Traders in Financial Futures - Futures Only Positions as of February 11, 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 166,914
Positions
12,389 48,979 436 38,188 40,651 5,396 57,146 38,168 3,893 11,737 1,252 209 37,520 27,930
Changes from: February 4, 2020 Total Change is: -7,086
-1,561 -26,796 -75 -5,866 9,249 673 3,994 4,814 -350 -364 -497 2 -3,539 5,894
Percent of Open Interest Represented by Each Category of Trader
7.4 29.3 0.3 22.9 24.4 3.2 34.2 22.9 2.3 7.0 0.8 0.1 22.5 16.7
Number of Traders in Each Category Total Traders: 112
6 9 . 19 15 12 29 23 12 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 51,465
Positions
10,173 11,464 4 5,836 13,155 563 21,539 5,951 116 740 868 0 12,494 19,344
Changes from: February 4, 2020 Total Change is: 1,610
661 -2,264 0 -215 2,952 18 1,646 1,533 99 0 -2,075 0 -599 1,347
Percent of Open Interest Represented by Each Category of Trader
19.8 22.3 0.0 11.3 25.6 1.1 41.9 11.6 0.2 1.4 1.7 0.0 24.3 37.6
Number of Traders in Each Category Total Traders: 53
4 7 . 6 13 . 13 8 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 212,228
Positions
17,389 46,465 3,888 68,601 67,267 7,636 63,250 42,175 8,909 11,816 9,264 0 30,739 26,624
Changes from: February 4, 2020 Total Change is: 4,063
-4,906 4,259 3,056 -3,514 1,294 -511 7,908 -4,984 352 1,045 60 0 633 537
Percent of Open Interest Represented by Each Category of Trader
8.2 21.9 1.8 32.3 31.7 3.6 29.8 19.9 4.2 5.6 4.4 0.0 14.5 12.5
Number of Traders in Each Category Total Traders: 124
7 9 . 22 23 13 28 27 16 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 193,822
Positions
74,571 24,227 1,275 39,076 70,684 11,681 36,627 40,000 3,648 1,973 3,127 0 24,971 39,180
Changes from: February 4, 2020 Total Change is: 3,743
7,342 -1,300 603 1,282 7,212 -583 -5,522 -4,275 632 -500 -818 0 489 2,272
Percent of Open Interest Represented by Each Category of Trader
38.5 12.5 0.7 20.2 36.5 6.0 18.9 20.6 1.9 1.0 1.6 0.0 12.9 20.2
Number of Traders in Each Category Total Traders: 124
7 6 . 18 28 9 21 36 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 612,444
Positions
27,850 145,522 2,823 374,399 171,729 30,239 44,521 178,070 9,003 32,894 13,586 130 90,585 61,342
Changes from: February 4, 2020 Total Change is: 17,746
-2,886 -2,325 550 19,569 -4,279 1,704 -2,237 14,140 2,353 1,341 403 29 -2,677 5,171
Percent of Open Interest Represented by Each Category of Trader
4.5 23.8 0.5 61.1 28.0 4.9 7.3 29.1 1.5 5.4 2.2 0.0 14.8 10.0
Number of Traders in Each Category Total Traders: 296
14 14 12 84 44 40 44 52 23 26 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 23,488
Positions
0 4,047 0 7,757 6,179 2,488 856 3,819 0 0 0 0 12,387 6,955
Changes from: February 4, 2020 Total Change is: -353
0 -2 0 -279 88 -173 -3 -246 0 0 0 0 102 -20
Percent of Open Interest Represented by Each Category of Trader
0.0 17.2 0.0 33.0 26.3 10.6 3.6 16.3 0.0 0.0 0.0 0.0 52.7 29.6
Number of Traders in Each Category Total Traders: 22
0 . 0 9 7 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 177,528
Positions
71,235 10,059 2,494 19,276 77,360 4,637 45,950 33,547 3,534 1,703 10,436 0 28,699 35,461
Changes from: February 4, 2020 Total Change is: -3,328
-2,955 2,368 -194 -187 -117 770 -386 -6,758 1,338 365 527 0 -2,079 -1,262
Percent of Open Interest Represented by Each Category of Trader
40.1 5.7 1.4 10.9 43.6 2.6 25.9 18.9 2.0 1.0 5.9 0.0 16.2 20.0
Number of Traders in Each Category Total Traders: 107
6 4 . 11 26 8 26 26 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 53,196
Positions
440 44,971 85 30,640 427 41 12,928 3,629 2,864 4,024 156 0 2,174 1,023
Changes from: February 4, 2020 Total Change is: 2,494
53 9 -9 -2,065 -87 0 512 155 2,815 1,123 0 0 65 -389
Percent of Open Interest Represented by Each Category of Trader
0.8 84.5 0.2 57.6 0.8 0.1 24.3 6.8 5.4 7.6 0.3 0.0 4.1 1.9
Number of Traders in Each Category Total Traders: 50
. 5 . 12 . . 20 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 302,445
Positions
2,982 220,550 951 156,767 5,823 627 124,747 49,922 4,016 4,180 16,878 0 8,175 3,678
Changes from: February 4, 2020 Total Change is: -6,449
137 818 -2 707 2,245 -2,223 324 -9,000 1,093 -6,455 275 0 -30 345
Percent of Open Interest Represented by Each Category of Trader
1.0 72.9 0.3 51.8 1.9 0.2 41.2 16.5 1.3 1.4 5.6 0.0 2.7 1.2
Number of Traders in Each Category Total Traders: 188
. 11 . 36 10 4 64 34 10 15 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 49,327
Positions
20,492 1,842 0 3,381 32,046 196 20,292 10,831 563 1,935 1,359 104 2,364 2,386
Changes from: February 4, 2020 Total Change is: 2,924
-580 -29 0 -10 1,819 196 4,943 424 54 -1,512 96 0 -167 364
Percent of Open Interest Represented by Each Category of Trader
41.5 3.7 0.0 6.9 65.0 0.4 41.1 22.0 1.1 3.9 2.8 0.2 4.8 4.8
Number of Traders in Each Category Total Traders: 68
. 4 0 5 12 . 15 20 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 48,946
Positions
15,436 5,588 0 5,560 13,642 1,439 17,363 19,135 1,611 3,537 1,610 6 3,994 5,915
Changes from: February 4, 2020 Total Change is: 5,254
3,663 385 -31 -2,083 1,801 1,053 1,387 1,182 679 992 -41 0 -406 226
Percent of Open Interest Represented by Each Category of Trader
31.5 11.4 0.0 11.4 27.9 2.9 35.5 39.1 3.3 7.2 3.3 0.0 8.2 12.1
Number of Traders in Each Category Total Traders: 101
8 . 0 8 15 5 28 27 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 17,625
Positions
832 8,099 2 6,946 2,406 0 8,684 5,587 1 119 0 0 1,041 1,530
Changes from: February 4, 2020 Total Change is: 1,418
0 -2 2 -2,093 445 0 3,762 938 1 119 0 0 -373 34
Percent of Open Interest Represented by Each Category of Trader
4.7 46.0 0.0 39.4 13.7 0.0 49.3 31.7 0.0 0.7 0.0 0.0 5.9 8.7
Number of Traders in Each Category Total Traders: 23
. . . . 4 0 6 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 51,211
Positions
14,950 27,551 19 12,083 2,853 3,396 9,515 6,106 2,095 105 535 0 9,049 8,659
Changes from: February 4, 2020 Total Change is: -80
3,392 -2,957 -726 -4,872 541 2,039 -1,187 -484 1,108 -10 160 0 177 240
Percent of Open Interest Represented by Each Category of Trader
29.2 53.8 0.0 23.6 5.6 6.6 18.6 11.9 4.1 0.2 1.0 0.0 17.7 16.9
Number of Traders in Each Category Total Traders: 92
10 18 . 17 6 7 24 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 102,421
Positions
29,900 55,101 37 24,165 5,705 6,792 19,030 12,211 4,189 210 1,069 0 18,098 17,317
Changes from: February 4, 2020 Total Change is: -160
6,784 -5,914 -1,451 -9,744 1,082 4,077 -2,374 -967 2,215 -20 319 0 353 479
Percent of Open Interest Represented by Each Category of Trader
29.2 53.8 0.0 23.6 5.6 6.6 18.6 11.9 4.1 0.2 1.0 0.0 17.7 16.9
Number of Traders in Each Category Total Traders: 92
10 18 . 17 6 7 24 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 40,576
Positions
882 33,837 0 36,618 720 145 600 3,830 0 0 464 0 2,331 1,580
Changes from: February 4, 2020 Total Change is: 642
-7 330 0 1,604 0 0 50 116 0 0 0 0 -1,005 196
Percent of Open Interest Represented by Each Category of Trader
2.2 83.4 0.0 90.2 1.8 0.4 1.5 9.4 0.0 0.0 1.1 0.0 5.7 3.9
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 596,376
Positions
40,604 192,090 30,488 310,645 92,233 49,438 50,960 105,232 21,209 20,045 38,635 1,246 71,742 65,805
Changes from: February 4, 2020 Total Change is: 20,928
4,936 1,143 1,456 5,153 -3,690 3,482 1,412 12,616 4,840 -715 53 -13 377 1,040
Percent of Open Interest Represented by Each Category of Trader
6.8 32.2 5.1 52.1 15.5 8.3 8.5 17.6 3.6 3.4 6.5 0.2 12.0 11.0
Number of Traders in Each Category Total Traders: 589
30 39 27 170 82 114 74 109 54 34 51 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 40,550
Positions
16,408 14,008 74 2,016 4,000 0 10,250 7,796 521 0 0 0 11,281 14,151
Changes from: February 4, 2020 Total Change is: 4,590
1,828 955 0 -1 0 0 3,396 1,770 359 0 0 0 -992 1,506
Percent of Open Interest Represented by Each Category of Trader
40.5 34.5 0.2 5.0 9.9 0.0 25.3 19.2 1.3 0.0 0.0 0.0 27.8 34.9
Number of Traders in Each Category Total Traders: 35
5 8 . . . 0 8 11 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 13,759
Positions
8,607 8,101 0 2,230 2,749 229 0 1,375 7 0 0 0 2,686 1,298
Changes from: February 4, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
62.6 58.9 0.0 16.2 20.0 1.7 0.0 10.0 0.1 0.0 0.0 0.0 19.5 9.4
Number of Traders in Each Category Total Traders: 20
5 7 0 . . . 0 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 14,720
Positions
6,925 11,636 16 3,969 686 75 937 814 46 0 0 0 2,752 1,447
Changes from: February 4, 2020 Total Change is: -948
-226 134 -8 2,262 -1,771 0 -43 175 40 0 0 0 -2,973 482
Percent of Open Interest Represented by Each Category of Trader
47.0 79.0 0.1 27.0 4.7 0.5 6.4 5.5 0.3 0.0 0.0 0.0 18.7 9.8
Number of Traders in Each Category Total Traders: 23
4 7 . 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 2,779,131
Positions
177,530 946,960 95,517 1,544,700 442,721 245,637 264,185 547,817 42,804 100,223 193,173 6,230 302,305 258,272
Changes from: February 4, 2020 Total Change is: 81,688
13,426 -1,171 9,394 27,325 -16,894 15,855 4,023 68,173 8,460 -3,573 267 -66 6,844 -2,330
Percent of Open Interest Represented by Each Category of Trader
6.4 34.1 3.4 55.6 15.9 8.8 9.5 19.7 1.5 3.6 7.0 0.2 10.9 9.3
Number of Traders in Each Category Total Traders: 587
30 38 26 171 81 113 76 106 51 34 51 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 32,087
Positions
19,117 18,461 1 7,161 907 982 918 8,228 0 650 332 0 3,258 3,176
Changes from: February 4, 2020 Total Change is: 255
408 718 1 -338 907 0 0 -593 0 0 0 0 184 -778
Percent of Open Interest Represented by Each Category of Trader
59.6 57.5 0.0 22.3 2.8 3.1 2.9 25.6 0.0 2.0 1.0 0.0 10.2 9.9
Number of Traders in Each Category Total Traders: 27
5 8 . 5 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 11,962
Positions
3,823 7,835 1 4,127 1,200 112 369 2,216 1 200 0 0 3,329 597
Changes from: February 4, 2020 Total Change is: 992
-255 926 0 -117 0 0 0 -6 0 200 0 0 1,164 72
Percent of Open Interest Represented by Each Category of Trader
32.0 65.5 0.0 34.5 10.0 0.9 3.1 18.5 0.0 1.7 0.0 0.0 27.8 5.0
Number of Traders in Each Category Total Traders: 24
5 7 . 4 4 . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 17,272
Positions
7,957 9,035 0 3,115 4,497 837 547 559 0 616 900 0 4,200 1,444
Changes from: February 4, 2020 Total Change is: 3,535
4,797 1,505 0 -2,287 3,734 36 0 0 0 0 0 0 989 -1,740
Percent of Open Interest Represented by Each Category of Trader
46.1 52.3 0.0 18.0 26.0 4.8 3.2 3.2 0.0 3.6 5.2 0.0 24.3 8.4
Number of Traders in Each Category Total Traders: 25
5 9 0 4 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 78,717
Positions
5,185 35,647 375 56,566 33,243 2,302 2,897 2,079 464 0 925 0 10,928 3,682
Changes from: February 4, 2020 Total Change is: 766
-609 433 241 586 508 45 -85 -249 138 0 0 0 450 -350
Percent of Open Interest Represented by Each Category of Trader
6.6 45.3 0.5 71.9 42.2 2.9 3.7 2.6 0.6 0.0 1.2 0.0 13.9 4.7
Number of Traders in Each Category Total Traders: 79
4 10 . 34 19 14 8 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 41,566
Positions
6,763 8,378 166 14,578 9,953 1,502 9,466 11,487 633 1,251 1,573 3 7,204 7,871
Changes from: February 4, 2020 Total Change is: 609
-129 -79 -72 -271 1,592 -365 1,093 835 98 26 -255 -9 239 -1,135
Percent of Open Interest Represented by Each Category of Trader
16.3 20.2 0.4 35.1 23.9 3.6 22.8 27.6 1.5 3.0 3.8 0.0 17.3 18.9
Number of Traders in Each Category Total Traders: 278
22 28 5 65 33 29 48 54 17 16 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 207,829
Positions
33,813 41,890 828 72,888 49,763 7,512 47,331 57,433 3,167 6,257 7,867 13 36,020 39,356
Changes from: February 4, 2020 Total Change is: 3,043
-647 -396 -360 -1,357 7,958 -1,826 5,466 4,175 490 129 -1,276 -46 1,194 -5,676
Percent of Open Interest Represented by Each Category of Trader
16.3 20.2 0.4 35.1 23.9 3.6 22.8 27.6 1.5 3.0 3.8 0.0 17.3 18.9
Number of Traders in Each Category Total Traders: 278
22 28 5 65 33 29 48 54 17 16 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 485,582
Positions
53,180 149,410 5,377 283,179 160,186 36,119 68,673 82,654 5,726 8,074 28,941 10 25,244 17,159
Changes from: February 4, 2020 Total Change is: -10,837
4,069 994 -711 -9,049 -3,139 -2,329 132 -354 -3,664 98 -430 -7 624 -1,197
Percent of Open Interest Represented by Each Category of Trader
11.0 30.8 1.1 58.3 33.0 7.4 14.1 17.0 1.2 1.7 6.0 0.0 5.2 3.5
Number of Traders in Each Category Total Traders: 300
21 22 5 88 42 44 53 47 21 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 18,958
Positions
1,247 6,489 0 10,276 177 76 1,066 7,528 386 0 920 0 5,907 3,382
Changes from: February 4, 2020 Total Change is: 1,402
-49 0 0 712 0 -13 212 854 363 0 -470 0 177 668
Percent of Open Interest Represented by Each Category of Trader
6.6 34.2 0.0 54.2 0.9 0.4 5.6 39.7 2.0 0.0 4.9 0.0 31.2 17.8
Number of Traders in Each Category Total Traders: 27
. . 0 10 . . . 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 56,300
Positions
8,980 6,645 1 20,477 3,594 409 16,591 7,616 777 1,258 250 0 7,807 37,008
Changes from: February 4, 2020 Total Change is: 4,939
-2,062 2,129 -1 4,482 -1,303 44 4,162 581 418 -208 0 0 -1,896 3,071
Percent of Open Interest Represented by Each Category of Trader
16.0 11.8 0.0 36.4 6.4 0.7 29.5 13.5 1.4 2.2 0.4 0.0 13.9 65.7
Number of Traders in Each Category Total Traders: 79
15 8 . 16 5 7 17 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 364,689
Positions
43,091 251,085 309 264,144 63,653 27,057 17,232 16,205 201 2,757 785 0 9,898 5,394
Changes from: February 4, 2020 Total Change is: -10,207
-5,335 -3,262 48 -5,269 -186 -22 501 -1,791 -234 -46 -5,031 0 150 271
Percent of Open Interest Represented by Each Category of Trader
11.8 68.8 0.1 72.4 17.5 7.4 4.7 4.4 0.1 0.8 0.2 0.0 2.7 1.5
Number of Traders in Each Category Total Traders: 177
15 14 . 71 34 37 20 14 5 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 1,516,042
Positions
98,424 1,066,995 6,039 1,099,485 248,157 97,367 121,664 57,315 3,709 41,633 15,327 2,051 45,670 19,082
Changes from: February 4, 2020 Total Change is: -36,261
-10,698 -21,448 -274 -421 -12,889 -19,874 -16,086 15,879 -577 840 143 -192 11,021 2,971
Percent of Open Interest Represented by Each Category of Trader
6.5 70.4 0.4 72.5 16.4 6.4 8.0 3.8 0.2 2.7 1.0 0.1 3.0 1.3
Number of Traders in Each Category Total Traders: 448
26 23 8 185 57 82 73 30 17 42 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 98,445
Positions
13,256 74,734 22,225 20,135 0 836 37,923 500 89 3,957 0 0 24 61
Changes from: February 4, 2020 Total Change is: 7,085
1,789 7,515 -937 800 0 0 5,433 500 0 0 0 0 0 7
Percent of Open Interest Represented by Each Category of Trader
13.5 75.9 22.6 20.5 0.0 0.8 38.5 0.5 0.1 4.0 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 50
7 15 12 10 0 . 13 . . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 1,245,938
Positions
8,121 164,114 22,401 547,162 306,051 199,392 73,482 249,567 135,769 83,322 42,701 322 175,967 125,621
Changes from: February 4, 2020 Total Change is: 30,151
-7,726 2,113 10,341 -17,117 -2,748 770 3,771 -18,701 40,355 3,306 2,423 70 -3,619 -4,472
Percent of Open Interest Represented by Each Category of Trader
0.7 13.2 1.8 43.9 24.6 16.0 5.9 20.0 10.9 6.7 3.4 0.0 14.1 10.1
Number of Traders in Each Category Total Traders: 203
7 20 11 59 34 56 23 42 27 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 1,237,142
Positions
45,449 99,613 6,689 646,051 96,695 215,634 30,549 653,312 67,366 51,451 0 3 173,950 97,830
Changes from: February 4, 2020 Total Change is: 36,284
2,824 -13,372 2,489 864 -3,558 6,188 -4,218 10,254 28,404 984 0 0 -1,251 5,879
Percent of Open Interest Represented by Each Category of Trader
3.7 8.1 0.5 52.2 7.8 17.4 2.5 52.8 5.4 4.2 0.0 0.0 14.1 7.9
Number of Traders in Each Category Total Traders: 141
7 10 10 68 14 49 9 27 15 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 3,999,037
Positions
86,005 258,847 53,227 1,673,178 906,607 321,019 908,901 1,871,261 330,809 390,724 112,627 41,632 193,542 103,008
Changes from: February 4, 2020 Total Change is: 115,054
2,814 -8,679 10,267 50,083 -12,962 -1,176 -68,543 37,072 83,026 8,750 -17,901 28,424 1,409 -3,017
Percent of Open Interest Represented by Each Category of Trader
2.2 6.5 1.3 41.8 22.7 8.0 22.7 46.8 8.3 9.8 2.8 1.0 4.8 2.6
Number of Traders in Each Category Total Traders: 370
23 31 16 124 30 67 69 49 49 29 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 4,160,257
Positions
245,867 168,109 113,355 1,733,144 966,697 794,601 385,504 1,179,970 253,622 167,776 214,769 24,471 441,917 444,663
Changes from: February 4, 2020 Total Change is: 85,965
46,049 -34,573 6,142 -44,383 49,687 34,262 17,393 -5,310 15,195 3,255 -1,495 140 7,912 21,917
Percent of Open Interest Represented by Each Category of Trader
5.9 4.0 2.7 41.7 23.2 19.1 9.3 28.4 6.1 4.0 5.2 0.6 10.6 10.7
Number of Traders in Each Category Total Traders: 431
31 36 24 109 74 100 55 79 55 25 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 937,254
Positions
89,827 27,728 3,436 335,375 304,561 143,437 156,557 215,669 25,979 58,139 35,161 0 124,504 181,283
Changes from: February 4, 2020 Total Change is: 2,741
2,085 -2,806 -1,631 -1,428 -409 -725 -68 6,705 3,019 2,228 -621 0 -739 -791
Percent of Open Interest Represented by Each Category of Trader
9.6 3.0 0.4 35.8 32.5 15.3 16.7 23.0 2.8 6.2 3.8 0.0 13.3 19.3
Number of Traders in Each Category Total Traders: 112
5 . 4 25 37 38 16 18 13 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 4,637,112
Positions
166,594 517,997 72,627 2,177,560 817,073 784,781 533,869 1,624,237 273,210 294,670 234,488 4,467 329,334 308,232
Changes from: February 4, 2020 Total Change is: 40,714
6,102 -19,608 13,444 -44,099 -57,603 27,153 -19,835 -3,136 73,500 -7,759 13,159 3,014 -10,806 -9,209
Percent of Open Interest Represented by Each Category of Trader
3.6 11.2 1.6 47.0 17.6 16.9 11.5 35.0 5.9 6.4 5.1 0.1 7.1 6.6
Number of Traders in Each Category Total Traders: 345
21 29 22 94 51 77 41 70 53 17 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 1,748,246
Positions
330,426 419,460 394,975 1,937 71,135 13,993 462,801 345,267 437,042 58,234 21,600 8,025 40,813 36,749
Changes from: February 4, 2020 Total Change is: 85,462
25,059 10,303 -10,481 559 11,006 -5,191 31,643 29,905 40,883 70 3,500 -771 3,691 6,308
Percent of Open Interest Represented by Each Category of Trader
18.9 24.0 22.6 0.1 4.1 0.8 26.5 19.7 25.0 3.3 1.2 0.5 2.3 2.1
Number of Traders in Each Category Total Traders: 142
37 20 51 . 6 5 40 23 42 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 is11,797,176
Positions
2,333,769 1,843,460 2,220,046 526,024 2,280,914 630,511 2,372,063 799,021 2,903,585 81,562 112,697 49,627 679,989 957,315
Changes from: February 4, 2020 Total Change is: 33,789
-191,168 -6,956 -25,291 53,810 -75,661 29,568 132,109 2,649 10,960 10,240 8,440 -12,555 26,116 102,635
Percent of Open Interest Represented by Each Category of Trader
19.8 15.6 18.8 4.5 19.3 5.3 20.1 6.8 24.6 0.7 1.0 0.4 5.8 8.1
Number of Traders in Each Category Total Traders: 253
32 43 70 17 18 24 52 50 86 19 14 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 167,656
Positions
8,112 92,673 20,209 6,296 0 14,567 91,824 13,114 24,073 427 615 784 1,364 1,621
Changes from: February 4, 2020 Total Change is: 14,511
430 5,406 1,366 -7,969 0 7,402 9,057 -3,917 4,245 109 121 -144 15 32
Percent of Open Interest Represented by Each Category of Trader
4.8 55.3 12.1 3.8 0.0 8.7 54.8 7.8 14.4 0.3 0.4 0.5 0.8 1.0
Number of Traders in Each Category Total Traders: 59
4 16 5 4 0 . 11 18 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 212,852
Positions
3,029 73,602 23,275 13,909 2,915 4,317 108,352 59,125 47,724 9,540 796 266 2,440 832
Changes from: February 4, 2020 Total Change is: 35,559
2,051 24,737 -2,335 1,141 -368 -1,121 16,973 2,707 11,429 5,175 648 -123 2,369 -15
Percent of Open Interest Represented by Each Category of Trader
1.4 34.6 10.9 6.5 1.4 2.0 50.9 27.8 22.4 4.5 0.4 0.1 1.1 0.4
Number of Traders in Each Category Total Traders: 82
. 23 12 . 6 . 18 27 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 93,703
Positions
838 38,293 0 922 3,349 34 19,845 10,341 38,427 33,614 1,140 0 23 2,119
Changes from: February 4, 2020 Total Change is: 2,159
0 225 0 4 -392 -1 -1,649 -704 3,132 675 -22 0 -2 -79
Percent of Open Interest Represented by Each Category of Trader
0.9 40.9 0.0 1.0 3.6 0.0 21.2 11.0 41.0 35.9 1.2 0.0 0.0 2.3
Number of Traders in Each Category Total Traders: 30
. 4 0 . 9 . . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 32,227
Positions
165 12,514 0 1,293 671 115 15,942 2,819 14,710 0 0 0 2 1,398
Changes from: February 4, 2020 Total Change is: 3,281
36 2,594 0 0 114 0 2,444 -66 814 0 0 0 -13 -175
Percent of Open Interest Represented by Each Category of Trader
0.5 38.8 0.0 4.0 2.1 0.4 49.5 8.7 45.6 0.0 0.0 0.0 0.0 4.3
Number of Traders in Each Category Total Traders: 22
. 4 0 . 7 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 44,589
Positions
10,601 0 16,188 0 111 0 1,388 12,612 12,291 3,860 3,011 246 15 130
Changes from: February 4, 2020 Total Change is: -114
0 0 0 0 0 0 847 913 -1,001 50 -40 0 -10 14
Percent of Open Interest Represented by Each Category of Trader
23.8 0.0 36.3 0.0 0.2 0.0 3.1 28.3 27.6 8.7 6.8 0.6 0.0 0.3
Number of Traders in Each Category Total Traders: 23
. 0 . 0 . 0 . 8 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 6,106
Positions
76 50 0 367 148 0 2,237 4,553 244 924 533 146 2,112 432
Changes from: February 4, 2020 Total Change is: 1,739
5 0 0 235 -286 0 801 1,417 148 246 365 43 261 52
Percent of Open Interest Represented by Each Category of Trader
1.2 0.8 0.0 6.0 2.4 0.0 36.6 74.6 4.0 15.1 8.7 2.4 34.6 7.1
Number of Traders in Each Category Total Traders: 59
. . 0 4 . 0 20 13 5 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 49,634
Positions
450 20,281 0 19,652 1,773 622 22,692 22,766 1,215 1,611 1,075 77 3,315 1,825
Changes from: February 4, 2020 Total Change is: 12,760
-40 2,188 0 3,257 -150 -44 8,742 9,939 -42 468 602 -10 429 277
Percent of Open Interest Represented by Each Category of Trader
0.9 40.9 0.0 39.6 3.6 1.3 45.7 45.9 2.4 3.2 2.2 0.2 6.7 3.7
Number of Traders in Each Category Total Traders: 105
. . 0 19 . 4 39 15 6 14 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 424,215
Positions
84,585 20,203 26,807 107,933 107,700 21,984 49,182 116,749 79,730 12,168 2,243 16,174 25,652 32,625
Changes from: February 4, 2020 Total Change is: -4,048
-327 -1,317 1,049 -6,899 11,181 -4,465 5,983 -9,077 1,596 668 -2,015 -1,848 195 848
Percent of Open Interest Represented by Each Category of Trader
19.9 4.8 6.3 25.4 25.4 5.2 11.6 27.5 18.8 2.9 0.5 3.8 6.0 7.7
Number of Traders in Each Category Total Traders: 200
15 13 19 22 31 25 37 47 57 13 8 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 11, 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 20,019
Positions
7,573 855 269 9,318 4,752 1,487 97 12,407 100 843 40 0 332 109
Changes from: February 4, 2020 Total Change is: 811
2,574 96 -95 -1,595 122 0 -120 662 0 -15 0 0 62 26
Percent of Open Interest Represented by Each Category of Trader
37.8 4.3 1.3 46.5 23.7 7.4 0.5 62.0 0.5 4.2 0.2 0.0 1.7 0.5
Number of Traders in Each Category Total Traders: 43
4 . . 10 5 . . 8 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 14, 2020