Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 201,884
Positions
7,454 106,298 4,029 65,388 17,590 3,510 44,673 36,680 11,536 17,395 2,079 185 47,714 19,977
Changes from: January 7, 2020 Total Change is: -1,405
-103 8,400 -594 -3,398 2,606 -923 3,847 -6,708 -1,903 -668 179 -159 2,495 -2,304
Percent of Open Interest Represented by Each Category of Trader
3.7 52.7 2.0 32.4 8.7 1.7 22.1 18.2 5.7 8.6 1.0 0.1 23.6 9.9
Number of Traders in Each Category Total Traders: 111
4 10 6 25 11 10 24 22 14 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 51,220
Positions
14,102 9,679 559 4,184 10,745 535 16,469 7,772 1,734 841 1,654 0 12,796 18,541
Changes from: January 7, 2020 Total Change is: 145
-3,416 3,925 151 831 -266 -6 1,384 -3,517 859 -94 -392 0 436 -609
Percent of Open Interest Represented by Each Category of Trader
27.5 18.9 1.1 8.2 21.0 1.0 32.2 15.2 3.4 1.6 3.2 0.0 25.0 36.2
Number of Traders in Each Category Total Traders: 56
4 7 . 5 12 . 12 12 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 214,901
Positions
10,060 49,229 3,928 74,254 64,918 7,581 59,267 38,909 14,987 10,780 8,344 98 33,948 26,908
Changes from: January 7, 2020 Total Change is: -83
6,633 -1,606 431 -2,512 785 54 1,532 27 -2,501 -1,164 -26 98 -2,655 2,655
Percent of Open Interest Represented by Each Category of Trader
4.7 22.9 1.8 34.6 30.2 3.5 27.6 18.1 7.0 5.0 3.9 0.0 15.8 12.5
Number of Traders in Each Category Total Traders: 129
4 9 6 24 24 15 32 25 17 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 207,634
Positions
62,620 19,424 4,505 36,622 53,453 13,180 37,321 54,807 17,872 2,403 5,114 136 32,974 39,143
Changes from: January 7, 2020 Total Change is: 27,562
24,592 -5,228 163 -4,291 14,141 -867 1,904 11,731 4,074 -141 70 -369 2,496 3,847
Percent of Open Interest Represented by Each Category of Trader
30.2 9.4 2.2 17.6 25.7 6.3 18.0 26.4 8.6 1.2 2.5 0.1 15.9 18.9
Number of Traders in Each Category Total Traders: 130
7 6 5 18 29 13 26 34 25 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 614,421
Positions
28,856 164,101 12,829 346,822 148,520 30,180 34,101 152,981 31,218 26,051 10,902 7,096 97,267 56,595
Changes from: January 7, 2020 Total Change is: 17,198
1,498 6,201 4,031 -202 8,993 481 -429 -8,736 1,786 2,395 231 5,728 1,910 -1,517
Percent of Open Interest Represented by Each Category of Trader
4.7 26.7 2.1 56.4 24.2 4.9 5.6 24.9 5.1 4.2 1.8 1.2 15.8 9.2
Number of Traders in Each Category Total Traders: 297
16 11 16 90 42 48 33 50 27 36 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 22,585
Positions
0 3,744 0 7,649 6,267 2,849 845 2,919 0 0 0 0 11,242 6,806
Changes from: January 7, 2020 Total Change is: 92
0 195 -100 259 60 -110 0 211 0 0 0 0 43 -164
Percent of Open Interest Represented by Each Category of Trader
0.0 16.6 0.0 33.9 27.7 12.6 3.7 12.9 0.0 0.0 0.0 0.0 49.8 30.1
Number of Traders in Each Category Total Traders: 22
0 . 0 10 6 8 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 156,902
Positions
31,904 19,136 4,218 24,661 38,186 2,722 38,316 42,452 10,481 9,289 10,268 105 35,206 29,334
Changes from: January 7, 2020 Total Change is: -15,015
-2,300 1,369 -1,224 -2,699 5,676 179 -3,888 -23,475 -1,539 -576 43 -44 -2,924 4,001
Percent of Open Interest Represented by Each Category of Trader
20.3 12.2 2.7 15.7 24.3 1.7 24.4 27.1 6.7 5.9 6.5 0.1 22.4 18.7
Number of Traders in Each Category Total Traders: 91
. 9 6 14 15 10 22 20 13 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 55,021
Positions
0 45,236 56 41,746 0 41 9,373 8,207 10 1,769 325 0 2,026 1,146
Changes from: January 7, 2020 Total Change is: -469
0 -97 6 -376 0 0 478 -574 10 -197 0 0 -390 186
Percent of Open Interest Represented by Each Category of Trader
0.0 82.2 0.1 75.9 0.0 0.1 17.0 14.9 0.0 3.2 0.6 0.0 3.7 2.1
Number of Traders in Each Category Total Traders: 52
0 6 . 15 0 . 18 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 294,262
Positions
1,078 205,160 888 142,202 7,481 3,016 115,656 56,636 1,325 22,392 16,264 0 7,705 3,493
Changes from: January 7, 2020 Total Change is: 10,723
488 16,996 10 4,783 3,138 -209 2,330 -9,546 -453 3,108 425 0 666 362
Percent of Open Interest Represented by Each Category of Trader
0.4 69.7 0.3 48.3 2.5 1.0 39.3 19.2 0.5 7.6 5.5 0.0 2.6 1.2
Number of Traders in Each Category Total Traders: 187
4 10 . 34 10 4 66 32 14 15 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 36,548
Positions
21,674 2,075 60 4,605 18,105 0 2,878 12,478 1,767 2,842 915 0 2,722 1,148
Changes from: January 7, 2020 Total Change is: 1,258
45 -184 0 975 193 0 -1,432 841 310 1,408 50 0 -48 48
Percent of Open Interest Represented by Each Category of Trader
59.3 5.7 0.2 12.6 49.5 0.0 7.9 34.1 4.8 7.8 2.5 0.0 7.4 3.1
Number of Traders in Each Category Total Traders: 56
. . . 8 6 0 7 20 5 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 48,988
Positions
10,947 7,718 62 13,549 12,139 181 14,390 20,885 857 4,547 2,028 258 4,196 4,860
Changes from: January 7, 2020 Total Change is: -2,146
354 1,278 -6 -474 261 -356 -2,284 -3,938 746 -339 -16 29 184 -144
Percent of Open Interest Represented by Each Category of Trader
22.3 15.8 0.1 27.7 24.8 0.4 29.4 42.6 1.7 9.3 4.1 0.5 8.6 9.9
Number of Traders in Each Category Total Traders: 96
7 5 . 14 10 . 25 20 4 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 18,681
Positions
832 8,105 37 14,798 2,521 0 1,473 6,157 66 0 309 0 1,475 1,486
Changes from: January 7, 2020 Total Change is: 354
0 -65 5 730 620 0 -104 -335 5 0 -68 0 -282 192
Percent of Open Interest Represented by Each Category of Trader
4.5 43.4 0.2 79.2 13.5 0.0 7.9 33.0 0.4 0.0 1.7 0.0 7.9 8.0
Number of Traders in Each Category Total Traders: 31
. . . 6 4 0 5 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 51,230
Positions
12,539 28,080 680 19,014 2,477 885 8,960 9,064 252 311 1,196 0 8,588 8,597
Changes from: January 7, 2020 Total Change is: 1,933
-223 1,680 -17 2,416 546 -297 686 346 -486 -27 -56 0 -120 216
Percent of Open Interest Represented by Each Category of Trader
24.5 54.8 1.3 37.1 4.8 1.7 17.5 17.7 0.5 0.6 2.3 0.0 16.8 16.8
Number of Traders in Each Category Total Traders: 93
8 19 . 18 . 4 26 13 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 102,460
Positions
25,078 56,159 1,361 38,028 4,953 1,770 17,920 18,128 504 622 2,391 0 17,177 17,193
Changes from: January 7, 2020 Total Change is: 3,865
-446 3,359 -33 4,831 1,091 -593 1,372 692 -972 -53 -111 0 -240 433
Percent of Open Interest Represented by Each Category of Trader
24.5 54.8 1.3 37.1 4.8 1.7 17.5 17.7 0.5 0.6 2.3 0.0 16.8 16.8
Number of Traders in Each Category Total Traders: 93
8 19 . 18 . 4 26 13 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 37,079
Positions
200 30,665 0 33,133 780 145 1,543 3,853 0 0 464 0 2,058 1,172
Changes from: January 7, 2020 Total Change is: -2,437
0 -1,711 0 -3,484 60 0 643 -866 0 0 0 0 404 80
Percent of Open Interest Represented by Each Category of Trader
0.5 82.7 0.0 89.4 2.1 0.4 4.2 10.4 0.0 0.0 1.3 0.0 5.6 3.2
Number of Traders in Each Category Total Traders: 25
. 7 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 774,330
Positions
33,994 176,630 42,959 315,315 98,000 54,348 49,967 96,676 167,771 18,219 54,764 4,376 87,381 78,807
Changes from: January 7, 2020 Total Change is: 28,965
-9,344 8,879 7,649 8,996 -2,510 1,608 -4,946 -2,678 22,049 44 -4,480 -664 3,573 -887
Percent of Open Interest Represented by Each Category of Trader
4.4 22.8 5.5 40.7 12.7 7.0 6.5 12.5 21.7 2.4 7.1 0.6 11.3 10.2
Number of Traders in Each Category Total Traders: 615
32 37 44 170 86 133 75 111 104 49 55 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 59,088
Positions
9,881 11,723 877 1,017 4,158 3,129 4,277 2,738 18,240 39 76 175 21,453 17,972
Changes from: January 7, 2020 Total Change is: 6,202
1,347 2,862 394 -95 158 789 996 -3,285 4,508 6 45 -135 -1,608 866
Percent of Open Interest Represented by Each Category of Trader
16.7 19.8 1.5 1.7 7.0 5.3 7.2 4.6 30.9 0.1 0.1 0.3 36.3 30.4
Number of Traders in Each Category Total Traders: 47
5 7 7 . . . 8 14 22 6 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 15,605
Positions
9,218 10,944 0 1,929 1,041 249 1,122 445 0 0 0 0 3,087 2,926
Changes from: January 7, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
59.1 70.1 0.0 12.4 6.7 1.6 7.2 2.9 0.0 0.0 0.0 0.0 19.8 18.8
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,576,212
Positions
170,763 874,732 160,213 1,573,369 471,086 254,215 252,316 493,552 723,792 90,907 273,448 20,997 329,640 304,175
Changes from: January 7, 2020 Total Change is: 113,815
-45,929 37,610 28,747 45,578 -13,217 3,970 -40,549 -7,810 98,551 197 -22,617 -2,655 25,905 -8,763
Percent of Open Interest Represented by Each Category of Trader
4.8 24.5 4.5 44.0 13.2 7.1 7.1 13.8 20.2 2.5 7.6 0.6 9.2 8.5
Number of Traders in Each Category Total Traders: 603
33 35 41 171 84 131 74 107 98 44 55 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 28,481
Positions
16,344 15,828 0 7,165 0 982 462 8,106 0 0 332 0 3,528 3,233
Changes from: January 7, 2020 Total Change is: 2,001
2,000 4,171 0 -235 0 0 0 -1,180 0 0 0 0 236 -990
Percent of Open Interest Represented by Each Category of Trader
57.4 55.6 0.0 25.2 0.0 3.4 1.6 28.5 0.0 0.0 1.2 0.0 12.4 11.4
Number of Traders in Each Category Total Traders: 20
4 8 0 4 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 9,240
Positions
3,294 4,313 0 3,585 1,257 109 446 2,394 0 0 0 0 1,806 1,167
Changes from: January 7, 2020 Total Change is: 586
889 700 0 -2 0 0 -344 -308 0 0 0 0 43 194
Percent of Open Interest Represented by Each Category of Trader
35.6 46.7 0.0 38.8 13.6 1.2 4.8 25.9 0.0 0.0 0.0 0.0 19.5 12.6
Number of Traders in Each Category Total Traders: 21
6 4 0 4 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 13,248
Positions
3,351 8,582 0 4,199 820 1,136 894 1,668 103 0 0 0 3,565 939
Changes from: January 7, 2020 Total Change is: 1,137
-87 959 0 332 -131 131 -18 254 101 0 0 0 678 -177
Percent of Open Interest Represented by Each Category of Trader
25.3 64.8 0.0 31.7 6.2 8.6 6.7 12.6 0.8 0.0 0.0 0.0 26.9 7.1
Number of Traders in Each Category Total Traders: 24
. 7 0 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 77,499
Positions
4,839 25,856 290 53,627 33,150 2,810 4,826 4,379 185 0 7,729 0 10,922 3,100
Changes from: January 7, 2020 Total Change is: 175
-29 -406 -53 1,087 -272 -101 555 778 -13 0 -74 0 -1,271 316
Percent of Open Interest Represented by Each Category of Trader
6.2 33.4 0.4 69.2 42.8 3.6 6.2 5.7 0.2 0.0 10.0 0.0 14.1 4.0
Number of Traders in Each Category Total Traders: 87
4 10 . 35 21 15 10 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 48,293
Positions
4,386 10,168 306 15,370 7,457 2,192 11,901 12,477 4,857 1,140 1,933 102 8,040 8,801
Changes from: January 7, 2020 Total Change is: 2,783
32 664 -190 -167 -1,499 278 940 2,435 1,398 174 -238 -98 417 33
Percent of Open Interest Represented by Each Category of Trader
9.1 21.1 0.6 31.8 15.4 4.5 24.6 25.8 10.1 2.4 4.0 0.2 16.6 18.2
Number of Traders in Each Category Total Traders: 257
15 24 5 58 32 33 46 52 24 14 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 241,463
Positions
21,932 50,841 1,528 76,849 37,285 10,958 59,503 62,385 24,285 5,699 9,663 512 40,198 44,007
Changes from: January 7, 2020 Total Change is: 13,915
158 3,320 -951 -837 -7,495 1,390 4,700 12,176 6,990 872 -1,191 -491 2,084 166
Percent of Open Interest Represented by Each Category of Trader
9.1 21.1 0.6 31.8 15.4 4.5 24.6 25.8 10.1 2.4 4.0 0.2 16.6 18.2
Number of Traders in Each Category Total Traders: 257
15 24 5 58 32 33 46 52 24 14 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 500,418
Positions
39,961 142,027 7,849 280,562 157,073 37,322 81,610 90,990 15,040 9,649 32,216 145 28,281 17,757
Changes from: January 7, 2020 Total Change is: 8,644
-7,648 -3,141 128 11,352 974 -1,130 2,902 8,903 -102 474 1,813 -83 2,751 1,283
Percent of Open Interest Represented by Each Category of Trader
8.0 28.4 1.6 56.1 31.4 7.5 16.3 18.2 3.0 1.9 6.4 0.0 5.7 3.5
Number of Traders in Each Category Total Traders: 307
18 23 7 88 46 42 53 49 27 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 20,711
Positions
228 6,989 0 10,903 345 19 1,690 10,773 21 0 422 0 7,850 2,142
Changes from: January 7, 2020 Total Change is: 204
0 0 0 -656 0 -15 489 -21 -9 0 -3 0 395 252
Percent of Open Interest Represented by Each Category of Trader
1.1 33.7 0.0 52.6 1.7 0.1 8.2 52.0 0.1 0.0 2.0 0.0 37.9 10.3
Number of Traders in Each Category Total Traders: 25
. . 0 10 . . 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 58,729
Positions
7,503 5,166 58 20,643 4,447 366 21,011 8,539 274 464 250 0 8,410 39,629
Changes from: January 7, 2020 Total Change is: 533
-1,267 1,517 58 2,442 297 -148 271 -834 -67 2 0 0 -758 -290
Percent of Open Interest Represented by Each Category of Trader
12.8 8.8 0.1 35.1 7.6 0.6 35.8 14.5 0.5 0.8 0.4 0.0 14.3 67.5
Number of Traders in Each Category Total Traders: 69
10 8 . 16 5 7 17 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 369,829
Positions
54,767 246,540 262 261,757 65,943 24,425 15,032 17,394 800 3,133 9,332 0 9,653 5,133
Changes from: January 7, 2020 Total Change is: -8,450
1,918 -10,041 -32 -10,348 -2,409 1,692 -1,902 3,892 -178 440 -22 0 -40 -1,352
Percent of Open Interest Represented by Each Category of Trader
14.8 66.7 0.1 70.8 17.8 6.6 4.1 4.7 0.2 0.8 2.5 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 179
16 13 . 71 36 35 21 12 7 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,519,250
Positions
80,872 1,031,177 7,503 1,116,851 261,921 96,958 134,864 83,079 4,340 34,981 15,739 2,128 40,753 16,405
Changes from: January 7, 2020 Total Change is: 56,442
-1,600 35,824 -364 59,227 -8,652 171 -1,876 25,103 -134 -6,984 144 -445 8,447 4,795
Percent of Open Interest Represented by Each Category of Trader
5.3 67.9 0.5 73.5 17.2 6.4 8.9 5.5 0.3 2.3 1.0 0.1 2.7 1.1
Number of Traders in Each Category Total Traders: 446
29 22 8 186 60 76 70 28 19 44 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 76,995
Positions
12,209 53,376 22,409 16,319 0 946 21,466 0 203 3,219 0 0 224 61
Changes from: January 7, 2020 Total Change is: -760
1,507 822 -1,597 0 0 0 -885 0 15 0 0 0 200 0
Percent of Open Interest Represented by Each Category of Trader
15.9 69.3 29.1 21.2 0.0 1.2 27.9 0.0 0.3 4.2 0.0 0.0 0.3 0.1
Number of Traders in Each Category Total Traders: 45
7 15 11 8 0 . 11 0 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,203,666
Positions
7,464 149,491 29,950 519,902 300,562 220,728 70,321 224,390 90,765 81,135 39,229 6,838 176,563 141,714
Changes from: January 7, 2020 Total Change is: 22,674
2,661 26,295 -4,606 20,402 -3,579 4,953 9,707 -21,685 -3,296 -2,462 13,859 -5,113 427 15,846
Percent of Open Interest Represented by Each Category of Trader
0.6 12.4 2.5 43.2 25.0 18.3 5.8 18.6 7.5 6.7 3.3 0.6 14.7 11.8
Number of Traders in Each Category Total Traders: 194
10 18 18 57 32 54 29 27 33 13 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,254,568
Positions
45,902 125,431 35 743,116 110,036 197,980 40,016 701,821 19,932 46,645 5,543 0 160,942 93,790
Changes from: January 7, 2020 Total Change is: 17,798
955 -570 1 6,094 -2,312 6,110 -2,146 8,160 2,769 229 -2,100 0 3,785 5,739
Percent of Open Interest Represented by Each Category of Trader
3.7 10.0 0.0 59.2 8.8 15.8 3.2 55.9 1.6 3.7 0.4 0.0 12.8 7.5
Number of Traders in Each Category Total Traders: 144
7 12 . 68 15 53 11 24 14 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,626,124
Positions
92,551 224,084 14,837 1,722,952 866,703 311,555 900,539 1,861,870 86,185 301,644 143,157 2,813 193,048 114,921
Changes from: January 7, 2020 Total Change is: 56,495
-10,431 -3,672 3,955 -1,097 38,055 8,333 51,290 -1,083 15,373 -16,654 -9,573 218 5,508 4,889
Percent of Open Interest Represented by Each Category of Trader
2.6 6.2 0.4 47.5 23.9 8.6 24.8 51.3 2.4 8.3 3.9 0.1 5.3 3.2
Number of Traders in Each Category Total Traders: 366
22 33 12 123 33 70 65 52 48 25 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,416,360
Positions
161,460 284,667 211,367 1,639,610 819,201 874,141 317,109 1,089,030 428,538 272,338 196,786 81,295 430,502 431,335
Changes from: January 7, 2020 Total Change is: -100,309
3,063 23,709 -5,318 16,987 277 25,932 -137,199 -59,866 -22,097 66,448 870 -59,550 11,426 -4,266
Percent of Open Interest Represented by Each Category of Trader
3.7 6.4 4.8 37.1 18.5 19.8 7.2 24.7 9.7 6.2 4.5 1.8 9.7 9.8
Number of Traders in Each Category Total Traders: 425
24 41 44 108 78 111 46 76 77 28 24 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 923,592
Positions
85,546 55,034 1,858 333,830 308,705 142,365 174,308 192,052 18,010 51,918 33,600 0 115,757 171,968
Changes from: January 7, 2020 Total Change is: 6,861
258 -4,515 669 5,779 -3,151 7,754 -8,491 9,580 326 2,000 1,500 0 -1,434 -5,302
Percent of Open Interest Represented by Each Category of Trader
9.3 6.0 0.2 36.1 33.4 15.4 18.9 20.8 1.9 5.6 3.6 0.0 12.5 18.6
Number of Traders in Each Category Total Traders: 115
4 7 4 24 43 42 16 14 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,521,069
Positions
45,303 519,448 81,651 2,170,704 824,963 809,208 528,072 1,483,459 253,166 296,630 226,164 10,668 325,668 312,343
Changes from: January 7, 2020 Total Change is: 12,287
-5,085 4,579 -10,262 -33,430 22,059 9,243 30,419 -24,514 25,646 9,055 -8,887 -8,780 -4,518 3,203
Percent of Open Interest Represented by Each Category of Trader
1.0 11.5 1.8 48.0 18.2 17.9 11.7 32.8 5.6 6.6 5.0 0.2 7.2 6.9
Number of Traders in Each Category Total Traders: 333
12 35 24 87 55 78 47 58 51 19 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,854,544
Positions
395,064 427,758 389,235 14,894 32,370 26,992 533,427 513,681 397,890 42,109 27,500 5,214 49,719 33,904
Changes from: January 7, 2020 Total Change is: 72,022
22,076 -1,113 1,248 1,511 16,689 -631 26,678 40,445 8,338 4,165 5,000 1,431 7,206 615
Percent of Open Interest Represented by Each Category of Trader
21.3 23.1 21.0 0.8 1.7 1.5 28.8 27.7 21.5 2.3 1.5 0.3 2.7 1.8
Number of Traders in Each Category Total Traders: 142
35 18 41 4 6 7 40 28 47 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is19,465,412
Positions
2,938,834 1,305,626 3,903,301 446,756 2,447,920 1,311,498 980,007 365,755 8,942,458 93,204 86,345 179,076 670,279 923,432
Changes from: January 7, 2020 Total Change is: -280,276
-176,137 -202,280 42,091 -8,227 36,954 -15,309 22,008 -24,128 -255,202 -5,649 353 74,388 41,760 62,858
Percent of Open Interest Represented by Each Category of Trader
15.1 6.7 20.1 2.3 12.6 6.7 5.0 1.9 45.9 0.5 0.4 0.9 3.4 4.7
Number of Traders in Each Category Total Traders: 267
44 32 71 17 19 29 53 55 101 25 19 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 135,911
Positions
5,820 72,059 17,967 17,300 0 6,738 59,986 10,896 25,902 277 492 684 1,236 1,173
Changes from: January 7, 2020 Total Change is: 4,430
1,883 646 -415 107 0 -12 -5 496 2,904 277 -19 -283 -27 1,113
Percent of Open Interest Represented by Each Category of Trader
4.3 53.0 13.2 12.7 0.0 5.0 44.1 8.0 19.1 0.2 0.4 0.5 0.9 0.9
Number of Traders in Each Category Total Traders: 54
. 15 4 4 0 . 15 15 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 217,694
Positions
18,167 48,290 24,760 9,583 9,211 13,091 107,350 74,409 42,632 112 1,337 1,916 83 2,048
Changes from: January 7, 2020 Total Change is: 8,887
9,271 8,390 -8,198 -3,755 282 -915 4,308 -2,542 8,216 -1,063 1,277 1,019 4 1,358
Percent of Open Interest Represented by Each Category of Trader
8.3 22.2 11.4 4.4 4.2 6.0 49.3 34.2 19.6 0.1 0.6 0.9 0.0 0.9
Number of Traders in Each Category Total Traders: 89
5 26 12 . 6 . 19 27 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 80,252
Positions
838 32,881 0 892 3,306 163 12,020 8,480 32,693 33,589 1,044 0 57 1,685
Changes from: January 7, 2020 Total Change is: 8,440
0 5,810 0 0 0 -2 1,580 678 2,367 4,475 -1 0 20 -412
Percent of Open Interest Represented by Each Category of Trader
1.0 41.0 0.0 1.1 4.1 0.2 15.0 10.6 40.7 41.9 1.3 0.0 0.1 2.1
Number of Traders in Each Category Total Traders: 30
. 5 0 . 9 . . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 22,607
Positions
137 8,768 0 476 538 115 12,409 2,389 9,470 0 0 0 0 1,327
Changes from: January 7, 2020 Total Change is: 3,986
-38 1,864 0 0 -77 0 953 -704 3,071 0 0 0 0 -168
Percent of Open Interest Represented by Each Category of Trader
0.6 38.8 0.0 2.1 2.4 0.5 54.9 10.6 41.9 0.0 0.0 0.0 0.0 5.9
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 46,548
Positions
11,499 50 16,080 0 106 0 0 12,487 14,898 3,810 2,586 246 15 95
Changes from: January 7, 2020 Total Change is: -129
0 -50 0 0 -160 0 0 205 -144 0 0 0 15 20
Percent of Open Interest Represented by Each Category of Trader
24.7 0.1 34.5 0.0 0.2 0.0 0.0 26.8 32.0 8.2 5.6 0.5 0.0 0.2
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 0 9 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 5,436
Positions
66 46 0 272 300 0 2,686 3,338 246 342 1,043 33 1,791 430
Changes from: January 7, 2020 Total Change is: 36
0 4 0 -66 -31 0 169 -323 8 -122 257 13 34 108
Percent of Open Interest Represented by Each Category of Trader
1.2 0.8 0.0 5.0 5.5 0.0 49.4 61.4 4.5 6.3 19.2 0.6 32.9 7.9
Number of Traders in Each Category Total Traders: 56
. . 0 . 4 0 21 12 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 36,196
Positions
380 18,093 0 9,105 3,449 666 19,861 8,186 2,327 984 1,015 0 2,873 2,460
Changes from: January 7, 2020 Total Change is: 1,011
-70 0 0 3,331 -16 -214 -2,323 1,099 -126 259 -78 0 154 346
Percent of Open Interest Represented by Each Category of Trader
1.0 50.0 0.0 25.2 9.5 1.8 54.9 22.6 6.4 2.7 2.8 0.0 7.9 6.8
Number of Traders in Each Category Total Traders: 93
. . 0 14 7 4 27 15 8 15 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 469,840
Positions
84,580 13,876 23,155 118,185 129,267 20,904 63,976 129,761 96,322 11,815 3,020 23,532 27,371 30,003
Changes from: January 7, 2020 Total Change is: 40,142
3,787 3,807 3,889 -2,644 20,787 1,731 22,181 7,039 2,033 458 -915 3,681 5,026 -1,910
Percent of Open Interest Represented by Each Category of Trader
18.0 3.0 4.9 25.2 27.5 4.4 13.6 27.6 20.5 2.5 0.6 5.0 5.8 6.4
Number of Traders in Each Category Total Traders: 214
15 9 18 15 41 27 38 60 51 11 13 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 14, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 17,715
Positions
5,204 682 428 10,022 2,697 436 452 13,298 100 837 50 0 236 24
Changes from: January 7, 2020 Total Change is: 559
249 17 -17 242 60 -131 195 622 0 45 16 0 -24 -8
Percent of Open Interest Represented by Each Category of Trader
29.4 3.8 2.4 56.6 15.2 2.5 2.6 75.1 0.6 4.7 0.3 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 42
. . . 12 4 . . 6 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 17, 2020