325 0 2,026 1,146
Changes from: January 7, 2020 Total Change is: -469
0 -97 6 -376 0 0 478 -574 10 -197 0 0 -390 186
Percent of Open Interest Represented by Each Category of Trader
0.0 82.2 0.1 75.9 0.0 0.1 17.0 14.9 0.0 3.2 0.6 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 52
0 6 . 15 0 . 18 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 294,039
Positions
1,078 205,160 888 142,202 7,481 3,016 115,685 56,662 1,109 22,392 16,264 0 7,669 3,459
Changes from: January 7, 2020 Total Change is: 10,707
488 16,996 10 4,783 3,138 -209 2,325 -9,546 -454 3,108 425 0 656 347
Percent of Open Interest Represented by Each Category of Trader
0.4 69.8 0.3 48.4 2.5 1.0 39.3 19.3 0.4 7.6 5.5 0.0 2.6 1.2
Number of Traders in Each Category Total Traders: 187
4 10 . 34 10 4 65 33 10 15 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 36,542
Positions
21,674 2,075 60 4,605 18,105 0 2,878 12,478 1,767 2,842 915 0 2,716 1,142
Changes from: January 7, 2020 Total Change is: 1,252
45 -184 0 975 193 0 -1,432 841 310 1,408 50 0 -54 42
Percent of Open Interest Represented by Each Category of Trader
59.3 5.7 0.2 12.6 49.5 0.0 7.9 34.1 4.8 7.8 2.5 0.0 7.4 3.1
Number of Traders in Each Category Total Traders: 56
. . . 8 6 0 7 20 5 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 48,651
Positions
10,911 7,497 0 13,549 12,139 181 14,391 20,885 849 4,586 2,243 0 4,184 4,857
Changes from: January 7, 2020 Total Change is: -2,151
376 1,256 0 -474 261 -356 -2,283 -3,938 747 -345 23 0 184 -144
Percent of Open Interest Represented by Each Category of Trader
22.4 15.4 0.0 27.8 25.0 0.4 29.6 42.9 1.7 9.4 4.6 0.0 8.6 10.0
Number of Traders in Each Category Total Traders: 96
8 4 0 14 10 . 25 20 . 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 18,681
Positions
832 8,105 37 14,798 2,521 0 1,473 6,157 66 0 309 0 1,475 1,486
Changes from: January 7, 2020 Total Change is: 354
0 -65 5 730 620 0 -104 -335 5 0 -68 0 -282 192
Percent of Open Interest Represented by Each Category of Trader
4.5 43.4 0.2 79.2 13.5 0.0 7.9 33.0 0.4 0.0 1.7 0.0 7.9 8.0
Number of Traders in Each Category Total Traders: 31
. . . 6 4 0 5 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 50,993
Positions
12,539 28,076 680 19,014 2,477 885 8,960 9,138 99 311 1,196 0 8,506 8,445
Changes from: January 7, 2020 Total Change is: 1,916
-223 1,683 -17 2,416 546 -297 710 383 -527 -27 -56 0 -121 201
Percent of Open Interest Represented by Each Category of Trader
24.6 55.1 1.3 37.3 4.9 1.7 17.6 17.9 0.2 0.6 2.3 0.0 16.7 16.6
Number of Traders in Each Category Total Traders: 93
8 19 . 18 . 4 26 13 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 101,986
Positions
25,078 56,151 1,360 38,028 4,953 1,770 17,919 18,275 197 622 2,391 0 17,012 16,889
Changes from: January 7, 2020 Total Change is: 3,831
-446 3,365 -34 4,831 1,091 -593 1,420 765 -1,053 -53 -111 0 -241 401
Percent of Open Interest Represented by Each Category of Trader
24.6 55.1 1.3 37.3 4.9 1.7 17.6 17.9 0.2 0.6 2.3 0.0 16.7 16.6
Number of Traders in Each Category Total Traders: 93
8 19 . 18 . 4 26 13 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 37,079
Positions
200 30,665 0 33,133 780 145 1,543 3,853 0 0 464 0 2,058 1,172
Changes from: January 7, 2020 Total Change is: -2,437
0 -1,711 0 -3,484 60 0 643 -866 0 0 0 0 404 80
Percent of Open Interest Represented by Each Category of Trader
0.5 82.7 0.0 89.4 2.1 0.4 4.2 10.4 0.0 0.0 1.3 0.0 5.6 3.2
Number of Traders in Each Category Total Traders: 25
. 7 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 568,311
Positions
33,396 176,204 24,590 313,471 97,650 44,194 51,551 97,232 14,076 18,168 54,589 792 68,073 58,983
Changes from: January 7, 2020 Total Change is: 699
-8,887 7,358 5,508 9,335 -3,140 -1,543 -5,853 -1,031 337 213 -5,012 -28 1,617 -1,750
Percent of Open Interest Represented by Each Category of Trader
5.9 31.0 4.3 55.2 17.2 7.8 9.1 17.1 2.5 3.2 9.6 0.1 12.0 10.4
Number of Traders in Each Category Total Traders: 562
31 37 27 169 84 122 67 102 52 31 41 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 27,711
Positions
9,912 11,777 74 1,017 4,000 0 4,072 2,562 560 0 0 0 12,076 8,738
Changes from: January 7, 2020 Total Change is: 2,015
1,352 2,909 0 0 0 0 1,056 -3,255 475 0 0 0 -868 1,886
Percent of Open Interest Represented by Each Category of Trader
35.8 42.5 0.3 3.7 14.4 0.0 14.7 9.2 2.0 0.0 0.0 0.0 43.6 31.5
Number of Traders in Each Category Total Traders: 27
5 7 . . . 0 7 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 15,605
Positions
9,218 10,944 0 1,929 1,041 249 1,122 445 0 0 0 0 3,087 2,926
Changes from: January 7, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
59.1 70.1 0.0 12.4 6.7 1.6 7.2 2.9 0.0 0.0 0.0 0.0 19.8 18.8
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 2,703,002
Positions
167,771 872,490 72,226 1,564,147 470,129 219,094 263,419 499,376 41,556 90,840 272,946 3,962 279,987 251,223
Changes from: January 7, 2020 Total Change is: -6,581
-43,642 29,799 19,987 46,800 -15,574 -7,842 -43,215 2,450 7,980 1,065 -25,060 -140 12,426 -18,181
Percent of Open Interest Represented by Each Category of Trader
6.2 32.3 2.7 57.9 17.4 8.1 9.7 18.5 1.5 3.4 10.1 0.1 10.4 9.3
Number of Traders in Each Category Total Traders: 560
32 35 24 170 83 121 67 101 49 31 41 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 28,481
Positions
16,344 15,828 0 7,165 0 982 462 8,106 0 0 332 0 3,528 3,233
Changes from: January 7, 2020 Total Change is: 2,001
2,000 4,171 0 -235 0 0 0 -1,180 0 0 0 0 236 -990
Percent of Open Interest Represented by Each Category of Trader
57.4 55.6 0.0 25.2 0.0 3.4 1.6 28.5 0.0 0.0 1.2 0.0 12.4 11.4
Number of Traders in Each Category Total Traders: 20
4 8 0 4 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 9,240
Positions
3,294 4,313 0 3,585 1,257 109 446 2,394 0 0 0 0 1,806 1,167
Changes from: January 7, 2020 Total Change is: 586
889 700 0 -2 0 0 -344 -308 0 0 0 0 43 194
Percent of Open Interest Represented by Each Category of Trader
35.6 46.7 0.0 38.8 13.6 1.2 4.8 25.9 0.0 0.0 0.0 0.0 19.5 12.6
Number of Traders in Each Category Total Traders: 21
6 4 0 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 13,248
Positions
3,351 8,582 0 4,199 820 1,136 894 1,668 103 0 0 0 3,565 939
Changes from: January 7, 2020 Total Change is: 1,137
-87 959 0 332 -131 131 -18 254 101 0 0 0 678 -177
Percent of Open Interest Represented by Each Category of Trader
25.3 64.8 0.0 31.7 6.2 8.6 6.7 12.6 0.8 0.0 0.0 0.0 26.9 7.1
Number of Traders in Each Category Total Traders: 24
. 7 0 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 77,499
Positions
4,839 25,856 290 53,627 33,150 2,810 4,826 4,379 185 0 7,729 0 10,922 3,100
Changes from: January 7, 2020 Total Change is: 175
-29 -406 -53 1,087 -272 -101 555 778 -13 0 -74 0 -1,271 316
Percent of Open Interest Represented by Each Category of Trader
6.2 33.4 0.4 69.2 42.8 3.6 6.2 5.7 0.2 0.0 10.0 0.0 14.1 4.0
Number of Traders in Each Category Total Traders: 87
4 10 . 35 21 15 10 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 43,174
Positions
4,386 10,160 211 15,402 7,455 2,153 12,010 12,930 570 1,139 1,970 4 7,298 7,721
Changes from: January 7, 2020 Total Change is: 1,116
20 659 -238 -180 -1,496 287 1,074 2,726 -169 176 -358 -6 154 -288
Percent of Open Interest Represented by Each Category of Trader
10.2 23.5 0.5 35.7 17.3 5.0 27.8 29.9 1.3 2.6 4.6 0.0 16.9 17.9
Number of Traders in Each Category Total Traders: 251
15 24 . 58 31 31 46 49 17 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 215,871
Positions
21,929 50,801 1,057 77,012 37,277 10,764 60,052 64,650 2,850 5,697 9,850 18 36,492 38,604
Changes from: January 7, 2020 Total Change is: 5,582
99 3,297 -1,190 -902 -7,482 1,434 5,368 13,630 -846 880 -1,789 -31 770 -1,441
Percent of Open Interest Represented by Each Category of Trader
10.2 23.5 0.5 35.7 17.3 5.0 27.8 29.9 1.3 2.6 4.6 0.0 16.9 17.9
Number of Traders in Each Category Total Traders: 251
15 24 . 58 31 31 46 49 17 14 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 495,086
Positions
39,898 142,027 7,718 280,562 157,073 37,322 81,433 90,930 10,673 9,643 32,216 13 27,824 17,114
Changes from: January 7, 2020 Total Change is: 8,014
-7,640 -3,141 108 11,352 974 -1,130 2,709 8,786 -538 468 1,817 -37 2,722 1,175
Percent of Open Interest Represented by Each Category of Trader
8.1 28.7 1.6 56.7 31.7 7.5 16.4 18.4 2.2 1.9 6.5 0.0 5.6 3.5
Number of Traders in Each Category Total Traders: 306
18 23 6 88 46 42 54 48 19 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 20,711
Positions
228 6,989 0 10,903 345 19 1,690 10,773 21 0 422 0 7,850 2,142
Changes from: January 7, 2020 Total Change is: 204
0 0 0 -656 0 -15 489 -21 -9 0 -3 0 395 252
Percent of Open Interest Represented by Each Category of Trader
1.1 33.7 0.0 52.6 1.7 0.1 8.2 52.0 0.1 0.0 2.0 0.0 37.9 10.3
Number of Traders in Each Category Total Traders: 25
. . 0 10 . . 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 58,729
Positions
7,503 5,166 58 20,643 4,447 366 21,011 8,539 274 464 250 0 8,410 39,629
Changes from: January 7, 2020 Total Change is: 533
-1,267 1,517 58 2,442 297 -148 271 -834 -67 2 0 0 -758 -290
Percent of Open Interest Represented by Each Category of Trader
12.8 8.8 0.1 35.1 7.6 0.6 35.8 14.5 0.5 0.8 0.4 0.0 14.3 67.5
Number of Traders in Each Category Total Traders: 69
10 8 . 16 5 7 17 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 369,829
Positions
54,767 246,540 262 261,757 65,943 24,425 15,032 17,394 800 3,133 9,332 0 9,653 5,133
Changes from: January 7, 2020 Total Change is: -8,450
1,918 -10,041 -32 -10,348 -2,409 1,692 -1,902 3,892 -178 440 -22 0 -40 -1,352
Percent of Open Interest Represented by Each Category of Trader
14.8 66.7 0.1 70.8 17.8 6.6 4.1 4.7 0.2 0.8 2.5 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 179
16 13 . 71 36 35 21 12 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 1,519,250
Positions
80,872 1,031,177 7,503 1,116,851 261,921 96,958 134,864 83,079 4,340 34,981 15,739 2,128 40,753 16,405
Changes from: January 7, 2020 Total Change is: 56,442
-1,600 35,824 -364 59,227 -8,652 171 -1,876 25,103 -134 -6,984 144 -445 8,447 4,795
Percent of Open Interest Represented by Each Category of Trader
5.3 67.9 0.5 73.5 17.2 6.4 8.9 5.5 0.3 2.3 1.0 0.1 2.7 1.1
Number of Traders in Each Category Total Traders: 446
29 22 8 186 60 76 70 28 19 44 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 76,995
Positions
12,209 53,376 22,409 16,319 0 946 21,466 0 203 3,219 0 0 224 61
Changes from: January 7, 2020 Total Change is: -760
1,507 822 -1,597 0 0 0 -885 0 15 0 0 0 200 0
Percent of Open Interest Represented by Each Category of Trader
15.9 69.3 29.1 21.2 0.0 1.2 27.9 0.0 0.3 4.2 0.0 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 45
7 15 11 8 0 . 11 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 1,037,517
Positions
8,100 148,839 870 516,607 295,325 187,020 71,903 228,679 7,521 80,832 39,557 4 164,660 129,702
Changes from: January 7, 2020 Total Change is: 26,616
3,316 29,292 -2,923 9,137 -158 1,101 18,170 -27,625 1,113 -2,124 10,429 -5 -1,169 15,392
Percent of Open Interest Represented by Each Category of Trader
0.8 14.3 0.1 49.8 28.5 18.0 6.9 22.0 0.7 7.8 3.8 0.0 15.9 12.5
Number of Traders in Each Category Total Traders: 183
11 17 . 58 28 50 26 27 16 9 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 1,254,496
Positions
45,902 125,431 35 743,096 110,036 197,980 40,019 701,857 19,887 46,645 5,543 0 160,932 93,727
Changes from: January 7, 2020 Total Change is: 17,848
955 -570 1 6,114 -2,312 6,111 -2,149 8,198 2,733 229 -2,100 0 3,854 5,787
Percent of Open Interest Represented by Each Category of Trader
3.7 10.0 0.0 59.2 8.8 15.8 3.2 55.9 1.6 3.7 0.4 0.0 12.8 7.5
Number of Traders in Each Category Total Traders: 144
7 12 . 68 15 52 11 24 12 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 3,595,591
Positions
92,467 225,098 13,580 1,717,740 865,696 311,019 908,199 1,863,191 57,770 300,787 143,157 1,842 192,187 114,238
Changes from: January 7, 2020 Total Change is: 57,688
-10,394 -4,545 4,585 -6,459 37,673 12,279 55,056 -403 12,976 -16,186 -9,573 7 5,824 4,689
Percent of Open Interest Represented by Each Category of Trader
2.6 6.3 0.4 47.8 24.1 8.7 25.3 51.8 1.6 8.4 4.0 0.1 5.3 3.2
Number of Traders in Each Category Total Traders: 361
22 33 10 122 33 69 65 50 37 23 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 3,687,989
Positions
148,993 288,188 49,724 1,707,409 830,354 720,651 350,915 1,101,737 91,102 203,398 196,243 7,731 408,066 402,259
Changes from: January 7, 2020 Total Change is: -65,976
6,388 22,961 -7,081 23,323 1,199 18,437 -128,738 -68,174 6,279 7,524 -34,425 898 6,994 -6,070
Percent of Open Interest Represented by Each Category of Trader
4.0 7.8 1.3 46.3 22.5 19.5 9.5 29.9 2.5 5.5 5.3 0.2 11.1 10.9
Number of Traders in Each Category Total Traders: 413
23 42 12 108 78 99 53 66 42 23 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 923,592
Positions
85,546 55,034 1,858 333,830 308,705 142,365 174,308 192,052 18,010 51,918 33,600 0 115,757 171,968
Changes from: January 7, 2020 Total Change is: 6,861
258 -4,515 669 5,779 -3,151 7,754 -8,491 9,580 326 2,000 1,500 0 -1,434 -5,302
Percent of Open Interest Represented by Each Category of Trader
9.3 6.0 0.2 36.1 33.4 15.4 18.9 20.8 1.9 5.6 3.6 0.0 12.5 18.6
Number of Traders in Each Category Total Traders: 115
4 7 4 24 43 42 16 14 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 4,261,167
Positions
43,229 524,653 28,237 2,180,582 826,838 741,065 547,355 1,495,500 112,488 287,519 226,125 735 319,957 305,526
Changes from: January 7, 2020 Total Change is: 9,611
-8,713 -6,542 1,437 -33,474 15,154 4,257 31,120 -11,297 18,304 29 -15,724 315 -3,664 3,707
Percent of Open Interest Represented by Each Category of Trader
1.0 12.3 0.7 51.2 19.4 17.4 12.8 35.1 2.6 6.7 5.3 0.0 7.5 7.2
Number of Traders in Each Category Total Traders: 327
14 33 12 87 55 76 46 56 38 19 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 1,854,435
Positions
395,064 427,758 389,235 14,894 32,370 26,992 533,432 513,727 397,776 42,109 27,500 5,214 49,719 33,863
Changes from: January 7, 2020 Total Change is: 72,054
22,076 -1,113 1,248 1,511 16,689 -631 26,683 40,446 8,365 4,165 5,000 1,431 7,206 619
Percent of Open Interest Represented by Each Category of Trader
21.3 23.1 21.0 0.8 1.7 1.5 28.8 27.7 21.4 2.3 1.5 0.3 2.7 1.8
Number of Traders in Each Category Total Traders: 142
35 18 41 4 6 7 40 28 46 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 is10,829,124
Positions
2,450,593 1,438,146 2,202,881 290,768 2,347,711 619,985 1,975,254 646,564 2,547,787 81,942 92,497 42,036 617,878 891,517
Changes from: January 7, 2020 Total Change is: -159,434
-174,368 -183,002 51,981 -60,840 10,569 49,500 74,395 6,267 -142,233 1,081 2,173 -3,519 44,569 48,830
Percent of Open Interest Represented by Each Category of Trader
22.6 13.3 20.3 2.7 21.7 5.7 18.2 6.0 23.5 0.8 0.9 0.4 5.7 8.2
Number of Traders in Each Category Total Traders: 229
39 34 67 12 18 22 46 45 81 16 13 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 135,904
Positions
5,820 72,058 17,967 17,300 0 6,738 59,986 10,896 25,902 277 492 684 1,230 1,167
Changes from: January 7, 2020 Total Change is: 4,428
1,883 642 -412 107 0 -12 -5 496 2,904 277 -19 -283 -31 1,112
Percent of Open Interest Represented by Each Category of Trader
4.3 53.0 13.2 12.7 0.0 5.0 44.1 8.0 19.1 0.2 0.4 0.5 0.9 0.9
Number of Traders in Each Category Total Traders: 54
. 15 4 4 0 . 15 15 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 217,694
Positions
18,167 48,290 24,760 9,583 9,211 13,091 107,350 74,409 42,632 112 1,337 1,916 83 2,048
Changes from: January 7, 2020 Total Change is: 8,887
9,271 8,390 -8,198 -3,755 282 -915 4,308 -2,542 8,216 -1,063 1,277 1,019 4 1,358
Percent of Open Interest Represented by Each Category of Trader
8.3 22.2 11.4 4.4 4.2 6.0 49.3 34.2 19.6 0.1 0.6 0.9 0.0 0.9
Number of Traders in Each Category Total Traders: 89
5 26 12 . 6 . 19 27 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 80,252
Positions
838 32,881 0 892 3,306 163 12,020 8,480 32,693 33,589 1,044 0 57 1,685
Changes from: January 7, 2020 Total Change is: 8,440
0 5,810 0 0 0 -2 1,580 678 2,367 4,475 -1 0 20 -412
Percent of Open Interest Represented by Each Category of Trader
1.0 41.0 0.0 1.1 4.1 0.2 15.0 10.6 40.7 41.9 1.3 0.0 0.1 2.1
Number of Traders in Each Category Total Traders: 30
. 5 0 . 9 . . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 22,607
Positions
137 8,768 0 476 538 115 12,409 2,389 9,470 0 0 0 0 1,327
Changes from: January 7, 2020 Total Change is: 3,986
-38 1,864 0 0 -77 0 953 -704 3,071 0 0 0 0 -168
Percent of Open Interest Represented by Each Category of Trader
0.6 38.8 0.0 2.1 2.4 0.5 54.9 10.6 41.9 0.0 0.0 0.0 0.0 5.9
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 46,548
Positions
11,499 50 16,080 0 106 0 0 12,487 14,898 3,810 2,586 246 15 95
Changes from: January 7, 2020 Total Change is: -129
0 -50 0 0 -160 0 0 205 -144 0 0 0 15 20
Percent of Open Interest Represented by Each Category of Trader
24.7 0.1 34.5 0.0 0.2 0.0 0.0 26.8 32.0 8.2 5.6 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 0 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 5,405
Positions
66 46 0 272 300 0 2,688 3,339 230 342 1,043 33 1,774 414
Changes from: January 7, 2020 Total Change is: 5
0 4 0 -66 -31 0 171 -322 -8 -122 257 13 17 92
Percent of Open Interest Represented by Each Category of Trader
1.2 0.9 0.0 5.0 5.6 0.0 49.7 61.8 4.3 6.3 19.3 0.6 32.8 7.7
Number of Traders in Each Category Total Traders: 56
. . 0 . 4 0 21 12 9 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 36,189
Positions
380 18,093 0 9,105 3,449 666 19,859 8,186 2,327 984 1,015 0 2,868 2,453
Changes from: January 7, 2020 Total Change is: 1,010
-70 0 0 3,331 -16 -214 -2,323 1,099 -126 259 -78 0 153 345
Percent of Open Interest Represented by Each Category of Trader
1.1 50.0 0.0 25.2 9.5 1.8 54.9 22.6 6.4 2.7 2.8 0.0 7.9 6.8
Number of Traders in Each Category Total Traders: 91
. . 0 14 7 4 27 15 6 13 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 469,840
Positions
84,580 13,876 23,155 118,185 129,267 20,904 63,976 129,761 96,322 11,815 3,020 23,532 27,371 30,003
Changes from: January 7, 2020 Total Change is: 40,142
3,787 3,807 3,889 -2,644 20,787 1,731 22,181 7,039 2,033 458 -915 3,681 5,026 -1,910
Percent of Open Interest Represented by Each Category of Trader
18.0 3.0 4.9 25.2 27.5 4.4 13.6 27.6 20.5 2.5 0.6 5.0 5.8 6.4
Number of Traders in Each Category Total Traders: 214
15 9 18 15 41 27 38 60 51 11 13 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 14, 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 17,715
Positions
5,204 682 428 10,022 2,697 436 452 13,298 100 837 50 0 236 24
Changes from: January 7, 2020 Total Change is: 559
249 17 -17 242 60 -131 195 622 0 45 16 0 -24 -8
Percent of Open Interest Represented by Each Category of Trader
29.4 3.8 2.4 56.6 15.2 2.5 2.6 75.1 0.6 4.7 0.3 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 42
. . . 12 4 . . 6 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 17, 2020