Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 153,332
Positions
13,527 41,515 4,298 32,011 19,719 6,392 21,250 35,074 18,283 19,259 1,996 29 38,282 26,026
Changes from: June 18, 2019 Total Change is: -19,986
7,640 17,190 -9,239 2,713 -10,668 -296 4,771 -13,948 363 72 -468 12 -26,021 -2,931
Percent of Open Interest Represented by Each Category of Trader
8.8 27.1 2.8 20.9 12.9 4.2 13.9 22.9 11.9 12.6 1.3 0.0 25.0 17.0
Number of Traders in Each Category Total Traders: 112
7 6 7 16 16 13 22 27 17 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 57,227
Positions
24,012 2,856 1,409 2,399 13,532 522 16,318 17,609 704 931 818 0 10,932 19,777
Changes from: June 18, 2019 Total Change is: -2,756
-6,444 1,457 190 -46 -4,725 -63 891 2,858 62 0 -664 0 2,654 -1,871
Percent of Open Interest Represented by Each Category of Trader
42.0 5.0 2.5 4.2 23.6 0.9 28.5 30.8 1.2 1.6 1.4 0.0 19.1 34.6
Number of Traders in Each Category Total Traders: 50
. 5 . . 14 . 10 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 225,564
Positions
81,061 4,255 4,052 59,375 109,352 6,156 27,637 39,533 18,804 107 7,443 557 27,815 35,413
Changes from: June 18, 2019 Total Change is: -2,160
-5,177 461 799 4,065 4,630 -731 -1,082 -1,241 -1,921 -856 -138 252 2,491 -4,271
Percent of Open Interest Represented by Each Category of Trader
35.9 1.9 1.8 26.3 48.5 2.7 12.3 17.5 8.3 0.0 3.3 0.2 12.3 15.7
Number of Traders in Each Category Total Traders: 129
11 5 9 16 30 12 22 38 22 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 167,360
Positions
5,551 33,589 7,030 40,004 34,335 12,254 34,990 21,129 26,802 5,033 2,738 347 35,349 29,136
Changes from: June 18, 2019 Total Change is: 20,418
892 20,179 1,289 4,102 -4,771 1,991 126 -5,281 7,845 -1,686 750 130 5,730 -1,713
Percent of Open Interest Represented by Each Category of Trader
3.3 20.1 4.2 23.9 20.5 7.3 20.9 12.6 16.0 3.0 1.6 0.2 21.1 17.4
Number of Traders in Each Category Total Traders: 119
4 9 7 27 21 18 26 25 23 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 590,267
Positions
35,092 139,306 15,211 310,998 146,568 37,435 27,985 127,955 49,856 17,556 10,447 3,931 92,203 59,557
Changes from: June 18, 2019 Total Change is: 30,888
-1,452 15,313 3,779 12,883 -4,722 3,973 2,198 3,314 9,970 -7,390 -1,231 1,548 5,379 -1,057
Percent of Open Interest Represented by Each Category of Trader
5.9 23.6 2.6 52.7 24.8 6.3 4.7 21.7 8.4 3.0 1.8 0.7 15.6 10.1
Number of Traders in Each Category Total Traders: 286
19 11 17 91 39 49 32 53 29 22 19 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 25,320
Positions
0 9,587 0 8,897 5,775 2,342 999 1,465 0 0 589 2 13,080 5,560
Changes from: June 18, 2019 Total Change is: 245
0 0 0 -118 12 -1 -25 -141 0 0 0 0 389 375
Percent of Open Interest Represented by Each Category of Trader
0.0 37.9 0.0 35.1 22.8 9.2 3.9 5.8 0.0 0.0 2.3 0.0 51.7 22.0
Number of Traders in Each Category Total Traders: 21
0 . 0 11 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,302
Positions
3,938 4,472 564 7,577 10,656 2,302 5,220 957 0 0 1,850 0 5,701 4,501
Changes from: June 18, 2019 Total Change is: -3,346
-437 -56 -895 23 43 4 163 0 -1,916 0 0 0 -288 -526
Percent of Open Interest Represented by Each Category of Trader
15.6 17.7 2.2 29.9 42.1 9.1 20.6 3.8 0.0 0.0 7.3 0.0 22.5 17.8
Number of Traders in Each Category Total Traders: 21
. . . 6 8 8 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 180,341
Positions
78,122 6,068 2,715 14,292 56,787 4,412 37,021 52,454 14,240 13 2,236 18 29,509 41,410
Changes from: June 18, 2019 Total Change is: -14,062
1,006 1,496 156 350 -6,954 377 -11,081 -3,922 -1,536 -2,480 -199 -192 -662 -3,289
Percent of Open Interest Represented by Each Category of Trader
43.3 3.4 1.5 7.9 31.5 2.4 20.5 29.1 7.9 0.0 1.2 0.0 16.4 23.0
Number of Traders in Each Category Total Traders: 98
11 4 7 13 19 14 20 27 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 67,781
Positions
0 45,973 0 59,797 0 0 5,326 20,139 0 399 824 0 2,259 845
Changes from: June 18, 2019 Total Change is: 6,046
0 1,543 0 5,530 0 0 1,093 4,619 0 -784 -206 0 207 90
Percent of Open Interest Represented by Each Category of Trader
0.0 67.8 0.0 88.2 0.0 0.0 7.9 29.7 0.0 0.6 1.2 0.0 3.3 1.2
Number of Traders in Each Category Total Traders: 43
0 6 0 10 0 0 15 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 216,856
Positions
1,036 135,423 934 134,509 20,707 14 69,962 40,206 429 2,468 16,390 27 7,477 2,725
Changes from: June 18, 2019 Total Change is: 13,332
802 2,893 112 7,546 2,969 -169 4,715 7,481 -309 23 443 -5 617 -83
Percent of Open Interest Represented by Each Category of Trader
0.5 62.4 0.4 62.0 9.5 0.0 32.3 18.5 0.2 1.1 7.6 0.0 3.4 1.3
Number of Traders in Each Category Total Traders: 156
. 9 . 32 10 . 48 32 6 11 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 43,871
Positions
27,477 766 3,350 1,392 8,579 0 8,181 28,996 533 685 460 0 2,253 1,187
Changes from: June 18, 2019 Total Change is: 886
-200 766 0 125 -4,148 -315 1,139 5,340 -370 110 0 0 397 -387
Percent of Open Interest Represented by Each Category of Trader
62.6 1.7 7.6 3.2 19.6 0.0 18.6 66.1 1.2 1.6 1.0 0.0 5.1 2.7
Number of Traders in Each Category Total Traders: 39
. . . . 4 0 9 16 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 61,860
Positions
41,213 1,044 18 3,115 35,374 593 11,187 15,020 1,917 1,464 1,014 8 2,345 6,872
Changes from: June 18, 2019 Total Change is: -2,429
1,169 12 8 38 1,957 256 -3,430 -1,941 -5 -84 -3,062 0 -380 346
Percent of Open Interest Represented by Each Category of Trader
66.6 1.7 0.0 5.0 57.2 1.0 18.1 24.3 3.1 2.4 1.6 0.0 3.8 11.1
Number of Traders in Each Category Total Traders: 98
10 . . 6 25 . 18 27 6 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 12,293
Positions
7,356 2,679 0 3,460 3,094 0 567 4,412 0 0 120 0 910 1,988
Changes from: June 18, 2019 Total Change is: 1,285
788 26 0 3,460 232 0 -2,963 1,058 0 -173 -100 0 173 69
Percent of Open Interest Represented by Each Category of Trader
59.8 21.8 0.0 28.1 25.2 0.0 4.6 35.9 0.0 0.0 1.0 0.0 7.4 16.2
Number of Traders in Each Category Total Traders: 23
. . 0 . 5 0 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 41,661
Positions
4,679 23,815 1,108 14,404 431 321 10,530 3,758 1,045 1,645 1,568 0 7,930 9,616
Changes from: June 18, 2019 Total Change is: -2,660
-5,337 5,494 -4,054 5,176 -293 -400 3,598 -1,909 -593 -465 37 -57 -529 -886
Percent of Open Interest Represented by Each Category of Trader
11.2 57.2 2.7 34.6 1.0 0.8 25.3 9.0 2.5 3.9 3.8 0.0 19.0 23.1
Number of Traders in Each Category Total Traders: 94
9 20 4 15 4 . 25 11 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 83,322
Positions
9,357 47,631 2,215 28,808 861 641 21,060 7,516 2,091 3,290 3,136 0 15,860 19,232
Changes from: June 18, 2019 Total Change is: -5,320
-10,674 10,987 -8,108 10,352 -585 -800 7,196 -3,818 -1,186 -929 73 -113 -1,058 -1,771
Percent of Open Interest Represented by Each Category of Trader
11.2 57.2 2.7 34.6 1.0 0.8 25.3 9.0 2.5 3.9 3.8 0.0 19.0 23.1
Number of Traders in Each Category Total Traders: 94
9 20 4 15 4 . 25 11 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 26,594
Positions
0 22,196 265 21,477 673 580 1,075 1,205 0 1,226 1,224 0 1,971 451
Changes from: June 18, 2019 Total Change is: -6,682
-1,948 393 -3,667 -1,155 34 -74 261 0 0 430 0 0 -529 -3,368
Percent of Open Interest Represented by Each Category of Trader
0.0 83.5 1.0 80.8 2.5 2.2 4.0 4.5 0.0 4.6 4.6 0.0 7.4 1.7
Number of Traders in Each Category Total Traders: 23
0 4 . 12 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 719,879
Positions
35,615 117,893 32,645 302,900 119,677 59,285 30,736 78,329 147,167 13,756 66,791 18,516 79,259 79,577
Changes from: June 18, 2019 Total Change is: -186,507
-14,874 -8,119 -59,994 15,946 -8,075 -22,331 -24,108 -16,912 -47,006 -4,950 3,232 -5,629 -23,560 -21,672
Percent of Open Interest Represented by Each Category of Trader
4.9 16.4 4.5 42.1 16.6 8.2 4.3 10.9 20.4 1.9 9.3 2.6 11.0 11.1
Number of Traders in Each Category Total Traders: 614
27 42 41 167 97 117 69 110 105 52 49 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 48,888
Positions
259 12,407 1,147 3,562 1,517 2,716 5,582 1,761 13,917 39 12 473 21,192 14,937
Changes from: June 18, 2019 Total Change is: -38,456
-6,529 -9,615 -7,528 -1,988 -165 -1,204 -5,647 -8,706 -6,530 6 -22 87 -9,123 -4,774
Percent of Open Interest Represented by Each Category of Trader
0.5 25.4 2.3 7.3 3.1 5.6 11.4 3.6 28.5 0.1 0.0 1.0 43.3 30.6
Number of Traders in Each Category Total Traders: 41
. 6 6 . . . 11 10 18 7 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,354,953
Positions
184,904 535,553 149,369 1,500,823 594,930 278,713 151,821 408,890 640,194 68,582 333,892 90,213 290,334 323,200
Changes from: June 18, 2019 Total Change is: -740,254
-63,938 -14,737 -240,116 86,205 -43,015 -102,173 -124,471 -73,195 -170,216 -24,780 16,270 -28,581 -72,185 -84,492
Percent of Open Interest Represented by Each Category of Trader
5.5 16.0 4.5 44.7 17.7 8.3 4.5 12.2 19.1 2.0 10.0 2.7 8.7 9.6
Number of Traders in Each Category Total Traders: 601
29 39 40 168 95 116 65 109 98 47 48 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 13,440
Positions
3,220 10,934 0 6,387 527 769 484 528 0 0 232 0 2,580 450
Changes from: June 18, 2019 Total Change is: -6,449
-365 247 -6,443 -26 527 0 40 0 0 0 232 0 345 -1,012
Percent of Open Interest Represented by Each Category of Trader
24.0 81.4 0.0 47.5 3.9 5.7 3.6 3.9 0.0 0.0 1.7 0.0 19.2 3.3
Number of Traders in Each Category Total Traders: 22
. 6 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 15,146
Positions
7,887 3,684 0 3,170 9,418 1,209 722 0 0 0 0 0 2,158 835
Changes from: June 18, 2019 Total Change is: -8,623
-1,621 -1,395 -5,787 -15 -240 -97 333 -264 0 0 -403 0 -1,436 -437
Percent of Open Interest Represented by Each Category of Trader
52.1 24.3 0.0 20.9 62.2 8.0 4.8 0.0 0.0 0.0 0.0 0.0 14.2 5.5
Number of Traders in Each Category Total Traders: 20
5 4 0 . 6 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 63,127
Positions
4,502 10,926 213 42,683 36,954 2,116 1,395 1,880 197 2,695 7,597 4 9,322 3,240
Changes from: June 18, 2019 Total Change is: -9,355
-2,754 680 -5,581 304 -242 138 875 142 32 245 0 0 -2,614 -4,524
Percent of Open Interest Represented by Each Category of Trader
7.1 17.3 0.3 67.6 58.5 3.4 2.2 3.0 0.3 4.3 12.0 0.0 14.8 5.1
Number of Traders in Each Category Total Traders: 79
5 8 . 37 16 13 4 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 46,843
Positions
5,977 12,506 472 17,541 7,801 881 9,581 11,259 3,934 1,899 2,485 45 6,514 7,461
Changes from: June 18, 2019 Total Change is: -7,483
-4,377 1,927 -4,455 1,225 -1,676 -1,451 4,196 843 -1,727 701 172 -595 -1,000 -520
Percent of Open Interest Represented by Each Category of Trader
12.8 26.7 1.0 37.4 16.7 1.9 20.5 24.0 8.4 4.1 5.3 0.1 13.9 15.9
Number of Traders in Each Category Total Traders: 240
17 27 4 51 31 24 27 52 19 14 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 234,215
Positions
29,884 62,528 2,360 87,703 39,005 4,405 47,904 56,294 19,671 9,496 12,423 225 32,568 37,304
Changes from: June 18, 2019 Total Change is: -37,416
-21,883 9,636 -22,275 6,123 -8,380 -7,257 20,982 4,214 -8,634 3,505 860 -2,977 -4,999 -2,602
Percent of Open Interest Represented by Each Category of Trader
12.8 26.7 1.0 37.4 16.7 1.9 20.5 24.0 8.4 4.1 5.3 0.1 13.9 15.9
Number of Traders in Each Category Total Traders: 240
17 27 4 51 31 24 27 52 19 14 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 417,005
Positions
65,314 41,559 8,327 212,456 190,277 40,332 45,964 77,800 10,910 12,863 29,026 0 20,840 18,774
Changes from: June 18, 2019 Total Change is: -61,745
-3,090 -6,241 -35,432 -5,514 14,778 -11,396 1,396 4,708 -6,703 3,503 -3,021 -1,916 -2,593 -16,522
Percent of Open Interest Represented by Each Category of Trader
15.7 10.0 2.0 50.9 45.6 9.7 11.0 18.7 2.6 3.1 7.0 0.0 5.0 4.5
Number of Traders in Each Category Total Traders: 284
22 20 7 74 52 44 37 52 25 11 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 27,590
Positions
363 4,014 0 11,089 852 220 7,793 19,491 30 2,032 0 27 6,036 2,956
Changes from: June 18, 2019 Total Change is: 4,129
0 215 0 370 0 -1 2,548 4,538 -12 814 -550 27 383 -88
Percent of Open Interest Represented by Each Category of Trader
1.3 14.5 0.0 40.2 3.1 0.8 28.2 70.6 0.1 7.4 0.0 0.1 21.9 10.7
Number of Traders in Each Category Total Traders: 33
. . 0 11 . . 8 4 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 57,144
Positions
4,985 6,771 355 17,871 17,378 1,009 26,630 11,962 38 0 1,523 0 6,256 18,108
Changes from: June 18, 2019 Total Change is: 2,170
-1,166 2,334 72 -1,468 3,225 458 6,919 3,143 -293 -1,146 1,123 0 -1,206 -7,892
Percent of Open Interest Represented by Each Category of Trader
8.7 11.8 0.6 31.3 30.4 1.8 46.6 20.9 0.1 0.0 2.7 0.0 10.9 31.7
Number of Traders in Each Category Total Traders: 75
9 8 . 14 10 7 16 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 312,809
Positions
24,335 178,879 3,041 226,453 96,399 19,685 15,168 7,463 104 15,016 1,358 0 9,007 5,880
Changes from: June 18, 2019 Total Change is: -67,064
-6,991 868 -44,553 -10,844 931 -1,863 4,953 -3,773 -1,134 7,942 -1,221 -7,140 -7,434 -9,179
Percent of Open Interest Represented by Each Category of Trader
7.8 57.2 1.0 72.4 30.8 6.3 4.8 2.4 0.0 4.8 0.4 0.0 2.9 1.9
Number of Traders in Each Category Total Traders: 160
13 12 5 62 36 31 18 10 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 1,200,921
Positions
84,066 795,694 2,793 847,497 209,683 121,848 82,794 42,178 2,389 25,187 8,522 4,623 29,724 13,191
Changes from: June 18, 2019 Total Change is: -251,536
8,468 34,071 -178,500 8,414 -7,316 -25,452 14,364 -11,330 -3,966 -13,264 273 -387 -61,213 -58,929
Percent of Open Interest Represented by Each Category of Trader
7.0 66.3 0.2 70.6 17.5 10.1 6.9 3.5 0.2 2.1 0.7 0.4 2.5 1.1
Number of Traders in Each Category Total Traders: 408
24 21 9 171 66 89 55 30 15 32 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 121,672
Positions
43,775 50,760 56,676 5,800 420 560 13,736 1,500 299 800 11,396 1 25 60
Changes from: June 18, 2019 Total Change is: 7,559
1,939 2,676 3,844 1,391 0 135 300 0 0 0 954 -50 0 0
Percent of Open Interest Represented by Each Category of Trader
36.0 41.7 46.6 4.8 0.3 0.5 11.3 1.2 0.2 0.7 9.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 36
4 18 11 5 . . 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,094,646
Positions
5,706 106,154 11,258 447,041 319,063 179,810 92,206 163,595 114,220 43,997 39,897 8,064 192,344 152,585
Changes from: June 18, 2019 Total Change is: -72,765
929 9,845 -27,486 10,556 253 -23,414 -3,096 5,912 -32,687 4,729 -9,209 -4,021 1,725 8,042
Percent of Open Interest Represented by Each Category of Trader
0.5 9.7 1.0 40.8 29.1 16.4 8.4 14.9 10.4 4.0 3.6 0.7 17.6 13.9
Number of Traders in Each Category Total Traders: 177
7 15 12 56 28 44 24 31 37 8 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 1,142,238
Positions
4,773 148,596 283 709,685 22,966 174,219 22,603 643,043 13,520 40,013 50,390 0 177,142 89,221
Changes from: June 18, 2019 Total Change is: -13,205
791 -3,088 -636 -10,042 -193 1,326 -306 -1,514 -2,220 403 -2,960 -489 -2,032 -3,431
Percent of Open Interest Represented by Each Category of Trader
0.4 13.0 0.0 62.1 2.0 15.3 2.0 56.3 1.2 3.5 4.4 0.0 15.5 7.8
Number of Traders in Each Category Total Traders: 132
. 13 . 68 10 52 7 26 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 3,672,537
Positions
86,808 260,428 24,191 1,826,476 532,835 244,262 625,526 2,163,945 95,867 562,174 225,663 6,210 201,023 119,136
Changes from: June 18, 2019 Total Change is: -12,621
16,878 -16,060 1,273 5,221 -44,752 -20,815 32,833 101,887 -27,172 -10,133 7,024 -11,139 434 -2,867
Percent of Open Interest Represented by Each Category of Trader
2.4 7.1 0.7 49.7 14.5 6.7 17.0 58.9 2.6 15.3 6.1 0.2 5.5 3.2
Number of Traders in Each Category Total Traders: 366
25 28 11 115 34 74 54 65 47 26 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 4,569,860
Positions
219,601 201,024 217,244 1,641,609 816,096 837,515 345,740 1,228,902 532,833 211,860 229,700 64,494 498,964 442,053
Changes from: June 18, 2019 Total Change is: -386,344
-28,781 5,704 -159,549 -16,789 -2,894 -15,777 19,313 -38,406 -105,317 -38,536 -19,250 -50,184 9,276 -671
Percent of Open Interest Represented by Each Category of Trader
4.8 4.4 4.8 35.9 17.9 18.3 7.6 26.9 11.7 4.6 5.0 1.4 10.9 9.7
Number of Traders in Each Category Total Traders: 395
24 26 35 97 72 102 72 56 81 22 26 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 751,821
Positions
26,068 83,923 466 304,929 291,522 96,528 152,933 93,582 12,935 46,952 24,809 0 111,010 148,056
Changes from: June 18, 2019 Total Change is: 10,712
-3,206 13,383 58 10,199 -1,773 -4,813 9,321 -6,735 5,515 -1,401 -69 0 -4,961 5,146
Percent of Open Interest Represented by Each Category of Trader
3.5 11.2 0.1 40.6 38.8 12.8 20.3 12.4 1.7 6.2 3.3 0.0 14.8 19.7
Number of Traders in Each Category Total Traders: 108
4 11 . 25 34 39 19 8 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 4,856,463
Positions
133,907 500,617 117,378 2,209,739 697,950 878,612 447,559 1,685,898 297,706 375,656 305,471 24,356 371,549 348,473
Changes from: June 18, 2019 Total Change is: -266,846
13,312 -21,698 -91,954 -1,293 -116,260 -34,880 -217 154,708 -151,435 -6,227 -1,830 -4,335 10,184 838
Percent of Open Interest Represented by Each Category of Trader
2.8 10.3 2.4 45.5 14.4 18.1 9.2 34.7 6.1 7.7 6.3 0.5 7.7 7.2
Number of Traders in Each Category Total Traders: 330
20 29 23 95 46 85 44 65 68 13 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 2,284,738
Positions
502,753 345,307 639,246 5,201 92,548 61,925 443,645 619,276 397,629 184,486 57,569 8,728 41,126 62,511
Changes from: June 18, 2019 Total Change is: -4,431
-36,055 42,360 -14,709 -7,071 -7,449 -29,842 94,614 40,406 -42,918 31,886 7,705 -7,253 6,917 7,269
Percent of Open Interest Represented by Each Category of Trader
22.0 15.1 28.0 0.2 4.1 2.7 19.4 27.1 17.4 8.1 2.5 0.4 1.8 2.7
Number of Traders in Each Category Total Traders: 180
29 43 52 . 9 . 34 38 53 8 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 is31,143,746
Positions
2,729,915 2,065,147 5,651,308 655,294 1,679,665 1,795,412 1,196,230 567,653 18,000,404 167,480 145,832 209,470 738,234 1,028,857
Changes from: June 18, 2019 Total Change is: 1,928,788
-1,530 15,384 267,342 25,866 103,670 113,787 27,943 -20,165 1,522,550 -1,869 -51,660 -9,762 -15,538 -12,358
Percent of Open Interest Represented by Each Category of Trader
8.8 6.6 18.1 2.1 5.4 5.8 3.8 1.8 57.8 0.5 0.5 0.7 2.4 3.3
Number of Traders in Each Category Total Traders: 307
38 36 70 14 36 35 48 87 117 20 23 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 51,037
Positions
11,648 5,939 4,254 2,445 2,296 1,094 11,487 15,835 18,718 0 1,583 0 1,391 1,318
Changes from: June 18, 2019 Total Change is: -26,665
491 -13,751 -2,655 -244 -1,002 -256 -21,662 -6,571 -2,855 0 104 0 516 321
Percent of Open Interest Represented by Each Category of Trader
22.8 11.6 8.3 4.8 4.5 2.1 22.5 31.0 36.7 0.0 3.1 0.0 2.7 2.6
Number of Traders in Each Category Total Traders: 41
5 9 7 . . . 15 5 18 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 89,583
Positions
11,517 8,865 15,264 3,850 1,200 2,983 35,332 37,878 19,963 439 3,136 0 235 294
Changes from: June 18, 2019 Total Change is: 7,693
-1,699 950 1,397 -1,700 1,200 -350 9,637 2,512 433 0 1,536 0 -25 15
Percent of Open Interest Represented by Each Category of Trader
12.9 9.9 17.0 4.3 1.3 3.3 39.4 42.3 22.3 0.5 3.5 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 58
8 9 12 . . . 13 21 23 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 15,872
Positions
2,687 3,075 0 1,092 3,918 0 5,746 5,163 69 6,235 1,242 0 43 2,405
Changes from: June 18, 2019 Total Change is: -503
1 -899 0 25 -47 0 -615 212 0 100 0 0 -14 231
Percent of Open Interest Represented by Each Category of Trader
16.9 19.4 0.0 6.9 24.7 0.0 36.2 32.5 0.4 39.3 7.8 0.0 0.3 15.2
Number of Traders in Each Category Total Traders: 32
. 4 0 . 9 0 . 5 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 9,216
Positions
4,120 2,142 0 1,110 1,543 0 3,945 3,623 0 0 207 0 41 1,701
Changes from: June 18, 2019 Total Change is: -709
-3 -283 0 0 47 0 -711 -435 0 0 0 0 5 -38
Percent of Open Interest Represented by Each Category of Trader
44.7 23.2 0.0 12.0 16.7 0.0 42.8 39.3 0.0 0.0 2.2 0.0 0.4 18.5
Number of Traders in Each Category Total Traders: 26
. . 0 . 9 0 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 50,811
Positions
16,317 298 16,597 0 40 0 6,072 13,407 11,549 30 8,650 246 0 24
Changes from: June 18, 2019 Total Change is: 1,568
4,011 -17 0 0 0 0 -186 816 -2,257 0 3,025 0 0 1
Percent of Open Interest Represented by Each Category of Trader
32.1 0.6 32.7 0.0 0.1 0.0 12.0 26.4 22.7 0.1 17.0 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . 0 . 0 . 9 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 6,021
Positions
0 0 0 310 0 25 3,093 3,246 366 490 1,967 0 1,737 417
Changes from: June 18, 2019 Total Change is: 630
0 0 0 -44 0 25 529 335 -125 8 346 0 237 49
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 5.1 0.0 0.4 51.4 53.9 6.1 8.1 32.7 0.0 28.8 6.9
Number of Traders in Each Category Total Traders: 49
0 0 0 5 0 . 19 14 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 45,129
Positions
758 25,605 0 13,347 3,752 437 22,755 8,213 2,565 1,224 1,724 114 3,929 2,719
Changes from: June 18, 2019 Total Change is: -1,917
330 -2,147 0 -5,518 840 -23 2,822 -3,827 1,146 -593 1,071 2 -82 1,022
Percent of Open Interest Represented by Each Category of Trader
1.7 56.7 0.0 29.6 8.3 1.0 50.4 18.2 5.7 2.7 3.8 0.3 8.7 6.0
Number of Traders in Each Category Total Traders: 101
. . 0 11 10 . 27 18 9 15 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 379,918
Positions
73,181 16,478 12,252 125,534 95,700 23,210 32,179 117,621 71,429 12,486 3,766 9,788 19,859 29,674
Changes from: June 18, 2019 Total Change is: -27,300
19,309 -11,562 -8,745 -1,963 5,184 -3,794 -9,436 12,142 -16,344 -998 -542 -4,764 -565 1,125
Percent of Open Interest Represented by Each Category of Trader
19.3 4.3 3.2 33.0 25.2 6.1 8.5 31.0 18.8 3.3 1.0 2.6 5.2 7.8
Number of Traders in Each Category Total Traders: 193
14 11 17 19 28 21 33 52 48 13 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 25, 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 26,147
Positions
3,057 0 1,146 12,385 11,112 4,483 3,600 8,361 100 1,190 218 0 186 727
Changes from: June 18, 2019 Total Change is: -15,577
1,508 -4,962 -1,642 -1,068 -5,793 1,761 -8,304 2,847 -7,814 0 39 0 -18 -13
Percent of Open Interest Represented by Each Category of Trader
11.7 0.0 4.4 47.4 42.5 17.1 13.8 32.0 0.4 4.6 0.8 0.0 0.7 2.8
Number of Traders in Each Category Total Traders: 45
4 0 . 11 5 . 6 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 28, 2019