Traders in Financial Futures - Futures Only Positions as of September 10, 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 183,058
Positions
15,603 73,732 14,769 47,889 19,129 4,248 39,549 30,440 14,869 9,892 3,976 47 36,192 21,848
Changes from: September 3, 2019 Total Change is: 15,662
-8,280 8,219 11,202 8,521 -7,109 111 -2,727 4,788 5,472 -738 0 28 2,073 -7,049
Percent of Open Interest Represented by Each Category of Trader
8.5 40.3 8.1 26.2 10.4 2.3 21.6 16.6 8.1 5.4 2.2 0.0 19.8 11.9
Number of Traders in Each Category Total Traders: 102
10 5 9 16 14 9 24 20 11 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 64,165
Positions
23,965 6,496 5,574 1,917 15,998 922 18,867 9,092 1,958 931 1,590 0 10,031 22,535
Changes from: September 3, 2019 Total Change is: 3,298
-497 -609 4,839 -614 -323 -394 -750 -2,185 763 0 272 0 -49 935
Percent of Open Interest Represented by Each Category of Trader
37.3 10.1 8.7 3.0 24.9 1.4 29.4 14.2 3.1 1.5 2.5 0.0 15.6 35.1
Number of Traders in Each Category Total Traders: 43
4 4 4 . 11 . 10 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 283,161
Positions
154,557 4,203 13,523 44,334 114,738 6,070 25,852 77,024 13,889 0 9,587 0 24,936 44,127
Changes from: September 3, 2019 Total Change is: 10,765
-1,720 -815 11,905 430 -10,559 -381 -1,198 13,110 2,433 -515 -572 0 -189 -4,356
Percent of Open Interest Represented by Each Category of Trader
54.6 1.5 4.8 15.7 40.5 2.1 9.1 27.2 4.9 0.0 3.4 0.0 8.8 15.6
Number of Traders in Each Category Total Traders: 125
11 . 6 12 33 13 19 42 20 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 151,397
Positions
4,998 54,274 2,761 37,794 38,263 9,236 51,317 13,034 6,910 5,660 808 0 32,721 26,111
Changes from: September 3, 2019 Total Change is: -6,391
1,366 -6,903 1,720 -4,166 4,034 -869 -272 -7,345 3,583 -2,453 3 0 -5,300 -614
Percent of Open Interest Represented by Each Category of Trader
3.3 35.8 1.8 25.0 25.3 6.1 33.9 8.6 4.6 3.7 0.5 0.0 21.6 17.2
Number of Traders in Each Category Total Traders: 101
. 11 7 21 17 14 26 18 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 585,117
Positions
50,879 106,109 52,585 294,520 167,404 33,259 36,765 133,494 16,056 20,851 12,890 322 79,880 62,998
Changes from: September 3, 2019 Total Change is: 38,163
841 -10,312 47,765 -5,998 -7,562 1,628 -11,460 -4,749 7,495 1,396 2,613 6 -3,510 1,279
Percent of Open Interest Represented by Each Category of Trader
8.7 18.1 9.0 50.3 28.6 5.7 6.3 22.8 2.7 3.6 2.2 0.1 13.7 10.8
Number of Traders in Each Category Total Traders: 284
19 11 16 84 44 43 34 48 24 24 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 27,700
Positions
472 11,276 948 8,643 3,195 2,710 529 2,469 493 0 589 2 13,903 6,018
Changes from: September 3, 2019 Total Change is: 1,084
-106 1,314 948 -378 -472 168 -393 -1,190 459 0 0 0 386 -143
Percent of Open Interest Represented by Each Category of Trader
1.7 40.7 3.4 31.2 11.5 9.8 1.9 8.9 1.8 0.0 2.1 0.0 50.2 21.7
Number of Traders in Each Category Total Traders: 21
. . . 11 . 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 28,501
Positions
3,941 2,997 4,171 4,262 10,957 3,950 4,769 0 645 0 0 0 6,763 5,781
Changes from: September 3, 2019 Total Change is: 4,530
-97 -23 3,668 27 416 54 -353 0 641 0 0 0 590 -226
Percent of Open Interest Represented by Each Category of Trader
13.8 10.5 14.6 15.0 38.4 13.9 16.7 0.0 2.3 0.0 0.0 0.0 23.7 20.3
Number of Traders in Each Category Total Traders: 23
. . . 5 9 8 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 182,355
Positions
84,710 12,304 7,510 14,272 46,961 3,373 33,252 63,284 9,078 0 2,140 0 30,160 37,705
Changes from: September 3, 2019 Total Change is: 8,334
-1,961 4,494 1,211 76 -8,307 -302 1,986 4,809 7,477 0 200 0 -153 -1,248
Percent of Open Interest Represented by Each Category of Trader
46.5 6.7 4.1 7.8 25.8 1.8 18.2 34.7 5.0 0.0 1.2 0.0 16.5 20.7
Number of Traders in Each Category Total Traders: 94
7 5 6 12 21 11 18 29 14 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 72,925
Positions
1,777 48,953 10 52,936 0 2,500 5,749 11,094 2,013 440 1,140 943 6,557 6,272
Changes from: September 3, 2019 Total Change is: 8,950
-287 -3 10 1,030 -111 2,436 -1,958 -687 1,694 0 -100 943 5,082 4,768
Percent of Open Interest Represented by Each Category of Trader
2.4 67.1 0.0 72.6 0.0 3.4 7.9 15.2 2.8 0.6 1.6 1.3 9.0 8.6
Number of Traders in Each Category Total Traders: 36
. 5 . 8 0 . 11 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 196,951
Positions
6,845 130,297 1,078 93,591 8,918 740 70,758 23,779 11,433 5,159 16,049 4 7,343 4,653
Changes from: September 3, 2019 Total Change is: 9,082
608 1,654 2 -2,852 -618 490 -2,685 -1,954 8,150 3,537 757 4 1,828 597
Percent of Open Interest Represented by Each Category of Trader
3.5 66.2 0.5 47.5 4.5 0.4 35.9 12.1 5.8 2.6 8.1 0.0 3.7 2.4
Number of Traders in Each Category Total Traders: 139
4 9 4 20 14 5 42 29 14 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 49,261
Positions
24,086 555 0 2,694 36,037 0 18,976 9,326 264 894 972 0 2,347 2,107
Changes from: September 3, 2019 Total Change is: -25,689
22,561 -8,333 -22,857 -705 6,158 0 -23,859 -662 -135 0 87 0 -694 53
Percent of Open Interest Represented by Each Category of Trader
48.9 1.1 0.0 5.5 73.2 0.0 38.5 18.9 0.5 1.8 2.0 0.0 4.8 4.3
Number of Traders in Each Category Total Traders: 49
. . 0 . 8 0 10 17 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 73,148
Positions
39,546 0 2,573 3,180 31,932 976 21,281 27,285 2,344 862 2,402 6 2,380 5,630
Changes from: September 3, 2019 Total Change is: 5,321
-641 0 2,464 -29 508 464 2,910 -546 1,098 -326 -46 1 -620 1,378
Percent of Open Interest Represented by Each Category of Trader
54.1 0.0 3.5 4.3 43.7 1.3 29.1 37.3 3.2 1.2 3.3 0.0 3.3 7.7
Number of Traders in Each Category Total Traders: 107
10 0 . 7 28 . 26 25 10 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 14,378
Positions
3,295 2,731 0 4,006 2,950 0 6,026 5,760 463 0 303 0 588 2,171
Changes from: September 3, 2019 Total Change is: -483
-56 -1,366 0 -2,303 690 0 1,622 -422 372 -120 110 0 2 133
Percent of Open Interest Represented by Each Category of Trader
22.9 19.0 0.0 27.9 20.5 0.0 41.9 40.1 3.2 0.0 2.1 0.0 4.1 15.1
Number of Traders in Each Category Total Traders: 26
. . 0 . 4 0 5 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 44,467
Positions
7,007 26,367 1,802 14,373 1,494 451 11,765 3,938 334 1,091 1,217 0 7,646 8,865
Changes from: September 3, 2019 Total Change is: 3,949
222 1,442 795 3,112 -169 -92 -292 1,977 107 0 17 0 97 -129
Percent of Open Interest Represented by Each Category of Trader
15.8 59.3 4.1 32.3 3.4 1.0 26.5 8.9 0.7 2.5 2.7 0.0 17.2 19.9
Number of Traders in Each Category Total Traders: 93
12 24 7 15 . . 23 10 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 88,934
Positions
14,013 52,734 3,604 28,745 2,987 902 23,530 7,876 667 2,182 2,434 0 15,291 17,730
Changes from: September 3, 2019 Total Change is: 7,897
444 2,884 1,590 6,224 -338 -184 -584 3,954 214 0 34 0 193 -257
Percent of Open Interest Represented by Each Category of Trader
15.8 59.3 4.1 32.3 3.4 1.0 26.5 8.9 0.7 2.5 2.7 0.0 17.2 19.9
Number of Traders in Each Category Total Traders: 93
12 24 7 15 . . 23 10 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 38,710
Positions
0 34,058 265 34,457 0 575 535 1,246 0 1,000 1,404 0 1,878 1,162
Changes from: September 3, 2019 Total Change is: 487
0 603 0 671 0 -20 25 -58 0 0 0 0 -189 -38
Percent of Open Interest Represented by Each Category of Trader
0.0 88.0 0.7 89.0 0.0 1.5 1.4 3.2 0.0 2.6 3.6 0.0 4.9 3.0
Number of Traders in Each Category Total Traders: 23
0 6 . 12 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 582,996
Positions
50,945 106,206 36,660 288,060 132,249 57,012 31,310 85,100 22,793 18,428 70,751 1,330 76,456 70,894
Changes from: September 3, 2019 Total Change is: 21,611
2,639 16,399 8,425 5,425 -6,273 -533 6,423 6,269 -1,328 1,196 2,554 -265 -371 -3,638
Percent of Open Interest Represented by Each Category of Trader
8.7 18.2 6.3 49.4 22.7 9.8 5.4 14.6 3.9 3.2 12.1 0.2 13.1 12.2
Number of Traders in Each Category Total Traders: 558
33 38 34 160 88 112 69 96 58 30 43 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 36,305
Positions
6,058 12,575 273 4,574 1,051 0 9,683 6,076 628 0 0 0 15,089 15,702
Changes from: September 3, 2019 Total Change is: -1,255
-4,576 1,614 0 121 0 0 1,671 -867 295 0 0 0 1,234 -2,297
Percent of Open Interest Represented by Each Category of Trader
16.7 34.6 0.8 12.6 2.9 0.0 26.7 16.7 1.7 0.0 0.0 0.0 41.6 43.3
Number of Traders in Each Category Total Traders: 31
4 9 . . . 0 8 6 4 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 14,469
Positions
7,370 9,555 0 3,177 2,450 1,106 670 643 0 0 0 0 2,146 715
Changes from: September 3, 2019 Total Change is: -1,516
1,367 -848 0 -1,004 0 -579 -654 -197 0 0 0 0 -646 108
Percent of Open Interest Represented by Each Category of Trader
50.9 66.0 0.0 22.0 16.9 7.6 4.6 4.4 0.0 0.0 0.0 0.0 14.8 4.9
Number of Traders in Each Category Total Traders: 20
5 6 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 2,733,454
Positions
265,542 509,261 140,830 1,425,285 663,845 277,207 159,922 446,904 59,041 92,140 353,754 6,650 306,837 275,962
Changes from: September 3, 2019 Total Change is: 114,330
26,054 63,906 52,145 26,575 -31,311 -2,718 21,147 33,066 -5,501 5,978 12,771 -1,324 -8,026 -6,704
Percent of Open Interest Represented by Each Category of Trader
9.7 18.6 5.2 52.1 24.3 10.1 5.9 16.3 2.2 3.4 12.9 0.2 11.2 10.1
Number of Traders in Each Category Total Traders: 557
35 36 30 161 87 112 69 95 56 30 43 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 18,223
Positions
8,268 12,855 0 6,613 0 742 247 837 0 0 357 0 2,353 3,432
Changes from: September 3, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.4 70.5 0.0 36.3 0.0 4.1 1.4 4.6 0.0 0.0 2.0 0.0 12.9 18.8
Number of Traders in Each Category Total Traders: 20
5 7 0 4 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 16,559
Positions
9,589 6,614 0 2,876 7,582 792 631 486 14 0 0 0 2,657 1,071
Changes from: September 3, 2019 Total Change is: 1,114
1,155 779 0 -20 482 -27 -203 486 14 0 0 0 195 -620
Percent of Open Interest Represented by Each Category of Trader
57.9 39.9 0.0 17.4 45.8 4.8 3.8 2.9 0.1 0.0 0.0 0.0 16.0 6.5
Number of Traders in Each Category Total Traders: 24
5 9 0 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 66,659
Positions
10,118 11,937 614 42,571 37,331 2,377 1,556 2,662 337 0 7,229 0 9,086 4,172
Changes from: September 3, 2019 Total Change is: -1,860
-931 -86 162 1,226 -2,470 -744 -1,318 854 325 0 -162 0 -580 261
Percent of Open Interest Represented by Each Category of Trader
15.2 17.9 0.9 63.9 56.0 3.6 2.3 4.0 0.5 0.0 10.8 0.0 13.6 6.3
Number of Traders in Each Category Total Traders: 76
5 9 . 33 17 12 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 40,842
Positions
7,792 9,231 665 16,001 8,513 709 6,992 10,811 1,124 756 2,285 9 6,795 7,496
Changes from: September 3, 2019 Total Change is: 825
-1,488 928 176 -730 220 -311 2,923 547 -11 136 115 1 128 -841
Percent of Open Interest Represented by Each Category of Trader
19.1 22.6 1.6 39.2 20.8 1.7 17.1 26.5 2.8 1.9 5.6 0.0 16.6 18.4
Number of Traders in Each Category Total Traders: 239
22 20 6 53 35 27 29 52 19 11 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 204,212
Positions
38,960 46,155 3,323 80,006 42,565 3,543 34,958 54,054 5,621 3,781 11,423 47 33,973 37,481
Changes from: September 3, 2019 Total Change is: 4,126
-7,438 4,641 880 -3,650 1,100 -1,553 14,616 2,737 -56 681 573 7 639 -4,203
Percent of Open Interest Represented by Each Category of Trader
19.1 22.6 1.6 39.2 20.8 1.7 17.1 26.5 2.8 1.9 5.6 0.0 16.6 18.4
Number of Traders in Each Category Total Traders: 239
22 20 6 53 35 27 29 52 19 11 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 464,497
Positions
106,616 49,151 15,260 213,457 240,546 35,810 54,299 67,390 6,818 12,288 27,342 25 19,924 22,155
Changes from: September 3, 2019 Total Change is: 2,604
-646 14,561 5,077 1,888 -3,451 613 -5,510 -15,151 1,225 1,054 -1,535 20 -1,117 1,245
Percent of Open Interest Represented by Each Category of Trader
23.0 10.6 3.3 46.0 51.8 7.7 11.7 14.5 1.5 2.6 5.9 0.0 4.3 4.8
Number of Traders in Each Category Total Traders: 291
23 19 9 76 60 46 37 51 23 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 44,995
Positions
3,611 3,882 596 10,674 985 38 8,930 23,460 7,222 1,563 0 1,150 11,211 7,662
Changes from: September 3, 2019 Total Change is: 12,382
-959 83 484 1,133 -51 -6 -247 2,349 5,831 -703 0 1,150 5,699 2,542
Percent of Open Interest Represented by Each Category of Trader
8.0 8.6 1.3 23.7 2.2 0.1 19.8 52.1 16.1 3.5 0.0 2.6 24.9 17.0
Number of Traders in Each Category Total Traders: 38
. . . 12 . . 7 6 9 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 75,267
Positions
6,859 23,528 3,547 15,094 16,428 1,175 29,709 12,760 7,919 0 2,012 939 10,025 6,959
Changes from: September 3, 2019 Total Change is: 10,691
1,039 4,041 2,997 941 -1,426 409 1,500 -2,684 6,077 -559 -28 939 -2,652 366
Percent of Open Interest Represented by Each Category of Trader
9.1 31.3 4.7 20.1 21.8 1.6 39.5 17.0 10.5 0.0 2.7 1.2 13.3 9.2
Number of Traders in Each Category Total Traders: 75
11 13 8 13 8 9 16 10 13 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 325,464
Positions
34,312 154,487 1,660 238,161 109,526 28,293 11,713 16,450 397 2,356 8,626 0 8,572 6,025
Changes from: September 3, 2019 Total Change is: 460
2,231 9,222 225 -1,590 -15,978 645 -1,491 6,863 -239 144 -60 0 535 -218
Percent of Open Interest Represented by Each Category of Trader
10.5 47.5 0.5 73.2 33.7 8.7 3.6 5.1 0.1 0.7 2.7 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 170
13 13 4 62 42 33 12 20 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 1,203,763
Positions
85,740 623,262 4,575 849,071 352,457 108,557 77,120 67,080 2,171 42,075 19,240 5,691 28,763 20,730
Changes from: September 3, 2019 Total Change is: 5,432
1,999 1,961 1,969 10,021 -10,661 -6,311 -1,658 16,306 -57 4,008 4,889 -165 -4,374 -2,499
Percent of Open Interest Represented by Each Category of Trader
7.1 51.8 0.4 70.5 29.3 9.0 6.4 5.6 0.2 3.5 1.6 0.5 2.4 1.7
Number of Traders in Each Category Total Traders: 418
26 21 12 159 84 88 50 38 16 26 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 115,374
Positions
46,326 72,811 41,217 8,690 0 980 16,279 0 306 1,550 0 0 26 60
Changes from: September 3, 2019 Total Change is: -2,700
1,351 4,454 -7,154 2,683 -420 420 -1 0 0 0 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
40.2 63.1 35.7 7.5 0.0 0.8 14.1 0.0 0.3 1.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 37
5 17 11 8 0 . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 976,172
Positions
9,031 132,108 3,555 440,514 272,551 181,059 69,089 196,353 12,963 83,417 38,829 32 176,512 138,722
Changes from: September 3, 2019 Total Change is: 13,080
2,202 16,703 1,204 -3,769 15,286 -5,797 -825 -3,134 -1,167 17,309 -5,121 32 3,891 -4,926
Percent of Open Interest Represented by Each Category of Trader
0.9 13.5 0.4 45.1 27.9 18.5 7.1 20.1 1.3 8.5 4.0 0.0 18.1 14.2
Number of Traders in Each Category Total Traders: 193
8 17 7 58 33 53 27 32 14 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 1,174,273
Positions
33,295 155,545 2,982 661,964 44,725 190,058 28,270 647,623 33,271 41,641 10,102 0 182,792 89,967
Changes from: September 3, 2019 Total Change is: 4,208
5,851 16,691 923 131 -397 5,252 -2,019 4,155 -14,056 3,013 -5,034 -199 5,312 -3,127
Percent of Open Interest Represented by Each Category of Trader
2.8 13.2 0.3 56.4 3.8 16.2 2.4 55.2 2.8 3.5 0.9 0.0 15.6 7.7
Number of Traders in Each Category Total Traders: 128
5 11 5 65 14 53 7 20 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 3,490,072
Positions
124,118 281,511 17,533 1,516,314 543,858 232,424 795,425 2,032,810 106,594 448,178 145,977 9,090 240,396 120,275
Changes from: September 3, 2019 Total Change is: -20,435
-23,721 13,523 -8,823 6,264 22,329 -16,028 16,962 551 -21,640 -5,611 -2,014 -18 32,180 -8,315
Percent of Open Interest Represented by Each Category of Trader
3.6 8.1 0.5 43.4 15.6 6.7 22.8 58.2 3.1 12.8 4.2 0.3 6.9 3.4
Number of Traders in Each Category Total Traders: 354
21 32 10 114 33 70 62 52 32 27 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 3,604,449
Positions
178,576 213,750 43,695 1,493,533 654,520 742,000 327,109 1,220,712 104,568 255,432 223,017 10,607 448,929 391,580
Changes from: September 3, 2019 Total Change is: -52,295
4,441 -2,469 -4,623 -152,747 -23,173 63,356 28,608 -6,008 -35,977 41,907 -18,049 368 2,372 -25,720
Percent of Open Interest Represented by Each Category of Trader
5.0 5.9 1.2 41.4 18.2 20.6 9.1 33.9 2.9 7.1 6.2 0.3 12.5 10.9
Number of Traders in Each Category Total Traders: 384
27 30 16 97 67 97 59 64 42 27 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 819,095
Positions
73,086 35,758 7,610 264,506 265,017 149,911 125,427 154,924 26,390 53,277 20,374 0 118,888 159,111
Changes from: September 3, 2019 Total Change is: -12,261
1,202 -12,401 -2,357 -26,646 33,083 -3,494 15,733 -19,564 -6,052 2,696 -4,284 0 6,657 2,808
Percent of Open Interest Represented by Each Category of Trader
8.9 4.4 0.9 32.3 32.4 18.3 15.3 18.9 3.2 6.5 2.5 0.0 14.5 19.4
Number of Traders in Each Category Total Traders: 108
5 8 . 28 35 39 15 10 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 4,157,752
Positions
84,484 372,803 37,696 1,865,167 608,782 904,479 474,841 1,587,514 81,690 404,665 244,178 1,578 303,152 319,032
Changes from: September 3, 2019 Total Change is: -4,909
4,051 3,706 -34,387 110,379 28,082 -1,890 -32,206 12,166 -45,473 16,261 34,810 402 -22,046 -2,325
Percent of Open Interest Represented by Each Category of Trader
2.0 9.0 0.9 44.9 14.6 21.8 11.4 38.2 2.0 9.7 5.9 0.0 7.3 7.7
Number of Traders in Each Category Total Traders: 319
14 33 11 89 47 82 33 66 34 22 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 2,016,675
Positions
412,183 255,860 579,021 9,273 97,504 37,393 382,196 525,698 442,049 108,795 27,936 9,380 36,385 41,834
Changes from: September 3, 2019 Total Change is: 95,714
-25,252 19,646 28,613 -12,717 4,648 44 98,706 23,904 10,991 -2,860 4,584 215 -2,026 3,069
Percent of Open Interest Represented by Each Category of Trader
20.4 12.7 28.7 0.5 4.8 1.9 19.0 26.1 21.9 5.4 1.4 0.5 1.8 2.1
Number of Traders in Each Category Total Traders: 172
35 28 47 4 8 5 44 36 50 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 is13,474,728
Positions
2,218,254 2,288,646 2,919,787 367,406 2,596,904 468,731 3,149,372 735,310 3,405,480 158,832 119,308 42,578 744,288 897,984
Changes from: September 3, 2019 Total Change is: 260,827
431,226 290,596 -180,127 22,873 197,078 -13,016 -53,052 -15,415 25,725 8,532 -287 -18,558 37,224 -25,169
Percent of Open Interest Represented by Each Category of Trader
16.5 17.0 21.7 2.7 19.3 3.5 23.4 5.5 25.3 1.2 0.9 0.3 5.5 6.7
Number of Traders in Each Category Total Traders: 258
33 42 68 15 22 22 68 48 87 10 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 125,005
Positions
11,777 56,264 15,686 6,051 5,015 4,875 55,680 13,663 27,978 826 0 1,086 1,046 438
Changes from: September 3, 2019 Total Change is: 8,728
1,347 5,204 3,210 -241 1,000 694 3,750 -666 -106 522 -234 -234 -214 -140
Percent of Open Interest Represented by Each Category of Trader
9.4 45.0 12.5 4.8 4.0 3.9 44.5 10.9 22.4 0.7 0.0 0.9 0.8 0.4
Number of Traders in Each Category Total Traders: 47
. 12 9 . . . 11 14 17 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 140,274
Positions
16,764 12,536 23,455 2,515 12,321 6,099 59,655 59,078 25,444 5,067 272 687 588 382
Changes from: September 3, 2019 Total Change is: 7,387
580 2,988 5,435 236 -3,799 153 908 3,544 -92 1,540 227 74 -1,447 -1,143
Percent of Open Interest Represented by Each Category of Trader
12.0 8.9 16.7 1.8 8.8 4.3 42.5 42.1 18.1 3.6 0.2 0.5 0.4 0.3
Number of Traders in Each Category Total Traders: 63
11 7 11 . . . 12 22 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 50,275
Positions
40 17,396 10,290 1,193 4,644 0 15,232 4,489 10,273 13,228 1,107 0 19 2,076
Changes from: September 3, 2019 Total Change is: 21,209
-36 947 10,290 146 449 0 -5,480 -238 10,203 6,090 -45 0 -4 -397
Percent of Open Interest Represented by Each Category of Trader
0.1 34.6 20.5 2.4 9.2 0.0 30.3 8.9 20.4 26.3 2.2 0.0 0.0 4.1
Number of Traders in Each Category Total Traders: 30
. 5 . . 9 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 12,810
Positions
3,525 2,194 1,923 1,029 581 0 4,037 3,723 2,282 0 0 0 14 2,107
Changes from: September 3, 2019 Total Change is: 4,843
-609 -39 1,923 67 82 0 1,195 589 2,273 0 0 0 -6 15
Percent of Open Interest Represented by Each Category of Trader
27.5 17.1 15.0 8.0 4.5 0.0 31.5 29.1 17.8 0.0 0.0 0.0 0.1 16.4
Number of Traders in Each Category Total Traders: 23
. . . . 6 0 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 52,608
Positions
15,961 130 16,597 0 180 0 2,654 16,367 13,620 780 2,710 2,996 0 8
Changes from: September 3, 2019 Total Change is: 514
-1,785 -100 0 0 20 0 1,300 -250 999 0 -125 0 0 -30
Percent of Open Interest Represented by Each Category of Trader
30.3 0.2 31.5 0.0 0.3 0.0 5.0 31.1 25.9 1.5 5.2 5.7 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 4,128
Positions
31 50 0 244 190 0 1,692 2,233 142 480 951 111 1,428 451
Changes from: September 3, 2019 Total Change is: -365
0 0 0 -80 27 0 -287 -234 106 59 -270 -7 -156 13
Percent of Open Interest Represented by Each Category of Trader
0.8 1.2 0.0 5.9 4.6 0.0 41.0 54.1 3.4 11.6 23.0 2.7 34.6 10.9
Number of Traders in Each Category Total Traders: 48
. . 0 . . 0 11 16 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 64,908
Positions
853 31,486 5,697 27,496 2,164 478 19,721 18,169 1,188 2,387 841 184 6,904 4,701
Changes from: September 3, 2019 Total Change is: 2,594
-50 1,194 5,697 -424 51 -2 -4,482 -5,264 -891 11 -288 -41 2,776 2,138
Percent of Open Interest Represented by Each Category of Trader
1.3 48.5 8.8 42.4 3.3 0.7 30.4 28.0 1.8 3.7 1.3 0.3 10.6 7.2
Number of Traders in Each Category Total Traders: 96
. . . 15 6 . 32 15 10 17 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 360,284
Positions
67,067 17,202 19,478 118,452 83,278 21,254 44,178 124,750 51,829 7,789 3,644 10,352 19,885 28,497
Changes from: September 3, 2019 Total Change is: 5,035
4,500 -13,625 -2,108 -8,555 16,124 91 4,721 -4,375 11,273 130 -708 -1,863 -3,154 226
Percent of Open Interest Represented by Each Category of Trader
18.6 4.8 5.4 32.9 23.1 5.9 12.3 34.6 14.4 2.2 1.0 2.9 5.5 7.9
Number of Traders in Each Category Total Traders: 188
14 14 21 22 29 20 31 58 50 8 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 10, 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 23,116
Positions
2,453 1,358 1,214 7,225 4,933 1,014 8,215 12,255 2,045 763 261 0 187 36
Changes from: September 3, 2019 Total Change is: -3,797
-967 730 -42 -1,457 -9,340 -1,088 -2,094 4,001 1,944 -68 -22 0 -25 20
Percent of Open Interest Represented by Each Category of Trader
10.6 5.9 5.3 31.3 21.3 4.4 35.5 53.0 8.8 3.3 1.1 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 42
. . . 8 6 . . 9 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 13, 2019