Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 174,754
Positions
13,662 80,452 3,434 46,012 7,922 3,890 31,555 33,061 14,456 20,900 7,136 12 40,833 24,391
Changes from: July 2, 2019 Total Change is: 1,792
-155 10,573 304 1,525 -322 -2,326 2,110 135 -4,905 3,587 -391 -7 1,660 -1,267
Percent of Open Interest Represented by Each Category of Trader
7.8 46.0 2.0 26.3 4.5 2.2 18.1 18.9 8.3 12.0 4.1 0.0 23.4 14.0
Number of Traders in Each Category Total Traders: 107
8 7 8 22 9 12 19 22 14 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 53,061
Positions
20,931 4,368 1,221 1,452 13,702 866 16,502 11,287 536 931 818 0 10,622 20,264
Changes from: July 2, 2019 Total Change is: 819
-191 -106 -114 -140 2,171 -27 1,310 -964 -83 0 0 0 63 -58
Percent of Open Interest Represented by Each Category of Trader
39.4 8.2 2.3 2.7 25.8 1.6 31.1 21.3 1.0 1.8 1.5 0.0 20.0 38.2
Number of Traders in Each Category Total Traders: 43
4 5 . . 13 . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 267,523
Positions
124,199 5,214 4,701 55,219 114,392 7,661 24,645 60,603 20,808 5,468 7,966 432 24,391 45,747
Changes from: July 2, 2019 Total Change is: 24,222
25,006 409 358 -5,015 3,916 944 2,739 10,794 -194 1,589 411 9 -1,215 7,575
Percent of Open Interest Represented by Each Category of Trader
46.4 1.9 1.8 20.6 42.8 2.9 9.2 22.7 7.8 2.0 3.0 0.2 9.1 17.1
Number of Traders in Each Category Total Traders: 138
11 7 9 14 34 13 21 43 22 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 154,799
Positions
8,979 38,105 4,549 41,777 34,805 9,765 37,672 17,919 16,796 6,061 3,734 0 29,199 29,126
Changes from: July 2, 2019 Total Change is: -8,168
3,553 1,485 -1,184 2 3,398 -207 351 -2,557 -6,693 -139 -1,548 -265 -3,586 -596
Percent of Open Interest Represented by Each Category of Trader
5.8 24.6 2.9 27.0 22.5 6.3 24.3 11.6 10.9 3.9 2.4 0.0 18.9 18.8
Number of Traders in Each Category Total Traders: 116
4 10 6 29 19 15 29 19 20 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 572,518
Positions
38,956 139,222 11,690 311,492 152,580 36,070 26,945 126,234 35,576 19,870 10,523 1,051 90,868 59,572
Changes from: July 2, 2019 Total Change is: -11,125
3,087 -5,818 -1,677 -4,108 7,730 748 775 5,505 -11,102 1,976 -608 -1,983 1,159 -3,920
Percent of Open Interest Represented by Each Category of Trader
6.8 24.3 2.0 54.4 26.7 6.3 4.7 22.0 6.2 3.5 1.8 0.2 15.9 10.4
Number of Traders in Each Category Total Traders: 287
19 12 17 91 38 51 31 52 26 26 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,246
Positions
0 9,719 0 9,692 5,727 2,381 518 2,200 0 0 589 2 13,653 5,628
Changes from: July 2, 2019 Total Change is: 547
0 0 0 565 -155 -20 0 428 0 0 0 0 2 294
Percent of Open Interest Represented by Each Category of Trader
0.0 37.0 0.0 36.9 21.8 9.1 2.0 8.4 0.0 0.0 2.2 0.0 52.0 21.4
Number of Traders in Each Category Total Traders: 23
0 . 0 13 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 26,856
Positions
3,939 4,465 571 7,484 11,063 2,295 6,593 950 0 0 2,537 33 5,941 4,942
Changes from: July 2, 2019 Total Change is: 1,519
-13 8 -8 2 372 -8 1,529 15 0 0 687 33 -16 420
Percent of Open Interest Represented by Each Category of Trader
14.7 16.6 2.1 27.9 41.2 8.5 24.5 3.5 0.0 0.0 9.4 0.1 22.1 18.4
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 170,399
Positions
65,941 10,614 3,810 16,326 43,628 3,712 35,537 47,877 10,926 3,581 8,870 108 30,459 40,854
Changes from: July 2, 2019 Total Change is: -6,169
-5,075 2,772 -871 -2,794 -1,133 -977 855 -5,152 -3,300 3,570 -322 -128 2,550 2,941
Percent of Open Interest Represented by Each Category of Trader
38.7 6.2 2.2 9.6 25.6 2.2 20.9 28.1 6.4 2.1 5.2 0.1 17.9 24.0
Number of Traders in Each Category Total Traders: 102
9 5 6 11 18 12 22 28 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 77,483
Positions
0 49,510 0 69,049 0 0 5,576 26,226 0 399 870 0 2,459 877
Changes from: July 2, 2019 Total Change is: 771
0 129 0 855 0 0 30 698 0 0 33 0 -114 -89
Percent of Open Interest Represented by Each Category of Trader
0.0 63.9 0.0 89.1 0.0 0.0 7.2 33.8 0.0 0.5 1.1 0.0 3.2 1.1
Number of Traders in Each Category Total Traders: 41
0 7 0 10 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 244,793
Positions
139 157,067 949 140,997 13,207 103 91,184 52,208 651 3,911 17,952 8 6,852 2,648
Changes from: July 2, 2019 Total Change is: 8,300
-1,299 16,830 36 741 -676 -30 8,818 -5,464 62 650 -2,328 -9 -669 -123
Percent of Open Interest Represented by Each Category of Trader
0.1 64.2 0.4 57.6 5.4 0.0 37.2 21.3 0.3 1.6 7.3 0.0 2.8 1.1
Number of Traders in Each Category Total Traders: 174
. 11 . 35 8 . 54 35 10 17 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 26,212
Positions
5,100 3,240 3,626 2,321 5,908 0 11,521 11,153 420 864 544 0 2,360 1,321
Changes from: July 2, 2019 Total Change is: 4,180
-316 2,958 316 312 -2,491 0 3,531 3,189 53 46 84 0 238 71
Percent of Open Interest Represented by Each Category of Trader
19.5 12.4 13.8 8.9 22.5 0.0 44.0 42.5 1.6 3.3 2.1 0.0 9.0 5.0
Number of Traders in Each Category Total Traders: 43
. . . 4 4 0 9 15 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 54,240
Positions
39,486 2,554 16 2,525 25,161 838 5,333 15,911 1,991 1,359 1,464 3 2,689 6,301
Changes from: July 2, 2019 Total Change is: -796
-117 1,213 6 -64 -2,642 133 -570 -188 91 -37 24 0 -239 566
Percent of Open Interest Represented by Each Category of Trader
72.8 4.7 0.0 4.7 46.4 1.5 9.8 29.3 3.7 2.5 2.7 0.0 5.0 11.6
Number of Traders in Each Category Total Traders: 85
9 . . 6 19 . 13 26 6 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 20,474
Positions
6,115 3,070 0 13,152 3,227 0 0 12,044 0 0 120 0 1,207 2,013
Changes from: July 2, 2019 Total Change is: 2,714
-1,126 231 0 3,751 353 0 -266 1,954 0 0 0 0 355 176
Percent of Open Interest Represented by Each Category of Trader
29.9 15.0 0.0 64.2 15.8 0.0 0.0 58.8 0.0 0.0 0.6 0.0 5.9 9.8
Number of Traders in Each Category Total Traders: 23
. . 0 4 5 0 0 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 41,029
Positions
4,697 24,156 1,275 15,973 187 437 7,315 3,573 1,499 1,494 1,505 0 8,340 8,398
Changes from: July 2, 2019 Total Change is: -1,877
-507 -2,763 4 704 10 1 -2,324 239 571 0 -10 0 -324 72
Percent of Open Interest Represented by Each Category of Trader
11.4 58.9 3.1 38.9 0.5 1.1 17.8 8.7 3.7 3.6 3.7 0.0 20.3 20.5
Number of Traders in Each Category Total Traders: 93
11 20 . 15 . 4 22 14 7 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 82,058
Positions
9,394 48,312 2,551 31,946 373 873 14,629 7,146 2,998 2,988 3,010 0 16,679 16,796
Changes from: July 2, 2019 Total Change is: -3,753
-1,013 -5,527 8 1,407 20 1 -4,649 479 1,141 0 -19 0 -648 144
Percent of Open Interest Represented by Each Category of Trader
11.4 58.9 3.1 38.9 0.5 1.1 17.8 8.7 3.7 3.6 3.7 0.0 20.3 20.5
Number of Traders in Each Category Total Traders: 93
11 20 . 15 . 4 22 14 7 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 29,360
Positions
1,226 24,913 265 24,389 31 687 450 1,736 0 0 1,224 0 2,343 504
Changes from: July 2, 2019 Total Change is: 67
0 710 0 -23 -221 -56 0 -547 0 0 0 0 146 181
Percent of Open Interest Represented by Each Category of Trader
4.2 84.9 0.9 83.1 0.1 2.3 1.5 5.9 0.0 0.0 4.2 0.0 8.0 1.7
Number of Traders in Each Category Total Traders: 23
. 5 . 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 733,869
Positions
38,668 118,124 31,538 306,398 125,313 61,841 36,780 91,052 133,307 18,719 68,092 20,908 85,709 83,694
Changes from: July 2, 2019 Total Change is: 8,863
-791 -1,554 1,473 4,984 3,245 25 -1,945 2,873 308 4,050 2,414 1,023 -263 -944
Percent of Open Interest Represented by Each Category of Trader
5.3 16.1 4.3 41.8 17.1 8.4 5.0 12.4 18.2 2.6 9.3 2.8 11.7 11.4
Number of Traders in Each Category Total Traders: 602
31 38 43 165 92 116 66 108 95 49 53 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 55,974
Positions
92 13,756 929 3,992 1,709 3,978 2,848 1,942 17,754 37 1 278 26,067 15,627
Changes from: July 2, 2019 Total Change is: 513
-188 1,066 -421 427 -287 171 510 -81 710 6 -13 -14 -688 -619
Percent of Open Interest Represented by Each Category of Trader
0.2 24.6 1.7 7.1 3.1 7.1 5.1 3.5 31.7 0.1 0.0 0.5 46.6 27.9
Number of Traders in Each Category Total Traders: 39
. 7 5 . . . 10 11 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 3,389,473
Positions
203,257 532,212 142,670 1,516,096 622,086 285,249 182,276 458,167 565,151 93,413 340,452 103,151 298,209 340,335
Changes from: July 2, 2019 Total Change is: 41,751
-1,279 -11,363 7,732 22,634 17,506 -580 -9,772 17,273 -4,510 20,218 12,135 5,182 2,125 -1,625
Percent of Open Interest Represented by Each Category of Trader
6.0 15.7 4.2 44.7 18.4 8.4 5.4 13.5 16.7 2.8 10.0 3.0 8.8 10.0
Number of Traders in Each Category Total Traders: 591
33 35 42 166 90 115 64 105 89 46 52 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 13,043
Positions
3,429 10,270 0 6,177 732 742 224 528 0 0 267 0 2,471 504
Changes from: July 2, 2019 Total Change is: -77
-487 0 0 287 0 0 -20 0 0 0 20 0 143 -97
Percent of Open Interest Represented by Each Category of Trader
26.3 78.7 0.0 47.4 5.6 5.7 1.7 4.0 0.0 0.0 2.0 0.0 18.9 3.9
Number of Traders in Each Category Total Traders: 21
4 6 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 8,466
Positions
4,048 4,535 0 2,699 1,110 0 0 1,855 0 0 0 0 1,719 966
Changes from: July 2, 2019 Total Change is: -47
-117 222 0 -22 0 0 0 -248 0 0 0 0 92 -21
Percent of Open Interest Represented by Each Category of Trader
47.8 53.6 0.0 31.9 13.1 0.0 0.0 21.9 0.0 0.0 0.0 0.0 20.3 11.4
Number of Traders in Each Category Total Traders: 20
5 7 0 . . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 64,284
Positions
6,208 10,580 160 43,919 37,455 2,592 785 2,634 479 0 7,442 2 10,139 2,940
Changes from: July 2, 2019 Total Change is: 1,096
593 -310 56 165 716 -217 -36 525 205 0 -51 0 330 172
Percent of Open Interest Represented by Each Category of Trader
9.7 16.5 0.2 68.3 58.3 4.0 1.2 4.1 0.7 0.0 11.6 0.0 15.8 4.6
Number of Traders in Each Category Total Traders: 81
5 8 . 38 18 14 . 7 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 45,471
Positions
6,466 11,387 406 16,100 7,458 1,051 9,666 9,855 4,041 839 2,802 41 6,862 8,431
Changes from: July 2, 2019 Total Change is: 352
132 -204 -8 -619 -100 310 414 -262 99 -280 -68 -2 307 588
Percent of Open Interest Represented by Each Category of Trader
14.2 25.0 0.9 35.4 16.4 2.3 21.3 21.7 8.9 1.8 6.2 0.1 15.1 18.5
Number of Traders in Each Category Total Traders: 227
19 21 . 48 33 24 25 50 20 10 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 227,357
Positions
32,332 56,937 2,028 80,499 37,290 5,256 48,329 49,274 20,205 4,197 14,011 203 34,308 42,153
Changes from: July 2, 2019 Total Change is: 1,762
661 -1,019 -40 -3,097 -500 1,548 2,072 -1,308 497 -1,402 -342 -11 1,535 2,938
Percent of Open Interest Represented by Each Category of Trader
14.2 25.0 0.9 35.4 16.4 2.3 21.3 21.7 8.9 1.8 6.2 0.1 15.1 18.5
Number of Traders in Each Category Total Traders: 227
19 21 . 48 33 24 25 50 20 10 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 427,377
Positions
81,752 37,842 8,003 220,814 202,494 34,230 44,688 84,874 11,579 6,257 29,724 10 20,044 18,620
Changes from: July 2, 2019 Total Change is: 7,862
2,478 2,652 -234 3,892 4,166 -3 2,754 966 -9 -687 143 -6 -322 188
Percent of Open Interest Represented by Each Category of Trader
19.1 8.9 1.9 51.7 47.4 8.0 10.5 19.9 2.7 1.5 7.0 0.0 4.7 4.4
Number of Traders in Each Category Total Traders: 290
25 20 8 75 50 41 34 61 23 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 26,512
Positions
724 3,799 0 11,412 499 224 6,278 19,316 64 1,465 0 0 6,345 2,610
Changes from: July 2, 2019 Total Change is: 375
361 0 0 -121 0 1 -704 324 13 -206 0 0 1,031 37
Percent of Open Interest Represented by Each Category of Trader
2.7 14.3 0.0 43.0 1.9 0.8 23.7 72.9 0.2 5.5 0.0 0.0 23.9 9.8
Number of Traders in Each Category Total Traders: 32
. . 0 13 . . 6 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 54,291
Positions
4,616 11,294 341 16,966 18,811 1,032 24,175 11,060 210 0 1,567 0 6,951 9,976
Changes from: July 2, 2019 Total Change is: -1,064
7 1,365 -18 71 175 237 -1,127 728 -84 0 -4 0 -150 -3,463
Percent of Open Interest Represented by Each Category of Trader
8.5 20.8 0.6 31.3 34.6 1.9 44.5 20.4 0.4 0.0 2.9 0.0 12.8 18.4
Number of Traders in Each Category Total Traders: 72
6 14 . 14 8 9 15 11 6 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 307,933
Positions
26,260 173,101 3,203 231,103 93,960 20,687 10,639 10,063 316 6,585 1,358 0 9,140 5,245
Changes from: July 2, 2019 Total Change is: -6,326
354 -4,732 128 -5,632 689 -28 -1,821 1,352 212 -102 0 0 563 -3,947
Percent of Open Interest Represented by Each Category of Trader
8.5 56.2 1.0 75.0 30.5 6.7 3.5 3.3 0.1 2.1 0.4 0.0 3.0 1.7
Number of Traders in Each Category Total Traders: 160
12 14 6 64 36 31 15 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 1,254,915
Positions
93,582 844,109 2,244 895,251 197,175 120,155 86,505 62,449 2,197 20,444 9,050 4,655 29,882 12,881
Changes from: July 2, 2019 Total Change is: 14,989
5,241 27,680 -918 21,625 -9,187 -3,294 -1,594 1,152 113 286 -3 288 -6,758 -842
Percent of Open Interest Represented by Each Category of Trader
7.5 67.3 0.2 71.3 15.7 9.6 6.9 5.0 0.2 1.6 0.7 0.4 2.4 1.0
Number of Traders in Each Category Total Traders: 403
26 19 7 172 58 88 50 38 15 30 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 119,687
Positions
44,092 65,589 51,752 5,805 420 560 16,347 1,000 306 800 0 0 25 60
Changes from: July 2, 2019 Total Change is: -210
-1,711 544 -254 5 0 0 1,750 -500 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
36.8 54.8 43.2 4.9 0.4 0.5 13.7 0.8 0.3 0.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 36
4 19 11 5 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 1,070,732
Positions
6,972 102,808 15,986 449,048 341,628 179,421 78,401 152,414 104,604 44,278 23,564 7,057 184,965 143,249
Changes from: July 2, 2019 Total Change is: -12,549
93 -3,665 2,841 2,270 1,629 707 -10,321 -1,481 -4,850 -678 -371 49 -2,660 -7,408
Percent of Open Interest Represented by Each Category of Trader
0.7 9.6 1.5 41.9 31.9 16.8 7.3 14.2 9.8 4.1 2.2 0.7 17.3 13.4
Number of Traders in Each Category Total Traders: 185
6 20 15 59 32 47 27 25 35 7 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 1,151,044
Positions
4,568 185,813 9,975 711,199 27,454 177,642 28,086 647,427 9,710 38,044 3,117 0 171,820 89,906
Changes from: July 2, 2019 Total Change is: 108
-160 5,623 -372 3,863 1,107 -1,955 6,739 -6,281 -571 -2,211 143 0 -5,225 2,413
Percent of Open Interest Represented by Each Category of Trader
0.4 16.1 0.9 61.8 2.4 15.4 2.4 56.2 0.8 3.3 0.3 0.0 14.9 7.8
Number of Traders in Each Category Total Traders: 133
. 12 . 68 13 53 11 22 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 3,576,932
Positions
87,774 300,956 32,712 1,820,663 519,552 237,751 579,606 2,052,722 127,564 482,762 182,991 5,542 202,558 117,143
Changes from: July 2, 2019 Total Change is: -10,910
18,831 -701 4,507 -8,188 17,142 -5,821 -55,793 -78,344 40,898 2,241 1,723 174 -7,757 9,512
Percent of Open Interest Represented by Each Category of Trader
2.5 8.4 0.9 50.9 14.5 6.6 16.2 57.4 3.6 13.5 5.1 0.2 5.7 3.3
Number of Traders in Each Category Total Traders: 375
26 31 12 117 30 71 61 62 47 32 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 4,574,938
Positions
204,855 210,561 237,294 1,617,082 696,502 878,562 328,298 1,264,640 538,280 205,354 251,354 61,956 503,258 435,789
Changes from: July 2, 2019 Total Change is: -16,635
10,221 -26,557 -2,557 -26,800 -58,891 -9,091 29 74,590 10,875 -16,168 26,008 -4,879 21,735 -26,133
Percent of Open Interest Represented by Each Category of Trader
4.5 4.6 5.2 35.3 15.2 19.2 7.2 27.6 11.8 4.5 5.5 1.4 11.0 9.5
Number of Traders in Each Category Total Traders: 413
30 27 43 103 69 105 69 67 90 28 20 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 758,234
Positions
25,211 60,672 479 300,009 315,131 109,563 150,570 96,964 12,240 49,284 21,696 0 110,878 141,489
Changes from: July 2, 2019 Total Change is: 1,422
5,187 -11,347 1 -7,637 10,379 3,775 2,062 4,281 -667 69 -412 0 -1,368 -4,588
Percent of Open Interest Represented by Each Category of Trader
3.3 8.0 0.1 39.6 41.6 14.4 19.9 12.8 1.6 6.5 2.9 0.0 14.6 18.7
Number of Traders in Each Category Total Traders: 104
5 9 . 25 35 41 15 9 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 4,779,888
Positions
84,751 398,093 216,212 2,163,044 703,533 833,504 440,543 1,725,173 245,065 413,194 297,306 19,816 363,758 341,185
Changes from: July 2, 2019 Total Change is: -41,010
-32,744 -91,621 79,779 -76,571 14,911 -4,140 -1,685 -7,122 -11,866 -4,317 39 -2,195 12,730 -18,795
Percent of Open Interest Represented by Each Category of Trader
1.8 8.3 4.5 45.3 14.7 17.4 9.2 36.1 5.1 8.6 6.2 0.4 7.6 7.1
Number of Traders in Each Category Total Traders: 335
18 33 23 88 54 83 42 68 65 17 15 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 2,100,544
Positions
473,340 381,904 602,607 3,555 73,523 55,477 325,091 482,127 397,684 190,217 42,774 7,274 45,298 57,173
Changes from: July 2, 2019 Total Change is: 49,768
13,360 23,526 47,336 -7,673 2,311 -1,920 -56,529 -42,072 36,348 5,972 -17,337 1,065 11,809 511
Percent of Open Interest Represented by Each Category of Trader
22.5 18.2 28.7 0.2 3.5 2.6 15.5 23.0 18.9 9.1 2.0 0.3 2.2 2.7
Number of Traders in Each Category Total Traders: 169
23 42 49 . 10 . 25 46 51 6 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 is28,891,818
Positions
2,601,157 1,712,158 5,837,008 581,228 2,204,116 1,562,252 1,528,983 524,834 15,761,561 98,061 141,531 167,350 754,217 981,006
Changes from: July 2, 2019 Total Change is:-1,379,089
-19,035 -179,337 -10,496 1,793 321,221 -197,976 222,879 44,256 -1,352,738 -351 5,847 2,424 -25,588 -12,291
Percent of Open Interest Represented by Each Category of Trader
9.0 5.9 20.2 2.0 7.6 5.4 5.3 1.8 54.6 0.3 0.5 0.6 2.6 3.4
Number of Traders in Each Category Total Traders: 310
42 30 70 16 36 37 61 76 121 18 26 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 57,914
Positions
12,388 14,102 4,675 2,430 1,324 1,109 16,116 15,789 19,854 224 0 437 681 624
Changes from: July 2, 2019 Total Change is: 254
0 419 0 -5 -972 5 -812 -176 1,224 85 0 18 -261 -264
Percent of Open Interest Represented by Each Category of Trader
21.4 24.3 8.1 4.2 2.3 1.9 27.8 27.3 34.3 0.4 0.0 0.8 1.2 1.1
Number of Traders in Each Category Total Traders: 44
4 12 7 . . . 17 4 18 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 84,730
Positions
14,753 8,067 18,200 1,741 2,667 4,149 29,409 36,188 14,992 964 0 143 379 324
Changes from: July 2, 2019 Total Change is: 13,935
3,998 -4,271 8,600 -400 217 1,134 723 7,579 413 0 0 67 -600 196
Percent of Open Interest Represented by Each Category of Trader
17.4 9.5 21.5 2.1 3.1 4.9 34.7 42.7 17.7 1.1 0.0 0.2 0.4 0.4
Number of Traders in Each Category Total Traders: 59
7 11 11 . . . 15 18 21 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 20,429
Positions
56 7,629 0 1,136 3,808 0 13,321 5,635 69 5,815 1,192 0 32 2,096
Changes from: July 2, 2019 Total Change is: -129
-40 95 0 0 0 0 528 55 0 -620 0 0 3 -279
Percent of Open Interest Represented by Each Category of Trader
0.3 37.3 0.0 5.6 18.6 0.0 65.2 27.6 0.3 28.5 5.8 0.0 0.2 10.3
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 9, 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 10,554
Positions
4,113 2,256 0 1,149 1,514 0 5,244 5,051 0 0 207 0 48 1,526
Changes from: July 2, 2019 Total Change is: 886
-80 134 0 0 -21 0 976 802 0 0 0 0 -10 -29
Percent of Open Interest Represented by Each Category of Trader
39.0 21.4 0.0 10.9 14.3 0.0 49.7 47.9 0.0 0.0 2.0 0.0 0.5 14.5
Number of Traders in Each Category Total Traders: 26
. . 0 . 9 0 . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 52,495
Positions
18,835 199 16,597 0 40 0 5,216 16,698 11,549 30 7,150 246 22 16
Changes from: July 2, 2019 Total Change is: -1,431
142 -108 0 0 0 0 -1,595 -1,325 0 0 0 0 22 2
Percent of Open Interest Represented by Each Category of Trader
35.9 0.4 31.6 0.0 0.1 0.0 9.9 31.8 22.0 0.1 13.6 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 9 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 6,075
Positions
57 0 0 249 109 15 3,233 3,730 136 625 1,711 30 1,730 344
Changes from: July 2, 2019 Total Change is: 236
21 0 0 61 -37 -15 -20 404 -26 20 -101 0 195 11
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 4.1 1.8 0.2 53.2 61.4 2.2 10.3 28.2 0.5 28.5 5.7
Number of Traders in Each Category Total Traders: 56
. 0 0 4 . . 18 19 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 41,963
Positions
428 25,785 0 18,567 3,426 494 16,792 7,956 1,374 1,252 532 168 2,888 2,228
Changes from: July 2, 2019 Total Change is: -876
0 260 0 5,913 -439 14 -6,331 -240 -686 518 -111 75 -379 251
Percent of Open Interest Represented by Each Category of Trader
1.0 61.4 0.0 44.2 8.2 1.2 40.0 19.0 3.3 3.0 1.3 0.4 6.9 5.3
Number of Traders in Each Category Total Traders: 92
. . 0 13 10 . 25 18 9 16 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 419,342
Positions
95,868 21,643 18,528 127,348 107,473 22,493 39,221 132,772 70,010 13,329 3,568 10,223 22,322 32,632
Changes from: July 2, 2019 Total Change is: 2,874
12,298 -4,664 793 -4,143 4,087 -218 -7,093 3,374 1,631 938 -237 -196 -1,136 -1,696
Percent of Open Interest Represented by Each Category of Trader
22.9 5.2 4.4 30.4 25.6 5.4 9.4 31.7 16.7 3.2 0.9 2.4 5.3 7.8
Number of Traders in Each Category Total Traders: 211
14 13 17 16 36 22 37 61 52 13 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 9, 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 21,454
Positions
3,213 722 1,146 12,699 1,876 1,780 1,027 15,605 100 1,219 204 0 270 21
Changes from: July 2, 2019 Total Change is: -144
438 445 0 -2,017 86 1,234 108 -1,206 0 4 7 0 89 -710
Percent of Open Interest Represented by Each Category of Trader
15.0 3.4 5.3 59.2 8.7 8.3 4.8 72.7 0.5 5.7 1.0 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 11 4 . 4 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 12, 2019