Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 172,572 Positions 15,020 78,173 5,336 45,488 13,666 3,915 39,091 25,788 15,003 11,504 4,404 1,392 35,823 24,895 Changes from: August 6, 2019 Total Change is: -13,290 3,375 -7,602 -57 -7,461 345 -376 -8,231 -2,275 -613 -170 -232 313 -70 -2,794 Percent of Open Interest Represented by Each Category of Trader 8.7 45.3 3.1 26.4 7.9 2.3 22.7 14.9 8.7 6.7 2.6 0.8 20.8 14.4 Number of Traders in Each Category Total Traders: 102 10 5 8 17 13 11 22 18 14 11 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 55,951 Positions 22,327 8,103 404 2,756 12,111 627 16,440 13,269 577 931 917 82 11,807 19,860 Changes from: August 6, 2019 Total Change is: -2,708 -1,699 4,185 49 310 -2,582 -392 -733 -2,758 -367 0 -50 27 97 -821 Percent of Open Interest Represented by Each Category of Trader 39.9 14.5 0.7 4.9 21.6 1.1 29.4 23.7 1.0 1.7 1.6 0.1 21.1 35.5 Number of Traders in Each Category Total Traders: 47 . 6 4 4 9 . 10 12 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 305,722 Positions 159,308 6,610 8,950 43,954 128,423 10,006 24,270 67,584 23,647 1,460 10,759 3,297 30,828 46,446 Changes from: August 6, 2019 Total Change is: -31,900 -8,570 710 -2,433 -556 -6,416 -6,958 -5,952 -11,615 -8,046 639 2,319 178 -201 361 Percent of Open Interest Represented by Each Category of Trader 52.1 2.2 2.9 14.4 42.0 3.3 7.9 22.1 7.7 0.5 3.5 1.1 10.1 15.2 Number of Traders in Each Category Total Traders: 135 10 5 7 13 32 13 21 45 21 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 188,665 Positions 5,260 57,599 7,304 45,220 30,671 12,779 48,487 21,525 23,531 6,456 1,108 5,524 34,104 28,623 Changes from: August 6, 2019 Total Change is: 3,703 -94 12,935 -2,324 1,771 -5,712 -1,537 5,452 -1,330 1,889 391 -1,541 633 -2,479 689 Percent of Open Interest Represented by Each Category of Trader 2.8 30.5 3.9 24.0 16.3 6.8 25.7 11.4 12.5 3.4 0.6 2.9 18.1 15.2 Number of Traders in Each Category Total Traders: 128 4 11 8 27 20 15 33 24 22 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 613,825 Positions 42,152 130,819 17,818 342,586 165,998 32,884 23,310 137,998 41,425 17,749 10,441 7,610 88,291 68,831 Changes from: August 6, 2019 Total Change is: -5,103 -5,886 17,500 -3,766 25,908 -20,396 -3,948 -11,521 9,422 -3,911 -646 -569 -881 -451 1,447 Percent of Open Interest Represented by Each Category of Trader 6.9 21.3 2.9 55.8 27.0 5.4 3.8 22.5 6.7 2.9 1.7 1.2 14.4 11.2 Number of Traders in Each Category Total Traders: 281 19 13 17 84 45 49 23 58 28 23 15 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 28,192 Positions 595 9,979 0 10,228 4,756 1,741 517 5,067 4 0 589 2 15,105 6,054 Changes from: August 6, 2019 Total Change is: -472 10 -223 0 -530 767 -713 0 -784 4 0 0 0 757 477 Percent of Open Interest Represented by Each Category of Trader 2.1 35.4 0.0 36.3 16.9 6.2 1.8 18.0 0.0 0.0 2.1 0.0 53.6 21.5 Number of Traders in Each Category Total Traders: 24 . . 0 13 4 9 . . . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 25,450 Positions 3,987 3,243 501 4,352 11,268 3,575 6,226 407 2 0 0 0 6,807 6,454 Changes from: August 6, 2019 Total Change is: -929 10 -1,156 0 -1,121 1,337 177 343 -573 0 0 -1,462 -33 -305 781 Percent of Open Interest Represented by Each Category of Trader 15.7 12.7 2.0 17.1 44.3 14.0 24.5 1.6 0.0 0.0 0.0 0.0 26.7 25.4 Number of Traders in Each Category Total Traders: 22 . . . 5 9 8 4 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 190,979 Positions 88,676 8,894 3,735 13,448 56,311 3,586 34,397 59,328 12,779 9 2,121 838 33,510 43,387 Changes from: August 6, 2019 Total Change is: -6,102 8,127 -5,321 -169 -508 -901 -1,550 -6,410 2,819 -1,292 -1,135 -119 -181 -2,984 612 Percent of Open Interest Represented by Each Category of Trader 46.4 4.7 2.0 7.0 29.5 1.9 18.0 31.1 6.7 0.0 1.1 0.4 17.5 22.7 Number of Traders in Each Category Total Traders: 98 9 5 7 11 20 10 19 29 16 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 66,054 Positions 483 49,178 0 54,003 0 408 8,485 13,873 305 379 1,202 0 1,991 1,088 Changes from: August 6, 2019 Total Change is: -7,981 483 -194 0 -13,121 0 408 3,825 -8,831 305 0 371 0 119 -40 Percent of Open Interest Represented by Each Category of Trader 0.7 74.5 0.0 81.8 0.0 0.6 12.8 21.0 0.5 0.6 1.8 0.0 3.0 1.6 Number of Traders in Each Category Total Traders: 38 . 6 0 9 0 . 11 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 213,381 Positions 2,321 156,214 900 118,960 9,057 820 79,831 25,994 1,523 2,999 15,440 22 6,006 3,411 Changes from: August 6, 2019 Total Change is: -9,608 968 -3,250 -74 -5,831 -370 -1,490 -2,990 -3,322 -164 34 -932 -5 -56 0 Percent of Open Interest Represented by Each Category of Trader 1.1 73.2 0.4 55.8 4.2 0.4 37.4 12.2 0.7 1.4 7.2 0.0 2.8 1.6 Number of Traders in Each Category Total Traders: 150 4 10 . 29 9 6 45 32 10 10 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 30,347 Positions 1,400 8,029 0 3,072 12,067 0 22,595 8,352 85 926 470 0 2,269 1,344 Changes from: August 6, 2019 Total Change is: 9,425 1,050 0 0 -1,204 11,157 -125 9,827 -1,892 61 8 -5 0 -192 229 Percent of Open Interest Represented by Each Category of Trader 4.6 26.5 0.0 10.1 39.8 0.0 74.5 27.5 0.3 3.1 1.5 0.0 7.5 4.4 Number of Traders in Each Category Total Traders: 40 . . 0 . 5 0 9 13 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 59,996 Positions 33,301 5,071 10 3,174 23,688 413 16,864 19,350 2,267 1,165 2,578 136 2,666 6,483 Changes from: August 6, 2019 Total Change is: 2,650 723 -3,747 -1 -6,005 4,970 -185 8,467 1,268 -532 541 352 -68 -291 593 Percent of Open Interest Represented by Each Category of Trader 55.5 8.5 0.0 5.3 39.5 0.7 28.1 32.3 3.8 1.9 4.3 0.2 4.4 10.8 Number of Traders in Each Category Total Traders: 106 9 . . 7 21 . 22 31 9 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 16,002 Positions 2,610 4,153 0 12,481 2,275 0 379 7,238 1 0 276 0 531 2,059 Changes from: August 6, 2019 Total Change is: -9,800 122 0 0 -10,155 -92 0 249 -10,311 1 0 156 0 -17 446 Percent of Open Interest Represented by Each Category of Trader 16.3 26.0 0.0 78.0 14.2 0.0 2.4 45.2 0.0 0.0 1.7 0.0 3.3 12.9 Number of Traders in Each Category Total Traders: 26 . . 0 . 4 0 . 10 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 46,137 Positions 5,794 29,557 1,373 15,199 2,109 601 13,322 2,108 738 1,203 1,078 64 7,844 8,510 Changes from: August 6, 2019 Total Change is: -3,520 -38 -4,193 183 -2,343 296 111 -1,133 -480 -67 -483 -23 64 186 589 Percent of Open Interest Represented by Each Category of Trader 12.6 64.1 3.0 32.9 4.6 1.3 28.9 4.6 1.6 2.6 2.3 0.1 17.0 18.4 Number of Traders in Each Category Total Traders: 90 9 21 6 16 6 4 21 8 8 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 92,274 Positions 11,587 59,114 2,746 30,397 4,217 1,202 26,644 4,215 1,476 2,406 2,155 128 15,688 17,020 Changes from: August 6, 2019 Total Change is: -7,040 -76 -8,387 365 -4,685 592 222 -2,267 -959 -134 -966 -46 128 373 1,179 Percent of Open Interest Represented by Each Category of Trader 12.6 64.1 3.0 32.9 4.6 1.3 28.9 4.6 1.6 2.6 2.3 0.1 17.0 18.4 Number of Traders in Each Category Total Traders: 90 9 21 6 16 6 4 21 8 8 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 36,111 Positions 0 31,756 265 33,019 0 496 510 1,803 0 0 1,344 0 1,821 447 Changes from: August 6, 2019 Total Change is: 10,666 -1,226 10,584 0 12,136 -206 106 0 115 0 0 120 0 -350 -53 Percent of Open Interest Represented by Each Category of Trader 0.0 87.9 0.7 91.4 0.0 1.4 1.4 5.0 0.0 0.0 3.7 0.0 5.0 1.2 Number of Traders in Each Category Total Traders: 25 0 7 . 12 0 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 787,849 Positions 47,126 99,603 48,510 285,454 135,923 67,677 28,837 78,119 182,709 18,259 66,652 21,900 87,378 86,757 Changes from: August 6, 2019 Total Change is: -24,541 4,514 -9,830 4,041 -6,995 -1,167 -5,710 -6,047 8,046 -10,968 -1,024 -643 -5,859 3,507 -2,450 Percent of Open Interest Represented by Each Category of Trader 6.0 12.6 6.2 36.2 17.3 8.6 3.7 9.9 23.2 2.3 8.5 2.8 11.1 11.0 Number of Traders in Each Category Total Traders: 611 33 37 48 159 104 133 62 111 100 42 63 52 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 59,180 Positions 6,099 12,001 1,657 3,810 1,186 1,204 6,118 4,695 15,156 24 55 662 24,449 22,563 Changes from: August 6, 2019 Total Change is: 3,024 2,855 -714 -211 -81 83 920 450 -520 81 -17 -46 -207 -766 3,639 Percent of Open Interest Represented by Each Category of Trader 10.3 20.3 2.8 6.4 2.0 2.0 10.3 7.9 25.6 0.0 0.1 1.1 41.3 38.1 Number of Traders in Each Category Total Traders: 39 5 7 5 . . . 8 9 16 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 7,846 Positions 2,521 6,561 1 3,241 0 45 581 431 0 0 0 0 1,457 808 Changes from: August 6, 2019 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 32.1 83.6 0.0 41.3 0.0 0.6 7.4 5.5 0.0 0.0 0.0 0.0 18.6 10.3 Number of Traders in Each Category Total Traders: 22 5 7 . 6 0 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,643,344 Positions 231,813 464,689 207,587 1,411,301 676,763 329,282 140,521 394,048 810,834 91,172 332,984 106,186 314,648 320,971 Changes from: August 6, 2019 Total Change is: -137,825 12,881 -40,994 16,671 -34,663 -6,340 -33,056 -39,209 36,107 -48,517 -5,036 -2,989 -28,259 21,364 -30,446 Percent of Open Interest Represented by Each Category of Trader 6.4 12.8 5.7 38.7 18.6 9.0 3.9 10.8 22.3 2.5 9.1 2.9 8.6 8.8 Number of Traders in Each Category Total Traders: 600 34 35 47 160 102 132 59 109 95 40 61 49 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 17,866 Positions 6,672 13,003 0 7,764 0 742 232 837 0 0 302 0 2,456 2,982 Changes from: August 6, 2019 Total Change is: -1,156 -58 -1,202 -5 -1,093 0 0 -358 0 0 0 0 0 358 51 Percent of Open Interest Represented by Each Category of Trader 37.3 72.8 0.0 43.5 0.0 4.2 1.3 4.7 0.0 0.0 1.7 0.0 13.7 16.7 Number of Traders in Each Category Total Traders: 20 . 7 0 6 0 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 18,666 Positions 4,638 13,473 0 11,734 0 0 425 631 0 0 0 0 1,869 4,562 Changes from: August 6, 2019 Total Change is: 1,905 480 2,181 0 2,163 0 0 -370 60 0 0 0 0 -368 -336 Percent of Open Interest Represented by Each Category of Trader 24.8 72.2 0.0 62.9 0.0 0.0 2.3 3.4 0.0 0.0 0.0 0.0 10.0 24.4 Number of Traders in Each Category Total Traders: 21 4 7 0 6 0 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 15,263 Positions 7,975 5,576 0 2,780 7,905 1,074 1,213 0 1 0 0 0 2,220 707 Changes from: August 6, 2019 Total Change is: -1,054 -1,000 -1,143 0 -111 247 -2 278 -207 1 0 0 0 -220 50 Percent of Open Interest Represented by Each Category of Trader 52.3 36.5 0.0 18.2 51.8 7.0 7.9 0.0 0.0 0.0 0.0 0.0 14.5 4.6 Number of Traders in Each Category Total Traders: 25 6 7 0 . 5 . 4 0 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 69,578 Positions 8,954 11,430 725 45,471 38,799 2,450 1,649 4,001 337 0 7,816 0 9,992 4,020 Changes from: August 6, 2019 Total Change is: -630 36 339 266 1,455 -2,038 -81 -1,270 787 -315 0 -60 0 -721 472 Percent of Open Interest Represented by Each Category of Trader 12.9 16.4 1.0 65.4 55.8 3.5 2.4 5.8 0.5 0.0 11.2 0.0 14.4 5.8 Number of Traders in Each Category Total Traders: 80 6 8 . 35 17 10 5 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 43,722 Positions 7,629 8,572 596 17,294 7,056 1,088 4,633 9,517 4,802 663 3,058 242 6,774 8,790 Changes from: August 6, 2019 Total Change is: -2,140 681 -984 -58 -1,659 -238 -214 -886 -404 69 -5 1 89 -158 -401 Percent of Open Interest Represented by Each Category of Trader 17.4 19.6 1.4 39.6 16.1 2.5 10.6 21.8 11.0 1.5 7.0 0.6 15.5 20.1 Number of Traders in Each Category Total Traders: 243 21 25 7 54 32 28 24 52 28 11 24 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 218,610 Positions 38,145 42,861 2,981 86,472 35,282 5,440 23,163 47,584 24,012 3,317 15,291 1,210 33,870 43,949 Changes from: August 6, 2019 Total Change is: -10,699 3,407 -4,921 -290 -8,297 -1,189 -1,070 -4,428 -2,020 347 -24 3 446 -789 -2,005 Percent of Open Interest Represented by Each Category of Trader 17.4 19.6 1.4 39.6 16.1 2.5 10.6 21.8 11.0 1.5 7.0 0.6 15.5 20.1 Number of Traders in Each Category Total Traders: 243 21 25 7 54 32 28 24 52 28 11 24 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 455,258 Positions 96,948 40,426 9,387 216,072 230,109 33,685 53,115 73,482 16,034 10,017 31,651 8 19,992 20,477 Changes from: August 6, 2019 Total Change is: -5,098 4,070 2,064 1,113 -1,793 4,568 18 -7,956 -10,451 -250 156 -336 -92 -365 -1,732 Percent of Open Interest Represented by Each Category of Trader 21.3 8.9 2.1 47.5 50.5 7.4 11.7 16.1 3.5 2.2 7.0 0.0 4.4 4.5 Number of Traders in Each Category Total Traders: 294 26 20 9 71 58 45 35 58 25 10 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 28,836 Positions 2,174 3,799 329 11,439 590 29 6,990 19,380 1,073 1,822 0 0 4,980 3,636 Changes from: August 6, 2019 Total Change is: 463 677 -244 217 2 0 -1 -209 5 494 -45 0 0 -672 -8 Percent of Open Interest Represented by Each Category of Trader 7.5 13.2 1.1 39.7 2.0 0.1 24.2 67.2 3.7 6.3 0.0 0.0 17.3 12.6 Number of Traders in Each Category Total Traders: 36 5 . . 13 . . 6 5 . 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 57,203 Positions 6,410 14,286 167 13,397 16,624 824 25,708 9,490 2,098 1,145 1,279 0 7,454 12,435 Changes from: August 6, 2019 Total Change is: -1,768 1,477 2,145 -71 -2,383 -1,196 -495 1,111 -10,106 469 0 -48 0 -1,876 7,534 Percent of Open Interest Represented by Each Category of Trader 11.2 25.0 0.3 23.4 29.1 1.4 44.9 16.6 3.7 2.0 2.2 0.0 13.0 21.7 Number of Traders in Each Category Total Traders: 72 10 10 . 13 9 10 16 10 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 347,640 Positions 37,623 186,849 1,459 251,972 108,996 26,550 20,323 7,707 376 1,065 8,310 0 8,272 7,393 Changes from: August 6, 2019 Total Change is: 2,957 2,457 192 -1,606 -4,938 3,752 4,198 5,570 -12,112 -29 -1,726 6,570 0 -969 1,992 Percent of Open Interest Represented by Each Category of Trader 10.8 53.7 0.4 72.5 31.4 7.6 5.8 2.2 0.1 0.3 2.4 0.0 2.4 2.1 Number of Traders in Each Category Total Traders: 171 13 13 5 64 43 32 17 12 4 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,243,156 Positions 96,930 702,798 3,362 858,067 355,248 106,988 110,138 29,591 4,020 26,162 13,752 5,428 32,061 21,969 Changes from: August 6, 2019 Total Change is: -14,509 5,187 -54,230 -3,254 -22,889 38,040 -2,385 7,781 4,467 -494 -727 -799 1,361 911 2,785 Percent of Open Interest Represented by Each Category of Trader 7.8 56.5 0.3 69.0 28.6 8.6 8.9 2.4 0.3 2.1 1.1 0.4 2.6 1.8 Number of Traders in Each Category Total Traders: 414 29 18 8 158 83 87 50 33 18 28 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 118,797 Positions 46,012 68,288 49,118 5,904 420 560 15,322 0 306 1,550 0 0 25 105 Changes from: August 6, 2019 Total Change is: -30 -368 552 -82 0 0 0 708 -500 0 300 0 0 -588 0 Percent of Open Interest Represented by Each Category of Trader 38.7 57.5 41.3 5.0 0.4 0.5 12.9 0.0 0.3 1.3 0.0 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 35 4 18 10 5 . . 5 0 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,313,485 Positions 5,194 125,302 44,712 435,277 288,557 261,115 76,400 171,437 225,718 59,881 32,415 13,720 191,467 150,507 Changes from: August 6, 2019 Total Change is: 89,389 1,915 23,855 5,246 -9,965 -17,691 22,836 11,352 -722 48,074 1,311 8,020 4,244 4,377 -4,473 Percent of Open Interest Represented by Each Category of Trader 0.4 9.5 3.4 33.1 22.0 19.9 5.8 13.1 17.2 4.6 2.5 1.0 14.6 11.5 Number of Traders in Each Category Total Traders: 198 8 20 23 61 31 55 26 33 42 11 8 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,225,775 Positions 13,449 207,262 7,129 744,951 25,054 171,099 28,490 682,399 38,565 41,196 5,381 0 180,896 88,886 Changes from: August 6, 2019 Total Change is: 34,392 9,046 -941 6,646 2,452 -8,526 -869 1,691 24,681 12,716 527 460 0 2,183 225 Percent of Open Interest Represented by Each Category of Trader 1.1 16.9 0.6 60.8 2.0 14.0 2.3 55.7 3.1 3.4 0.4 0.0 14.8 7.3 Number of Traders in Each Category Total Traders: 142 . 14 6 67 13 56 10 30 22 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 4,052,895 Positions 160,084 252,862 64,338 1,924,050 645,673 203,508 642,696 2,177,363 388,294 441,958 180,180 7,624 220,342 133,052 Changes from: August 6, 2019 Total Change is: 39,431 22,554 -48,979 20,767 -34,909 -28,726 -819 -16,790 -30,775 105,514 -52,960 4,083 -996 -2,929 19,362 Percent of Open Interest Represented by Each Category of Trader 3.9 6.2 1.6 47.5 15.9 5.0 15.9 53.7 9.6 10.9 4.4 0.2 5.4 3.3 Number of Traders in Each Category Total Traders: 369 29 27 20 118 28 76 58 63 56 27 18 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 5,110,951 Positions 194,796 259,756 301,764 1,713,657 724,026 990,494 306,977 1,275,062 798,814 239,614 268,520 62,446 502,389 430,068 Changes from: August 6, 2019 Total Change is: 124,428 15,285 18,029 67,108 -16,297 3,848 9,385 5,991 -2,098 42,533 -14,270 -18,014 8,713 5,979 -5,075 Percent of Open Interest Represented by Each Category of Trader 3.8 5.1 5.9 33.5 14.2 19.4 6.0 24.9 15.6 4.7 5.3 1.2 9.8 8.4 Number of Traders in Each Category Total Traders: 424 32 34 49 100 70 110 66 70 85 32 20 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 797,138 Positions 48,036 52,637 1,357 332,826 280,467 120,710 108,800 148,839 10,652 54,947 19,266 0 119,810 163,210 Changes from: August 6, 2019 Total Change is: 9,946 31,848 -9,939 559 448 4,766 -1,104 -25,925 16,931 -326 0 -1,736 0 4,446 795 Percent of Open Interest Represented by Each Category of Trader 6.0 6.6 0.2 41.8 35.2 15.1 13.6 18.7 1.3 6.9 2.4 0.0 15.0 20.5 Number of Traders in Each Category Total Traders: 106 5 9 . 32 27 40 13 15 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 5,116,832 Positions 95,600 399,277 213,498 2,010,757 747,680 995,108 385,530 1,544,800 618,539 406,693 251,947 24,891 366,217 321,094 Changes from: August 6, 2019 Total Change is: 10,997 -11,864 -31,948 26,354 -142,070 -17,659 52,666 -7,513 -83,751 79,263 -206 -21,205 3,690 10,678 3,588 Percent of Open Interest Represented by Each Category of Trader 1.9 7.8 4.2 39.3 14.6 19.4 7.5 30.2 12.1 7.9 4.9 0.5 7.2 6.3 Number of Traders in Each Category Total Traders: 343 20 32 30 92 48 83 42 71 71 19 19 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,859,320 Positions 443,359 289,249 627,920 10,352 36,975 43,548 231,203 423,967 354,228 97,795 23,129 9,357 41,558 50,946 Changes from: August 6, 2019 Total Change is: -75,665 -86,788 -20,842 1,606 -468 99 5,188 637 -67,416 7,489 -2,702 1,371 -1,215 588 -1,945 Percent of Open Interest Represented by Each Category of Trader 23.8 15.6 33.8 0.6 2.0 2.3 12.4 22.8 19.1 5.3 1.2 0.5 2.2 2.7 Number of Traders in Each Category Total Traders: 155 27 34 50 . 7 4 32 37 54 7 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is30,147,410 Positions 2,635,075 1,675,085 6,055,865 476,657 2,571,685 1,650,869 1,838,750 478,950 16,318,582 124,855 144,495 242,054 804,703 1,009,825 Changes from: August 6, 2019 Total Change is: -535,207 -208,006 -4,378 7,362 -46,454 74,024 -38,090 295,985 -28,859 -529,711 -4,149 3,363 21,156 -33,300 -40,074 Percent of Open Interest Represented by Each Category of Trader 8.7 5.6 20.1 1.6 8.5 5.5 6.1 1.6 54.1 0.4 0.5 0.8 2.7 3.3 Number of Traders in Each Category Total Traders: 307 39 38 72 16 29 29 62 76 120 20 22 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 98,108 Positions 3,953 38,947 13,717 8,841 1,824 105 39,108 11,178 30,105 321 665 935 1,023 632 Changes from: August 6, 2019 Total Change is: 14,611 -2,451 8,397 1,970 -45 250 105 11,986 168 2,489 -151 665 374 334 193 Percent of Open Interest Represented by Each Category of Trader 4.0 39.7 14.0 9.0 1.9 0.1 39.9 11.4 30.7 0.3 0.7 1.0 1.0 0.6 Number of Traders in Each Category Total Traders: 47 . 12 9 . . . 8 16 19 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 124,554 Positions 24,421 17,007 13,696 2,265 17,635 7,222 47,570 39,879 28,342 602 313 235 201 225 Changes from: August 6, 2019 Total Change is: 7,346 3,021 3,471 480 0 1,442 -1,816 3,808 1,491 2,303 477 -91 160 -1,087 -94 Percent of Open Interest Represented by Each Category of Trader 19.6 13.7 11.0 1.8 14.2 5.8 38.2 32.0 22.8 0.5 0.3 0.2 0.2 0.2 Number of Traders in Each Category Total Traders: 69 10 9 10 . . . 18 22 27 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 26,600 Positions 80 15,326 0 1,254 4,076 0 20,102 4,226 67 5,073 1,202 0 24 1,703 Changes from: August 6, 2019 Total Change is: 1,574 6 2,076 0 5 -4 0 -1,658 95 -2 3,215 0 0 8 -591 Percent of Open Interest Represented by Each Category of Trader 0.3 57.6 0.0 4.7 15.3 0.0 75.6 15.9 0.3 19.1 4.5 0.0 0.1 6.4 Number of Traders in Each Category Total Traders: 31 . 4 0 . 9 0 4 4 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 9,741 Positions 4,157 2,858 0 1,182 1,510 0 4,368 3,098 0 0 207 0 34 2,068 Changes from: August 6, 2019 Total Change is: -1,154 29 -280 0 0 23 0 -1,177 -1,206 0 0 0 0 -6 309 Percent of Open Interest Represented by Each Category of Trader 42.7 29.3 0.0 12.1 15.5 0.0 44.8 31.8 0.0 0.0 2.1 0.0 0.3 21.2 Number of Traders in Each Category Total Traders: 28 . . 0 . 9 0 5 6 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 48,944 Positions 17,836 312 16,597 0 120 0 0 13,342 12,729 30 4,085 1,746 6 13 Changes from: August 6, 2019 Total Change is: -3,616 400 42 0 0 80 0 -3,106 -2,792 -911 0 -25 0 1 -10 Percent of Open Interest Represented by Each Category of Trader 36.4 0.6 33.9 0.0 0.2 0.0 0.0 27.3 26.0 0.1 8.3 3.6 0.0 0.0 Number of Traders in Each Category Total Traders: 25 . . . 0 . 0 0 12 . . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 4,729 Positions 0 50 0 222 224 0 2,002 2,480 20 647 1,346 90 1,748 519 Changes from: August 6, 2019 Total Change is: 37 0 50 0 -38 0 0 155 216 -15 -66 -240 53 -52 -27 Percent of Open Interest Represented by Each Category of Trader 0.0 1.1 0.0 4.7 4.7 0.0 42.3 52.4 0.4 13.7 28.5 1.9 37.0 11.0 Number of Traders in Each Category Total Traders: 45 0 . 0 . . 0 13 13 . 12 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 55,026 Positions 603 29,257 0 25,007 2,318 475 21,907 18,176 2,203 1,193 748 174 3,463 1,673 Changes from: August 6, 2019 Total Change is: -696 -90 0 0 -1,513 -959 -28 33 332 533 25 -186 -58 402 -330 Percent of Open Interest Represented by Each Category of Trader 1.1 53.2 0.0 45.4 4.2 0.9 39.8 33.0 4.0 2.2 1.4 0.3 6.3 3.0 Number of Traders in Each Category Total Traders: 97 . . 0 16 6 . 31 21 14 14 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 404,190 Positions 80,825 24,180 22,102 138,071 67,096 21,222 32,570 157,992 65,501 8,160 5,269 13,210 22,529 27,618 Changes from: August 6, 2019 Total Change is: -26,110 -15,978 -5,291 3,913 5,587 -9,425 -633 -11,744 -7,306 -4,003 -1,646 -1,576 876 -2,482 -2,665 Percent of Open Interest Represented by Each Category of Trader 20.0 6.0 5.5 34.2 16.6 5.3 8.1 39.1 16.2 2.0 1.3 3.3 5.6 6.8 Number of Traders in Each Category Total Traders: 212 16 16 19 32 22 21 29 68 56 7 11 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 27,734 Positions 3,416 544 1,340 8,372 14,661 2,721 10,700 8,058 101 918 262 0 166 47 Changes from: August 6, 2019 Total Change is: -2,289 -503 -59 59 -661 -746 -1,905 936 302 0 -201 45 0 -14 15 Percent of Open Interest Represented by Each Category of Trader 12.3 2.0 4.8 30.2 52.9 9.8 38.6 29.1 0.4 3.3 0.9 0.0 0.6 0.2 Number of Traders in Each Category Total Traders: 48 4 . . 10 6 . 4 8 . 12 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 16, 2019