Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 172,572
Positions
15,020 78,173 5,336 45,488 13,666 3,915 39,091 25,788 15,003 11,504 4,404 1,392 35,823 24,895
Changes from: August 6, 2019 Total Change is: -13,290
3,375 -7,602 -57 -7,461 345 -376 -8,231 -2,275 -613 -170 -232 313 -70 -2,794
Percent of Open Interest Represented by Each Category of Trader
8.7 45.3 3.1 26.4 7.9 2.3 22.7 14.9 8.7 6.7 2.6 0.8 20.8 14.4
Number of Traders in Each Category Total Traders: 102
10 5 8 17 13 11 22 18 14 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 55,951
Positions
22,327 8,103 404 2,756 12,111 627 16,440 13,269 577 931 917 82 11,807 19,860
Changes from: August 6, 2019 Total Change is: -2,708
-1,699 4,185 49 310 -2,582 -392 -733 -2,758 -367 0 -50 27 97 -821
Percent of Open Interest Represented by Each Category of Trader
39.9 14.5 0.7 4.9 21.6 1.1 29.4 23.7 1.0 1.7 1.6 0.1 21.1 35.5
Number of Traders in Each Category Total Traders: 47
. 6 4 4 9 . 10 12 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 305,722
Positions
159,308 6,610 8,950 43,954 128,423 10,006 24,270 67,584 23,647 1,460 10,759 3,297 30,828 46,446
Changes from: August 6, 2019 Total Change is: -31,900
-8,570 710 -2,433 -556 -6,416 -6,958 -5,952 -11,615 -8,046 639 2,319 178 -201 361
Percent of Open Interest Represented by Each Category of Trader
52.1 2.2 2.9 14.4 42.0 3.3 7.9 22.1 7.7 0.5 3.5 1.1 10.1 15.2
Number of Traders in Each Category Total Traders: 135
10 5 7 13 32 13 21 45 21 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 188,665
Positions
5,260 57,599 7,304 45,220 30,671 12,779 48,487 21,525 23,531 6,456 1,108 5,524 34,104 28,623
Changes from: August 6, 2019 Total Change is: 3,703
-94 12,935 -2,324 1,771 -5,712 -1,537 5,452 -1,330 1,889 391 -1,541 633 -2,479 689
Percent of Open Interest Represented by Each Category of Trader
2.8 30.5 3.9 24.0 16.3 6.8 25.7 11.4 12.5 3.4 0.6 2.9 18.1 15.2
Number of Traders in Each Category Total Traders: 128
4 11 8 27 20 15 33 24 22 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 613,825
Positions
42,152 130,819 17,818 342,586 165,998 32,884 23,310 137,998 41,425 17,749 10,441 7,610 88,291 68,831
Changes from: August 6, 2019 Total Change is: -5,103
-5,886 17,500 -3,766 25,908 -20,396 -3,948 -11,521 9,422 -3,911 -646 -569 -881 -451 1,447
Percent of Open Interest Represented by Each Category of Trader
6.9 21.3 2.9 55.8 27.0 5.4 3.8 22.5 6.7 2.9 1.7 1.2 14.4 11.2
Number of Traders in Each Category Total Traders: 281
19 13 17 84 45 49 23 58 28 23 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 28,192
Positions
595 9,979 0 10,228 4,756 1,741 517 5,067 4 0 589 2 15,105 6,054
Changes from: August 6, 2019 Total Change is: -472
10 -223 0 -530 767 -713 0 -784 4 0 0 0 757 477
Percent of Open Interest Represented by Each Category of Trader
2.1 35.4 0.0 36.3 16.9 6.2 1.8 18.0 0.0 0.0 2.1 0.0 53.6 21.5
Number of Traders in Each Category Total Traders: 24
. . 0 13 4 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,450
Positions
3,987 3,243 501 4,352 11,268 3,575 6,226 407 2 0 0 0 6,807 6,454
Changes from: August 6, 2019 Total Change is: -929
10 -1,156 0 -1,121 1,337 177 343 -573 0 0 -1,462 -33 -305 781
Percent of Open Interest Represented by Each Category of Trader
15.7 12.7 2.0 17.1 44.3 14.0 24.5 1.6 0.0 0.0 0.0 0.0 26.7 25.4
Number of Traders in Each Category Total Traders: 22
. . . 5 9 8 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 190,979
Positions
88,676 8,894 3,735 13,448 56,311 3,586 34,397 59,328 12,779 9 2,121 838 33,510 43,387
Changes from: August 6, 2019 Total Change is: -6,102
8,127 -5,321 -169 -508 -901 -1,550 -6,410 2,819 -1,292 -1,135 -119 -181 -2,984 612
Percent of Open Interest Represented by Each Category of Trader
46.4 4.7 2.0 7.0 29.5 1.9 18.0 31.1 6.7 0.0 1.1 0.4 17.5 22.7
Number of Traders in Each Category Total Traders: 98
9 5 7 11 20 10 19 29 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 66,054
Positions
483 49,178 0 54,003 0 408 8,485 13,873 305 379 1,202 0 1,991 1,088
Changes from: August 6, 2019 Total Change is: -7,981
483 -194 0 -13,121 0 408 3,825 -8,831 305 0 371 0 119 -40
Percent of Open Interest Represented by Each Category of Trader
0.7 74.5 0.0 81.8 0.0 0.6 12.8 21.0 0.5 0.6 1.8 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 38
. 6 0 9 0 . 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 213,381
Positions
2,321 156,214 900 118,960 9,057 820 79,831 25,994 1,523 2,999 15,440 22 6,006 3,411
Changes from: August 6, 2019 Total Change is: -9,608
968 -3,250 -74 -5,831 -370 -1,490 -2,990 -3,322 -164 34 -932 -5 -56 0
Percent of Open Interest Represented by Each Category of Trader
1.1 73.2 0.4 55.8 4.2 0.4 37.4 12.2 0.7 1.4 7.2 0.0 2.8 1.6
Number of Traders in Each Category Total Traders: 150
4 10 . 29 9 6 45 32 10 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 30,347
Positions
1,400 8,029 0 3,072 12,067 0 22,595 8,352 85 926 470 0 2,269 1,344
Changes from: August 6, 2019 Total Change is: 9,425
1,050 0 0 -1,204 11,157 -125 9,827 -1,892 61 8 -5 0 -192 229
Percent of Open Interest Represented by Each Category of Trader
4.6 26.5 0.0 10.1 39.8 0.0 74.5 27.5 0.3 3.1 1.5 0.0 7.5 4.4
Number of Traders in Each Category Total Traders: 40
. . 0 . 5 0 9 13 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 59,996
Positions
33,301 5,071 10 3,174 23,688 413 16,864 19,350 2,267 1,165 2,578 136 2,666 6,483
Changes from: August 6, 2019 Total Change is: 2,650
723 -3,747 -1 -6,005 4,970 -185 8,467 1,268 -532 541 352 -68 -291 593
Percent of Open Interest Represented by Each Category of Trader
55.5 8.5 0.0 5.3 39.5 0.7 28.1 32.3 3.8 1.9 4.3 0.2 4.4 10.8
Number of Traders in Each Category Total Traders: 106
9 . . 7 21 . 22 31 9 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 16,002
Positions
2,610 4,153 0 12,481 2,275 0 379 7,238 1 0 276 0 531 2,059
Changes from: August 6, 2019 Total Change is: -9,800
122 0 0 -10,155 -92 0 249 -10,311 1 0 156 0 -17 446
Percent of Open Interest Represented by Each Category of Trader
16.3 26.0 0.0 78.0 14.2 0.0 2.4 45.2 0.0 0.0 1.7 0.0 3.3 12.9
Number of Traders in Each Category Total Traders: 26
. . 0 . 4 0 . 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 46,137
Positions
5,794 29,557 1,373 15,199 2,109 601 13,322 2,108 738 1,203 1,078 64 7,844 8,510
Changes from: August 6, 2019 Total Change is: -3,520
-38 -4,193 183 -2,343 296 111 -1,133 -480 -67 -483 -23 64 186 589
Percent of Open Interest Represented by Each Category of Trader
12.6 64.1 3.0 32.9 4.6 1.3 28.9 4.6 1.6 2.6 2.3 0.1 17.0 18.4
Number of Traders in Each Category Total Traders: 90
9 21 6 16 6 4 21 8 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 92,274
Positions
11,587 59,114 2,746 30,397 4,217 1,202 26,644 4,215 1,476 2,406 2,155 128 15,688 17,020
Changes from: August 6, 2019 Total Change is: -7,040
-76 -8,387 365 -4,685 592 222 -2,267 -959 -134 -966 -46 128 373 1,179
Percent of Open Interest Represented by Each Category of Trader
12.6 64.1 3.0 32.9 4.6 1.3 28.9 4.6 1.6 2.6 2.3 0.1 17.0 18.4
Number of Traders in Each Category Total Traders: 90
9 21 6 16 6 4 21 8 8 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 36,111
Positions
0 31,756 265 33,019 0 496 510 1,803 0 0 1,344 0 1,821 447
Changes from: August 6, 2019 Total Change is: 10,666
-1,226 10,584 0 12,136 -206 106 0 115 0 0 120 0 -350 -53
Percent of Open Interest Represented by Each Category of Trader
0.0 87.9 0.7 91.4 0.0 1.4 1.4 5.0 0.0 0.0 3.7 0.0 5.0 1.2
Number of Traders in Each Category Total Traders: 25
0 7 . 12 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 787,849
Positions
47,126 99,603 48,510 285,454 135,923 67,677 28,837 78,119 182,709 18,259 66,652 21,900 87,378 86,757
Changes from: August 6, 2019 Total Change is: -24,541
4,514 -9,830 4,041 -6,995 -1,167 -5,710 -6,047 8,046 -10,968 -1,024 -643 -5,859 3,507 -2,450
Percent of Open Interest Represented by Each Category of Trader
6.0 12.6 6.2 36.2 17.3 8.6 3.7 9.9 23.2 2.3 8.5 2.8 11.1 11.0
Number of Traders in Each Category Total Traders: 611
33 37 48 159 104 133 62 111 100 42 63 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 59,180
Positions
6,099 12,001 1,657 3,810 1,186 1,204 6,118 4,695 15,156 24 55 662 24,449 22,563
Changes from: August 6, 2019 Total Change is: 3,024
2,855 -714 -211 -81 83 920 450 -520 81 -17 -46 -207 -766 3,639
Percent of Open Interest Represented by Each Category of Trader
10.3 20.3 2.8 6.4 2.0 2.0 10.3 7.9 25.6 0.0 0.1 1.1 41.3 38.1
Number of Traders in Each Category Total Traders: 39
5 7 5 . . . 8 9 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 7,846
Positions
2,521 6,561 1 3,241 0 45 581 431 0 0 0 0 1,457 808
Changes from: August 6, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
32.1 83.6 0.0 41.3 0.0 0.6 7.4 5.5 0.0 0.0 0.0 0.0 18.6 10.3
Number of Traders in Each Category Total Traders: 22
5 7 . 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 3,643,344
Positions
231,813 464,689 207,587 1,411,301 676,763 329,282 140,521 394,048 810,834 91,172 332,984 106,186 314,648 320,971
Changes from: August 6, 2019 Total Change is: -137,825
12,881 -40,994 16,671 -34,663 -6,340 -33,056 -39,209 36,107 -48,517 -5,036 -2,989 -28,259 21,364 -30,446
Percent of Open Interest Represented by Each Category of Trader
6.4 12.8 5.7 38.7 18.6 9.0 3.9 10.8 22.3 2.5 9.1 2.9 8.6 8.8
Number of Traders in Each Category Total Traders: 600
34 35 47 160 102 132 59 109 95 40 61 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 17,866
Positions
6,672 13,003 0 7,764 0 742 232 837 0 0 302 0 2,456 2,982
Changes from: August 6, 2019 Total Change is: -1,156
-58 -1,202 -5 -1,093 0 0 -358 0 0 0 0 0 358 51
Percent of Open Interest Represented by Each Category of Trader
37.3 72.8 0.0 43.5 0.0 4.2 1.3 4.7 0.0 0.0 1.7 0.0 13.7 16.7
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 13, 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 18,666
Positions
4,638 13,473 0 11,734 0 0 425 631 0 0 0 0 1,869 4,562
Changes from: August 6, 2019 Total Change is: 1,905
480 2,181 0 2,163 0 0 -370 60 0 0 0 0 -368 -336
Percent of Open Interest Represented by Each Category of Trader
24.8 72.2 0.0 62.9 0.0 0.0 2.3 3.4 0.0 0.0 0.0 0.0 10.0 24.4
Number of Traders in Each Category Total Traders: 21
4 7 0 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 15,263
Positions
7,975 5,576 0 2,780 7,905 1,074 1,213 0 1 0 0 0 2,220 707
Changes from: August 6, 2019 Total Change is: -1,054
-1,000 -1,143 0 -111 247 -2 278 -207 1 0 0 0 -220 50
Percent of Open Interest Represented by Each Category of Trader
52.3 36.5 0.0 18.2 51.8 7.0 7.9 0.0 0.0 0.0 0.0 0.0 14.5 4.6
Number of Traders in Each Category Total Traders: 25
6 7 0 . 5 . 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 69,578
Positions
8,954 11,430 725 45,471 38,799 2,450 1,649 4,001 337 0 7,816 0 9,992 4,020
Changes from: August 6, 2019 Total Change is: -630
36 339 266 1,455 -2,038 -81 -1,270 787 -315 0 -60 0 -721 472
Percent of Open Interest Represented by Each Category of Trader
12.9 16.4 1.0 65.4 55.8 3.5 2.4 5.8 0.5 0.0 11.2 0.0 14.4 5.8
Number of Traders in Each Category Total Traders: 80
6 8 . 35 17 10 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 43,722
Positions
7,629 8,572 596 17,294 7,056 1,088 4,633 9,517 4,802 663 3,058 242 6,774 8,790
Changes from: August 6, 2019 Total Change is: -2,140
681 -984 -58 -1,659 -238 -214 -886 -404 69 -5 1 89 -158 -401
Percent of Open Interest Represented by Each Category of Trader
17.4 19.6 1.4 39.6 16.1 2.5 10.6 21.8 11.0 1.5 7.0 0.6 15.5 20.1
Number of Traders in Each Category Total Traders: 243
21 25 7 54 32 28 24 52 28 11 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 218,610
Positions
38,145 42,861 2,981 86,472 35,282 5,440 23,163 47,584 24,012 3,317 15,291 1,210 33,870 43,949
Changes from: August 6, 2019 Total Change is: -10,699
3,407 -4,921 -290 -8,297 -1,189 -1,070 -4,428 -2,020 347 -24 3 446 -789 -2,005
Percent of Open Interest Represented by Each Category of Trader
17.4 19.6 1.4 39.6 16.1 2.5 10.6 21.8 11.0 1.5 7.0 0.6 15.5 20.1
Number of Traders in Each Category Total Traders: 243
21 25 7 54 32 28 24 52 28 11 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 455,258
Positions
96,948 40,426 9,387 216,072 230,109 33,685 53,115 73,482 16,034 10,017 31,651 8 19,992 20,477
Changes from: August 6, 2019 Total Change is: -5,098
4,070 2,064 1,113 -1,793 4,568 18 -7,956 -10,451 -250 156 -336 -92 -365 -1,732
Percent of Open Interest Represented by Each Category of Trader
21.3 8.9 2.1 47.5 50.5 7.4 11.7 16.1 3.5 2.2 7.0 0.0 4.4 4.5
Number of Traders in Each Category Total Traders: 294
26 20 9 71 58 45 35 58 25 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 28,836
Positions
2,174 3,799 329 11,439 590 29 6,990 19,380 1,073 1,822 0 0 4,980 3,636
Changes from: August 6, 2019 Total Change is: 463
677 -244 217 2 0 -1 -209 5 494 -45 0 0 -672 -8
Percent of Open Interest Represented by Each Category of Trader
7.5 13.2 1.1 39.7 2.0 0.1 24.2 67.2 3.7 6.3 0.0 0.0 17.3 12.6
Number of Traders in Each Category Total Traders: 36
5 . . 13 . . 6 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 57,203
Positions
6,410 14,286 167 13,397 16,624 824 25,708 9,490 2,098 1,145 1,279 0 7,454 12,435
Changes from: August 6, 2019 Total Change is: -1,768
1,477 2,145 -71 -2,383 -1,196 -495 1,111 -10,106 469 0 -48 0 -1,876 7,534
Percent of Open Interest Represented by Each Category of Trader
11.2 25.0 0.3 23.4 29.1 1.4 44.9 16.6 3.7 2.0 2.2 0.0 13.0 21.7
Number of Traders in Each Category Total Traders: 72
10 10 . 13 9 10 16 10 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 347,640
Positions
37,623 186,849 1,459 251,972 108,996 26,550 20,323 7,707 376 1,065 8,310 0 8,272 7,393
Changes from: August 6, 2019 Total Change is: 2,957
2,457 192 -1,606 -4,938 3,752 4,198 5,570 -12,112 -29 -1,726 6,570 0 -969 1,992
Percent of Open Interest Represented by Each Category of Trader
10.8 53.7 0.4 72.5 31.4 7.6 5.8 2.2 0.1 0.3 2.4 0.0 2.4 2.1
Number of Traders in Each Category Total Traders: 171
13 13 5 64 43 32 17 12 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 1,243,156
Positions
96,930 702,798 3,362 858,067 355,248 106,988 110,138 29,591 4,020 26,162 13,752 5,428 32,061 21,969
Changes from: August 6, 2019 Total Change is: -14,509
5,187 -54,230 -3,254 -22,889 38,040 -2,385 7,781 4,467 -494 -727 -799 1,361 911 2,785
Percent of Open Interest Represented by Each Category of Trader
7.8 56.5 0.3 69.0 28.6 8.6 8.9 2.4 0.3 2.1 1.1 0.4 2.6 1.8
Number of Traders in Each Category Total Traders: 414
29 18 8 158 83 87 50 33 18 28 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 118,797
Positions
46,012 68,288 49,118 5,904 420 560 15,322 0 306 1,550 0 0 25 105
Changes from: August 6, 2019 Total Change is: -30
-368 552 -82 0 0 0 708 -500 0 300 0 0 -588 0
Percent of Open Interest Represented by Each Category of Trader
38.7 57.5 41.3 5.0 0.4 0.5 12.9 0.0 0.3 1.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 18 10 5 . . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 1,313,485
Positions
5,194 125,302 44,712 435,277 288,557 261,115 76,400 171,437 225,718 59,881 32,415 13,720 191,467 150,507
Changes from: August 6, 2019 Total Change is: 89,389
1,915 23,855 5,246 -9,965 -17,691 22,836 11,352 -722 48,074 1,311 8,020 4,244 4,377 -4,473
Percent of Open Interest Represented by Each Category of Trader
0.4 9.5 3.4 33.1 22.0 19.9 5.8 13.1 17.2 4.6 2.5 1.0 14.6 11.5
Number of Traders in Each Category Total Traders: 198
8 20 23 61 31 55 26 33 42 11 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 1,225,775
Positions
13,449 207,262 7,129 744,951 25,054 171,099 28,490 682,399 38,565 41,196 5,381 0 180,896 88,886
Changes from: August 6, 2019 Total Change is: 34,392
9,046 -941 6,646 2,452 -8,526 -869 1,691 24,681 12,716 527 460 0 2,183 225
Percent of Open Interest Represented by Each Category of Trader
1.1 16.9 0.6 60.8 2.0 14.0 2.3 55.7 3.1 3.4 0.4 0.0 14.8 7.3
Number of Traders in Each Category Total Traders: 142
. 14 6 67 13 56 10 30 22 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 4,052,895
Positions
160,084 252,862 64,338 1,924,050 645,673 203,508 642,696 2,177,363 388,294 441,958 180,180 7,624 220,342 133,052
Changes from: August 6, 2019 Total Change is: 39,431
22,554 -48,979 20,767 -34,909 -28,726 -819 -16,790 -30,775 105,514 -52,960 4,083 -996 -2,929 19,362
Percent of Open Interest Represented by Each Category of Trader
3.9 6.2 1.6 47.5 15.9 5.0 15.9 53.7 9.6 10.9 4.4 0.2 5.4 3.3
Number of Traders in Each Category Total Traders: 369
29 27 20 118 28 76 58 63 56 27 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 5,110,951
Positions
194,796 259,756 301,764 1,713,657 724,026 990,494 306,977 1,275,062 798,814 239,614 268,520 62,446 502,389 430,068
Changes from: August 6, 2019 Total Change is: 124,428
15,285 18,029 67,108 -16,297 3,848 9,385 5,991 -2,098 42,533 -14,270 -18,014 8,713 5,979 -5,075
Percent of Open Interest Represented by Each Category of Trader
3.8 5.1 5.9 33.5 14.2 19.4 6.0 24.9 15.6 4.7 5.3 1.2 9.8 8.4
Number of Traders in Each Category Total Traders: 424
32 34 49 100 70 110 66 70 85 32 20 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 797,138
Positions
48,036 52,637 1,357 332,826 280,467 120,710 108,800 148,839 10,652 54,947 19,266 0 119,810 163,210
Changes from: August 6, 2019 Total Change is: 9,946
31,848 -9,939 559 448 4,766 -1,104 -25,925 16,931 -326 0 -1,736 0 4,446 795
Percent of Open Interest Represented by Each Category of Trader
6.0 6.6 0.2 41.8 35.2 15.1 13.6 18.7 1.3 6.9 2.4 0.0 15.0 20.5
Number of Traders in Each Category Total Traders: 106
5 9 . 32 27 40 13 15 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 5,116,832
Positions
95,600 399,277 213,498 2,010,757 747,680 995,108 385,530 1,544,800 618,539 406,693 251,947 24,891 366,217 321,094
Changes from: August 6, 2019 Total Change is: 10,997
-11,864 -31,948 26,354 -142,070 -17,659 52,666 -7,513 -83,751 79,263 -206 -21,205 3,690 10,678 3,588
Percent of Open Interest Represented by Each Category of Trader
1.9 7.8 4.2 39.3 14.6 19.4 7.5 30.2 12.1 7.9 4.9 0.5 7.2 6.3
Number of Traders in Each Category Total Traders: 343
20 32 30 92 48 83 42 71 71 19 19 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 1,859,320
Positions
443,359 289,249 627,920 10,352 36,975 43,548 231,203 423,967 354,228 97,795 23,129 9,357 41,558 50,946
Changes from: August 6, 2019 Total Change is: -75,665
-86,788 -20,842 1,606 -468 99 5,188 637 -67,416 7,489 -2,702 1,371 -1,215 588 -1,945
Percent of Open Interest Represented by Each Category of Trader
23.8 15.6 33.8 0.6 2.0 2.3 12.4 22.8 19.1 5.3 1.2 0.5 2.2 2.7
Number of Traders in Each Category Total Traders: 155
27 34 50 . 7 4 32 37 54 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 is30,147,410
Positions
2,635,075 1,675,085 6,055,865 476,657 2,571,685 1,650,869 1,838,750 478,950 16,318,582 124,855 144,495 242,054 804,703 1,009,825
Changes from: August 6, 2019 Total Change is: -535,207
-208,006 -4,378 7,362 -46,454 74,024 -38,090 295,985 -28,859 -529,711 -4,149 3,363 21,156 -33,300 -40,074
Percent of Open Interest Represented by Each Category of Trader
8.7 5.6 20.1 1.6 8.5 5.5 6.1 1.6 54.1 0.4 0.5 0.8 2.7 3.3
Number of Traders in Each Category Total Traders: 307
39 38 72 16 29 29 62 76 120 20 22 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 98,108
Positions
3,953 38,947 13,717 8,841 1,824 105 39,108 11,178 30,105 321 665 935 1,023 632
Changes from: August 6, 2019 Total Change is: 14,611
-2,451 8,397 1,970 -45 250 105 11,986 168 2,489 -151 665 374 334 193
Percent of Open Interest Represented by Each Category of Trader
4.0 39.7 14.0 9.0 1.9 0.1 39.9 11.4 30.7 0.3 0.7 1.0 1.0 0.6
Number of Traders in Each Category Total Traders: 47
. 12 9 . . . 8 16 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 124,554
Positions
24,421 17,007 13,696 2,265 17,635 7,222 47,570 39,879 28,342 602 313 235 201 225
Changes from: August 6, 2019 Total Change is: 7,346
3,021 3,471 480 0 1,442 -1,816 3,808 1,491 2,303 477 -91 160 -1,087 -94
Percent of Open Interest Represented by Each Category of Trader
19.6 13.7 11.0 1.8 14.2 5.8 38.2 32.0 22.8 0.5 0.3 0.2 0.2 0.2
Number of Traders in Each Category Total Traders: 69
10 9 10 . . . 18 22 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 26,600
Positions
80 15,326 0 1,254 4,076 0 20,102 4,226 67 5,073 1,202 0 24 1,703
Changes from: August 6, 2019 Total Change is: 1,574
6 2,076 0 5 -4 0 -1,658 95 -2 3,215 0 0 8 -591
Percent of Open Interest Represented by Each Category of Trader
0.3 57.6 0.0 4.7 15.3 0.0 75.6 15.9 0.3 19.1 4.5 0.0 0.1 6.4
Number of Traders in Each Category Total Traders: 31
. 4 0 . 9 0 4 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 9,741
Positions
4,157 2,858 0 1,182 1,510 0 4,368 3,098 0 0 207 0 34 2,068
Changes from: August 6, 2019 Total Change is: -1,154
29 -280 0 0 23 0 -1,177 -1,206 0 0 0 0 -6 309
Percent of Open Interest Represented by Each Category of Trader
42.7 29.3 0.0 12.1 15.5 0.0 44.8 31.8 0.0 0.0 2.1 0.0 0.3 21.2
Number of Traders in Each Category Total Traders: 28
. . 0 . 9 0 5 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 48,944
Positions
17,836 312 16,597 0 120 0 0 13,342 12,729 30 4,085 1,746 6 13
Changes from: August 6, 2019 Total Change is: -3,616
400 42 0 0 80 0 -3,106 -2,792 -911 0 -25 0 1 -10
Percent of Open Interest Represented by Each Category of Trader
36.4 0.6 33.9 0.0 0.2 0.0 0.0 27.3 26.0 0.1 8.3 3.6 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . 0 . 0 0 12 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 4,729
Positions
0 50 0 222 224 0 2,002 2,480 20 647 1,346 90 1,748 519
Changes from: August 6, 2019 Total Change is: 37
0 50 0 -38 0 0 155 216 -15 -66 -240 53 -52 -27
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 4.7 4.7 0.0 42.3 52.4 0.4 13.7 28.5 1.9 37.0 11.0
Number of Traders in Each Category Total Traders: 45
0 . 0 . . 0 13 13 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 55,026
Positions
603 29,257 0 25,007 2,318 475 21,907 18,176 2,203 1,193 748 174 3,463 1,673
Changes from: August 6, 2019 Total Change is: -696
-90 0 0 -1,513 -959 -28 33 332 533 25 -186 -58 402 -330
Percent of Open Interest Represented by Each Category of Trader
1.1 53.2 0.0 45.4 4.2 0.9 39.8 33.0 4.0 2.2 1.4 0.3 6.3 3.0
Number of Traders in Each Category Total Traders: 97
. . 0 16 6 . 31 21 14 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 404,190
Positions
80,825 24,180 22,102 138,071 67,096 21,222 32,570 157,992 65,501 8,160 5,269 13,210 22,529 27,618
Changes from: August 6, 2019 Total Change is: -26,110
-15,978 -5,291 3,913 5,587 -9,425 -633 -11,744 -7,306 -4,003 -1,646 -1,576 876 -2,482 -2,665
Percent of Open Interest Represented by Each Category of Trader
20.0 6.0 5.5 34.2 16.6 5.3 8.1 39.1 16.2 2.0 1.3 3.3 5.6 6.8
Number of Traders in Each Category Total Traders: 212
16 16 19 32 22 21 29 68 56 7 11 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 13, 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 27,734
Positions
3,416 544 1,340 8,372 14,661 2,721 10,700 8,058 101 918 262 0 166 47
Changes from: August 6, 2019 Total Change is: -2,289
-503 -59 59 -661 -746 -1,905 936 302 0 -201 45 0 -14 15
Percent of Open Interest Represented by Each Category of Trader
12.3 2.0 4.8 30.2 52.9 9.8 38.6 29.1 0.4 3.3 0.9 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 48
4 . . 10 6 . 4 8 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 16, 2019