Traders in Financial Futures - Futures Only Positions as of February 18, 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 164,698
Positions
15,190 46,190 1,898 38,069 38,295 5,061 52,840 39,184 4,848 12,135 1,252 1 34,656 27,969
Changes from: February 11, 2020 Total Change is: -2,216
2,801 -2,789 1,462 -119 -2,356 -335 -4,306 1,016 955 398 0 -208 -2,864 39
Percent of Open Interest Represented by Each Category of Trader
9.2 28.0 1.2 23.1 23.3 3.1 32.1 23.8 2.9 7.4 0.8 0.0 21.0 17.0
Number of Traders in Each Category Total Traders: 115
7 8 . 20 16 11 28 24 15 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 52,520
Positions
12,377 7,299 4 5,678 13,710 553 22,199 8,388 16 740 868 0 10,953 21,682
Changes from: February 11, 2020 Total Change is: 1,055
2,204 -4,165 0 -158 555 -10 660 2,437 -100 0 0 0 -1,541 2,338
Percent of Open Interest Represented by Each Category of Trader
23.6 13.9 0.0 10.8 26.1 1.1 42.3 16.0 0.0 1.4 1.7 0.0 20.9 41.3
Number of Traders in Each Category Total Traders: 56
4 6 . 6 13 . 15 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 216,933
Positions
15,018 57,353 471 71,054 63,854 7,994 70,893 42,114 8,959 10,696 9,264 0 31,848 26,924
Changes from: February 11, 2020 Total Change is: 4,705
-2,371 10,888 -3,417 2,453 -3,413 358 7,643 -61 50 -1,120 0 0 1,109 300
Percent of Open Interest Represented by Each Category of Trader
6.9 26.4 0.2 32.8 29.4 3.7 32.7 19.4 4.1 4.9 4.3 0.0 14.7 12.4
Number of Traders in Each Category Total Traders: 121
6 10 . 21 22 13 31 23 12 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 203,631
Positions
79,838 24,728 742 39,089 73,854 11,625 41,471 45,153 3,778 1,973 3,080 0 25,115 40,671
Changes from: February 11, 2020 Total Change is: 9,809
5,267 501 -533 13 3,170 -56 4,844 5,153 130 0 -47 0 144 1,491
Percent of Open Interest Represented by Each Category of Trader
39.2 12.1 0.4 19.2 36.3 5.7 20.4 22.2 1.9 1.0 1.5 0.0 12.3 20.0
Number of Traders in Each Category Total Traders: 133
6 8 . 18 30 8 28 35 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 617,487
Positions
31,811 135,546 5,630 364,356 176,239 32,218 48,476 186,683 8,694 33,073 12,520 161 93,068 59,796
Changes from: February 11, 2020 Total Change is: 5,043
3,961 -9,976 2,807 -10,043 4,510 1,979 3,955 8,613 -309 179 -1,066 31 2,483 -1,546
Percent of Open Interest Represented by Each Category of Trader
5.2 22.0 0.9 59.0 28.5 5.2 7.9 30.2 1.4 5.4 2.0 0.0 15.1 9.7
Number of Traders in Each Category Total Traders: 302
15 14 11 87 44 41 44 54 20 27 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 23,860
Positions
0 4,127 0 7,919 6,610 2,781 417 3,096 0 0 0 0 12,743 7,246
Changes from: February 11, 2020 Total Change is: 372
0 80 0 162 431 293 -439 -723 0 0 0 0 356 291
Percent of Open Interest Represented by Each Category of Trader
0.0 17.3 0.0 33.2 27.7 11.7 1.7 13.0 0.0 0.0 0.0 0.0 53.4 30.4
Number of Traders in Each Category Total Traders: 22
0 . 0 9 8 9 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 26,199
Positions
4,995 3,773 592 4,783 13,668 2,618 5,875 0 0 0 0 0 7,336 5,548
Changes from: February 11, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.1 14.4 2.3 18.3 52.2 10.0 22.4 0.0 0.0 0.0 0.0 0.0 28.0 21.2
Number of Traders in Each Category Total Traders: 21
. . . 4 10 10 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 187,455
Positions
75,593 9,330 4,919 18,607 81,676 4,479 46,436 36,570 5,989 425 10,030 0 31,007 34,462
Changes from: February 11, 2020 Total Change is: 9,927
4,358 -729 2,425 -669 4,316 -158 486 3,023 2,455 -1,278 -406 0 2,308 -999
Percent of Open Interest Represented by Each Category of Trader
40.3 5.0 2.6 9.9 43.6 2.4 24.8 19.5 3.2 0.2 5.4 0.0 16.5 18.4
Number of Traders in Each Category Total Traders: 108
6 5 4 10 27 9 27 26 12 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 53,379
Positions
432 44,978 78 30,980 0 41 12,645 3,719 2,979 3,962 345 91 2,171 1,148
Changes from: February 11, 2020 Total Change is: 183
-8 7 -7 340 -427 0 -283 90 115 -62 189 91 -3 125
Percent of Open Interest Represented by Each Category of Trader
0.8 84.3 0.1 58.0 0.0 0.1 23.7 7.0 5.6 7.4 0.6 0.2 4.1 2.2
Number of Traders in Each Category Total Traders: 47
. 5 . 13 0 . 16 5 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 301,797
Positions
2,832 219,265 946 156,511 5,581 572 124,874 50,700 3,744 4,111 17,410 0 8,207 3,579
Changes from: February 11, 2020 Total Change is: -648
-150 -1,285 -5 -256 -242 -55 127 778 -272 -69 532 0 32 -99
Percent of Open Interest Represented by Each Category of Trader
0.9 72.7 0.3 51.9 1.8 0.2 41.4 16.8 1.2 1.4 5.8 0.0 2.7 1.2
Number of Traders in Each Category Total Traders: 184
. 13 . 35 8 4 63 33 8 14 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 52,307
Positions
20,492 1,666 0 3,314 34,747 196 23,513 11,376 771 1,718 1,547 82 2,221 1,922
Changes from: February 11, 2020 Total Change is: 2,980
0 -176 0 -67 2,701 0 3,221 545 208 -217 188 -22 -143 -464
Percent of Open Interest Represented by Each Category of Trader
39.2 3.2 0.0 6.3 66.4 0.4 45.0 21.7 1.5 3.3 3.0 0.2 4.2 3.7
Number of Traders in Each Category Total Traders: 69
. . 0 6 12 . 15 21 5 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 52,585
Positions
23,580 3,802 30 4,498 18,178 659 16,501 20,481 1,619 2,429 1,790 6 3,263 6,020
Changes from: February 11, 2020 Total Change is: 3,639
8,144 -1,786 30 -1,062 4,536 -780 -862 1,346 8 -1,108 180 0 -731 105
Percent of Open Interest Represented by Each Category of Trader
44.8 7.2 0.1 8.6 34.6 1.3 31.4 38.9 3.1 4.6 3.4 0.0 6.2 11.4
Number of Traders in Each Category Total Traders: 99
10 . . 8 14 . 23 30 6 5 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 18,766
Positions
832 8,099 2 6,423 2,390 0 9,531 6,570 1 945 100 0 1,032 1,604
Changes from: February 11, 2020 Total Change is: 1,141
0 0 0 -523 -16 0 847 983 0 826 100 0 -9 74
Percent of Open Interest Represented by Each Category of Trader
4.4 43.2 0.0 34.2 12.7 0.0 50.8 35.0 0.0 5.0 0.5 0.0 5.5 8.5
Number of Traders in Each Category Total Traders: 25
. . . . 4 0 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 51,736
Positions
15,518 26,429 21 10,913 2,974 3,996 9,851 6,564 2,373 0 535 0 9,066 8,846
Changes from: February 11, 2020 Total Change is: 525
568 -1,122 2 -1,170 122 600 336 459 278 -105 0 0 17 187
Percent of Open Interest Represented by Each Category of Trader
30.0 51.1 0.0 21.1 5.7 7.7 19.0 12.7 4.6 0.0 1.0 0.0 17.5 17.1
Number of Traders in Each Category Total Traders: 95
11 18 . 17 6 8 25 15 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 103,471
Positions
31,036 52,858 41 21,825 5,948 7,991 19,701 13,128 4,745 0 1,069 0 18,132 17,691
Changes from: February 11, 2020 Total Change is: 1,050
1,136 -2,243 4 -2,340 243 1,199 671 917 556 -210 0 0 34 374
Percent of Open Interest Represented by Each Category of Trader
30.0 51.1 0.0 21.1 5.7 7.7 19.0 12.7 4.6 0.0 1.0 0.0 17.5 17.1
Number of Traders in Each Category Total Traders: 95
11 18 . 17 6 8 25 15 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 42,463
Positions
732 34,906 0 38,685 720 173 750 4,641 0 0 464 0 2,123 1,559
Changes from: February 11, 2020 Total Change is: 1,887
-150 1,069 0 2,067 0 28 150 811 0 0 0 0 -208 -21
Percent of Open Interest Represented by Each Category of Trader
1.7 82.2 0.0 91.1 1.7 0.4 1.8 10.9 0.0 0.0 1.1 0.0 5.0 3.7
Number of Traders in Each Category Total Traders: 31
. 7 0 15 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 607,316
Positions
37,996 195,622 34,036 314,187 91,355 51,803 54,175 97,899 21,601 20,721 48,544 1,106 71,691 65,349
Changes from: February 11, 2020 Total Change is: 10,940
-2,608 3,533 3,548 3,542 -878 2,365 3,215 -7,333 392 677 9,909 -140 -51 -456
Percent of Open Interest Represented by Each Category of Trader
6.3 32.2 5.6 51.7 15.0 8.5 8.9 16.1 3.6 3.4 8.0 0.2 11.8 10.8
Number of Traders in Each Category Total Traders: 585
27 41 27 174 79 116 74 103 60 36 51 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 39,447
Positions
13,319 14,506 74 2,016 4,000 0 11,536 6,885 222 0 0 0 12,280 13,760
Changes from: February 11, 2020 Total Change is: -1,103
-3,089 498 0 0 0 0 1,286 -911 -299 0 0 0 999 -391
Percent of Open Interest Represented by Each Category of Trader
33.8 36.8 0.2 5.1 10.1 0.0 29.2 17.5 0.6 0.0 0.0 0.0 31.1 34.9
Number of Traders in Each Category Total Traders: 33
4 8 . . . 0 9 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 16,134
Positions
7,886 12,828 16 4,149 686 75 1,035 1,398 46 0 0 0 2,927 1,085
Changes from: February 11, 2020 Total Change is: 1,414
961 1,192 0 180 0 0 98 584 0 0 0 0 175 -362
Percent of Open Interest Represented by Each Category of Trader
48.9 79.5 0.1 25.7 4.3 0.5 6.4 8.7 0.3 0.0 0.0 0.0 18.1 6.7
Number of Traders in Each Category Total Traders: 25
5 6 . 6 . . . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 2,839,347
Positions
181,626 963,824 111,566 1,562,309 438,228 257,563 273,619 515,497 46,472 103,606 242,720 5,532 297,054 257,945
Changes from: February 11, 2020 Total Change is: 60,216
4,096 16,864 16,049 17,609 -4,493 11,926 9,434 -32,320 3,668 3,383 49,547 -698 -5,251 -327
Percent of Open Interest Represented by Each Category of Trader
6.4 33.9 3.9 55.0 15.4 9.1 9.6 18.2 1.6 3.6 8.5 0.2 10.5 9.1
Number of Traders in Each Category Total Traders: 582
28 39 26 175 78 115 76 99 56 36 51 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 31,826
Positions
18,816 18,505 1 7,161 907 982 783 8,123 0 650 332 0 3,433 2,976
Changes from: February 11, 2020 Total Change is: -261
-301 44 0 0 0 0 -135 -105 0 0 0 0 175 -200
Percent of Open Interest Represented by Each Category of Trader
59.1 58.1 0.0 22.5 2.8 3.1 2.5 25.5 0.0 2.0 1.0 0.0 10.8 9.4
Number of Traders in Each Category Total Traders: 26
4 8 . 5 . . . 4 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 12,291
Positions
3,810 8,220 1 5,352 1,198 112 427 2,215 2 300 0 0 2,287 543
Changes from: February 11, 2020 Total Change is: 329
-13 385 0 1,225 -2 0 58 -1 1 100 0 0 -1,042 -54
Percent of Open Interest Represented by Each Category of Trader
31.0 66.9 0.0 43.5 9.7 0.9 3.5 18.0 0.0 2.4 0.0 0.0 18.6 4.4
Number of Traders in Each Category Total Traders: 23
5 7 . . 4 . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 16,740
Positions
7,995 8,752 0 3,136 4,053 887 547 649 14 616 900 0 3,545 1,485
Changes from: February 11, 2020 Total Change is: -532
38 -283 0 21 -444 50 0 90 14 0 0 0 -655 41
Percent of Open Interest Represented by Each Category of Trader
47.8 52.3 0.0 18.7 24.2 5.3 3.3 3.9 0.1 3.7 5.4 0.0 21.2 8.9
Number of Traders in Each Category Total Traders: 25
5 8 0 4 . . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 78,785
Positions
5,198 36,060 131 56,799 33,274 2,165 3,093 1,729 395 0 925 0 11,004 4,106
Changes from: February 11, 2020 Total Change is: 68
13 413 -244 233 31 -137 196 -350 -69 0 0 0 76 424
Percent of Open Interest Represented by Each Category of Trader
6.6 45.8 0.2 72.1 42.2 2.7 3.9 2.2 0.5 0.0 1.2 0.0 14.0 5.2
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 18, 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 41,664
Positions
5,752 9,314 242 14,185 8,321 1,388 10,896 12,306 377 1,408 1,483 3 7,412 8,230
Changes from: February 11, 2020 Total Change is: 98
-1,010 936 77 -393 -1,631 -114 1,430 819 -256 157 -91 0 208 359
Percent of Open Interest Represented by Each Category of Trader
13.8 22.4 0.6 34.0 20.0 3.3 26.2 29.5 0.9 3.4 3.6 0.0 17.8 19.8
Number of Traders in Each Category Total Traders: 283
20 30 6 66 34 32 50 51 16 18 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 208,321
Positions
28,761 46,569 1,211 70,924 41,607 6,942 54,482 61,529 1,887 7,040 7,413 13 37,061 41,150
Changes from: February 11, 2020 Total Change is: 492
-5,052 4,679 383 -1,964 -8,156 -570 7,151 4,096 -1,280 783 -454 0 1,041 1,794
Percent of Open Interest Represented by Each Category of Trader
13.8 22.4 0.6 34.0 20.0 3.3 26.2 29.5 0.9 3.4 3.6 0.0 17.8 19.8
Number of Traders in Each Category Total Traders: 283
20 30 6 66 34 32 50 51 16 18 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 486,581
Positions
53,899 154,728 6,180 281,166 157,326 36,408 72,156 81,926 3,713 8,333 28,827 23 24,703 17,450
Changes from: February 11, 2020 Total Change is: 999
719 5,318 803 -2,013 -2,860 289 3,483 -728 -2,013 259 -114 13 -541 291
Percent of Open Interest Represented by Each Category of Trader
11.1 31.8 1.3 57.8 32.3 7.5 14.8 16.8 0.8 1.7 5.9 0.0 5.1 3.6
Number of Traders in Each Category Total Traders: 304
22 20 5 87 44 45 53 51 21 12 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 7,781
Positions
474 5,566 0 3,442 751 0 1,924 626 0 705 0 0 1,236 838
Changes from: February 11, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.1 71.5 0.0 44.2 9.7 0.0 24.7 8.0 0.0 9.1 0.0 0.0 15.9 10.8
Number of Traders in Each Category Total Traders: 20
. 5 0 4 . 0 4 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 19,674
Positions
1,502 6,792 0 10,435 159 108 909 7,759 517 0 422 0 6,203 3,917
Changes from: February 11, 2020 Total Change is: 716
255 303 0 159 -18 32 -157 231 131 0 -498 0 296 535
Percent of Open Interest Represented by Each Category of Trader
7.6 34.5 0.0 53.0 0.8 0.5 4.6 39.4 2.6 0.0 2.1 0.0 31.5 19.9
Number of Traders in Each Category Total Traders: 25
. 4 0 9 . . 4 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 57,941
Positions
10,901 5,831 2 20,772 3,593 189 15,294 6,295 1,189 696 600 0 8,898 40,242
Changes from: February 11, 2020 Total Change is: 1,641
1,921 -814 1 295 -1 -220 -1,297 -1,321 412 -562 350 0 1,091 3,234
Percent of Open Interest Represented by Each Category of Trader
18.8 10.1 0.0 35.9 6.2 0.3 26.4 10.9 2.1 1.2 1.0 0.0 15.4 69.5
Number of Traders in Each Category Total Traders: 78
15 8 . 15 5 5 16 14 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 371,178
Positions
40,508 248,256 316 272,620 65,025 29,393 16,321 21,182 443 2,488 785 0 9,089 5,778
Changes from: February 11, 2020 Total Change is: 6,489
-2,583 -2,829 7 8,476 1,372 2,336 -911 4,977 242 -269 0 0 -809 384
Percent of Open Interest Represented by Each Category of Trader
10.9 66.9 0.1 73.4 17.5 7.9 4.4 5.7 0.1 0.7 0.2 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 180
15 14 . 73 34 37 18 17 7 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 1,507,705
Positions
91,463 1,062,762 6,218 1,099,851 254,424 88,677 122,060 47,322 4,004 47,863 30,280 2,748 44,821 11,270
Changes from: February 11, 2020 Total Change is: -8,337
-6,961 -4,233 179 366 6,267 -8,690 396 -9,993 295 6,230 14,953 697 -849 -7,812
Percent of Open Interest Represented by Each Category of Trader
6.1 70.5 0.4 72.9 16.9 5.9 8.1 3.1 0.3 3.2 2.0 0.2 3.0 0.7
Number of Traders in Each Category Total Traders: 442
23 24 8 179 62 80 69 28 19 43 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 102,977
Positions
15,706 79,147 22,544 20,139 0 836 39,377 0 389 3,957 0 0 29 61
Changes from: February 11, 2020 Total Change is: 4,532
2,450 4,413 319 4 0 0 1,454 -500 300 0 0 0 5 0
Percent of Open Interest Represented by Each Category of Trader
15.3 76.9 21.9 19.6 0.0 0.8 38.2 0.0 0.4 3.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 49
7 15 12 10 0 . 13 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 1,301,422
Positions
15,599 167,082 21,699 548,845 302,261 203,080 68,532 262,738 172,271 83,324 43,971 15 188,057 128,305
Changes from: February 11, 2020 Total Change is: 55,484
7,478 2,968 -702 1,683 -3,790 3,688 -4,950 13,171 36,502 2 1,270 -307 12,090 2,684
Percent of Open Interest Represented by Each Category of Trader
1.2 12.8 1.7 42.2 23.2 15.6 5.3 20.2 13.2 6.4 3.4 0.0 14.5 9.9
Number of Traders in Each Category Total Traders: 198
8 20 11 60 32 55 18 41 25 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 1,271,066
Positions
47,404 97,482 11,366 649,833 88,902 231,673 26,195 661,121 75,783 51,851 7,828 1 176,960 96,910
Changes from: February 11, 2020 Total Change is: 33,924
1,955 -2,131 4,677 3,782 -7,793 16,039 -4,354 7,809 8,417 400 7,828 -2 3,010 -920
Percent of Open Interest Represented by Each Category of Trader
3.7 7.7 0.9 51.1 7.0 18.2 2.1 52.0 6.0 4.1 0.6 0.0 13.9 7.6
Number of Traders in Each Category Total Traders: 144
8 10 8 67 14 51 8 29 16 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 3,955,228
Positions
80,544 275,128 65,477 1,661,973 856,110 328,626 868,185 1,855,024 322,257 389,673 106,489 44,138 194,355 101,979
Changes from: February 11, 2020 Total Change is: -43,809
-5,461 16,281 12,250 -11,205 -50,497 7,607 -40,716 -16,237 -8,552 -1,051 -6,138 2,506 813 -1,029
Percent of Open Interest Represented by Each Category of Trader
2.0 7.0 1.7 42.0 21.6 8.3 22.0 46.9 8.1 9.9 2.7 1.1 4.9 2.6
Number of Traders in Each Category Total Traders: 378
24 28 14 128 32 71 63 58 45 29 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 4,284,498
Positions
220,967 180,439 119,509 1,767,219 1,044,308 774,889 480,743 1,204,886 271,276 174,518 234,191 24,933 450,444 430,067
Changes from: February 11, 2020 Total Change is: 124,241
-24,900 12,330 6,154 34,075 77,611 -19,712 95,239 24,916 17,654 6,742 19,422 462 8,527 -14,596
Percent of Open Interest Represented by Each Category of Trader
5.2 4.2 2.8 41.2 24.4 18.1 11.2 28.1 6.3 4.1 5.5 0.6 10.5 10.0
Number of Traders in Each Category Total Traders: 440
25 41 31 112 74 101 63 78 60 27 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 956,377
Positions
88,745 33,987 5,318 355,796 307,352 140,683 156,185 228,931 25,423 56,786 34,949 0 127,441 179,734
Changes from: February 11, 2020 Total Change is: 19,123
-1,082 6,259 1,882 20,421 2,791 -2,754 -372 13,262 -556 -1,353 -212 0 2,937 -1,549
Percent of Open Interest Represented by Each Category of Trader
9.3 3.6 0.6 37.2 32.1 14.7 16.3 23.9 2.7 5.9 3.7 0.0 13.3 18.8
Number of Traders in Each Category Total Traders: 114
5 6 6 25 38 38 14 18 12 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 4,769,407
Positions
153,800 515,198 78,072 2,195,374 764,482 810,245 529,991 1,675,590 346,594 298,502 260,726 8,001 348,828 310,499
Changes from: February 11, 2020 Total Change is: 132,295
-12,794 -2,799 5,445 17,814 -52,591 25,464 -3,878 51,353 73,384 3,832 26,238 3,534 19,494 2,267
Percent of Open Interest Represented by Each Category of Trader
3.2 10.8 1.6 46.0 16.0 17.0 11.1 35.1 7.3 6.3 5.5 0.2 7.3 6.5
Number of Traders in Each Category Total Traders: 340
16 31 19 92 53 77 39 71 48 21 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 1,894,579
Positions
365,591 470,460 412,782 1,858 74,062 12,627 490,331 355,761 501,143 59,214 22,875 8,343 42,690 36,526
Changes from: February 11, 2020 Total Change is: 146,333
35,165 51,000 17,807 -79 2,927 -1,366 27,530 10,494 64,101 980 1,275 318 1,877 -223
Percent of Open Interest Represented by Each Category of Trader
19.3 24.8 21.8 0.1 3.9 0.7 25.9 18.8 26.5 3.1 1.2 0.4 2.3 1.9
Number of Traders in Each Category Total Traders: 145
38 20 51 . 7 5 36 26 45 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 is11,545,299
Positions
2,067,583 1,808,233 2,112,449 543,947 2,180,081 698,505 2,389,051 781,576 2,937,337 105,968 117,877 54,853 635,606 854,388
Changes from: February 11, 2020 Total Change is: -251,877
-266,186 -35,227 -107,597 17,923 -100,833 67,994 16,988 -17,445 33,752 24,406 5,180 5,226 -44,383 -102,927
Percent of Open Interest Represented by Each Category of Trader
17.9 15.7 18.3 4.7 18.9 6.1 20.7 6.8 25.4 0.9 1.0 0.5 5.5 7.4
Number of Traders in Each Category Total Traders: 249
33 42 71 18 17 23 51 51 87 17 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 170,476
Positions
8,391 91,851 20,215 6,154 0 14,569 92,712 13,654 25,676 804 682 560 1,395 3,269
Changes from: February 11, 2020 Total Change is: 2,820
279 -822 6 -142 0 2 888 540 1,603 377 67 -224 31 1,648
Percent of Open Interest Represented by Each Category of Trader
4.9 53.9 11.9 3.6 0.0 8.5 54.4 8.0 15.1 0.5 0.4 0.3 0.8 1.9
Number of Traders in Each Category Total Traders: 58
4 16 6 4 0 . 14 16 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 262,794
Positions
2,764 89,998 36,863 10,743 3,219 7,306 135,561 65,573 57,663 11,289 633 505 100 1,034
Changes from: February 11, 2020 Total Change is: 49,942
-265 16,396 13,588 -3,166 304 2,989 27,209 6,448 9,939 1,749 -163 239 -2,340 202
Percent of Open Interest Represented by Each Category of Trader
1.1 34.2 14.0 4.1 1.2 2.8 51.6 25.0 21.9 4.3 0.2 0.2 0.0 0.4
Number of Traders in Each Category Total Traders: 85
6 22 11 . 6 . 22 24 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 97,424
Positions
838 37,998 0 925 3,338 34 17,609 10,519 42,430 35,559 1,140 0 29 1,965
Changes from: February 11, 2020 Total Change is: 3,721
0 -295 0 3 -11 0 -2,236 178 4,003 1,945 0 0 6 -154
Percent of Open Interest Represented by Each Category of Trader
0.9 39.0 0.0 0.9 3.4 0.0 18.1 10.8 43.6 36.5 1.2 0.0 0.0 2.0
Number of Traders in Each Category Total Traders: 29
. 4 0 . 7 . . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 32,632
Positions
188 12,296 0 1,293 593 115 15,765 3,002 15,271 0 0 0 0 1,355
Changes from: February 11, 2020 Total Change is: 405
23 -218 0 0 -78 0 -177 183 561 0 0 0 -2 -43
Percent of Open Interest Represented by Each Category of Trader
0.6 37.7 0.0 4.0 1.8 0.4 48.3 9.2 46.8 0.0 0.0 0.0 0.0 4.2
Number of Traders in Each Category Total Traders: 21
. 4 0 . 6 . . 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 45,078
Positions
10,601 0 16,188 0 111 0 1,424 12,502 12,744 3,860 3,167 246 15 120
Changes from: February 11, 2020 Total Change is: 489
0 0 0 0 0 0 36 -110 453 0 156 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
23.5 0.0 35.9 0.0 0.2 0.0 3.2 27.7 28.3 8.6 7.0 0.5 0.0 0.3
Number of Traders in Each Category Total Traders: 24
. 0 . 0 . 0 . 8 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 6,463
Positions
78 158 0 260 177 0 2,452 5,258 130 1,576 181 145 1,822 414
Changes from: February 11, 2020 Total Change is: 357
2 108 0 -107 29 0 215 705 -114 652 -352 -1 -290 -18
Percent of Open Interest Represented by Each Category of Trader
1.2 2.4 0.0 4.0 2.7 0.0 37.9 81.4 2.0 24.4 2.8 2.2 28.2 6.4
Number of Traders in Each Category Total Traders: 61
. . 0 4 . 0 22 13 5 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 48,471
Positions
450 25,890 0 18,150 1,573 583 22,744 16,359 1,208 1,762 808 77 3,497 1,973
Changes from: February 11, 2020 Total Change is: -1,163
0 5,609 0 -1,502 -200 -39 52 -6,407 -7 151 -267 0 182 148
Percent of Open Interest Represented by Each Category of Trader
0.9 53.4 0.0 37.4 3.2 1.2 46.9 33.8 2.5 3.6 1.7 0.2 7.2 4.1
Number of Traders in Each Category Total Traders: 99
. . 0 20 . 4 35 14 6 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 424,777
Positions
86,320 25,156 26,779 106,806 108,770 26,082 54,875 119,796 67,062 17,090 2,373 16,051 23,712 32,708
Changes from: February 11, 2020 Total Change is: 562
1,735 4,953 -28 -1,127 1,070 4,098 5,693 3,047 -12,668 4,922 130 -123 -1,940 83
Percent of Open Interest Represented by Each Category of Trader
20.3 5.9 6.3 25.1 25.6 6.1 12.9 28.2 15.8 4.0 0.6 3.8 5.6 7.7
Number of Traders in Each Category Total Traders: 195
15 14 19 18 34 26 32 52 52 12 9 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 18, 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 24,308
Positions
7,573 849 294 13,651 4,752 1,497 97 16,748 100 843 50 0 253 18
Changes from: February 11, 2020 Total Change is: 4,289
0 -6 25 4,333 0 10 0 4,341 0 0 10 0 -79 -91
Percent of Open Interest Represented by Each Category of Trader
31.2 3.5 1.2 56.2 19.5 6.2 0.4 68.9 0.4 3.5 0.2 0.0 1.0 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 11 5 . . 8 . 12 . 0
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Updated February 21, 2020