Traders in Financial Futures - Futures Only Positions as of January 21, 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 188,596
Positions
6,703 104,146 191 65,079 21,365 3,438 47,510 32,824 4,329 18,259 1,672 204 42,883 20,427
Changes from: January 14, 2020 Total Change is: -1,633
-277 -1,837 -476 -182 3,765 193 2,068 -3,840 -1,044 864 -407 19 -2,798 1,994
Percent of Open Interest Represented by Each Category of Trader
3.6 55.2 0.1 34.5 11.3 1.8 25.2 17.4 2.3 9.7 0.9 0.1 22.7 10.8
Number of Traders in Each Category Total Traders: 112
. 10 . 25 13 10 26 20 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 50,368
Positions
12,078 13,141 4 4,422 9,735 556 17,327 7,530 87 740 1,480 0 15,154 17,835
Changes from: January 14, 2020 Total Change is: 1,250
-1,900 3,409 0 238 -1,010 21 766 -123 -412 0 -174 0 2,537 -461
Percent of Open Interest Represented by Each Category of Trader
24.0 26.1 0.0 8.8 19.3 1.1 34.4 14.9 0.2 1.5 2.9 0.0 30.1 35.4
Number of Traders in Each Category Total Traders: 49
. 8 . 5 11 . 9 10 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 194,625
Positions
11,630 44,004 315 75,703 67,434 5,765 52,607 37,135 6,335 9,388 8,470 0 32,882 25,167
Changes from: January 14, 2020 Total Change is: -1,911
632 -3,501 -122 2,424 2,665 -373 -6,123 -387 256 0 126 0 1,395 -575
Percent of Open Interest Represented by Each Category of Trader
6.0 22.6 0.2 38.9 34.6 3.0 27.0 19.1 3.3 4.8 4.4 0.0 16.9 12.9
Number of Traders in Each Category Total Traders: 116
5 8 . 21 23 13 28 24 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 203,579
Positions
80,528 20,850 365 36,404 62,930 11,107 37,383 61,592 3,844 2,121 3,658 0 31,827 39,233
Changes from: January 14, 2020 Total Change is: 19,716
18,288 1,491 365 60 8,144 488 -557 7,973 -410 -310 -447 0 1,792 2,112
Percent of Open Interest Represented by Each Category of Trader
39.6 10.2 0.2 17.9 30.9 5.5 18.4 30.3 1.9 1.0 1.8 0.0 15.6 19.3
Number of Traders in Each Category Total Traders: 123
8 5 . 17 28 9 22 34 14 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 582,164
Positions
26,912 169,292 5,192 345,091 156,105 26,703 46,342 147,131 6,479 26,469 12,203 5,356 93,620 53,703
Changes from: January 14, 2020 Total Change is: 10,925
-459 4,229 474 3,531 7,354 133 4,765 -3,821 -62 820 1,195 -42 1,765 1,465
Percent of Open Interest Represented by Each Category of Trader
4.6 29.1 0.9 59.3 26.8 4.6 8.0 25.3 1.1 4.5 2.1 0.9 16.1 9.2
Number of Traders in Each Category Total Traders: 293
14 15 14 86 43 40 41 47 21 30 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 23,148
Positions
0 3,841 0 8,003 5,081 2,762 859 4,827 0 0 0 0 11,524 6,637
Changes from: January 14, 2020 Total Change is: 563
0 97 0 354 -1,186 -87 14 1,908 0 0 0 0 282 -169
Percent of Open Interest Represented by Each Category of Trader
0.0 16.6 0.0 34.6 22.0 11.9 3.7 20.9 0.0 0.0 0.0 0.0 49.8 28.7
Number of Traders in Each Category Total Traders: 24
0 . 0 10 6 8 . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 139,478
Positions
34,109 15,499 2,485 22,892 44,262 3,344 37,790 34,130 862 9,291 10,209 0 28,705 28,687
Changes from: January 14, 2020 Total Change is: -5,090
2,042 -2,723 1 -528 5,898 1,122 -1,222 -8,282 -2,237 2 -87 0 -4,270 1,218
Percent of Open Interest Represented by Each Category of Trader
24.5 11.1 1.8 16.4 31.7 2.4 27.1 24.5 0.6 6.7 7.3 0.0 20.6 20.6
Number of Traders in Each Category Total Traders: 89
5 7 5 15 17 11 22 16 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 57,135
Positions
0 45,278 57 43,619 0 41 9,296 10,025 10 2,205 156 0 1,907 1,568
Changes from: January 14, 2020 Total Change is: 2,114
0 42 1 1,873 0 0 -77 1,818 0 436 -169 0 -119 422
Percent of Open Interest Represented by Each Category of Trader
0.0 79.2 0.1 76.3 0.0 0.1 16.3 17.5 0.0 3.9 0.3 0.0 3.3 2.7
Number of Traders in Each Category Total Traders: 49
0 6 . 14 0 . 17 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 299,980
Positions
719 209,204 888 148,257 9,067 3,974 115,999 54,734 1,377 20,575 17,046 0 8,191 3,690
Changes from: January 14, 2020 Total Change is: 5,941
-359 4,044 0 6,055 1,586 958 314 -1,928 268 -1,817 782 0 522 231
Percent of Open Interest Represented by Each Category of Trader
0.2 69.7 0.3 49.4 3.0 1.3 38.7 18.2 0.5 6.9 5.7 0.0 2.7 1.2
Number of Traders in Each Category Total Traders: 182
. 10 . 34 10 4 63 32 11 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 40,843
Positions
22,074 2,104 34 5,537 23,717 0 3,779 8,181 4,400 2,329 1,060 0 2,690 1,347
Changes from: January 14, 2020 Total Change is: 4,301
400 29 -26 932 5,612 0 901 -4,297 2,633 -513 145 0 -26 205
Percent of Open Interest Represented by Each Category of Trader
54.0 5.2 0.1 13.6 58.1 0.0 9.3 20.0 10.8 5.7 2.6 0.0 6.6 3.3
Number of Traders in Each Category Total Traders: 60
4 . . 8 6 0 11 20 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 48,300
Positions
10,304 8,882 0 13,529 12,408 293 15,226 18,670 1,091 3,964 2,394 5 3,888 4,557
Changes from: January 14, 2020 Total Change is: -351
-607 1,385 0 -20 269 112 835 -2,215 242 -622 151 5 -296 -300
Percent of Open Interest Represented by Each Category of Trader
21.3 18.4 0.0 28.0 25.7 0.6 31.5 38.7 2.3 8.2 5.0 0.0 8.0 9.4
Number of Traders in Each Category Total Traders: 102
7 4 0 15 11 4 28 19 5 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 18,049
Positions
832 8,064 37 14,439 2,622 0 1,205 5,489 61 0 293 0 1,475 1,483
Changes from: January 14, 2020 Total Change is: -632
0 -41 0 -359 101 0 -268 -668 -5 0 -16 0 0 -3
Percent of Open Interest Represented by Each Category of Trader
4.6 44.7 0.2 80.0 14.5 0.0 6.7 30.4 0.3 0.0 1.6 0.0 8.2 8.2
Number of Traders in Each Category Total Traders: 27
. . . 5 5 0 4 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 51,888
Positions
12,254 30,499 663 16,880 2,195 899 10,303 6,162 1,299 377 1,192 0 9,215 8,980
Changes from: January 14, 2020 Total Change is: 895
-285 2,424 -18 -2,135 -282 14 1,343 -2,976 1,201 66 -4 0 709 536
Percent of Open Interest Represented by Each Category of Trader
23.6 58.8 1.3 32.5 4.2 1.7 19.9 11.9 2.5 0.7 2.3 0.0 17.8 17.3
Number of Traders in Each Category Total Traders: 98
9 22 . 17 4 4 28 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 103,776
Positions
24,508 60,998 1,325 33,759 4,390 1,798 20,605 12,323 2,598 754 2,384 0 18,429 17,960
Changes from: January 14, 2020 Total Change is: 1,790
-570 4,847 -35 -4,269 -563 28 2,686 -5,952 2,401 132 -7 0 1,417 1,071
Percent of Open Interest Represented by Each Category of Trader
23.6 58.8 1.3 32.5 4.2 1.7 19.9 11.9 2.5 0.7 2.3 0.0 17.8 17.3
Number of Traders in Each Category Total Traders: 98
9 22 . 17 4 4 28 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 36,543
Positions
200 30,312 0 32,849 780 145 1,230 3,530 0 0 464 0 2,119 1,312
Changes from: January 14, 2020 Total Change is: -536
0 -353 0 -284 0 0 -313 -323 0 0 0 0 61 140
Percent of Open Interest Represented by Each Category of Trader
0.5 82.9 0.0 89.9 2.1 0.4 3.4 9.7 0.0 0.0 1.3 0.0 5.8 3.6
Number of Traders in Each Category Total Traders: 23
. 6 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 587,888
Positions
37,634 183,735 28,575 316,976 99,745 42,791 54,282 102,683 17,256 20,726 53,344 1,004 68,644 58,757
Changes from: January 14, 2020 Total Change is: 19,577
4,238 7,530 3,985 3,506 2,095 -1,404 2,731 5,450 3,180 2,558 -1,246 211 571 -225
Percent of Open Interest Represented by Each Category of Trader
6.4 31.3 4.9 53.9 17.0 7.3 9.2 17.5 2.9 3.5 9.1 0.2 11.7 10.0
Number of Traders in Each Category Total Traders: 569
31 40 27 169 83 120 67 106 56 29 44 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 33,303
Positions
13,695 15,720 74 1,017 4,000 0 6,832 3,689 78 0 0 0 11,607 9,742
Changes from: January 14, 2020 Total Change is: 5,592
3,783 3,943 0 0 0 0 2,760 1,127 -482 0 0 0 -469 1,004
Percent of Open Interest Represented by Each Category of Trader
41.1 47.2 0.2 3.1 12.0 0.0 20.5 11.1 0.2 0.0 0.0 0.0 34.9 29.3
Number of Traders in Each Category Total Traders: 30
5 9 . . . 0 8 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 14,484
Positions
8,305 10,267 0 2,903 2,017 229 565 744 17 0 0 0 2,465 1,210
Changes from: January 14, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
57.3 70.9 0.0 20.0 13.9 1.6 3.9 5.1 0.1 0.0 0.0 0.0 17.0 8.4
Number of Traders in Each Category Total Traders: 21
4 8 0 4 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 16,611
Positions
10,492 11,124 0 2,185 2,402 249 1,122 432 0 0 0 0 2,563 2,404
Changes from: January 14, 2020 Total Change is: 1,006
1,274 180 0 256 1,361 0 0 -13 0 0 0 0 -524 -522
Percent of Open Interest Represented by Each Category of Trader
63.2 67.0 0.0 13.2 14.5 1.5 6.8 2.6 0.0 0.0 0.0 0.0 15.4 14.5
Number of Traders in Each Category Total Traders: 21
4 6 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 2,772,927
Positions
184,098 904,477 78,103 1,581,681 480,609 212,070 277,495 535,211 45,645 103,631 266,718 5,018 285,186 245,076
Changes from: January 14, 2020 Total Change is: 69,925
16,327 31,987 5,877 17,534 10,480 -7,024 14,076 35,835 4,089 12,791 -6,228 1,056 5,199 -6,147
Percent of Open Interest Represented by Each Category of Trader
6.6 32.6 2.8 57.0 17.3 7.6 10.0 19.3 1.6 3.7 9.6 0.2 10.3 8.8
Number of Traders in Each Category Total Traders: 566
33 37 24 170 82 119 68 103 53 29 44 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 28,981
Positions
16,649 16,536 0 7,483 0 982 462 7,865 0 0 332 0 3,405 3,266
Changes from: January 14, 2020 Total Change is: 500
305 708 0 318 0 0 0 -241 0 0 0 0 -123 33
Percent of Open Interest Represented by Each Category of Trader
57.4 57.1 0.0 25.8 0.0 3.4 1.6 27.1 0.0 0.0 1.1 0.0 11.7 11.3
Number of Traders in Each Category Total Traders: 22
5 8 0 4 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 9,531
Positions
3,281 4,631 1 3,791 1,681 109 313 2,393 1 0 0 0 2,035 715
Changes from: January 14, 2020 Total Change is: 291
-13 318 1 206 424 0 -133 -1 1 0 0 0 229 -452
Percent of Open Interest Represented by Each Category of Trader
34.4 48.6 0.0 39.8 17.6 1.1 3.3 25.1 0.0 0.0 0.0 0.0 21.4 7.5
Number of Traders in Each Category Total Traders: 23
6 4 . 5 5 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 13,242
Positions
3,345 8,421 0 4,840 999 957 547 1,673 0 0 0 0 3,553 1,192
Changes from: January 14, 2020 Total Change is: -6
-6 -161 0 641 179 -179 -347 5 -103 0 0 0 -12 253
Percent of Open Interest Represented by Each Category of Trader
25.3 63.6 0.0 36.6 7.5 7.2 4.1 12.6 0.0 0.0 0.0 0.0 26.8 9.0
Number of Traders in Each Category Total Traders: 21
. 6 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 78,590
Positions
4,841 33,313 133 56,448 32,570 2,167 3,386 4,910 302 205 2,435 0 11,108 2,760
Changes from: January 14, 2020 Total Change is: 1,091
2 7,457 -157 2,821 -580 -643 -1,440 531 117 205 -5,294 0 186 -340
Percent of Open Interest Represented by Each Category of Trader
6.2 42.4 0.2 71.8 41.4 2.8 4.3 6.2 0.4 0.3 3.1 0.0 14.1 3.5
Number of Traders in Each Category Total Traders: 87
4 10 . 37 19 13 8 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 43,385
Positions
5,216 9,265 171 15,500 8,814 1,680 12,063 12,473 715 954 2,056 3 7,082 8,208
Changes from: January 14, 2020 Total Change is: 211
830 -895 -40 97 1,359 -473 53 -457 145 -185 86 0 -216 488
Percent of Open Interest Represented by Each Category of Trader
12.0 21.4 0.4 35.7 20.3 3.9 27.8 28.7 1.6 2.2 4.7 0.0 16.3 18.9
Number of Traders in Each Category Total Traders: 260
18 24 4 61 30 27 46 52 17 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 216,925
Positions
26,081 46,324 856 77,499 44,071 8,399 60,317 62,364 3,575 4,771 10,278 16 35,411 41,042
Changes from: January 14, 2020 Total Change is: 1,054
4,152 -4,477 -201 487 6,794 -2,365 265 -2,286 725 -926 428 -2 -1,081 2,438
Percent of Open Interest Represented by Each Category of Trader
12.0 21.4 0.4 35.7 20.3 3.9 27.8 28.7 1.6 2.2 4.7 0.0 16.3 18.9
Number of Traders in Each Category Total Traders: 260
18 24 4 61 30 27 46 52 17 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 506,630
Positions
41,024 149,557 6,466 289,948 163,348 37,817 88,115 93,604 8,364 8,916 30,793 13 25,967 16,668
Changes from: January 14, 2020 Total Change is: 11,544
1,126 7,530 -1,252 9,386 6,275 495 6,682 2,674 -2,309 -727 -1,423 0 -1,857 -446
Percent of Open Interest Represented by Each Category of Trader
8.1 29.5 1.3 57.2 32.2 7.5 17.4 18.5 1.7 1.8 6.1 0.0 5.1 3.3
Number of Traders in Each Category Total Traders: 308
17 23 5 90 43 43 60 46 19 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 20,912
Positions
751 7,219 0 11,112 345 25 1,787 10,787 20 0 422 0 7,217 2,094
Changes from: January 14, 2020 Total Change is: 201
523 230 0 209 0 6 97 14 -1 0 0 0 -633 -48
Percent of Open Interest Represented by Each Category of Trader
3.6 34.5 0.0 53.1 1.6 0.1 8.5 51.6 0.1 0.0 2.0 0.0 34.5 10.0
Number of Traders in Each Category Total Traders: 28
. 4 0 11 . . 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 57,886
Positions
10,517 5,191 5 20,432 3,870 353 16,755 4,048 317 464 250 0 9,043 43,852
Changes from: January 14, 2020 Total Change is: -843
3,014 25 -53 -211 -577 -13 -4,256 -4,491 43 0 0 0 633 4,223
Percent of Open Interest Represented by Each Category of Trader
18.2 9.0 0.0 35.3 6.7 0.6 28.9 7.0 0.5 0.8 0.4 0.0 15.6 75.8
Number of Traders in Each Category Total Traders: 62
13 7 . 16 5 6 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 368,363
Positions
55,940 247,580 262 255,454 68,707 24,583 19,059 11,472 377 3,028 9,324 0 9,660 6,058
Changes from: January 14, 2020 Total Change is: -1,466
1,173 1,040 0 -6,303 2,764 158 4,027 -5,922 -423 -105 -8 0 7 925
Percent of Open Interest Represented by Each Category of Trader
15.2 67.2 0.1 69.3 18.7 6.7 5.2 3.1 0.1 0.8 2.5 0.0 2.6 1.6
Number of Traders in Each Category Total Traders: 180
16 12 . 69 41 35 23 9 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 1,545,708
Positions
84,135 1,066,661 12,255 1,118,915 259,597 99,641 128,888 67,310 6,052 50,477 15,464 2,135 43,210 16,593
Changes from: January 14, 2020 Total Change is: 26,458
3,263 35,484 4,752 2,064 -2,324 2,683 -5,976 -15,769 1,712 15,496 -275 7 2,457 188
Percent of Open Interest Represented by Each Category of Trader
5.4 69.0 0.8 72.4 16.8 6.4 8.3 4.4 0.4 3.3 1.0 0.1 2.8 1.1
Number of Traders in Each Category Total Traders: 443
29 21 9 185 60 78 70 30 16 42 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 83,360
Positions
10,806 57,394 24,341 16,726 0 1,146 26,705 0 218 3,394 0 0 24 261
Changes from: January 14, 2020 Total Change is: 6,365
-1,403 4,018 1,932 407 0 200 5,239 0 15 175 0 0 -200 200
Percent of Open Interest Represented by Each Category of Trader
13.0 68.9 29.2 20.1 0.0 1.4 32.0 0.0 0.3 4.1 0.0 0.0 0.0 0.3
Number of Traders in Each Category Total Traders: 47
7 15 11 9 0 . 13 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 1,061,745
Positions
4,188 143,225 5,249 517,758 288,524 190,957 90,490 248,159 14,364 80,825 39,731 122 157,792 131,414
Changes from: January 14, 2020 Total Change is: 24,228
-3,912 -5,614 4,379 1,151 -6,801 3,937 18,587 19,480 6,843 -7 174 118 -6,868 1,712
Percent of Open Interest Represented by Each Category of Trader
0.4 13.5 0.5 48.8 27.2 18.0 8.5 23.4 1.4 7.6 3.7 0.0 14.9 12.4
Number of Traders in Each Category Total Traders: 192
9 19 9 58 30 51 28 32 22 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 1,246,676
Positions
37,946 130,715 864 732,976 104,295 201,974 34,730 694,849 26,043 51,850 3,677 0 160,293 84,259
Changes from: January 14, 2020 Total Change is: -7,820
-7,956 5,284 829 -10,120 -5,741 3,994 -5,289 -7,008 6,156 5,205 -1,866 0 -639 -9,468
Percent of Open Interest Represented by Each Category of Trader
3.0 10.5 0.1 58.8 8.4 16.2 2.8 55.7 2.1 4.2 0.3 0.0 12.9 6.8
Number of Traders in Each Category Total Traders: 142
5 12 . 67 15 52 9 26 12 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 3,655,036
Positions
98,736 236,194 18,501 1,710,081 924,038 315,415 919,607 1,819,409 87,493 308,922 141,159 7,721 188,560 105,106
Changes from: January 14, 2020 Total Change is: 59,445
6,269 11,096 4,921 -7,659 58,342 4,396 11,408 -43,782 29,723 8,135 -1,998 5,879 -3,627 -9,132
Percent of Open Interest Represented by Each Category of Trader
2.7 6.5 0.5 46.8 25.3 8.6 25.2 49.8 2.4 8.5 3.9 0.2 5.2 2.9
Number of Traders in Each Category Total Traders: 369
25 30 11 123 34 69 69 50 40 24 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 3,771,582
Positions
147,456 245,894 68,706 1,759,330 823,874 726,672 338,032 1,146,177 124,075 181,147 210,396 7,078 419,086 418,710
Changes from: January 14, 2020 Total Change is: 83,593
-1,537 -42,294 18,982 51,921 -6,480 6,021 -12,883 44,440 32,973 -22,251 14,153 -653 11,020 16,451
Percent of Open Interest Represented by Each Category of Trader
3.9 6.5 1.8 46.6 21.8 19.3 9.0 30.4 3.3 4.8 5.6 0.2 11.1 11.1
Number of Traders in Each Category Total Traders: 401
21 39 14 109 70 95 50 73 50 20 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 934,210
Positions
91,042 35,576 1,778 335,358 315,129 142,377 174,584 202,438 21,996 49,011 36,353 0 118,064 178,563
Changes from: January 14, 2020 Total Change is: 10,618
5,496 -19,458 -80 1,528 6,424 12 276 10,386 3,986 -2,907 2,753 0 2,307 6,595
Percent of Open Interest Represented by Each Category of Trader
9.7 3.8 0.2 35.9 33.7 15.2 18.7 21.7 2.4 5.2 3.9 0.0 12.6 19.1
Number of Traders in Each Category Total Traders: 113
6 4 . 24 40 40 17 16 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 4,296,398
Positions
54,819 507,975 34,616 2,214,249 877,003 735,656 528,454 1,490,665 119,957 284,258 229,680 626 323,763 300,220
Changes from: January 14, 2020 Total Change is: 35,231
11,590 -16,678 6,379 33,667 50,165 -5,409 -18,901 -4,835 7,469 -3,261 3,555 -109 3,806 -5,306
Percent of Open Interest Represented by Each Category of Trader
1.3 11.8 0.8 51.5 20.4 17.1 12.3 34.7 2.8 6.6 5.3 0.0 7.5 7.0
Number of Traders in Each Category Total Traders: 331
15 32 15 89 55 76 48 58 45 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 1,872,842
Positions
390,441 403,033 440,640 13,868 32,722 31,305 511,628 504,318 393,917 43,576 27,500 4,482 42,985 34,925
Changes from: January 14, 2020 Total Change is: 18,407
-4,623 -24,725 51,405 -1,026 352 4,313 -21,804 -9,409 -3,859 1,467 0 -732 -6,734 1,062
Percent of Open Interest Represented by Each Category of Trader
20.8 21.5 23.5 0.7 1.7 1.7 27.3 26.9 21.0 2.3 1.5 0.2 2.3 1.9
Number of Traders in Each Category Total Traders: 144
36 17 46 4 6 7 41 26 47 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 is10,981,621
Positions
2,572,463 1,542,375 2,175,891 294,686 2,358,642 643,951 2,002,921 678,405 2,562,024 80,931 100,903 60,669 588,085 858,761
Changes from: January 14, 2020 Total Change is: 152,497
121,870 104,229 -26,990 3,918 10,931 23,966 27,667 31,841 14,237 -1,011 8,406 18,633 -29,793 -32,756
Percent of Open Interest Represented by Each Category of Trader
23.4 14.0 19.8 2.7 21.5 5.9 18.2 6.2 23.3 0.7 0.9 0.6 5.4 7.8
Number of Traders in Each Category Total Traders: 230
40 34 68 12 18 21 51 42 83 13 15 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 141,405
Positions
4,156 74,657 18,072 16,865 0 6,738 69,586 15,860 23,417 507 564 794 1,270 1,303
Changes from: January 14, 2020 Total Change is: 5,501
-1,664 2,599 105 -435 0 0 9,600 4,964 -2,485 230 72 110 40 136
Percent of Open Interest Represented by Each Category of Trader
2.9 52.8 12.8 11.9 0.0 4.8 49.2 11.2 16.6 0.4 0.4 0.6 0.9 0.9
Number of Traders in Each Category Total Traders: 58
. 16 5 4 0 . 14 18 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 216,868
Positions
12,704 44,124 27,466 10,716 9,480 12,228 107,787 74,104 42,774 100 2,592 2,977 116 1,123
Changes from: January 14, 2020 Total Change is: -826
-5,463 -4,166 2,706 1,133 269 -863 437 -305 142 -12 1,255 1,061 33 -925
Percent of Open Interest Represented by Each Category of Trader
5.9 20.3 12.7 4.9 4.4 5.6 49.7 34.2 19.7 0.0 1.2 1.4 0.1 0.5
Number of Traders in Each Category Total Traders: 87
4 26 13 . 6 . 17 29 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 87,457
Positions
838 37,498 0 892 3,423 38 18,809 9,672 33,325 33,519 1,108 0 36 2,393
Changes from: January 14, 2020 Total Change is: 7,205
0 4,617 0 0 117 -125 6,789 1,192 632 -70 64 0 -21 708
Percent of Open Interest Represented by Each Category of Trader
1.0 42.9 0.0 1.0 3.9 0.0 21.5 11.1 38.1 38.3 1.3 0.0 0.0 2.7
Number of Traders in Each Category Total Traders: 32
. 5 0 . 9 . 4 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 25,200
Positions
138 9,427 0 476 549 115 13,747 2,822 10,723 0 0 0 1 1,564
Changes from: January 14, 2020 Total Change is: 2,593
1 659 0 0 11 0 1,338 433 1,253 0 0 0 1 237
Percent of Open Interest Represented by Each Category of Trader
0.5 37.4 0.0 1.9 2.2 0.5 54.6 11.2 42.6 0.0 0.0 0.0 0.0 6.2
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 50 16,080 0 106 0 170 12,672 14,847 3,810 2,586 246 25 90
Changes from: January 14, 2020 Total Change is: 129
0 0 0 0 0 0 170 185 -51 0 0 0 10 -5
Percent of Open Interest Represented by Each Category of Trader
24.6 0.1 34.4 0.0 0.2 0.0 0.4 27.1 31.8 8.2 5.5 0.5 0.1 0.2
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 5,139
Positions
66 46 0 185 445 0 2,304 3,035 302 437 864 43 1,802 404
Changes from: January 14, 2020 Total Change is: -266
0 0 0 -87 145 0 -384 -304 72 95 -179 10 28 -10
Percent of Open Interest Represented by Each Category of Trader
1.3 0.9 0.0 3.6 8.7 0.0 44.8 59.1 5.9 8.5 16.8 0.8 35.1 7.9
Number of Traders in Each Category Total Traders: 56
. . 0 . . 0 22 11 6 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 35,878
Positions
380 18,147 0 10,320 3,317 691 18,165 8,560 2,370 964 860 0 2,988 1,933
Changes from: January 14, 2020 Total Change is: -311
0 54 0 1,215 -132 25 -1,694 374 43 -20 -155 0 120 -520
Percent of Open Interest Represented by Each Category of Trader
1.1 50.6 0.0 28.8 9.2 1.9 50.6 23.9 6.6 2.7 2.4 0.0 8.3 5.4
Number of Traders in Each Category Total Traders: 90
. . 0 14 6 4 27 17 8 12 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 478,868
Positions
87,569 19,065 23,343 115,668 136,885 25,189 68,270 122,731 98,883 13,498 3,398 19,696 26,752 29,678
Changes from: January 14, 2020 Total Change is: 9,028
2,989 5,189 188 -2,517 7,618 4,285 4,294 -7,030 2,561 1,683 378 -3,836 -619 -325
Percent of Open Interest Represented by Each Category of Trader
18.3 4.0 4.9 24.2 28.6 5.3 14.3 25.6 20.6 2.8 0.7 4.1 5.6 6.2
Number of Traders in Each Category Total Traders: 222
16 12 19 15 40 28 39 65 57 12 11 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 21, 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 16,779
Positions
5,334 701 299 8,456 2,697 586 883 12,332 100 848 40 0 273 24
Changes from: January 14, 2020 Total Change is: -936
130 19 -129 -1,566 0 150 431 -966 0 11 -10 0 37 0
Percent of Open Interest Represented by Each Category of Trader
31.8 4.2 1.8 50.4 16.1 3.5 5.3 73.5 0.6 5.1 0.2 0.0 1.6 0.1
Number of Traders in Each Category Total Traders: 40
. . . 10 4 . . 6 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 24, 2020