Traders in Financial Futures - Futures Only Positions as of July 16, 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 182,946
Positions
11,966 95,015 1,802 57,664 9,406 3,225 39,092 35,500 8,784 17,592 7,653 0 42,821 21,561
Changes from: July 9, 2019 Total Change is: 18,104
-1,359 16,842 285 11,576 1,484 -314 7,544 686 116 -3,143 519 0 3,399 -1,514
Percent of Open Interest Represented by Each Category of Trader
6.5 51.9 1.0 31.5 5.1 1.8 21.4 19.4 4.8 9.6 4.2 0.0 23.4 11.8
Number of Traders in Each Category Total Traders: 103
6 7 . 23 10 7 20 21 11 12 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 52,203
Positions
23,273 4,866 746 984 13,080 861 15,586 11,353 310 931 818 0 9,512 20,169
Changes from: July 9, 2019 Total Change is: 359
2,333 781 -194 -468 -622 -5 -728 66 -7 0 0 0 -572 340
Percent of Open Interest Represented by Each Category of Trader
44.6 9.3 1.4 1.9 25.1 1.6 29.9 21.7 0.6 1.8 1.6 0.0 18.2 38.6
Number of Traders in Each Category Total Traders: 41
4 6 . . 12 . 7 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 253,464
Positions
128,705 4,208 473 54,088 123,450 5,487 27,474 59,336 8,869 4,065 7,351 0 24,303 44,290
Changes from: July 9, 2019 Total Change is: 6,416
4,724 -1,114 -17 -635 6,556 1,562 -315 -1,052 -111 -1,388 -154 0 2,596 746
Percent of Open Interest Represented by Each Category of Trader
50.8 1.7 0.2 21.3 48.7 2.2 10.8 23.4 3.5 1.6 2.9 0.0 9.6 17.5
Number of Traders in Each Category Total Traders: 135
10 6 4 14 32 9 23 44 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 130,304
Positions
6,367 32,961 541 40,917 34,417 9,404 35,550 19,319 4,238 6,730 4,607 0 26,557 24,817
Changes from: July 9, 2019 Total Change is: -5,433
-2,612 -4,278 5 -328 -741 796 -3,311 921 -590 669 1,089 0 -62 -2,635
Percent of Open Interest Represented by Each Category of Trader
4.9 25.3 0.4 31.4 26.4 7.2 27.3 14.8 3.3 5.2 3.5 0.0 20.4 19.0
Number of Traders in Each Category Total Traders: 117
4 9 . 27 20 14 27 22 16 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 535,848
Positions
36,780 138,651 2,159 310,748 161,311 30,949 37,455 126,557 6,600 24,974 10,636 144 86,039 58,841
Changes from: July 9, 2019 Total Change is: 14,469
441 2,290 -469 3,689 5,907 -522 5,634 3,105 -310 5,427 1,186 -106 685 3,388
Percent of Open Interest Represented by Each Category of Trader
6.9 25.9 0.4 58.0 30.1 5.8 7.0 23.6 1.2 4.7 2.0 0.0 16.1 11.0
Number of Traders in Each Category Total Traders: 275
18 13 11 88 36 44 34 49 16 21 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 26,917
Positions
466 10,100 0 9,708 5,448 2,414 518 2,084 0 0 589 2 13,809 6,280
Changes from: July 9, 2019 Total Change is: 671
466 381 0 16 -279 33 0 -116 0 0 0 0 156 652
Percent of Open Interest Represented by Each Category of Trader
1.7 37.5 0.0 36.1 20.2 9.0 1.9 7.7 0.0 0.0 2.2 0.0 51.3 23.3
Number of Traders in Each Category Total Traders: 23
. . 0 13 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 27,653
Positions
3,936 4,472 564 6,882 11,068 2,296 7,228 940 2 0 2,697 33 6,712 5,581
Changes from: July 9, 2019 Total Change is: 797
-3 7 -7 -602 5 1 635 -10 2 0 160 0 771 639
Percent of Open Interest Represented by Each Category of Trader
14.2 16.2 2.0 24.9 40.0 8.3 26.1 3.4 0.0 0.0 9.8 0.1 24.3 20.2
Number of Traders in Each Category Total Traders: 22
. . . 5 8 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 157,734
Positions
66,139 16,347 1,084 16,731 41,202 3,622 36,373 52,631 3,816 2,938 5,058 0 27,031 33,974
Changes from: July 9, 2019 Total Change is: -1,060
168 5,565 -658 894 -2,551 292 -75 4,828 -286 0 -3,189 0 -1,395 -5,061
Percent of Open Interest Represented by Each Category of Trader
41.9 10.4 0.7 10.6 26.1 2.3 23.1 33.4 2.4 1.9 3.2 0.0 17.1 21.5
Number of Traders in Each Category Total Traders: 96
8 7 . 12 16 11 19 30 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 75,219
Positions
0 49,264 0 65,185 0 0 6,677 24,291 0 797 820 0 2,560 844
Changes from: July 9, 2019 Total Change is: -2,264
0 -246 0 -3,864 0 0 1,101 -1,935 0 398 -50 0 101 -33
Percent of Open Interest Represented by Each Category of Trader
0.0 65.5 0.0 86.7 0.0 0.0 8.9 32.3 0.0 1.1 1.1 0.0 3.4 1.1
Number of Traders in Each Category Total Traders: 43
0 6 0 10 0 0 14 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 225,725
Positions
1,175 152,336 800 123,569 18,322 12 85,968 33,488 698 5,730 17,220 0 7,773 2,849
Changes from: July 9, 2019 Total Change is: -18,509
1,025 -4,705 0 -17,428 5,115 -91 -5,110 -18,685 326 1,819 -723 0 950 254
Percent of Open Interest Represented by Each Category of Trader
0.5 67.5 0.4 54.7 8.1 0.0 38.1 14.8 0.3 2.5 7.6 0.0 3.4 1.3
Number of Traders in Each Category Total Traders: 171
. 8 . 33 9 . 56 31 7 17 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 28,475
Positions
5,000 3,884 3,222 5,034 1,273 13 11,394 17,947 265 618 817 12 2,917 1,042
Changes from: July 9, 2019 Total Change is: 2,272
-100 644 -404 2,713 -4,635 13 -127 6,794 -155 -238 273 12 558 -270
Percent of Open Interest Represented by Each Category of Trader
17.6 13.6 11.3 17.7 4.5 0.0 40.0 63.0 0.9 2.2 2.9 0.0 10.2 3.7
Number of Traders in Each Category Total Traders: 45
. . . 6 . . 10 16 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 50,025
Positions
34,367 4,525 0 3,251 17,066 591 5,532 18,343 1,956 1,244 1,887 3 3,081 5,654
Changes from: July 9, 2019 Total Change is: -4,197
-5,119 1,956 0 726 -8,095 -247 196 2,443 -31 -115 423 0 393 -646
Percent of Open Interest Represented by Each Category of Trader
68.7 9.0 0.0 6.5 34.1 1.2 11.1 36.7 3.9 2.5 3.8 0.0 6.2 11.3
Number of Traders in Each Category Total Traders: 82
6 5 0 7 16 . 15 24 4 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 20,357
Positions
5,429 3,070 0 13,314 2,820 0 429 12,687 0 0 120 0 1,185 1,660
Changes from: July 9, 2019 Total Change is: -117
-686 0 0 162 -407 0 429 643 0 0 0 0 -22 -353
Percent of Open Interest Represented by Each Category of Trader
26.7 15.1 0.0 65.4 13.9 0.0 2.1 62.3 0.0 0.0 0.6 0.0 5.8 8.2
Number of Traders in Each Category Total Traders: 25
. . 0 4 4 0 . 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 48,891
Positions
5,335 28,322 1,282 20,307 1,191 365 10,908 5,167 1,157 1,543 1,786 0 7,997 9,623
Changes from: July 9, 2019 Total Change is: 8,240
638 4,183 107 4,334 1,005 -72 3,654 1,593 -198 49 281 0 -271 1,343
Percent of Open Interest Represented by Each Category of Trader
10.9 57.9 2.6 41.5 2.4 0.7 22.3 10.6 2.4 3.2 3.7 0.0 16.4 19.7
Number of Traders in Each Category Total Traders: 102
12 23 4 16 . . 24 14 4 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 97,782
Positions
10,669 56,644 2,563 40,613 2,382 729 21,816 10,334 2,313 3,086 3,571 0 15,993 19,246
Changes from: July 9, 2019 Total Change is: 16,480
1,275 8,365 213 8,667 2,009 -144 7,307 3,185 -395 98 561 0 -541 2,686
Percent of Open Interest Represented by Each Category of Trader
10.9 57.9 2.6 41.5 2.4 0.7 22.3 10.6 2.4 3.2 3.7 0.0 16.4 19.7
Number of Traders in Each Category Total Traders: 102
12 23 4 16 . . 24 14 4 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 26,677
Positions
1,226 22,414 265 21,297 151 489 970 1,644 0 0 1,224 0 2,430 490
Changes from: July 9, 2019 Total Change is: -2,683
0 -2,499 0 -3,092 120 -198 520 -92 0 0 0 0 87 -14
Percent of Open Interest Represented by Each Category of Trader
4.6 84.0 1.0 79.8 0.6 1.8 3.6 6.2 0.0 0.0 4.6 0.0 9.1 1.8
Number of Traders in Each Category Total Traders: 24
. 6 . 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 556,903
Positions
38,730 137,069 13,469 317,082 122,600 46,656 35,293 88,757 10,426 19,464 66,968 1,443 74,342 69,516
Changes from: July 9, 2019 Total Change is: 18,231
1,028 13,525 2,414 8,698 -1,424 -1,664 2,677 1,931 1,157 961 54 114 2,845 2,123
Percent of Open Interest Represented by Each Category of Trader
7.0 24.6 2.4 56.9 22.0 8.4 6.3 15.9 1.9 3.5 12.0 0.3 13.3 12.5
Number of Traders in Each Category Total Traders: 548
26 47 26 165 87 104 63 97 57 28 35 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 28,646
Positions
0 16,105 0 4,031 1,096 0 3,172 2,442 0 0 0 0 21,443 9,003
Changes from: July 9, 2019 Total Change is: 3,254
0 2,288 0 39 0 0 1,118 833 0 0 0 0 2,097 133
Percent of Open Interest Represented by Each Category of Trader
0.0 56.2 0.0 14.1 3.8 0.0 11.1 8.5 0.0 0.0 0.0 0.0 74.9 31.4
Number of Traders in Each Category Total Traders: 23
0 10 0 . . 0 6 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 2,641,285
Positions
199,583 610,754 61,409 1,569,319 611,584 229,213 175,453 446,425 37,278 97,321 334,841 7,216 264,493 302,565
Changes from: July 9, 2019 Total Change is: 74,887
1,750 52,793 15,464 43,295 -7,118 -8,319 9,465 7,161 4,116 4,806 271 568 3,742 9,951
Percent of Open Interest Represented by Each Category of Trader
7.6 23.1 2.3 59.4 23.2 8.7 6.6 16.9 1.4 3.7 12.7 0.3 10.0 11.5
Number of Traders in Each Category Total Traders: 546
28 44 23 166 86 104 62 97 54 28 35 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 15,111
Positions
3,198 11,501 0 7,925 732 742 224 976 0 0 267 0 3,022 893
Changes from: July 9, 2019 Total Change is: 2,068
-231 1,231 0 1,748 0 0 0 448 0 0 0 0 551 389
Percent of Open Interest Represented by Each Category of Trader
21.2 76.1 0.0 52.4 4.8 4.9 1.5 6.5 0.0 0.0 1.8 0.0 20.0 5.9
Number of Traders in Each Category Total Traders: 24
. 8 0 5 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 8,526
Positions
4,048 4,557 0 2,693 1,119 0 0 2,074 0 0 0 0 1,785 776
Changes from: July 9, 2019 Total Change is: 60
0 22 0 -6 9 0 0 219 0 0 0 0 66 -190
Percent of Open Interest Represented by Each Category of Trader
47.5 53.4 0.0 31.6 13.1 0.0 0.0 24.3 0.0 0.0 0.0 0.0 20.9 9.1
Number of Traders in Each Category Total Traders: 21
5 7 0 . . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 64,660
Positions
6,044 10,045 306 43,459 37,236 2,632 771 3,676 450 0 7,442 2 10,996 2,871
Changes from: July 9, 2019 Total Change is: 376
-164 -535 146 -460 -219 40 -14 1,042 -29 0 0 0 857 -69
Percent of Open Interest Represented by Each Category of Trader
9.3 15.5 0.5 67.2 57.6 4.1 1.2 5.7 0.7 0.0 11.5 0.0 17.0 4.4
Number of Traders in Each Category Total Traders: 78
5 6 . 37 18 14 . 7 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 43,219
Positions
5,467 11,948 290 17,530 7,035 707 10,661 12,199 759 983 2,560 6 6,816 7,715
Changes from: July 9, 2019 Total Change is: 1,055
-1,000 535 26 1,427 -423 -341 1,060 1,874 -615 160 18 1 337 -20
Percent of Open Interest Represented by Each Category of Trader
12.6 27.6 0.7 40.6 16.3 1.6 24.7 28.2 1.8 2.3 5.9 0.0 15.8 17.9
Number of Traders in Each Category Total Traders: 224
20 21 4 50 30 22 27 48 16 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 216,097
Positions
27,334 59,741 1,448 87,650 35,177 3,536 53,307 60,993 3,797 4,914 12,800 29 34,082 38,576
Changes from: July 9, 2019 Total Change is: 5,274
-4,998 2,675 128 7,134 -2,113 -1,703 5,300 9,371 -3,077 800 90 3 1,687 -100
Percent of Open Interest Represented by Each Category of Trader
12.6 27.6 0.7 40.6 16.3 1.6 24.7 28.2 1.8 2.3 5.9 0.0 15.8 17.9
Number of Traders in Each Category Total Traders: 224
20 21 4 50 30 22 27 48 16 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 426,299
Positions
83,518 34,464 8,080 217,014 203,835 34,518 47,403 89,131 8,271 6,358 29,591 10 21,127 18,399
Changes from: July 9, 2019 Total Change is: 3,954
1,865 -3,396 213 -3,800 1,487 288 2,483 3,903 1,456 101 -133 0 1,348 136
Percent of Open Interest Represented by Each Category of Trader
19.6 8.1 1.9 50.9 47.8 8.1 11.1 20.9 1.9 1.5 6.9 0.0 5.0 4.3
Number of Traders in Each Category Total Traders: 286
25 19 5 75 51 39 32 60 18 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 27,565
Positions
623 3,799 0 11,363 583 25 7,485 19,331 1,129 1,980 0 0 4,960 2,698
Changes from: July 9, 2019 Total Change is: 1,053
-101 0 0 -49 84 -199 1,207 15 1,065 515 0 0 -1,385 88
Percent of Open Interest Represented by Each Category of Trader
2.3 13.8 0.0 41.2 2.1 0.1 27.2 70.1 4.1 7.2 0.0 0.0 18.0 9.8
Number of Traders in Each Category Total Traders: 34
. . 0 13 . . 8 4 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 55,748
Positions
5,053 11,366 194 16,159 18,778 921 25,169 12,351 1,124 0 1,708 0 7,128 9,306
Changes from: July 9, 2019 Total Change is: 1,457
437 72 -147 -807 -33 -111 994 1,291 914 0 141 0 177 -670
Percent of Open Interest Represented by Each Category of Trader
9.1 20.4 0.3 29.0 33.7 1.7 45.1 22.2 2.0 0.0 3.1 0.0 12.8 16.7
Number of Traders in Each Category Total Traders: 74
6 13 . 12 9 8 14 16 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 311,130
Positions
28,290 173,957 3,218 232,519 98,760 18,840 12,221 9,225 109 6,588 1,323 0 9,345 5,698
Changes from: July 9, 2019 Total Change is: 3,197
2,030 856 15 1,416 4,800 -1,847 1,582 -838 -207 3 -35 0 205 453
Percent of Open Interest Represented by Each Category of Trader
9.1 55.9 1.0 74.7 31.7 6.1 3.9 3.0 0.0 2.1 0.4 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 162
13 14 5 63 38 30 16 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 1,244,373
Positions
81,464 838,581 2,767 888,443 213,427 117,615 91,561 42,254 2,276 21,541 9,899 4,026 34,680 13,528
Changes from: July 9, 2019 Total Change is: -10,542
-12,118 -5,528 523 -6,808 16,252 -2,540 5,056 -20,195 79 1,097 849 -629 4,798 647
Percent of Open Interest Represented by Each Category of Trader
6.5 67.4 0.2 71.4 17.2 9.5 7.4 3.4 0.2 1.7 0.8 0.3 2.8 1.1
Number of Traders in Each Category Total Traders: 409
25 21 7 172 63 88 55 29 14 32 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 120,270
Positions
45,254 66,751 51,128 5,850 420 560 16,347 1,000 306 800 0 0 25 105
Changes from: July 9, 2019 Total Change is: 583
1,162 1,162 -624 45 0 0 0 0 0 0 0 0 0 45
Percent of Open Interest Represented by Each Category of Trader
37.6 55.5 42.5 4.9 0.3 0.5 13.6 0.8 0.3 0.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 36
4 19 11 5 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 928,042
Positions
3,767 114,024 6,058 458,637 322,531 158,386 83,338 164,074 7,092 40,169 22,831 1,071 169,524 131,975
Changes from: July 9, 2019 Total Change is: 7,606
-2,824 10,752 4,600 18,191 -22,605 3,586 -14,485 9,059 2,248 91 -311 1,063 -4,864 -786
Percent of Open Interest Represented by Each Category of Trader
0.4 12.3 0.7 49.4 34.8 17.1 9.0 17.7 0.8 4.3 2.5 0.1 18.3 14.2
Number of Traders in Each Category Total Traders: 174
6 16 6 61 28 44 26 24 10 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 1,157,911
Positions
8,151 208,488 76 725,789 25,424 170,608 29,089 642,751 9,715 39,258 6,218 990 174,235 93,641
Changes from: July 9, 2019 Total Change is: 7,178
3,583 22,675 -9,899 14,588 -2,030 -7,032 836 -4,769 345 1,214 3,101 990 2,553 3,797
Percent of Open Interest Represented by Each Category of Trader
0.7 18.0 0.0 62.7 2.2 14.7 2.5 55.5 0.8 3.4 0.5 0.1 15.0 8.1
Number of Traders in Each Category Total Traders: 135
. 13 . 69 12 50 11 21 12 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 3,587,902
Positions
105,557 286,176 34,488 1,845,804 586,287 225,607 595,050 2,059,286 97,560 470,103 179,875 6,255 207,478 112,368
Changes from: July 9, 2019 Total Change is: 96,783
16,991 -16,338 7,553 27,345 75,450 -8,791 14,036 -337 43,738 -12,573 -3,021 1,822 6,662 -3,293
Percent of Open Interest Represented by Each Category of Trader
2.9 8.0 1.0 51.4 16.3 6.3 16.6 57.4 2.7 13.1 5.0 0.2 5.8 3.1
Number of Traders in Each Category Total Traders: 360
25 28 12 117 28 68 58 60 36 27 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 3,779,273
Positions
194,027 243,231 29,531 1,624,844 707,019 739,907 363,585 1,281,977 112,216 227,833 235,960 15,918 471,412 413,514
Changes from: July 9, 2019 Total Change is: 42,876
1,301 29,304 -10,808 -3,590 -40,259 18,383 -29,964 9,202 37,988 32,654 -13,607 2,652 -5,740 10,021
Percent of Open Interest Represented by Each Category of Trader
5.1 6.4 0.8 43.0 18.7 19.6 9.6 33.9 3.0 6.0 6.2 0.4 12.5 10.9
Number of Traders in Each Category Total Traders: 407
29 31 15 102 67 92 74 56 46 32 16 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 768,743
Positions
25,386 76,695 758 301,747 311,463 107,813 148,072 84,008 13,434 50,359 22,716 0 121,174 151,856
Changes from: July 9, 2019 Total Change is: 10,565
175 16,023 279 1,738 -3,668 -1,750 -2,498 -12,956 1,194 1,075 1,020 0 10,352 10,423
Percent of Open Interest Represented by Each Category of Trader
3.3 10.0 0.1 39.3 40.5 14.0 19.3 10.9 1.7 6.6 3.0 0.0 15.8 19.8
Number of Traders in Each Category Total Traders: 103
4 10 . 25 34 40 17 7 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 4,460,246
Positions
94,721 431,256 33,285 2,166,555 720,455 811,752 429,030 1,737,552 114,861 444,778 303,006 2,253 363,011 305,826
Changes from: July 9, 2019 Total Change is: 116,569
4,007 32,660 -6,371 16,140 31,582 21,835 -26,266 -14,825 65,838 31,490 2,675 1,476 8,420 -18,301
Percent of Open Interest Represented by Each Category of Trader
2.1 9.7 0.7 48.6 16.2 18.2 9.6 39.0 2.6 10.0 6.8 0.1 8.1 6.9
Number of Traders in Each Category Total Traders: 333
13 40 10 84 55 79 38 65 35 21 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 2,202,528
Positions
540,340 386,935 628,761 8,632 71,565 48,623 334,305 512,321 436,074 163,954 53,977 10,377 31,462 53,895
Changes from: July 9, 2019 Total Change is: 102,285
66,849 5,031 26,305 5,077 -1,958 -6,854 9,139 30,044 38,614 -26,263 11,203 3,103 -13,685 -3,203
Percent of Open Interest Represented by Each Category of Trader
24.5 17.6 28.5 0.4 3.2 2.2 15.2 23.3 19.8 7.4 2.5 0.5 1.4 2.4
Number of Traders in Each Category Total Traders: 174
20 45 50 . 10 6 32 43 53 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 is12,799,430
Positions
2,133,652 2,004,256 2,878,596 440,371 2,111,550 525,416 2,483,143 729,118 3,471,985 106,372 115,760 66,305 693,590 896,444
Changes from: July 9, 2019 Total Change is: -62,791
67,662 39,912 -51,561 -31,038 100,371 21,708 62,458 -9,875 -121,387 -11,938 -6,571 -1,428 2,733 -33,960
Percent of Open Interest Represented by Each Category of Trader
16.7 15.7 22.5 3.4 16.5 4.1 19.4 5.7 27.1 0.8 0.9 0.5 5.4 7.0
Number of Traders in Each Category Total Traders: 264
37 34 68 12 32 30 65 50 90 9 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 61,839
Positions
12,267 9,769 6,868 2,757 1,324 1,498 12,572 17,411 23,133 324 0 656 1,764 1,180
Changes from: July 9, 2019 Total Change is: 3,925
-121 -4,333 2,193 327 0 389 -3,544 1,622 3,279 100 0 219 1,083 556
Percent of Open Interest Represented by Each Category of Trader
19.8 15.8 11.1 4.5 2.1 2.4 20.3 28.2 37.4 0.5 0.0 1.1 2.9 1.9
Number of Traders in Each Category Total Traders: 45
4 12 8 . . . 15 7 17 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 97,546
Positions
31,340 8,369 15,175 541 4,452 5,882 19,424 39,307 23,583 988 0 277 336 501
Changes from: July 9, 2019 Total Change is: 12,816
16,587 302 -3,025 -1,200 1,785 1,733 -9,985 3,119 8,591 24 0 134 -43 177
Percent of Open Interest Represented by Each Category of Trader
32.1 8.6 15.6 0.6 4.6 6.0 19.9 40.3 24.2 1.0 0.0 0.3 0.3 0.5
Number of Traders in Each Category Total Traders: 62
10 8 11 . . . 13 23 24 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 19,605
Positions
52 7,650 0 1,136 3,968 0 12,485 4,391 69 5,820 1,132 0 43 2,395
Changes from: July 9, 2019 Total Change is: -824
-4 21 0 0 160 0 -836 -1,244 0 5 -60 0 11 299
Percent of Open Interest Represented by Each Category of Trader
0.3 39.0 0.0 5.8 20.2 0.0 63.7 22.4 0.4 29.7 5.8 0.0 0.2 12.2
Number of Traders in Each Category Total Traders: 32
. 5 0 . 9 0 . 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 11,106
Positions
4,098 2,015 0 1,149 1,544 0 5,808 5,928 0 0 207 0 51 1,412
Changes from: July 9, 2019 Total Change is: 552
-15 -241 0 0 30 0 564 877 0 0 0 0 3 -114
Percent of Open Interest Represented by Each Category of Trader
36.9 18.1 0.0 10.3 13.9 0.0 52.3 53.4 0.0 0.0 1.9 0.0 0.5 12.7
Number of Traders in Each Category Total Traders: 27
. . 0 . 9 0 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 49,802
Positions
16,947 100 16,597 0 40 0 4,433 14,094 11,549 30 7,150 246 0 26
Changes from: July 9, 2019 Total Change is: -2,693
-1,888 -99 0 0 0 0 -783 -2,604 0 0 0 0 -22 10
Percent of Open Interest Represented by Each Category of Trader
34.0 0.2 33.3 0.0 0.1 0.0 8.9 28.3 23.2 0.1 14.4 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 8 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 5,322
Positions
39 0 0 211 151 0 2,566 3,394 120 506 1,157 91 1,789 409
Changes from: July 9, 2019 Total Change is: -753
-18 0 0 -38 42 -15 -667 -336 -16 -119 -554 61 59 65
Percent of Open Interest Represented by Each Category of Trader
0.7 0.0 0.0 4.0 2.8 0.0 48.2 63.8 2.3 9.5 21.7 1.7 33.6 7.7
Number of Traders in Each Category Total Traders: 51
. 0 0 . . 0 14 17 4 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 42,480
Positions
673 26,061 0 18,795 3,693 482 16,394 7,733 1,460 1,412 466 243 3,021 2,342
Changes from: July 9, 2019 Total Change is: 545
245 276 0 228 267 -12 -398 -228 96 166 -59 81 139 124
Percent of Open Interest Represented by Each Category of Trader
1.6 61.3 0.0 44.2 8.7 1.1 38.6 18.2 3.4 3.3 1.1 0.6 7.1 5.5
Number of Traders in Each Category Total Traders: 94
. . 0 13 12 . 24 21 10 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 452,201
Positions
100,190 21,204 20,327 120,957 125,324 23,710 61,832 137,044 78,639 15,049 4,969 9,421 22,076 31,563
Changes from: July 9, 2019 Total Change is: 32,859
4,322 -439 1,799 -6,391 17,851 1,217 22,611 4,272 8,629 1,720 1,401 -802 -246 -1,069
Percent of Open Interest Represented by Each Category of Trader
22.2 4.7 4.5 26.7 27.7 5.2 13.7 30.3 17.4 3.3 1.1 2.1 4.9 7.0
Number of Traders in Each Category Total Traders: 228
16 15 23 17 37 21 46 60 52 15 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 16, 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 22,187
Positions
3,209 722 1,146 13,115 1,854 1,650 1,548 16,479 100 1,148 195 0 271 41
Changes from: July 9, 2019 Total Change is: 733
-4 0 0 416 -22 -130 521 874 0 -71 -9 0 1 20
Percent of Open Interest Represented by Each Category of Trader
14.5 3.3 5.2 59.1 8.4 7.4 7.0 74.3 0.5 5.2 0.9 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 44
4 . . 11 4 . 5 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 19, 2019