Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 172,962
Positions
13,817 69,879 3,130 44,487 8,244 6,217 29,444 32,926 19,361 17,312 7,527 19 39,174 25,658
Changes from: June 25, 2019 Total Change is: 19,630
290 28,364 -1,168 12,475 -11,475 -175 8,194 -2,148 1,078 -1,947 5,532 -10 891 -368
Percent of Open Interest Represented by Each Category of Trader
8.0 40.4 1.8 25.7 4.8 3.6 17.0 19.0 11.2 10.0 4.4 0.0 22.6 14.8
Number of Traders in Each Category Total Traders: 112
8 6 8 20 10 13 22 26 15 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 52,242
Positions
21,122 4,474 1,335 1,592 11,531 893 15,191 12,251 618 931 818 0 10,559 20,321
Changes from: June 25, 2019 Total Change is: -4,985
-2,890 1,618 -74 -807 -2,001 371 -1,127 -5,358 -85 0 0 0 -373 544
Percent of Open Interest Represented by Each Category of Trader
40.4 8.6 2.6 3.0 22.1 1.7 29.1 23.5 1.2 1.8 1.6 0.0 20.2 38.9
Number of Traders in Each Category Total Traders: 41
4 5 4 . 11 . 8 9 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 243,301
Positions
99,193 4,805 4,342 60,234 110,475 6,716 21,906 49,809 21,001 3,878 7,555 423 25,606 38,172
Changes from: June 25, 2019 Total Change is: 17,737
18,132 550 290 859 1,123 560 -5,731 10,276 2,197 3,772 112 -133 -2,210 2,760
Percent of Open Interest Represented by Each Category of Trader
40.8 2.0 1.8 24.8 45.4 2.8 9.0 20.5 8.6 1.6 3.1 0.2 10.5 15.7
Number of Traders in Each Category Total Traders: 137
11 6 9 14 32 13 18 46 26 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 162,967
Positions
5,426 36,620 5,734 41,775 31,408 9,971 37,322 20,476 23,489 6,200 5,282 265 32,785 29,721
Changes from: June 25, 2019 Total Change is: -4,393
-124 3,032 -1,296 1,771 -2,927 -2,283 2,331 -653 -3,313 1,167 2,544 -81 -2,564 586
Percent of Open Interest Represented by Each Category of Trader
3.3 22.5 3.5 25.6 19.3 6.1 22.9 12.6 14.4 3.8 3.2 0.2 20.1 18.2
Number of Traders in Each Category Total Traders: 121
4 8 7 27 21 15 33 21 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 583,643
Positions
35,869 145,040 13,367 315,600 144,850 35,322 26,170 120,729 46,678 17,894 11,131 3,035 89,708 63,492
Changes from: June 25, 2019 Total Change is: -6,624
776 5,734 -1,844 4,603 -1,718 -2,113 -1,815 -7,226 -3,178 338 684 -897 -2,494 3,934
Percent of Open Interest Represented by Each Category of Trader
6.1 24.9 2.3 54.1 24.8 6.1 4.5 20.7 8.0 3.1 1.9 0.5 15.4 10.9
Number of Traders in Each Category Total Traders: 287
19 12 17 92 38 50 30 53 25 25 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 25,699
Positions
0 9,719 0 9,127 5,882 2,401 518 1,772 0 0 589 2 13,651 5,334
Changes from: June 25, 2019 Total Change is: 379
0 132 0 230 107 59 -481 307 0 0 0 0 571 -226
Percent of Open Interest Represented by Each Category of Trader
0.0 37.8 0.0 35.5 22.9 9.3 2.0 6.9 0.0 0.0 2.3 0.0 53.1 20.8
Number of Traders in Each Category Total Traders: 21
0 . 0 12 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 25,337
Positions
3,952 4,457 579 7,482 10,691 2,303 5,064 935 0 0 1,850 0 5,957 4,522
Changes from: June 25, 2019 Total Change is: 35
14 -15 15 -95 35 1 -156 -22 0 0 0 0 256 21
Percent of Open Interest Represented by Each Category of Trader
15.6 17.6 2.3 29.5 42.2 9.1 20.0 3.7 0.0 0.0 7.3 0.0 23.5 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 July 2, 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 176,568
Positions
71,016 7,842 4,681 19,120 44,762 4,688 34,682 53,029 14,226 11 9,192 236 27,909 37,913
Changes from: June 25, 2019 Total Change is: -3,773
-7,106 1,774 1,965 4,827 -12,026 277 -2,339 575 -14 -2 6,955 218 -1,600 -3,497
Percent of Open Interest Represented by Each Category of Trader
40.2 4.4 2.7 10.8 25.4 2.7 19.6 30.0 8.1 0.0 5.2 0.1 15.8 21.5
Number of Traders in Each Category Total Traders: 105
10 5 7 13 17 14 24 29 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 76,712
Positions
0 49,381 0 68,194 0 0 5,546 25,528 0 399 837 0 2,573 966
Changes from: June 25, 2019 Total Change is: 8,931
0 3,408 0 8,397 0 0 220 5,389 0 0 13 0 314 121
Percent of Open Interest Represented by Each Category of Trader
0.0 64.4 0.0 88.9 0.0 0.0 7.2 33.3 0.0 0.5 1.1 0.0 3.4 1.3
Number of Traders in Each Category Total Traders: 40
0 6 0 10 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 236,493
Positions
1,438 140,237 912 140,256 13,883 133 82,366 57,672 589 3,261 20,279 17 7,521 2,771
Changes from: June 25, 2019 Total Change is: 19,637
403 4,814 -22 5,747 -6,824 119 12,404 17,466 160 793 3,889 -11 44 45
Percent of Open Interest Represented by Each Category of Trader
0.6 59.3 0.4 59.3 5.9 0.1 34.8 24.4 0.2 1.4 8.6 0.0 3.2 1.2
Number of Traders in Each Category Total Traders: 165
. 10 . 32 9 . 54 28 8 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 22,032
Positions
5,416 282 3,310 2,009 8,399 0 7,990 7,964 367 818 460 0 2,122 1,250
Changes from: June 25, 2019 Total Change is: -21,839
-22,061 -484 -40 617 -180 0 -191 -21,032 -166 133 0 0 -131 63
Percent of Open Interest Represented by Each Category of Trader
24.6 1.3 15.0 9.1 38.1 0.0 36.3 36.1 1.7 3.7 2.1 0.0 9.6 5.7
Number of Traders in Each Category Total Traders: 42
. . . 4 4 0 8 16 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 55,036
Positions
39,603 1,341 10 2,589 27,803 705 5,903 16,100 1,899 1,396 1,440 3 2,928 5,735
Changes from: June 25, 2019 Total Change is: -6,824
-1,610 297 -8 -526 -7,571 112 -5,284 1,080 -18 -68 426 -5 583 -1,138
Percent of Open Interest Represented by Each Category of Trader
72.0 2.4 0.0 4.7 50.5 1.3 10.7 29.3 3.5 2.5 2.6 0.0 5.3 10.4
Number of Traders in Each Category Total Traders: 83
7 . . 5 20 . 14 25 6 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 17,760
Positions
7,241 2,839 0 9,401 2,874 0 266 10,090 0 0 120 0 852 1,837
Changes from: June 25, 2019 Total Change is: 5,467
-115 160 0 5,941 -220 0 -301 5,678 0 0 0 0 -58 -151
Percent of Open Interest Represented by Each Category of Trader
40.8 16.0 0.0 52.9 16.2 0.0 1.5 56.8 0.0 0.0 0.7 0.0 4.8 10.3
Number of Traders in Each Category Total Traders: 24
. . 0 4 4 0 . 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 42,906
Positions
5,204 26,920 1,271 15,270 177 436 9,639 3,333 928 1,494 1,515 0 8,664 8,326
Changes from: June 25, 2019 Total Change is: 1,245
525 3,104 164 866 -254 116 -891 -425 -117 -151 -54 0 733 -1,290
Percent of Open Interest Represented by Each Category of Trader
12.1 62.7 3.0 35.6 0.4 1.0 22.5 7.8 2.2 3.5 3.5 0.0 20.2 19.4
Number of Traders in Each Category Total Traders: 93
13 20 4 16 . 4 23 9 7 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 85,811
Positions
10,407 53,839 2,543 30,539 353 872 19,278 6,667 1,857 2,988 3,029 0 17,327 16,652
Changes from: June 25, 2019 Total Change is: 2,489
1,050 6,209 328 1,731 -508 231 -1,781 -849 -234 -302 -107 0 1,467 -2,580
Percent of Open Interest Represented by Each Category of Trader
12.1 62.7 3.0 35.6 0.4 1.0 22.5 7.8 2.2 3.5 3.5 0.0 20.2 19.4
Number of Traders in Each Category Total Traders: 93
13 20 4 16 . 4 23 9 7 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 29,293
Positions
1,226 24,203 265 24,412 252 743 450 2,283 0 0 1,224 0 2,197 323
Changes from: June 25, 2019 Total Change is: 2,699
1,226 2,007 0 2,935 -421 163 -625 1,078 0 -1,226 0 0 226 -128
Percent of Open Interest Represented by Each Category of Trader
4.2 82.6 0.9 83.3 0.9 2.5 1.5 7.8 0.0 0.0 4.2 0.0 7.5 1.1
Number of Traders in Each Category Total Traders: 24
. 4 . 12 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 725,005
Positions
39,459 119,678 30,065 301,414 122,068 61,816 38,724 88,178 132,999 14,670 65,677 19,885 85,973 84,638
Changes from: June 25, 2019 Total Change is: 5,127
3,844 1,785 -2,580 -1,486 2,392 2,531 7,989 9,850 -14,168 914 -1,113 1,369 6,714 5,061
Percent of Open Interest Represented by Each Category of Trader
5.4 16.5 4.1 41.6 16.8 8.5 5.3 12.2 18.3 2.0 9.1 2.7 11.9 11.7
Number of Traders in Each Category Total Traders: 608
29 39 42 168 91 116 73 108 103 46 54 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 55,461
Positions
280 12,691 1,350 3,565 1,996 3,807 2,338 2,023 17,044 30 14 291 26,756 16,246
Changes from: June 25, 2019 Total Change is: 6,573
21 284 203 3 478 1,091 -3,244 261 3,127 -9 2 -182 5,564 1,309
Percent of Open Interest Represented by Each Category of Trader
0.5 22.9 2.4 6.4 3.6 6.9 4.2 3.6 30.7 0.1 0.0 0.5 48.2 29.3
Number of Traders in Each Category Total Traders: 42
. 7 6 . . . 12 9 20 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 3,347,722
Positions
204,536 543,574 134,938 1,493,462 604,580 285,829 192,048 440,894 569,660 73,196 328,317 97,969 296,084 341,961
Changes from: June 25, 2019 Total Change is: -7,231
19,632 8,021 -14,432 -7,361 9,650 7,116 40,227 32,004 -70,533 4,613 -5,575 7,756 5,750 18,761
Percent of Open Interest Represented by Each Category of Trader
6.1 16.2 4.0 44.6 18.1 8.5 5.7 13.2 17.0 2.2 9.8 2.9 8.8 10.2
Number of Traders in Each Category Total Traders: 593
30 37 41 169 89 115 71 104 97 41 52 47
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 13,120
Positions
3,916 10,270 0 5,890 732 742 244 528 0 0 247 0 2,328 601
Changes from: June 25, 2019 Total Change is: -320
696 -664 0 -497 205 -27 -240 0 0 0 15 0 -252 151
Percent of Open Interest Represented by Each Category of Trader
29.8 78.3 0.0 44.9 5.6 5.7 1.9 4.0 0.0 0.0 1.9 0.0 17.7 4.6
Number of Traders in Each Category Total Traders: 22
4 6 0 6 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 8,513
Positions
4,165 4,313 0 2,721 1,110 0 0 2,103 0 0 0 0 1,627 987
Changes from: June 25, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.9 50.7 0.0 32.0 13.0 0.0 0.0 24.7 0.0 0.0 0.0 0.0 19.1 11.6
Number of Traders in Each Category Total Traders: 21
5 7 0 . . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 63,188
Positions
5,615 10,890 104 43,754 36,739 2,809 821 2,109 274 0 7,493 2 9,809 2,768
Changes from: June 25, 2019 Total Change is: 61
1,113 -36 -109 1,071 -215 693 -574 229 77 -2,695 -104 -2 487 -472
Percent of Open Interest Represented by Each Category of Trader
8.9 17.2 0.2 69.2 58.1 4.4 1.3 3.3 0.4 0.0 11.9 0.0 15.5 4.4
Number of Traders in Each Category Total Traders: 79
5 8 . 39 16 13 . 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 45,119
Positions
6,334 11,591 414 16,719 7,558 742 9,251 10,116 3,942 1,120 2,870 43 6,555 7,843
Changes from: June 25, 2019 Total Change is: -1,724
357 -914 -58 -821 -243 -139 -329 -1,142 7 -779 386 -2 41 382
Percent of Open Interest Represented by Each Category of Trader
14.0 25.7 0.9 37.1 16.8 1.6 20.5 22.4 8.7 2.5 6.4 0.1 14.5 17.4
Number of Traders in Each Category Total Traders: 224
21 21 . 48 31 26 22 48 20 14 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 225,595
Positions
31,671 57,957 2,068 83,596 37,790 3,708 46,257 50,582 19,708 5,599 14,352 214 32,773 39,216
Changes from: June 25, 2019 Total Change is: -8,620
1,787 -4,571 -292 -4,107 -1,215 -697 -1,647 -5,712 37 -3,896 1,929 -11 205 1,911
Percent of Open Interest Represented by Each Category of Trader
14.0 25.7 0.9 37.1 16.8 1.6 20.5 22.4 8.7 2.5 6.4 0.1 14.5 17.4
Number of Traders in Each Category Total Traders: 224
21 21 . 48 31 26 22 48 20 14 19 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 419,515
Positions
79,273 35,190 8,237 216,922 198,328 34,233 41,934 83,909 11,589 6,944 29,581 16 20,367 18,432
Changes from: June 25, 2019 Total Change is: 2,510
13,960 -6,369 -90 4,466 8,051 -6,099 -4,030 6,109 679 -5,919 555 16 -473 -342
Percent of Open Interest Represented by Each Category of Trader
18.9 8.4 2.0 51.7 47.3 8.2 10.0 20.0 2.8 1.7 7.1 0.0 4.9 4.4
Number of Traders in Each Category Total Traders: 285
25 18 7 73 50 41 32 60 21 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 26,137
Positions
363 3,799 0 11,533 499 223 6,982 18,992 51 1,671 0 0 5,314 2,573
Changes from: June 25, 2019 Total Change is: -1,453
0 -215 0 444 -353 3 -811 -499 21 -361 0 -27 -722 -383
Percent of Open Interest Represented by Each Category of Trader
1.4 14.5 0.0 44.1 1.9 0.9 26.7 72.7 0.2 6.4 0.0 0.0 20.3 9.8
Number of Traders in Each Category Total Traders: 33
. . 0 13 . . 8 4 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 55,355
Positions
4,609 9,929 359 16,895 18,636 795 25,302 10,332 294 0 1,571 0 7,101 13,439
Changes from: June 25, 2019 Total Change is: -1,789
-376 3,158 4 -976 1,258 -214 -1,328 -1,630 256 0 48 0 845 -4,669
Percent of Open Interest Represented by Each Category of Trader
8.3 17.9 0.6 30.5 33.7 1.4 45.7 18.7 0.5 0.0 2.8 0.0 12.8 24.3
Number of Traders in Each Category Total Traders: 69
7 12 . 14 9 8 13 10 5 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 314,259
Positions
25,906 177,833 3,075 236,735 93,271 20,715 12,460 8,711 104 6,687 1,358 0 8,577 9,192
Changes from: June 25, 2019 Total Change is: 1,450
1,571 -1,046 34 10,282 -3,128 1,030 -2,708 1,248 0 -8,329 0 0 -430 3,312
Percent of Open Interest Represented by Each Category of Trader
8.2 56.6 1.0 75.3 29.7 6.6 4.0 2.8 0.0 2.1 0.4 0.0 2.7 2.9
Number of Traders in Each Category Total Traders: 157
12 14 6 64 34 31 15 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 1,239,926
Positions
88,341 816,429 3,162 873,626 206,362 123,449 88,099 61,297 2,084 20,158 9,053 4,367 36,640 13,723
Changes from: June 25, 2019 Total Change is: 39,005
4,275 20,735 369 26,129 -3,321 1,601 5,305 19,119 -305 -5,029 531 -256 6,916 532
Percent of Open Interest Represented by Each Category of Trader
7.1 65.8 0.3 70.5 16.6 10.0 7.1 4.9 0.2 1.6 0.7 0.4 3.0 1.1
Number of Traders in Each Category Total Traders: 409
24 21 9 170 66 91 53 36 15 30 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 119,897
Positions
45,803 65,045 52,006 5,800 420 560 14,597 1,500 306 800 0 0 25 60
Changes from: June 25, 2019 Total Change is: -1,775
2,028 14,285 -4,670 0 0 0 861 0 7 0 -11,396 -1 0 0
Percent of Open Interest Represented by Each Category of Trader
38.2 54.3 43.4 4.8 0.4 0.5 12.2 1.3 0.3 0.7 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 35
4 19 11 5 . . 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 1,083,281
Positions
6,878 106,473 13,145 446,778 339,999 178,714 88,722 153,895 109,454 44,956 23,935 7,009 187,625 150,657
Changes from: June 25, 2019 Total Change is: -11,365
1,172 320 1,887 -263 20,936 -1,096 -3,484 -9,700 -4,766 959 -15,962 -1,056 -4,719 -1,928
Percent of Open Interest Represented by Each Category of Trader
0.6 9.8 1.2 41.2 31.4 16.5 8.2 14.2 10.1 4.1 2.2 0.6 17.3 13.9
Number of Traders in Each Category Total Traders: 180
7 16 13 56 31 44 34 21 36 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 1,150,936
Positions
4,728 180,190 10,347 707,337 26,347 179,596 21,347 653,708 10,281 40,255 2,974 0 177,045 87,493
Changes from: June 25, 2019 Total Change is: 8,698
-45 31,594 10,064 -2,348 3,381 5,377 -1,256 10,665 -3,239 242 -47,416 0 -97 -1,729
Percent of Open Interest Represented by Each Category of Trader
0.4 15.7 0.9 61.5 2.3 15.6 1.9 56.8 0.9 3.5 0.3 0.0 15.4 7.6
Number of Traders in Each Category Total Traders: 133
. 13 . 67 13 51 7 26 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,587,842
Positions
68,943 301,657 28,206 1,828,851 502,410 243,571 635,399 2,131,066 86,666 480,522 181,267 5,368 210,315 107,631
Changes from: June 25, 2019 Total Change is: -84,695
-17,864 41,229 4,014 2,375 -30,425 -691 9,873 -32,879 -9,201 -81,652 -44,396 -842 9,292 -11,504
Percent of Open Interest Represented by Each Category of Trader
1.9 8.4 0.8 51.0 14.0 6.8 17.7 59.4 2.4 13.4 5.1 0.1 5.9 3.0
Number of Traders in Each Category Total Traders: 363
20 29 11 114 32 71 57 62 46 33 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 4,591,573
Positions
194,634 237,118 239,851 1,643,881 755,393 887,653 328,269 1,190,050 527,405 221,522 225,346 66,835 481,523 461,922
Changes from: June 25, 2019 Total Change is: 21,713
-24,966 36,093 22,607 2,272 -60,702 50,138 -17,471 -38,852 -5,428 9,662 -4,354 2,341 -17,441 19,870
Percent of Open Interest Represented by Each Category of Trader
4.2 5.2 5.2 35.8 16.5 19.3 7.1 25.9 11.5 4.8 4.9 1.5 10.5 10.1
Number of Traders in Each Category Total Traders: 410
27 30 43 100 73 103 70 63 86 26 21 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 756,812
Positions
20,024 72,019 478 307,646 304,752 105,788 148,508 92,683 12,907 49,215 22,108 0 112,246 146,077
Changes from: June 25, 2019 Total Change is: 4,991
-6,044 -11,904 12 2,717 13,230 9,260 -4,425 -899 -28 2,263 -2,701 0 1,236 -1,979
Percent of Open Interest Represented by Each Category of Trader
2.6 9.5 0.1 40.7 40.3 14.0 19.6 12.2 1.7 6.5 2.9 0.0 14.8 19.3
Number of Traders in Each Category Total Traders: 104
. 11 . 25 35 40 17 7 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 4,820,898
Positions
117,495 489,714 136,433 2,239,616 688,622 837,644 442,228 1,732,295 256,931 417,511 297,267 22,012 351,028 359,980
Changes from: June 25, 2019 Total Change is: -35,565
-16,412 -10,904 19,055 29,877 -9,328 -40,968 -5,332 46,397 -40,775 41,856 -8,204 -2,345 -20,521 11,507
Percent of Open Interest Represented by Each Category of Trader
2.4 10.2 2.8 46.5 14.3 17.4 9.2 35.9 5.3 8.7 6.2 0.5 7.3 7.5
Number of Traders in Each Category Total Traders: 334
18 32 24 92 50 85 40 72 63 14 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 2,050,776
Positions
459,980 358,378 555,271 11,228 71,212 57,397 381,620 524,199 361,336 184,245 60,111 6,209 33,490 56,662
Changes from: June 25, 2019 Total Change is: -233,962
-42,774 13,071 -83,974 6,027 -21,336 -4,528 -62,025 -95,076 -36,292 -241 2,542 -2,519 -7,636 -5,849
Percent of Open Interest Represented by Each Category of Trader
22.4 17.5 27.1 0.5 3.5 2.8 18.6 25.6 17.6 9.0 2.9 0.3 1.6 2.8
Number of Traders in Each Category Total Traders: 172
19 43 45 . 8 . 28 47 52 6 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is30,270,907
Positions
2,620,192 1,891,495 5,847,504 579,435 1,882,896 1,760,228 1,306,103 480,578 17,114,299 98,413 135,684 164,926 779,806 993,296
Changes from: June 25, 2019 Total Change is: -872,839
-109,723 -173,652 196,196 -75,858 203,231 -35,183 109,873 -87,075 -886,105 -69,067 -10,148 -44,544 41,572 -35,560
Percent of Open Interest Represented by Each Category of Trader
8.7 6.2 19.3 1.9 6.2 5.8 4.3 1.6 56.5 0.3 0.4 0.5 2.6 3.3
Number of Traders in Each Category Total Traders: 310
40 34 71 16 36 37 55 83 120 19 21 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 57,660
Positions
12,388 13,683 4,675 2,435 2,296 1,104 16,928 15,965 18,630 139 0 419 942 888
Changes from: June 25, 2019 Total Change is: 6,623
740 7,744 421 -10 0 10 5,441 130 -88 139 -1,583 419 -449 -430
Percent of Open Interest Represented by Each Category of Trader
21.5 23.7 8.1 4.2 4.0 1.9 29.4 27.7 32.3 0.2 0.0 0.7 1.6 1.5
Number of Traders in Each Category Total Traders: 43
4 11 7 . . . 16 5 19 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 70,795
Positions
10,755 12,338 9,600 2,141 2,450 3,015 28,686 28,609 14,579 964 0 76 979 128
Changes from: June 25, 2019 Total Change is: -18,788
-762 3,473 -5,664 -1,709 1,250 32 -6,646 -9,269 -5,384 525 -3,136 76 744 -166
Percent of Open Interest Represented by Each Category of Trader
15.2 17.4 13.6 3.0 3.5 4.3 40.5 40.4 20.6 1.4 0.0 0.1 1.4 0.2
Number of Traders in Each Category Total Traders: 56
6 11 10 . . . 14 17 21 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 20,558
Positions
96 7,534 0 1,136 3,808 0 12,793 5,580 69 6,435 1,192 0 29 2,375
Changes from: June 25, 2019 Total Change is: 4,686
-2,591 4,459 0 44 -110 0 7,047 417 0 200 -50 0 -14 -30
Percent of Open Interest Represented by Each Category of Trader
0.5 36.6 0.0 5.5 18.5 0.0 62.2 27.1 0.3 31.3 5.8 0.0 0.1 11.6
Number of Traders in Each Category Total Traders: 32
. 5 0 . 9 0 . 5 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 9,668
Positions
4,193 2,122 0 1,149 1,535 0 4,268 4,249 0 0 207 0 58 1,555
Changes from: June 25, 2019 Total Change is: 452
73 -20 0 39 -8 0 323 626 0 0 0 0 17 -146
Percent of Open Interest Represented by Each Category of Trader
43.4 21.9 0.0 11.9 15.9 0.0 44.1 43.9 0.0 0.0 2.1 0.0 0.6 16.1
Number of Traders in Each Category Total Traders: 25
. . 0 . 9 0 . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 53,926
Positions
18,693 307 16,597 0 40 0 6,811 18,023 11,549 30 7,150 246 0 14
Changes from: June 25, 2019 Total Change is: 3,115
2,376 9 0 0 0 0 739 4,616 0 0 -1,500 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
34.7 0.6 30.8 0.0 0.1 0.0 12.6 33.4 21.4 0.1 13.3 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 July 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 5,839
Positions
36 0 0 188 146 30 3,253 3,326 162 605 1,812 30 1,535 333
Changes from: June 25, 2019 Total Change is: -182
36 0 0 -122 146 5 160 80 -204 115 -155 30 -202 -84
Percent of Open Interest Represented by Each Category of Trader
0.6 0.0 0.0 3.2 2.5 0.5 55.7 57.0 2.8 10.4 31.0 0.5 26.3 5.7
Number of Traders in Each Category Total Traders: 54
. 0 0 . . . 19 17 6 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 42,839
Positions
428 25,525 0 12,654 3,865 480 23,123 8,196 2,060 734 643 94 3,267 1,977
Changes from: June 25, 2019 Total Change is: -2,290
-330 -80 0 -693 113 43 368 -17 -505 -491 -1,081 -20 -662 -742
Percent of Open Interest Represented by Each Category of Trader
1.0 59.6 0.0 29.5 9.0 1.1 54.0 19.1 4.8 1.7 1.5 0.2 7.6 4.6
Number of Traders in Each Category Total Traders: 86
. . 0 11 12 4 29 14 9 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 416,468
Positions
83,570 26,307 17,735 131,491 103,386 22,711 46,314 129,398 68,379 12,391 3,805 10,419 23,458 34,328
Changes from: June 25, 2019 Total Change is: 36,550
10,389 9,829 5,483 5,957 7,686 -499 14,135 11,777 -3,050 -95 39 631 3,599 4,654
Percent of Open Interest Represented by Each Category of Trader
20.1 6.3 4.3 31.6 24.8 5.5 11.1 31.1 16.4 3.0 0.9 2.5 5.6 8.2
Number of Traders in Each Category Total Traders: 203
16 12 20 18 33 20 36 55 48 11 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 2, 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 21,598
Positions
2,775 277 1,146 14,716 1,790 546 919 16,811 100 1,215 197 0 181 731
Changes from: June 25, 2019 Total Change is: -4,549
-282 277 0 2,331 -9,322 -3,937 -2,681 8,450 0 25 -21 0 -5 4
Percent of Open Interest Represented by Each Category of Trader
12.8 1.3 5.3 68.1 8.3 2.5 4.3 77.8 0.5 5.6 0.9 0.0 0.8 3.4
Number of Traders in Each Category Total Traders: 44
. . . 10 4 . 6 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 8, 2019