Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 189,407
Positions
13,491 77,578 4,576 44,768 30,922 5,245 53,603 34,968 10,970 12,119 1,252 705 43,930 23,191
Changes from: January 28, 2020 Total Change is: -9,199
48 -17,351 465 -16,932 4,742 1,473 2,780 1,713 -413 -874 -420 429 3,826 164
Percent of Open Interest Represented by Each Category of Trader
7.1 41.0 2.4 23.6 16.3 2.8 28.3 18.5 5.8 6.4 0.7 0.4 23.2 12.2
Number of Traders in Each Category Total Traders: 111
6 9 6 23 12 11 25 23 15 11 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 52,602
Positions
9,871 13,632 566 6,051 10,203 545 19,859 4,923 1,346 1,061 2,943 0 13,303 18,444
Changes from: January 28, 2020 Total Change is: -1,895
-3,175 136 63 714 -64 -30 1,530 258 -224 138 770 0 -912 -2,804
Percent of Open Interest Represented by Each Category of Trader
18.8 25.9 1.1 11.5 19.4 1.0 37.8 9.4 2.6 2.0 5.6 0.0 25.3 35.1
Number of Traders in Each Category Total Traders: 55
4 7 . 6 11 . 12 10 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 227,665
Positions
20,486 43,463 5,046 72,600 65,932 10,529 55,883 47,120 18,581 11,883 9,204 335 32,324 27,457
Changes from: January 28, 2020 Total Change is: 4,244
2,871 2,667 -592 -3,277 -1,865 260 4,178 4,126 1,927 -250 271 175 -1,047 -2,724
Percent of Open Interest Represented by Each Category of Trader
9.0 19.1 2.2 31.9 29.0 4.6 24.5 20.7 8.2 5.2 4.0 0.1 14.2 12.1
Number of Traders in Each Category Total Traders: 130
7 7 7 25 23 15 26 30 18 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 219,095
Positions
67,725 24,954 6,287 39,142 62,259 15,417 40,802 47,630 19,006 2,796 4,695 370 27,550 38,477
Changes from: January 28, 2020 Total Change is: 7,358
-5,948 5,590 663 3,434 1,458 284 8,281 -1,132 1,092 492 413 -191 -750 -819
Percent of Open Interest Represented by Each Category of Trader
30.9 11.4 2.9 17.9 28.4 7.0 18.6 21.7 8.7 1.3 2.1 0.2 12.6 17.6
Number of Traders in Each Category Total Traders: 144
7 8 6 18 31 12 26 41 24 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 651,676
Positions
30,968 148,777 10,779 364,434 171,118 36,657 35,186 169,744 39,025 33,489 13,291 1,822 99,315 60,463
Changes from: January 28, 2020 Total Change is: -3,481
-338 -11,088 -595 6,313 94 287 -9,643 5,523 -499 1,285 1,090 -256 -34 1,961
Percent of Open Interest Represented by Each Category of Trader
4.8 22.8 1.7 55.9 26.3 5.6 5.4 26.0 6.0 5.1 2.0 0.3 15.2 9.3
Number of Traders in Each Category Total Traders: 311
15 14 13 87 48 45 38 56 30 31 22 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 23,841
Positions
0 4,049 0 8,036 6,091 2,661 859 4,065 0 0 0 0 12,285 6,975
Changes from: January 28, 2020 Total Change is: 272
0 128 0 -24 -64 33 0 72 0 0 0 0 263 103
Percent of Open Interest Represented by Each Category of Trader
0.0 17.0 0.0 33.7 25.5 11.2 3.6 17.1 0.0 0.0 0.0 0.0 51.5 29.3
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 February 4, 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 200,365
Positions
75,688 10,535 5,345 19,835 75,964 5,552 44,886 40,842 13,385 1,732 10,222 369 33,574 38,152
Changes from: January 28, 2020 Total Change is: 25,997
28,230 -4,183 2 -414 14,283 442 3,876 12,361 1,613 -7,260 -687 203 -696 1,962
Percent of Open Interest Represented by Each Category of Trader
37.8 5.3 2.7 9.9 37.9 2.8 22.4 20.4 6.7 0.9 5.1 0.2 16.8 19.0
Number of Traders in Each Category Total Traders: 110
7 4 7 12 25 11 21 31 16 4 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 50,702
Positions
387 44,962 94 32,705 514 41 12,416 3,474 49 2,901 156 0 2,109 1,412
Changes from: January 28, 2020 Total Change is: -3,045
387 -101 -8 -8,234 159 0 3,998 -2,949 39 422 0 0 351 -185
Percent of Open Interest Represented by Each Category of Trader
0.8 88.7 0.2 64.5 1.0 0.1 24.5 6.9 0.1 5.7 0.3 0.0 4.2 2.8
Number of Traders in Each Category Total Traders: 44
. 5 . 12 . . 16 . . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 309,308
Positions
2,845 219,727 983 156,060 3,578 2,850 124,490 58,999 3,199 10,635 16,603 0 8,245 3,368
Changes from: January 28, 2020 Total Change is: 3,095
-262 247 29 -5,129 -1,083 582 8,577 4,421 -81 -631 -354 0 9 -667
Percent of Open Interest Represented by Each Category of Trader
0.9 71.0 0.3 50.5 1.2 0.9 40.2 19.1 1.0 3.4 5.4 0.0 2.7 1.1
Number of Traders in Each Category Total Traders: 193
. 13 . 35 11 6 69 33 15 15 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 46,403
Positions
21,072 1,871 0 3,391 30,227 0 15,349 10,407 509 3,447 1,263 104 2,531 2,022
Changes from: January 28, 2020 Total Change is: -4,844
-1,023 -119 0 -1,083 942 0 4,937 1,278 -6,798 -671 135 -4 -202 -278
Percent of Open Interest Represented by Each Category of Trader
45.4 4.0 0.0 7.3 65.1 0.0 33.1 22.4 1.1 7.4 2.7 0.2 5.5 4.4
Number of Traders in Each Category Total Traders: 58
. . 0 5 10 0 10 18 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 44,344
Positions
11,752 5,817 57 7,643 11,841 386 16,013 17,953 935 3,142 1,651 11 4,405 5,693
Changes from: January 28, 2020 Total Change is: -2,740
1,702 -3,200 -4 -5,870 -513 -7 1,871 209 61 -1,013 90 -78 598 702
Percent of Open Interest Represented by Each Category of Trader
26.5 13.1 0.1 17.2 26.7 0.9 36.1 40.5 2.1 7.1 3.7 0.0 9.9 12.8
Number of Traders in Each Category Total Traders: 95
7 . . 10 13 4 28 21 7 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 16,207
Positions
832 8,101 0 9,039 1,961 0 4,922 4,649 0 0 0 0 1,414 1,496
Changes from: January 28, 2020 Total Change is: -1,812
0 66 -66 -5,311 -160 0 3,649 -1,617 -70 0 0 0 -14 35
Percent of Open Interest Represented by Each Category of Trader
5.1 50.0 0.0 55.8 12.1 0.0 30.4 28.7 0.0 0.0 0.0 0.0 8.7 9.2
Number of Traders in Each Category Total Traders: 23
. . 0 . . 0 8 6 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 51,546
Positions
11,558 30,512 744 16,955 2,312 1,358 10,702 6,511 1,149 115 375 0 8,966 8,586
Changes from: January 28, 2020 Total Change is: -1,139
-110 -928 78 -1,005 -54 305 1,217 1,439 -1,334 -321 -792 0 30 146
Percent of Open Interest Represented by Each Category of Trader
22.4 59.2 1.4 32.9 4.5 2.6 20.8 12.6 2.2 0.2 0.7 0.0 17.4 16.7
Number of Traders in Each Category Total Traders: 93
8 22 . 18 4 6 24 14 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 103,092
Positions
23,116 61,023 1,489 33,909 4,623 2,715 21,404 13,022 2,298 230 750 0 17,931 17,172
Changes from: January 28, 2020 Total Change is: -2,278
-220 -1,856 157 -2,009 -107 609 2,434 2,878 -2,669 -641 -1,583 0 61 292
Percent of Open Interest Represented by Each Category of Trader
22.4 59.2 1.4 32.9 4.5 2.6 20.8 12.6 2.2 0.2 0.7 0.0 17.4 16.7
Number of Traders in Each Category Total Traders: 93
8 22 . 18 4 6 24 14 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 39,934
Positions
889 33,507 0 35,014 720 145 550 3,714 0 0 464 0 3,336 1,384
Changes from: January 28, 2020 Total Change is: 1,070
689 849 0 -208 -60 -20 -512 114 0 0 0 0 1,121 187
Percent of Open Interest Represented by Each Category of Trader
2.2 83.9 0.0 87.7 1.8 0.4 1.4 9.3 0.0 0.0 1.2 0.0 8.4 3.5
Number of Traders in Each Category Total Traders: 28
. 7 0 13 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 770,580
Positions
35,016 191,782 47,087 309,300 96,426 51,610 48,705 90,897 162,529 20,981 39,026 5,744 89,609 85,480
Changes from: January 28, 2020 Total Change is: -16,899
-735 4,700 -4,630 -2,346 -5,568 -1,437 -3,584 -4,603 -4,716 -983 -1,704 -56 1,589 1,116
Percent of Open Interest Represented by Each Category of Trader
4.5 24.9 6.1 40.1 12.5 6.7 6.3 11.8 21.1 2.7 5.1 0.7 11.6 11.1
Number of Traders in Each Category Total Traders: 631
31 39 46 167 91 129 75 116 110 51 61 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 66,440
Positions
14,665 12,844 1,466 2,017 4,295 666 7,081 6,126 18,689 18 33 370 21,469 21,951
Changes from: January 28, 2020 Total Change is: 675
-477 -3,042 161 1,000 168 -1,342 -26 1,948 1,293 -16 26 -44 126 1,508
Percent of Open Interest Represented by Each Category of Trader
22.1 19.3 2.2 3.0 6.5 1.0 10.7 9.2 28.1 0.0 0.0 0.6 32.3 33.0
Number of Traders in Each Category Total Traders: 51
6 8 7 . . . 8 16 21 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 15,668
Positions
7,151 11,502 24 1,707 2,457 75 980 639 6 0 0 0 5,725 965
Changes from: January 28, 2020 Total Change is: 653
-2,277 186 24 -286 365 -71 215 92 6 0 0 0 3,042 51
Percent of Open Interest Represented by Each Category of Trader
45.6 73.4 0.2 10.9 15.7 0.5 6.3 4.1 0.0 0.0 0.0 0.0 36.5 6.2
Number of Traders in Each Category Total Traders: 23
5 7 . . 4 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 3,520,700
Positions
160,878 953,811 168,981 1,536,417 460,654 254,718 256,236 471,964 671,088 104,815 194,971 26,867 340,700 317,646
Changes from: January 28, 2020 Total Change is: -87,868
-27,380 12,617 2,136 -16,732 -28,679 -476 -6,339 -21,297 -41,499 -4,838 -8,652 -56 7,314 -1,962
Percent of Open Interest Represented by Each Category of Trader
4.6 27.1 4.8 43.6 13.1 7.2 7.3 13.4 19.1 3.0 5.5 0.8 9.7 9.0
Number of Traders in Each Category Total Traders: 614
30 38 45 167 89 128 75 110 102 46 59 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 31,832
Positions
18,709 17,743 0 7,499 0 982 918 8,821 0 650 332 0 3,074 3,954
Changes from: January 28, 2020 Total Change is: 1,578
946 401 0 -65 0 0 142 470 0 650 0 0 -95 707
Percent of Open Interest Represented by Each Category of Trader
58.8 55.7 0.0 23.6 0.0 3.1 2.9 27.7 0.0 2.0 1.0 0.0 9.7 12.4
Number of Traders in Each Category Total Traders: 28
5 9 0 5 0 . . 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 10,970
Positions
4,078 6,909 1 4,244 1,200 112 369 2,222 1 0 0 0 2,165 525
Changes from: January 28, 2020 Total Change is: -21
-151 539 0 -382 -411 3 133 -171 0 0 0 0 376 19
Percent of Open Interest Represented by Each Category of Trader
37.2 63.0 0.0 38.7 10.9 1.0 3.4 20.3 0.0 0.0 0.0 0.0 19.7 4.8
Number of Traders in Each Category Total Traders: 22
6 6 . . 4 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 13,737
Positions
3,160 7,530 0 5,402 763 801 547 559 0 616 900 0 3,211 3,184
Changes from: January 28, 2020 Total Change is: 321
969 -1,378 0 -633 -247 -145 0 -921 0 0 900 0 130 2,112
Percent of Open Interest Represented by Each Category of Trader
23.0 54.8 0.0 39.3 5.6 5.8 4.0 4.1 0.0 4.5 6.6 0.0 23.4 23.2
Number of Traders in Each Category Total Traders: 24
5 8 0 6 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 77,951
Positions
5,794 35,214 134 55,980 32,735 2,257 2,982 2,328 326 0 925 0 10,478 4,032
Changes from: January 28, 2020 Total Change is: 1,061
660 1,175 0 2,709 222 53 -591 -668 -463 0 134 0 -1,307 608
Percent of Open Interest Represented by Each Category of Trader
7.4 45.2 0.2 71.8 42.0 2.9 3.8 3.0 0.4 0.0 1.2 0.0 13.4 5.2
Number of Traders in Each Category Total Traders: 80
5 10 . 36 16 14 8 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 47,800
Positions
6,915 8,420 427 14,818 8,366 1,901 8,453 10,140 6,327 1,226 1,892 86 7,646 10,241
Changes from: January 28, 2020 Total Change is: 736
2,092 -984 5 -709 237 286 -1,504 -516 1,187 7 116 -78 -549 484
Percent of Open Interest Represented by Each Category of Trader
14.5 17.6 0.9 31.0 17.5 4.0 17.7 21.2 13.2 2.6 4.0 0.2 16.0 21.4
Number of Traders in Each Category Total Traders: 281
19 23 7 62 36 31 50 50 26 19 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 239,002
Positions
34,577 42,100 2,136 74,090 41,832 9,504 42,267 50,700 31,636 6,130 9,459 428 38,232 51,206
Changes from: January 28, 2020 Total Change is: 3,682
10,462 -4,921 23 -3,547 1,183 1,428 -7,520 -2,579 5,934 35 581 -388 -2,744 2,420
Percent of Open Interest Represented by Each Category of Trader
14.5 17.6 0.9 31.0 17.5 4.0 17.7 21.2 13.2 2.6 4.0 0.2 16.0 21.4
Number of Traders in Each Category Total Traders: 281
19 23 7 62 36 31 50 50 26 19 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 502,150
Positions
49,125 148,416 6,222 292,228 163,325 38,448 68,768 82,940 14,022 7,976 29,440 134 25,227 19,202
Changes from: January 28, 2020 Total Change is: -5,290
7,112 -1,632 -388 3,593 -2,092 -700 -13,319 -1,782 -345 -783 -1,743 117 -577 3,275
Percent of Open Interest Represented by Each Category of Trader
9.8 29.6 1.2 58.2 32.5 7.7 13.7 16.5 2.8 1.6 5.9 0.0 5.0 3.8
Number of Traders in Each Category Total Traders: 307
22 20 6 91 42 47 55 47 26 12 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 17,556
Positions
1,296 6,489 0 9,564 177 89 854 6,674 23 0 1,390 0 5,730 2,714
Changes from: January 28, 2020 Total Change is: -3,425
-84 -500 0 -1,919 20 -15 -1,256 -2,311 -12 0 -42 0 -139 -565
Percent of Open Interest Represented by Each Category of Trader
7.4 37.0 0.0 54.5 1.0 0.5 4.9 38.0 0.1 0.0 7.9 0.0 32.6 15.5
Number of Traders in Each Category Total Traders: 26
. . 0 9 . . . 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 51,361
Positions
11,042 4,516 2 15,995 4,897 365 12,429 7,035 359 1,466 250 0 9,703 33,937
Changes from: January 28, 2020 Total Change is: -6,294
-331 -333 2 -1,900 1,502 -678 -4,679 -317 62 -180 0 0 1,410 -6,532
Percent of Open Interest Represented by Each Category of Trader
21.5 8.8 0.0 31.1 9.5 0.7 24.2 13.7 0.7 2.9 0.5 0.0 18.9 66.1
Number of Traders in Each Category Total Traders: 69
16 7 . 14 5 7 13 9 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 374,896
Positions
48,426 254,347 261 269,413 63,839 27,079 16,731 17,996 435 2,803 5,816 0 9,748 5,123
Changes from: January 28, 2020 Total Change is: -3,340
-10,252 2,357 -1 11,124 -5,679 89 -3,979 5,442 -134 -283 -5,004 0 96 -410
Percent of Open Interest Represented by Each Category of Trader
12.9 67.8 0.1 71.9 17.0 7.2 4.5 4.8 0.1 0.7 1.6 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 177
14 14 . 68 35 34 20 16 6 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 1,552,303
Positions
109,122 1,088,443 6,313 1,099,906 261,046 117,241 137,750 41,436 4,286 40,793 15,184 2,243 34,649 16,111
Changes from: January 28, 2020 Total Change is: -13,657
-6,043 -6,421 -2,510 -10,959 -8,516 7,349 10,660 -5,798 -29 -9,324 -789 81 -2,882 2,976
Percent of Open Interest Represented by Each Category of Trader
7.0 70.1 0.4 70.9 16.8 7.6 8.9 2.7 0.3 2.6 1.0 0.1 2.2 1.0
Number of Traders in Each Category Total Traders: 452
26 25 10 179 67 80 75 31 19 39 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 91,360
Positions
11,467 67,219 23,162 19,335 0 836 32,490 0 89 3,957 0 0 24 54
Changes from: January 28, 2020 Total Change is: 3,089
465 3,361 32 85 0 -250 2,886 0 -47 -82 0 0 0 -7
Percent of Open Interest Represented by Each Category of Trader
12.6 73.6 25.4 21.2 0.0 0.9 35.6 0.0 0.1 4.3 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 - Options and Futures Combined Positions as of February 4, 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 1,492,589
Positions
2,962 159,353 62,766 538,171 303,301 269,474 72,003 241,601 255,715 82,406 40,678 11,314 197,779 148,388
Changes from: January 28, 2020 Total Change is: 168,749
-1,559 -1,707 3,437 32,916 14,641 10,208 -8,402 10,132 122,267 -3,515 4,515 3,101 10,296 2,156
Percent of Open Interest Represented by Each Category of Trader
0.2 10.7 4.2 36.1 20.3 18.1 4.8 16.2 17.1 5.5 2.7 0.8 13.3 9.9
Number of Traders in Each Category Total Traders: 200
5 21 20 59 34 59 26 37 40 10 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 1,200,886
Positions
42,625 112,985 4,200 645,187 100,253 209,446 34,767 643,058 38,962 50,467 0 3 175,229 91,979
Changes from: January 28, 2020 Total Change is: -21,432
362 -12,751 3,954 -46,215 -4,594 9,725 -13,428 -20,839 16,823 -1,852 -1,820 3 9,196 -11,933
Percent of Open Interest Represented by Each Category of Trader
3.5 9.4 0.3 53.7 8.3 17.4 2.9 53.5 3.2 4.2 0.0 0.0 14.6 7.7
Number of Traders in Each Category Total Traders: 142
7 10 9 67 14 51 10 28 14 6 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 3,910,685
Positions
83,191 264,112 46,374 1,623,573 920,892 325,511 976,028 1,836,440 266,580 382,195 130,528 13,208 194,025 107,039
Changes from: January 28, 2020 Total Change is: 170,697
13,467 45,776 5,382 -49,021 28,182 6,382 61,805 -22,603 105,210 23,160 -13,540 7,024 -2,712 8,883
Percent of Open Interest Represented by Each Category of Trader
2.1 6.8 1.2 41.5 23.5 8.3 25.0 47.0 6.8 9.8 3.3 0.3 5.0 2.7
Number of Traders in Each Category Total Traders: 369
24 29 15 124 35 69 66 50 56 28 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 5,185,451
Positions
196,129 224,720 417,233 1,660,028 895,578 1,018,202 368,484 1,061,663 806,929 176,487 217,517 74,934 467,024 468,675
Changes from: January 28, 2020 Total Change is: 445,531
28,040 -54,226 124,409 -25,050 75,626 86,215 -32,514 -35,896 252,693 -13,866 -19,406 24,277 1,327 -8,161
Percent of Open Interest Represented by Each Category of Trader
3.8 4.3 8.0 32.0 17.3 19.6 7.1 20.5 15.6 3.4 4.2 1.4 9.0 9.0
Number of Traders in Each Category Total Traders: 436
33 34 49 112 73 113 63 74 88 26 21 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 934,513
Positions
87,742 30,534 5,067 336,803 304,970 144,162 156,625 208,964 22,960 55,911 35,782 0 125,243 182,074
Changes from: January 28, 2020 Total Change is: 11,914
-7,286 -2,469 379 -5,416 2,528 1,600 12,295 9,809 931 3,768 -1,380 0 5,643 516
Percent of Open Interest Represented by Each Category of Trader
9.4 3.3 0.5 36.0 32.6 15.4 16.8 22.4 2.5 6.0 3.8 0.0 13.4 19.5
Number of Traders in Each Category Total Traders: 110
4 4 4 24 38 38 15 18 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 4,970,126
Positions
120,087 518,248 184,178 2,169,719 860,197 855,628 557,680 1,571,224 412,280 302,323 219,775 17,875 350,356 330,721
Changes from: January 28, 2020 Total Change is: 184,119
26,659 -30,479 38,064 -16,735 -2,217 50,662 -33,231 38,002 83,211 28,258 -10,173 5,620 1,611 11,429
Percent of Open Interest Represented by Each Category of Trader
2.4 10.4 3.7 43.7 17.3 17.2 11.2 31.6 8.3 6.1 4.4 0.4 7.0 6.7
Number of Traders in Each Category Total Traders: 341
20 32 29 89 52 79 51 59 59 19 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 1,663,707
Positions
305,367 409,157 405,456 1,378 60,129 19,184 431,108 315,247 397,066 58,164 18,100 8,796 37,188 30,572
Changes from: January 28, 2020 Total Change is: -329,455
-116,216 12,193 -77,686 -2,805 22,610 -11,623 -107,577 -232,632 -19,541 15,166 -10,685 -2,003 -7,170 -10,088
Percent of Open Interest Represented by Each Category of Trader
18.4 24.6 24.4 0.1 3.6 1.2 25.9 18.9 23.9 3.5 1.1 0.5 2.2 1.8
Number of Traders in Each Category Total Traders: 133
35 18 46 . 6 6 39 19 42 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 is21,719,569
Positions
3,097,945 1,762,137 4,088,950 656,401 2,384,547 1,420,494 1,165,993 589,334 10,353,191 95,587 91,081 126,836 714,172 903,000
Changes from: January 28, 2020 Total Change is: 1,028,286
124,612 126,248 82,776 46,626 -3,894 61,814 27,680 65,198 672,509 14,066 4,239 -4,811 3,015 24,208
Percent of Open Interest Represented by Each Category of Trader
14.3 8.1 18.8 3.0 11.0 6.5 5.4 2.7 47.7 0.4 0.4 0.6 3.3 4.2
Number of Traders in Each Category Total Traders: 275
38 37 72 20 19 30 61 51 105 30 14 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 153,153
Positions
7,682 87,266 18,846 14,265 0 7,165 82,768 17,033 19,830 318 494 928 1,350 1,591
Changes from: January 28, 2020 Total Change is: -1,384
3,885 2,675 33 -2,407 0 427 1,604 196 -4,044 -180 -90 -829 126 248
Percent of Open Interest Represented by Each Category of Trader
5.0 57.0 12.3 9.3 0.0 4.7 54.0 11.1 12.9 0.2 0.3 0.6 0.9 1.0
Number of Traders in Each Category Total Traders: 56
. 15 5 4 0 . 17 15 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 177,293
Positions
978 48,865 25,610 12,768 3,283 5,438 91,379 56,418 36,295 4,365 148 389 71 847
Changes from: January 28, 2020 Total Change is: -61,953
-1,613 -1,997 -14,644 -467 -7,378 -4,385 -32,607 -21,695 -9,509 3,375 88 -2,119 16 -314
Percent of Open Interest Represented by Each Category of Trader
0.6 27.6 14.4 7.2 1.9 3.1 51.5 31.8 20.5 2.5 0.1 0.2 0.0 0.5
Number of Traders in Each Category Total Traders: 75
4 21 10 . 6 . 17 24 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 91,544
Positions
838 38,068 0 918 3,741 35 21,494 11,045 35,295 32,939 1,162 0 25 2,198
Changes from: January 28, 2020 Total Change is: 2,124
0 133 0 26 300 -2 908 440 1,391 -180 0 0 -19 -138
Percent of Open Interest Represented by Each Category of Trader
0.9 41.6 0.0 1.0 4.1 0.0 23.5 12.1 38.6 36.0 1.3 0.0 0.0 2.4
Number of Traders in Each Category Total Traders: 32
. 4 0 . 9 . . 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 28,946
Positions
129 9,920 0 1,293 557 115 13,498 2,885 13,896 0 0 0 15 1,573
Changes from: January 28, 2020 Total Change is: 2,905
13 555 0 817 8 0 -120 131 2,195 0 0 0 0 16
Percent of Open Interest Represented by Each Category of Trader
0.4 34.3 0.0 4.5 1.9 0.4 46.6 10.0 48.0 0.0 0.0 0.0 0.1 5.4
Number of Traders in Each Category Total Traders: 22
. 4 0 . 6 . . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 44,703
Positions
10,601 0 16,188 0 111 0 541 11,699 13,292 3,810 3,051 246 25 116
Changes from: January 28, 2020 Total Change is: 29
-898 0 108 0 0 0 314 -1,075 505 0 465 0 0 26
Percent of Open Interest Represented by Each Category of Trader
23.7 0.0 36.2 0.0 0.2 0.0 1.2 26.2 29.7 8.5 6.8 0.6 0.1 0.3
Number of Traders in Each Category Total Traders: 21
. 0 . 0 . 0 . 7 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 4,412
Positions
71 50 0 132 434 0 1,424 3,139 122 680 168 103 1,880 396
Changes from: January 28, 2020 Total Change is: -604
5 4 0 -259 -4 0 -319 230 -175 262 -610 -1 -117 -47
Percent of Open Interest Represented by Each Category of Trader
1.6 1.1 0.0 3.0 9.8 0.0 32.3 71.1 2.8 15.4 3.8 2.3 42.6 9.0
Number of Traders in Each Category Total Traders: 47
. . 0 . . 0 15 11 4 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 36,883
Positions
490 18,093 0 16,395 1,923 666 13,950 12,826 1,259 1,143 471 91 2,889 1,554
Changes from: January 28, 2020 Total Change is: 875
110 0 0 963 -455 -51 1,147 2,777 -1,079 39 -339 44 -299 -22
Percent of Open Interest Represented by Each Category of Trader
1.3 49.1 0.0 44.5 5.2 1.8 37.8 34.8 3.4 3.1 1.3 0.2 7.8 4.2
Number of Traders in Each Category Total Traders: 91
. . 0 17 . 4 30 18 9 13 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 428,263
Positions
84,912 21,520 25,758 114,832 96,519 26,449 43,199 125,826 78,134 11,500 4,258 18,022 25,457 31,777
Changes from: January 28, 2020 Total Change is: -5,456
-8,814 -115 8,222 -1,607 -25,694 3,214 -2,972 8,500 -2,870 -903 1,966 418 -144 903
Percent of Open Interest Represented by Each Category of Trader
19.8 5.0 6.0 26.8 22.5 6.2 10.1 29.4 18.2 2.7 1.0 4.2 5.9 7.4
Number of Traders in Each Category Total Traders: 203
15 16 21 25 28 24 33 53 57 9 11 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 4, 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 19,208
Positions
4,999 759 364 10,913 4,630 1,487 217 11,745 100 858 40 0 270 83
Changes from: January 28, 2020 Total Change is: 2,971
-335 48 75 3,202 946 901 -712 987 0 -112 10 0 -48 4
Percent of Open Interest Represented by Each Category of Trader
26.0 4.0 1.9 56.8 24.1 7.7 1.1 61.1 0.5 4.5 0.2 0.0 1.4 0.4
Number of Traders in Each Category Total Traders: 41
. . . 9 5 . . 7 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 07, 2020