Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 185,862
Positions
11,645 85,775 5,393 52,949 13,321 4,291 47,321 28,063 15,616 11,674 4,636 1,079 35,893 27,689
Changes from: July 30, 2019 Total Change is: -7,100
887 -11,760 1,551 -3,424 2,895 449 1,614 -7,010 1,582 -6,124 509 -46 -3,590 4,730
Percent of Open Interest Represented by Each Category of Trader
6.3 46.1 2.9 28.5 7.2 2.3 25.5 15.1 8.4 6.3 2.5 0.6 19.3 14.9
Number of Traders in Each Category Total Traders: 107
8 6 7 20 9 11 28 20 14 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 58,659
Positions
24,026 3,918 355 2,446 14,693 1,019 17,173 16,027 944 931 967 55 11,709 20,681
Changes from: July 30, 2019 Total Change is: -669
-297 1,573 -884 989 -3,836 107 -3,522 492 285 0 -47 -25 2,678 1,667
Percent of Open Interest Represented by Each Category of Trader
41.0 6.7 0.6 4.2 25.0 1.7 29.3 27.3 1.6 1.6 1.6 0.1 20.0 35.3
Number of Traders in Each Category Total Traders: 50
5 5 . 4 11 4 9 13 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 337,622
Positions
167,879 5,900 11,384 44,511 134,839 16,964 30,223 79,198 31,692 821 8,440 3,119 31,029 46,085
Changes from: July 30, 2019 Total Change is: 22,096
23,961 -1,117 1,298 -8,396 8,286 2,031 224 10,577 2,592 -658 -628 131 913 -1,074
Percent of Open Interest Represented by Each Category of Trader
49.7 1.7 3.4 13.2 39.9 5.0 9.0 23.5 9.4 0.2 2.5 0.9 9.2 13.6
Number of Traders in Each Category Total Traders: 144
11 6 8 12 36 13 26 46 26 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 184,962
Positions
5,354 44,665 9,628 43,449 36,383 14,316 43,035 22,855 21,642 6,065 2,649 4,890 36,583 27,933
Changes from: July 30, 2019 Total Change is: 25,895
889 9,441 4,503 888 -8,024 2,431 4,336 8,153 6,989 -2,226 253 2,143 5,943 6
Percent of Open Interest Represented by Each Category of Trader
2.9 24.1 5.2 23.5 19.7 7.7 23.3 12.4 11.7 3.3 1.4 2.6 19.8 15.1
Number of Traders in Each Category Total Traders: 127
6 8 8 25 24 15 30 24 21 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 618,928
Positions
48,038 113,319 21,584 316,678 186,394 36,832 34,831 128,576 45,337 18,395 11,011 8,491 88,742 67,384
Changes from: July 30, 2019 Total Change is: -14,361
1,549 -12,280 4,622 -18,734 10,452 -1,776 5,730 -13,592 -443 -407 502 -153 -4,749 -1,693
Percent of Open Interest Represented by Each Category of Trader
7.8 18.3 3.5 51.2 30.1 6.0 5.6 20.8 7.3 3.0 1.8 1.4 14.3 10.9
Number of Traders in Each Category Total Traders: 295
21 11 17 85 46 51 32 55 29 26 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 28,664
Positions
585 10,202 0 10,758 3,989 2,454 517 5,851 0 0 589 2 14,348 5,577
Changes from: July 30, 2019 Total Change is: 307
-15 90 0 -112 -1,671 5 0 2,483 -3 0 0 0 432 -597
Percent of Open Interest Represented by Each Category of Trader
2.0 35.6 0.0 37.5 13.9 8.6 1.8 20.4 0.0 0.0 2.1 0.0 50.1 19.5
Number of Traders in Each Category Total Traders: 25
. . 0 13 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 26,379
Positions
3,977 4,399 501 5,473 9,931 3,398 5,883 980 2 0 1,462 33 7,112 5,673
Changes from: July 30, 2019 Total Change is: -558
41 -110 -26 -899 -16 495 -803 43 0 0 -1,100 0 634 156
Percent of Open Interest Represented by Each Category of Trader
15.1 16.7 1.9 20.7 37.6 12.9 22.3 3.7 0.0 0.0 5.5 0.1 27.0 21.5
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 197,081
Positions
80,548 14,215 3,904 13,957 57,212 5,136 40,807 56,509 14,072 1,144 2,239 1,019 36,494 42,774
Changes from: July 30, 2019 Total Change is: 20,419
10,420 -67 -451 -569 4,438 710 3,224 9,116 3,233 438 2 113 3,302 3,326
Percent of Open Interest Represented by Each Category of Trader
40.9 7.2 2.0 7.1 29.0 2.6 20.7 28.7 7.1 0.6 1.1 0.5 18.5 21.7
Number of Traders in Each Category Total Traders: 105
8 6 7 12 20 13 19 34 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 74,035
Positions
0 49,372 0 67,124 0 0 4,660 22,704 0 379 831 0 1,872 1,128
Changes from: July 30, 2019 Total Change is: -3,666
0 134 0 -1,309 0 0 -1,837 -3,986 0 -348 126 0 -172 60
Percent of Open Interest Represented by Each Category of Trader
0.0 66.7 0.0 90.7 0.0 0.0 6.3 30.7 0.0 0.5 1.1 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 38
0 7 0 9 0 0 11 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 222,989
Positions
1,352 159,465 974 124,791 9,427 2,310 82,821 29,316 1,687 2,965 16,373 27 6,062 3,411
Changes from: July 30, 2019 Total Change is: 1,209
394 827 13 2,996 -3,165 1,596 -3,060 1,208 527 -517 -360 3 -743 560
Percent of Open Interest Represented by Each Category of Trader
0.6 71.5 0.4 56.0 4.2 1.0 37.1 13.1 0.8 1.3 7.3 0.0 2.7 1.5
Number of Traders in Each Category Total Traders: 159
4 9 . 32 9 5 53 30 11 10 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 20,922
Positions
350 8,029 0 4,276 910 125 12,768 10,244 24 918 475 0 2,461 1,115
Changes from: July 30, 2019 Total Change is: -10,270
-4,650 3,959 -4,476 -2,572 -285 33 1,457 -8,741 -400 300 -337 -12 50 -11
Percent of Open Interest Represented by Each Category of Trader
1.7 38.4 0.0 20.4 4.3 0.6 61.0 49.0 0.1 4.4 2.3 0.0 11.8 5.3
Number of Traders in Each Category Total Traders: 38
. . 0 5 . . 11 12 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 57,346
Positions
32,578 8,818 11 9,179 18,718 598 8,397 18,082 2,799 624 2,226 204 2,956 5,890
Changes from: July 30, 2019 Total Change is: 3,960
187 -1,436 5 717 3,509 278 1,922 811 352 193 112 -3 308 331
Percent of Open Interest Represented by Each Category of Trader
56.8 15.4 0.0 16.0 32.6 1.0 14.6 31.5 4.9 1.1 3.9 0.4 5.2 10.3
Number of Traders in Each Category Total Traders: 97
6 5 . 10 15 . 18 33 10 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 25,802
Positions
2,488 4,153 0 22,636 2,367 0 130 17,549 0 0 120 0 548 1,613
Changes from: July 30, 2019 Total Change is: -1,212
-2,076 0 0 1,435 18 0 1 -1,205 0 0 0 0 -572 -25
Percent of Open Interest Represented by Each Category of Trader
9.6 16.1 0.0 87.7 9.2 0.0 0.5 68.0 0.0 0.0 0.5 0.0 2.1 6.3
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 0 . 14 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 49,657
Positions
5,832 33,750 1,190 17,541 1,813 490 14,455 2,587 805 1,686 1,101 0 7,658 7,921
Changes from: July 30, 2019 Total Change is: -1,427
-455 1,935 -221 -1,549 554 65 1,401 -1,109 -575 203 -593 0 -295 -1,484
Percent of Open Interest Represented by Each Category of Trader
11.7 68.0 2.4 35.3 3.7 1.0 29.1 5.2 1.6 3.4 2.2 0.0 15.4 16.0
Number of Traders in Each Category Total Traders: 95
9 22 . 16 . 4 26 12 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 99,314
Positions
11,663 67,501 2,381 35,082 3,625 980 28,911 5,175 1,610 3,372 2,201 0 15,315 15,842
Changes from: July 30, 2019 Total Change is: -2,854
-910 3,871 -441 -3,098 1,107 129 2,802 -2,218 -1,149 405 -1,185 0 -591 -2,968
Percent of Open Interest Represented by Each Category of Trader
11.7 68.0 2.4 35.3 3.7 1.0 29.1 5.2 1.6 3.4 2.2 0.0 15.4 16.0
Number of Traders in Each Category Total Traders: 95
9 22 . 16 . 4 26 12 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 25,445
Positions
1,226 21,172 265 20,883 206 390 510 1,688 0 0 1,224 0 2,171 500
Changes from: July 30, 2019 Total Change is: -1,089
0 -1,441 0 -651 43 -38 0 205 0 0 0 0 -400 142
Percent of Open Interest Represented by Each Category of Trader
4.8 83.2 1.0 82.1 0.8 1.5 2.0 6.6 0.0 0.0 4.8 0.0 8.5 2.0
Number of Traders in Each Category Total Traders: 24
. 5 . 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 812,390
Positions
42,612 109,434 44,469 292,449 137,089 73,387 34,884 70,073 193,676 19,282 67,295 27,758 83,871 89,207
Changes from: July 30, 2019 Total Change is: 58,992
44 -23,121 7,387 -13,671 11,821 12,024 -6,863 -14,446 62,333 -1,823 -710 5,366 -5,803 -1,661
Percent of Open Interest Represented by Each Category of Trader
5.2 13.5 5.5 36.0 16.9 9.0 4.3 8.6 23.8 2.4 8.3 3.4 10.3 11.0
Number of Traders in Each Category Total Traders: 617
31 40 49 159 106 131 65 113 95 42 61 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 56,156
Positions
3,243 12,715 1,868 3,891 1,103 285 5,669 5,216 15,075 41 100 869 25,215 18,924
Changes from: July 30, 2019 Total Change is: -5,052
3,171 -4,047 365 -105 -333 -3,939 1,248 2,082 -327 10 86 400 -5,875 661
Percent of Open Interest Represented by Each Category of Trader
5.8 22.6 3.3 6.9 2.0 0.5 10.1 9.3 26.8 0.1 0.2 1.5 44.9 33.7
Number of Traders in Each Category Total Traders: 39
4 8 6 . . . 9 9 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 15,245
Positions
6,147 9,768 0 4,845 3,492 1,106 982 256 0 0 0 0 2,165 623
Changes from: July 30, 2019 Total Change is: -147
-509 821 0 523 -1 -501 -12 -222 0 0 0 0 352 -244
Percent of Open Interest Represented by Each Category of Trader
40.3 64.1 0.0 31.8 22.9 7.3 6.4 1.7 0.0 0.0 0.0 0.0 14.2 4.1
Number of Traders in Each Category Total Traders: 20
. 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 3,781,169
Positions
218,933 505,683 190,916 1,445,964 683,104 362,339 179,730 357,941 859,351 96,207 335,973 134,445 293,284 351,417
Changes from: July 30, 2019 Total Change is: 320,222
-3,163 -82,896 22,634 -68,468 60,133 80,449 -28,973 -71,055 301,713 -9,162 -3,977 24,829 364 -11,607
Percent of Open Interest Represented by Each Category of Trader
5.8 13.4 5.0 38.2 18.1 9.6 4.8 9.5 22.7 2.5 8.9 3.6 7.8 9.3
Number of Traders in Each Category Total Traders: 606
33 38 46 160 104 130 62 110 91 40 59 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 19,022
Positions
6,730 14,205 5 8,857 0 742 590 837 0 0 302 0 2,098 2,931
Changes from: July 30, 2019 Total Change is: -554
1,703 -471 4 -2,246 -205 0 359 68 0 0 0 0 -374 50
Percent of Open Interest Represented by Each Category of Trader
35.4 74.7 0.0 46.6 0.0 3.9 3.1 4.4 0.0 0.0 1.6 0.0 11.0 15.4
Number of Traders in Each Category Total Traders: 25
4 9 . 7 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 16,761
Positions
4,158 11,292 0 9,571 0 0 795 571 0 0 0 0 2,237 4,898
Changes from: July 30, 2019 Total Change is: 2,288
2,483 2,240 0 -743 0 0 370 -67 0 0 0 0 178 115
Percent of Open Interest Represented by Each Category of Trader
24.8 67.4 0.0 57.1 0.0 0.0 4.7 3.4 0.0 0.0 0.0 0.0 13.3 29.2
Number of Traders in Each Category Total Traders: 21
4 7 0 5 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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
3,907 5,147 0 2,912 985 28 0 1,611 0 0 0 0 1,619 695
Changes from: July 30, 2019 Total Change is: -127
-45 180 0 112 -84 28 0 -243 0 0 0 0 -222 -8
Percent of Open Interest Represented by Each Category of Trader
46.1 60.8 0.0 34.4 11.6 0.3 0.0 19.0 0.0 0.0 0.0 0.0 19.1 8.2
Number of Traders in Each Category Total Traders: 20
5 7 0 4 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,317
Positions
8,975 6,719 0 2,891 7,658 1,076 935 207 0 0 0 0 2,440 657
Changes from: July 30, 2019 Total Change is: 281
338 1,483 0 36 -1,136 45 -6 0 0 0 0 0 -132 -111
Percent of Open Interest Represented by Each Category of Trader
55.0 41.2 0.0 17.7 46.9 6.6 5.7 1.3 0.0 0.0 0.0 0.0 15.0 4.0
Number of Traders in Each Category Total Traders: 23
6 6 0 . 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 70,208
Positions
8,918 11,091 459 44,016 40,837 2,531 2,919 3,214 652 0 7,876 0 10,713 3,548
Changes from: July 30, 2019 Total Change is: 1,871
1,438 -2,087 262 -577 4,246 -78 355 -1,160 549 0 434 -2 -76 -293
Percent of Open Interest Represented by Each Category of Trader
12.7 15.8 0.7 62.7 58.2 3.6 4.2 4.6 0.9 0.0 11.2 0.0 15.3 5.1
Number of Traders in Each Category Total Traders: 81
8 6 . 37 17 11 6 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 45,862
Positions
6,948 9,556 654 18,954 7,294 1,302 5,518 9,921 4,733 668 3,058 153 6,932 9,191
Changes from: July 30, 2019 Total Change is: -3,183
-798 -2,040 14 847 -456 234 -4,551 -3,003 1,036 -46 151 107 -27 772
Percent of Open Interest Represented by Each Category of Trader
15.1 20.8 1.4 41.3 15.9 2.8 12.0 21.6 10.3 1.5 6.7 0.3 15.1 20.0
Number of Traders in Each Category Total Traders: 250
21 22 7 55 33 29 32 55 28 10 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 229,309
Positions
34,738 47,782 3,271 94,769 36,471 6,510 27,591 49,605 23,665 3,342 15,288 764 34,659 45,954
Changes from: July 30, 2019 Total Change is: -15,917
-3,991 -10,202 71 4,233 -2,278 1,169 -22,755 -15,013 5,182 -228 757 536 -134 3,861
Percent of Open Interest Represented by Each Category of Trader
15.1 20.8 1.4 41.3 15.9 2.8 12.0 21.6 10.3 1.5 6.7 0.3 15.1 20.0
Number of Traders in Each Category Total Traders: 250
21 22 7 55 33 29 32 55 28 10 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 460,356
Positions
92,878 38,362 8,273 217,865 225,541 33,667 61,072 83,933 16,284 9,861 31,987 100 20,357 22,209
Changes from: July 30, 2019 Total Change is: 16,212
11,322 -8,353 594 -9,267 22,623 -1,755 8,703 -6,556 4,474 3,418 2,462 85 -1,362 2,638
Percent of Open Interest Represented by Each Category of Trader
20.2 8.3 1.8 47.3 49.0 7.3 13.3 18.2 3.5 2.1 6.9 0.0 4.4 4.8
Number of Traders in Each Category Total Traders: 297
27 21 8 72 60 42 39 53 28 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 28,373
Positions
1,497 4,043 112 11,437 590 30 7,199 19,375 579 1,867 0 0 5,652 3,644
Changes from: July 30, 2019 Total Change is: 1,524
1,133 -30 112 376 0 2 1,067 1,197 -625 -163 0 0 -378 868
Percent of Open Interest Represented by Each Category of Trader
5.3 14.2 0.4 40.3 2.1 0.1 25.4 68.3 2.0 6.6 0.0 0.0 19.9 12.8
Number of Traders in Each Category Total Traders: 35
4 . . 13 . . 5 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 58,971
Positions
4,933 12,141 238 15,780 17,820 1,319 24,597 19,596 1,629 1,145 1,327 0 9,330 4,901
Changes from: July 30, 2019 Total Change is: 264
-2,011 -1,598 31 -1,346 3,780 -521 985 7,915 238 1,145 -1,162 0 1,743 -8,419
Percent of Open Interest Represented by Each Category of Trader
8.4 20.6 0.4 26.8 30.2 2.2 41.7 33.2 2.8 1.9 2.3 0.0 15.8 8.3
Number of Traders in Each Category Total Traders: 76
8 9 . 13 12 11 11 19 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 344,683
Positions
35,166 186,657 3,065 256,910 105,244 22,352 14,753 19,819 405 2,791 1,740 0 9,241 5,401
Changes from: July 30, 2019 Total Change is: 19,824
2,489 12,919 -76 16,558 -2,065 2,528 -1,939 11,359 279 -3 465 0 -12 -5,585
Percent of Open Interest Represented by Each Category of Trader
10.2 54.2 0.9 74.5 30.5 6.5 4.3 5.7 0.1 0.8 0.5 0.0 2.7 1.6
Number of Traders in Each Category Total Traders: 172
12 14 6 65 40 33 15 18 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 1,257,665
Positions
91,743 757,028 6,616 880,956 317,208 109,373 102,357 25,124 4,514 26,889 14,551 4,067 31,150 19,184
Changes from: July 30, 2019 Total Change is: 3,439
8,549 -64,051 3,495 -28,745 72,940 4,488 8,361 -19,249 2,233 6,134 -293 380 -1,456 3,496
Percent of Open Interest Represented by Each Category of Trader
7.3 60.2 0.5 70.0 25.2 8.7 8.1 2.0 0.4 2.1 1.2 0.3 2.5 1.5
Number of Traders in Each Category Total Traders: 410
28 19 8 161 78 83 57 25 18 29 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 118,827
Positions
46,380 67,736 49,200 5,904 420 560 14,614 500 306 1,250 0 0 613 105
Changes from: July 30, 2019 Total Change is: -2,111
1,402 912 -2,523 54 0 0 -1,296 -500 0 250 0 0 2 0
Percent of Open Interest Represented by Each Category of Trader
39.0 57.0 41.4 5.0 0.4 0.5 12.3 0.4 0.3 1.1 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 36
4 18 10 5 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 1,224,096
Positions
3,279 101,447 39,467 445,242 306,248 238,279 65,048 172,159 177,645 58,570 24,394 9,477 187,089 154,981
Changes from: July 30, 2019 Total Change is: 168,907
-537 -6,650 15,964 -13,775 -2,945 54,054 -4,198 4,940 87,777 14,236 2,731 5,629 9,757 7,408
Percent of Open Interest Represented by Each Category of Trader
0.3 8.3 3.2 36.4 25.0 19.5 5.3 14.1 14.5 4.8 2.0 0.8 15.3 12.7
Number of Traders in Each Category Total Traders: 186
6 17 19 58 31 51 20 36 37 8 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 1,191,383
Positions
4,403 208,203 483 742,499 33,580 171,968 26,799 657,718 25,849 40,669 4,921 0 178,713 88,661
Changes from: July 30, 2019 Total Change is: 31,851
-509 3,761 -300 30,072 1,055 -5,592 1,009 25,254 9,866 -2,050 -330 0 -645 -1,862
Percent of Open Interest Represented by Each Category of Trader
0.4 17.5 0.0 62.3 2.8 14.4 2.2 55.2 2.2 3.4 0.4 0.0 15.0 7.4
Number of Traders in Each Category Total Traders: 141
. 14 . 67 16 57 10 27 18 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 4,013,464
Positions
137,531 301,841 43,571 1,958,960 674,399 204,327 659,487 2,208,138 282,780 494,918 176,097 8,620 223,271 113,691
Changes from: July 30, 2019 Total Change is: 124,212
-10,767 1,265 11,457 -9,451 10,765 -4,839 15,251 41,509 65,793 50,998 -4,676 -513 6,283 3,451
Percent of Open Interest Represented by Each Category of Trader
3.4 7.5 1.1 48.8 16.8 5.1 16.4 55.0 7.0 12.3 4.4 0.2 5.6 2.8
Number of Traders in Each Category Total Traders: 372
30 28 18 122 28 75 62 61 58 27 14 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 4,986,523
Positions
179,510 241,728 234,656 1,729,954 720,179 981,108 300,985 1,277,160 756,282 253,884 286,534 53,733 496,410 435,144
Changes from: July 30, 2019 Total Change is: 484,403
-19,993 22,633 71,379 6,463 156,263 87,852 14,165 -194,403 258,920 45,243 52,181 3,197 17,177 26,380
Percent of Open Interest Represented by Each Category of Trader
3.6 4.8 4.7 34.7 14.4 19.7 6.0 25.6 15.2 5.1 5.7 1.1 10.0 8.7
Number of Traders in Each Category Total Traders: 421
30 34 41 101 68 109 74 60 90 33 21 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 787,192
Positions
16,188 62,576 798 332,378 275,701 121,814 134,725 131,908 10,978 54,947 21,002 0 115,364 162,415
Changes from: July 30, 2019 Total Change is: 14,697
-8,929 1,575 -840 38,676 -44,673 15,028 -30,050 41,623 -2,690 4,914 -2,492 0 -1,412 7,166
Percent of Open Interest Represented by Each Category of Trader
2.1 7.9 0.1 42.2 35.0 15.5 17.1 16.8 1.4 7.0 2.7 0.0 14.7 20.6
Number of Traders in Each Category Total Traders: 108
. 11 . 31 30 40 15 12 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 5,105,835
Positions
107,465 431,224 187,144 2,152,827 765,338 942,442 393,043 1,628,551 539,276 406,898 273,152 21,201 355,539 317,506
Changes from: July 30, 2019 Total Change is: 130,912
9,455 -11,233 11,570 -83,132 -39,477 89,441 -1,161 -40,702 125,140 -19,420 -19,187 4,067 -5,047 11,295
Percent of Open Interest Represented by Each Category of Trader
2.1 8.4 3.7 42.2 15.0 18.5 7.7 31.9 10.6 8.0 5.3 0.4 7.0 6.2
Number of Traders in Each Category Total Traders: 344
18 36 30 90 53 86 42 72 67 15 18 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 1,934,985
Positions
530,146 310,091 626,315 10,820 36,876 38,360 230,566 491,383 346,739 100,497 21,758 10,572 40,970 52,891
Changes from: July 30, 2019 Total Change is: -408,090
-85,965 -75,802 -46,553 1,299 -16,705 -7,189 -131,892 -133,471 -87,707 -46,888 -32,234 2,543 -5,738 -10,972
Percent of Open Interest Represented by Each Category of Trader
27.4 16.0 32.4 0.6 1.9 2.0 11.9 25.4 17.9 5.2 1.1 0.5 2.1 2.7
Number of Traders in Each Category Total Traders: 162
28 35 47 . 7 5 37 37 55 6 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 is30,682,617
Positions
2,843,081 1,679,463 6,048,503 523,111 2,497,660 1,688,959 1,542,765 507,809 16,848,293 129,003 141,132 220,898 838,002 1,049,899
Changes from: July 30, 2019 Total Change is: 2,873,399
-215,404 112,502 357,828 -6,306 49,595 141,717 382,297 -58,359 2,136,082 37,309 5,517 43,692 -3,815 84,825
Percent of Open Interest Represented by Each Category of Trader
9.3 5.5 19.7 1.7 8.1 5.5 5.0 1.7 54.9 0.4 0.5 0.7 2.7 3.4
Number of Traders in Each Category Total Traders: 310
35 42 71 16 30 31 67 70 121 22 21 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 83,497
Positions
6,404 30,550 11,747 8,886 1,574 0 27,122 11,010 27,616 472 0 561 689 439
Changes from: July 30, 2019 Total Change is: 3,028
-1,724 6,010 320 79 0 -681 551 -7,366 4,764 -359 0 130 -52 -149
Percent of Open Interest Represented by Each Category of Trader
7.7 36.6 14.1 10.6 1.9 0.0 32.5 13.2 33.1 0.6 0.0 0.7 0.8 0.5
Number of Traders in Each Category Total Traders: 46
. 12 9 . . 0 11 12 19 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 117,208
Positions
21,400 13,536 13,216 2,265 16,193 9,038 43,762 38,388 26,039 125 404 75 1,288 319
Changes from: July 30, 2019 Total Change is: -22,739
-4,948 -8,644 -4,358 51 6,421 -4,269 -11,835 -14,083 2,328 -784 74 17 1,059 -225
Percent of Open Interest Represented by Each Category of Trader
18.3 11.5 11.3 1.9 13.8 7.7 37.3 32.8 22.2 0.1 0.3 0.1 1.1 0.3
Number of Traders in Each Category Total Traders: 67
9 9 11 . . . 21 20 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 25,026
Positions
74 13,250 0 1,249 4,080 0 21,760 4,131 69 1,858 1,202 0 16 2,294
Changes from: July 30, 2019 Total Change is: 3,041
22 3,507 0 107 -82 0 3,679 -312 0 -757 15 0 -10 -87
Percent of Open Interest Represented by Each Category of Trader
0.3 52.9 0.0 5.0 16.3 0.0 86.9 16.5 0.3 7.4 4.8 0.0 0.1 9.2
Number of Traders in Each Category Total Traders: 30
. 4 0 . 9 0 4 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 10,895
Positions
4,128 3,138 0 1,182 1,487 0 5,545 4,304 0 0 207 0 40 1,759
Changes from: July 30, 2019 Total Change is: -329
25 1,030 0 33 -117 0 -375 -1,542 0 0 0 0 -12 300
Percent of Open Interest Represented by Each Category of Trader
37.9 28.8 0.0 10.8 13.6 0.0 50.9 39.5 0.0 0.0 1.9 0.0 0.4 16.1
Number of Traders in Each Category Total Traders: 27
. . 0 . 9 0 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 52,560
Positions
17,436 270 16,597 0 40 0 3,106 16,134 13,640 30 4,110 1,746 5 23
Changes from: July 30, 2019 Total Change is: -734
-1,790 160 0 0 0 0 1,066 -894 0 0 0 0 -10 0
Percent of Open Interest Represented by Each Category of Trader
33.2 0.5 31.6 0.0 0.1 0.0 5.9 30.7 26.0 0.1 7.8 3.3 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,692
Positions
0 0 0 260 224 0 1,847 2,264 35 713 1,586 37 1,800 546
Changes from: July 30, 2019 Total Change is: 390
-60 0 0 9 77 0 4 -24 29 180 306 -49 277 51
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 5.5 4.8 0.0 39.4 48.3 0.7 15.2 33.8 0.8 38.4 11.6
Number of Traders in Each Category Total Traders: 42
0 0 0 4 . 0 10 13 . 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 55,722
Positions
693 29,257 0 26,520 3,277 503 21,874 17,845 1,671 1,168 934 233 3,061 2,003
Changes from: July 30, 2019 Total Change is: -137
20 1,735 0 2,015 140 -20 -1,866 -1,745 166 -81 53 10 -381 -476
Percent of Open Interest Represented by Each Category of Trader
1.2 52.5 0.0 47.6 5.9 0.9 39.3 32.0 3.0 2.1 1.7 0.4 5.5 3.6
Number of Traders in Each Category Total Traders: 95
. . 0 16 7 . 28 20 12 13 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 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 430,300
Positions
96,803 29,471 18,189 132,484 76,521 21,855 44,314 165,298 69,504 9,806 6,845 12,334 25,011 30,283
Changes from: July 30, 2019 Total Change is: -26,457
-12,248 16,819 1,986 3,021 -44,945 -5,800 -4,976 5,962 -7,364 -5,473 4,472 2,664 1,733 -251
Percent of Open Interest Represented by Each Category of Trader
22.5 6.8 4.2 30.8 17.8 5.1 10.3 38.4 16.2 2.3 1.6 2.9 5.8 7.0
Number of Traders in Each Category Total Traders: 210
16 16 21 27 26 24 35 59 56 11 13 16
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Traders in Financial Futures - Options and Futures Combined Positions as of August 6, 2019
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 30,023
Positions
3,919 603 1,281 9,033 15,407 4,626 9,764 7,756 101 1,119 217 0 180 32
Changes from: July 30, 2019 Total Change is: 3,956
90 -9 25 -3,049 3,571 2,676 4,269 -2,323 1 -67 20 0 11 -5
Percent of Open Interest Represented by Each Category of Trader
13.1 2.0 4.3 30.1 51.3 15.4 32.5 25.8 0.3 3.7 0.7 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 46
4 . . 10 6 . 4 8 . 11 . 0
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Updated August 09, 2019