Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 179,957
Positions
24,393 67,195 6,041 39,973 26,127 4,326 42,828 26,254 15,790 10,659 3,978 34 35,914 30,212
Changes from: August 27, 2019 Total Change is: 9,876
3,575 -3,396 1,570 -1,307 5,442 365 5,156 1,890 1,964 -724 -131 23 -747 2,149
Percent of Open Interest Represented by Each Category of Trader
13.6 37.3 3.4 22.2 14.5 2.4 23.8 14.6 8.8 5.9 2.2 0.0 20.0 16.8
Number of Traders in Each Category Total Traders: 103
10 5 11 15 14 12 21 22 12 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 62,673
Positions
24,462 7,282 1,136 2,531 16,321 1,316 19,904 11,207 1,789 931 1,318 0 10,605 22,305
Changes from: August 27, 2019 Total Change is: 5,545
2,373 -1,156 669 -1,020 3,521 279 2,606 291 508 0 394 -94 225 1,133
Percent of Open Interest Represented by Each Category of Trader
39.0 11.6 1.8 4.0 26.0 2.1 31.8 17.9 2.9 1.5 2.1 0.0 16.9 35.6
Number of Traders in Each Category Total Traders: 49
5 5 4 4 10 5 11 11 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 306,697
Positions
156,517 6,466 10,269 43,941 122,693 10,037 27,614 66,761 29,486 500 10,282 171 28,163 50,532
Changes from: August 27, 2019 Total Change is: 3,743
-7,592 1,713 506 96 -732 744 2,949 -434 2,822 500 14 37 3,682 -926
Percent of Open Interest Represented by Each Category of Trader
51.0 2.1 3.3 14.3 40.0 3.3 9.0 21.8 9.6 0.2 3.4 0.1 9.2 16.5
Number of Traders in Each Category Total Traders: 139
10 5 10 12 34 14 21 50 21 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 188,292
Positions
3,858 57,631 10,574 40,593 34,237 12,579 48,791 20,902 22,980 8,249 855 265 40,403 28,268
Changes from: August 27, 2019 Total Change is: -4,429
-144 -1,521 -409 -496 -43 489 -4,503 2,907 -2,869 -11 -1,015 -183 3,697 -1,785
Percent of Open Interest Represented by Each Category of Trader
2.0 30.6 5.6 21.6 18.2 6.7 25.9 11.1 12.2 4.4 0.5 0.1 21.5 15.0
Number of Traders in Each Category Total Traders: 116
. 12 10 22 20 17 32 19 21 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 652,161
Positions
43,720 113,994 34,757 310,179 165,713 44,494 38,698 142,256 68,897 18,574 12,414 2,675 90,167 66,960
Changes from: August 27, 2019 Total Change is: 52,003
3,946 -8,697 12,294 -4,673 1,061 9,683 12,077 18,118 16,395 302 512 256 1,722 2,380
Percent of Open Interest Represented by Each Category of Trader
6.7 17.5 5.3 47.6 25.4 6.8 5.9 21.8 10.6 2.8 1.9 0.4 13.8 10.3
Number of Traders in Each Category Total Traders: 299
20 12 19 82 46 48 38 57 27 23 20 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,616
Positions
578 9,962 0 9,021 3,667 2,542 922 3,659 34 0 589 2 13,517 6,161
Changes from: August 27, 2019 Total Change is: -616
-9 -1 0 -1,086 -59 -109 400 -377 34 0 0 0 154 -104
Percent of Open Interest Represented by Each Category of Trader
2.2 37.4 0.0 33.9 13.8 9.6 3.5 13.7 0.1 0.0 2.2 0.0 50.8 23.1
Number of Traders in Each Category Total Traders: 24
. . 0 12 4 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 23,971
Positions
4,038 3,020 503 4,235 10,541 3,896 5,122 0 4 0 0 0 6,173 6,007
Changes from: August 27, 2019 Total Change is: -484
3 -55 5 -88 -44 59 -476 0 -9 0 0 0 22 -440
Percent of Open Interest Represented by Each Category of Trader
16.8 12.6 2.1 17.7 44.0 16.3 21.4 0.0 0.0 0.0 0.0 0.0 25.8 25.1
Number of Traders in Each Category Total Traders: 21
. . . 5 9 8 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 191,978
Positions
86,420 9,811 8,624 14,724 54,690 4,468 30,928 57,861 12,981 56 2,100 372 33,405 41,072
Changes from: August 27, 2019 Total Change is: 9,097
250 2,249 4,860 986 -774 563 707 4,192 1,258 24 -208 132 318 -3,175
Percent of Open Interest Represented by Each Category of Trader
45.0 5.1 4.5 7.7 28.5 2.3 16.1 30.1 6.8 0.0 1.1 0.2 17.4 21.4
Number of Traders in Each Category Total Traders: 99
8 5 8 13 20 10 22 25 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 63,975
Positions
2,064 48,956 0 51,906 111 64 7,707 11,781 319 440 1,240 0 1,475 1,504
Changes from: August 27, 2019 Total Change is: -1,189
-60 -238 0 65 111 -96 -794 -778 -107 0 -283 0 -197 202
Percent of Open Interest Represented by Each Category of Trader
3.2 76.5 0.0 81.1 0.2 0.1 12.0 18.4 0.5 0.7 1.9 0.0 2.3 2.4
Number of Traders in Each Category Total Traders: 36
. 5 0 8 . . 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 189,370
Positions
6,293 128,944 1,106 96,443 9,536 250 73,912 25,842 4,201 1,608 15,333 17 5,541 4,142
Changes from: August 27, 2019 Total Change is: -981
3,164 -786 -94 -4,641 283 -1,200 617 -1,877 2,262 -366 78 2 -725 351
Percent of Open Interest Represented by Each Category of Trader
3.3 68.1 0.6 50.9 5.0 0.1 39.0 13.6 2.2 0.8 8.1 0.0 2.9 2.2
Number of Traders in Each Category Total Traders: 143
6 8 4 20 14 . 43 37 14 4 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 74,955
Positions
1,525 8,888 22,857 3,399 29,879 0 42,835 9,988 399 894 885 0 3,046 2,059
Changes from: August 27, 2019 Total Change is: 4,211
-75 131 0 557 2,587 0 3,091 1,251 106 161 -28 -100 471 264
Percent of Open Interest Represented by Each Category of Trader
2.0 11.9 30.5 4.5 39.9 0.0 57.1 13.3 0.5 1.2 1.2 0.0 4.1 2.7
Number of Traders in Each Category Total Traders: 50
. . . . 6 0 11 19 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 67,861
Positions
40,211 0 113 3,209 31,424 512 18,350 27,831 1,267 1,188 2,448 5 3,005 4,261
Changes from: August 27, 2019 Total Change is: 3,150
2,857 0 22 -140 2,915 28 1,389 2,169 254 203 -344 -9 -1,454 -1,885
Percent of Open Interest Represented by Each Category of Trader
59.3 0.0 0.2 4.7 46.3 0.8 27.0 41.0 1.9 1.8 3.6 0.0 4.4 6.3
Number of Traders in Each Category Total Traders: 113
12 0 . 7 28 . 24 29 10 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 14,861
Positions
3,351 4,097 0 6,309 2,260 0 4,404 6,182 91 120 193 0 586 2,038
Changes from: August 27, 2019 Total Change is: -247
0 0 0 545 -49 -250 -801 105 64 120 37 0 75 -154
Percent of Open Interest Represented by Each Category of Trader
22.5 27.6 0.0 42.5 15.2 0.0 29.6 41.6 0.6 0.8 1.3 0.0 3.9 13.7
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 40,982
Positions
6,785 24,953 1,102 11,261 1,663 543 12,074 1,963 467 1,099 1,200 0 7,652 9,092
Changes from: August 27, 2019 Total Change is: 338
-107 -77 166 214 -144 -94 -118 138 -27 -107 107 0 411 267
Percent of Open Interest Represented by Each Category of Trader
16.6 60.9 2.7 27.5 4.1 1.3 29.5 4.8 1.1 2.7 2.9 0.0 18.7 22.2
Number of Traders in Each Category Total Traders: 85
10 21 6 13 5 . 22 6 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 81,964
Positions
13,569 49,905 2,204 22,521 3,325 1,086 24,147 3,925 935 2,198 2,400 0 15,304 18,184
Changes from: August 27, 2019 Total Change is: 675
-214 -153 332 427 -287 -187 -236 277 -55 -215 214 0 822 534
Percent of Open Interest Represented by Each Category of Trader
16.6 60.9 2.7 27.5 4.1 1.3 29.5 4.8 1.1 2.7 2.9 0.0 18.7 22.2
Number of Traders in Each Category Total Traders: 85
10 21 6 13 5 . 22 6 10 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 38,223
Positions
0 33,455 265 33,786 0 595 510 1,304 0 1,000 1,404 0 2,067 1,200
Changes from: August 27, 2019 Total Change is: -794
0 -345 0 -718 0 40 0 -368 0 0 0 0 -116 -121
Percent of Open Interest Represented by Each Category of Trader
0.0 87.5 0.7 88.4 0.0 1.6 1.3 3.4 0.0 2.6 3.7 0.0 5.4 3.1
Number of Traders in Each Category Total Traders: 23
0 6 . 12 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 800,390
Positions
49,433 85,300 52,025 281,425 140,136 70,286 29,790 85,506 174,520 18,491 68,755 27,368 97,053 96,495
Changes from: August 27, 2019 Total Change is: -4,978
-2,506 -7,634 1,869 -2,582 -3,000 -1,423 864 7,081 -12,262 -655 3,430 3,614 8,102 3,346
Percent of Open Interest Represented by Each Category of Trader
6.2 10.7 6.5 35.2 17.5 8.8 3.7 10.7 21.8 2.3 8.6 3.4 12.1 12.1
Number of Traders in Each Category Total Traders: 628
33 39 51 152 103 121 75 115 113 53 58 57
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 70,169
Positions
10,553 10,824 1,703 4,453 1,118 2,852 8,501 7,377 16,117 37 73 726 25,227 29,380
Changes from: August 27, 2019 Total Change is: 6,688
818 -527 -80 76 -27 1,325 2,385 1,784 2,084 -7 -49 -178 265 2,356
Percent of Open Interest Represented by Each Category of Trader
15.0 15.4 2.4 6.3 1.6 4.1 12.1 10.5 23.0 0.1 0.1 1.0 36.0 41.9
Number of Traders in Each Category Total Traders: 49
8 9 5 . . . 10 11 17 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 15,985
Positions
6,003 10,403 0 4,181 2,450 1,685 1,324 840 0 0 0 0 2,792 607
Changes from: August 27, 2019 Total Change is: 897
-418 -144 0 -233 0 579 141 428 -1 0 0 0 829 35
Percent of Open Interest Represented by Each Category of Trader
37.6 65.1 0.0 26.2 15.3 10.5 8.3 5.3 0.0 0.0 0.0 0.0 17.5 3.8
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 8,964
Positions
2,455 7,415 0 3,256 0 45 941 461 0 0 0 0 2,267 1,043
Changes from: August 27, 2019 Total Change is: 633
-117 418 0 326 0 0 -12 4 0 0 0 0 436 211
Percent of Open Interest Represented by Each Category of Trader
27.4 82.7 0.0 36.3 0.0 0.5 10.5 5.1 0.0 0.0 0.0 0.0 25.3 11.6
Number of Traders in Each Category Total Traders: 20
4 6 0 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 3,651,107
Positions
243,280 421,266 202,730 1,392,661 702,890 329,370 159,915 444,111 738,545 92,270 343,410 133,209 359,128 335,576
Changes from: August 27, 2019 Total Change is: -58,330
-13,148 -32,062 6,278 -13,448 -15,024 -13,582 12,152 46,241 -91,483 -3,242 17,395 18,958 39,186 4,949
Percent of Open Interest Represented by Each Category of Trader
6.7 11.5 5.6 38.1 19.3 9.0 4.4 12.2 20.2 2.5 9.4 3.6 9.8 9.2
Number of Traders in Each Category Total Traders: 616
35 36 46 153 101 120 75 110 108 48 58 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 15,445
Positions
8,434 5,835 0 2,896 7,100 819 834 0 0 0 0 0 2,462 1,691
Changes from: August 27, 2019 Total Change is: 738
484 676 0 51 -331 -15 203 0 0 0 0 0 15 408
Percent of Open Interest Represented by Each Category of Trader
54.6 37.8 0.0 18.8 46.0 5.3 5.4 0.0 0.0 0.0 0.0 0.0 15.9 10.9
Number of Traders in Each Category Total Traders: 22
5 8 0 . . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 68,519
Positions
11,049 12,023 452 41,345 39,801 3,121 2,874 1,808 12 0 7,391 0 9,666 3,911
Changes from: August 27, 2019 Total Change is: -1,462
324 -179 -159 -2,940 -205 615 602 -9 4 0 -1,213 0 92 -316
Percent of Open Interest Represented by Each Category of Trader
16.1 17.5 0.7 60.3 58.1 4.6 4.2 2.6 0.0 0.0 10.8 0.0 14.1 5.7
Number of Traders in Each Category Total Traders: 77
7 7 . 31 20 14 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 44,177
Positions
9,275 8,323 776 16,745 8,339 1,046 4,194 10,177 4,280 625 2,198 150 7,086 8,888
Changes from: August 27, 2019 Total Change is: -380
-571 893 89 16 232 -115 318 -334 -262 -46 -147 -42 233 -693
Percent of Open Interest Represented by Each Category of Trader
21.0 18.8 1.8 37.9 18.9 2.4 9.5 23.0 9.7 1.4 5.0 0.3 16.0 20.1
Number of Traders in Each Category Total Traders: 244
20 23 7 55 36 28 29 51 30 9 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 220,883
Positions
46,376 41,617 3,881 83,723 41,696 5,229 20,969 50,884 21,400 3,127 10,988 748 35,431 44,440
Changes from: August 27, 2019 Total Change is: -1,898
-2,853 4,463 446 79 1,158 -576 1,590 -1,668 -1,310 -228 -737 -210 1,164 -3,466
Percent of Open Interest Represented by Each Category of Trader
21.0 18.8 1.8 37.9 18.9 2.4 9.5 23.0 9.7 1.4 5.0 0.3 16.0 20.1
Number of Traders in Each Category Total Traders: 244
20 23 7 55 36 28 29 51 30 9 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 468,929
Positions
107,383 34,578 10,308 211,569 244,051 35,197 59,577 82,256 12,044 11,245 28,877 5 21,602 21,614
Changes from: August 27, 2019 Total Change is: -7,685
-157 -3,388 -2,336 -4,826 -1,924 1,754 -5,663 179 615 2,098 40 -3 832 -2,622
Percent of Open Interest Represented by Each Category of Trader
22.9 7.4 2.2 45.1 52.0 7.5 12.7 17.5 2.6 2.4 6.2 0.0 4.6 4.6
Number of Traders in Each Category Total Traders: 303
22 21 9 73 66 47 39 54 27 9 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 32,613
Positions
4,570 3,799 112 9,541 1,036 44 9,177 21,111 1,391 2,266 0 0 5,512 5,120
Changes from: August 27, 2019 Total Change is: 1,650
1,054 0 -227 -932 369 -1 1,198 325 581 600 0 0 -623 603
Percent of Open Interest Represented by Each Category of Trader
14.0 11.6 0.3 29.3 3.2 0.1 28.1 64.7 4.3 6.9 0.0 0.0 16.9 15.7
Number of Traders in Each Category Total Traders: 34
6 . . 11 . . 5 4 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 64,576
Positions
5,820 19,487 550 14,153 17,854 766 28,209 15,444 1,842 559 2,040 0 12,677 6,593
Changes from: August 27, 2019 Total Change is: 7,483
167 4,101 270 466 -360 -43 993 1,861 762 -686 637 0 5,554 255
Percent of Open Interest Represented by Each Category of Trader
9.0 30.2 0.9 21.9 27.6 1.2 43.7 23.9 2.9 0.9 3.2 0.0 19.6 10.2
Number of Traders in Each Category Total Traders: 73
9 12 . 12 9 7 13 13 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 325,004
Positions
32,081 145,265 1,435 239,751 125,504 27,648 13,204 9,587 636 2,212 8,686 0 8,037 6,243
Changes from: August 27, 2019 Total Change is: -15,111
-11,123 -13,787 -940 6,489 -4,773 -849 -9,413 2,519 -191 1,145 2,422 0 -229 488
Percent of Open Interest Represented by Each Category of Trader
9.9 44.7 0.4 73.8 38.6 8.5 4.1 2.9 0.2 0.7 2.7 0.0 2.5 1.9
Number of Traders in Each Category Total Traders: 169
12 12 5 65 42 31 12 18 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 1,198,331
Positions
83,741 621,301 2,606 839,050 363,118 114,868 78,778 50,774 2,228 38,067 14,351 5,856 33,137 23,229
Changes from: August 27, 2019 Total Change is: 12,227
-1,647 28,127 -1,191 38,182 -8,552 -6,319 -22,391 12,281 -652 3,722 -14,785 583 1,940 2,735
Percent of Open Interest Represented by Each Category of Trader
7.0 51.8 0.2 70.0 30.3 9.6 6.6 4.2 0.2 3.2 1.2 0.5 2.8 1.9
Number of Traders in Each Category Total Traders: 426
26 22 7 160 88 92 46 43 19 26 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 118,074
Positions
44,975 68,357 48,371 6,007 420 560 16,280 0 306 1,550 0 0 25 60
Changes from: August 27, 2019 Total Change is: 797
-188 2 805 100 0 0 80 0 0 0 0 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
38.1 57.9 41.0 5.1 0.4 0.5 13.8 0.0 0.3 1.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 36
5 17 10 6 . . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 1,177,293
Positions
7,948 115,048 32,877 430,825 258,318 219,244 70,389 188,382 149,493 68,141 44,779 11,973 186,403 157,178
Changes from: August 27, 2019 Total Change is: -29,484
4,445 -3,904 -11,346 11,228 9,981 4,374 876 3,207 -19,602 1,641 10,474 2,497 -23,597 -25,166
Percent of Open Interest Represented by Each Category of Trader
0.7 9.8 2.8 36.6 21.9 18.6 6.0 16.0 12.7 5.8 3.8 1.0 15.8 13.4
Number of Traders in Each Category Total Traders: 200
9 14 17 61 31 57 33 32 47 10 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 1,170,459
Positions
27,444 138,854 2,059 661,833 45,122 184,806 30,155 643,442 47,590 38,628 15,136 199 177,745 93,251
Changes from: August 27, 2019 Total Change is: -54,873
4,246 -3,924 -13,537 -3,878 7,294 -8,654 6,414 -175 -12,087 -291 1,852 199 -27,285 -25,841
Percent of Open Interest Represented by Each Category of Trader
2.3 11.9 0.2 56.5 3.9 15.8 2.6 55.0 4.1 3.3 1.3 0.0 15.2 8.0
Number of Traders in Each Category Total Traders: 128
4 9 5 63 14 52 7 24 17 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,548,266
Positions
153,141 267,988 26,356 1,509,450 526,993 250,113 778,921 2,033,635 155,487 453,789 147,980 9,547 211,463 130,167
Changes from: August 27, 2019 Total Change is: -183,853
-25,231 -16,331 -12,711 -177,495 32,929 8,474 189,721 -16,327 -76,492 -4,381 -14,080 -299 -85,438 -89,015
Percent of Open Interest Represented by Each Category of Trader
4.3 7.6 0.7 42.5 14.9 7.0 22.0 57.3 4.4 12.8 4.2 0.3 6.0 3.7
Number of Traders in Each Category Total Traders: 353
22 26 15 117 32 73 59 56 51 25 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 4,386,760
Positions
160,348 214,373 193,794 1,641,820 721,800 783,333 294,232 1,165,990 550,191 236,497 258,199 56,254 470,290 442,825
Changes from: August 27, 2019 Total Change is: -194,617
-21,546 -11,268 -36,327 42,188 -37,519 -14,680 5,981 9,646 -80,215 -4,904 5,016 -3,494 -81,620 -25,777
Percent of Open Interest Represented by Each Category of Trader
3.7 4.9 4.4 37.4 16.5 17.9 6.7 26.6 12.5 5.4 5.9 1.3 10.7 10.1
Number of Traders in Each Category Total Traders: 393
25 33 43 102 60 109 60 64 74 27 22 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 831,356
Positions
71,884 48,159 9,967 291,152 231,934 153,405 109,694 174,488 32,442 50,581 24,658 0 112,231 156,303
Changes from: August 27, 2019 Total Change is: -51,112
-4,872 2,512 -7,166 23,859 -5,838 -16,517 3,510 27,596 -33,929 -3,400 3,565 0 -12,597 -21,335
Percent of Open Interest Represented by Each Category of Trader
8.6 5.8 1.2 35.0 27.9 18.5 13.2 21.0 3.9 6.1 3.0 0.0 13.5 18.8
Number of Traders in Each Category Total Traders: 110
5 9 6 28 34 41 13 14 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,475,863
Positions
84,293 392,309 146,929 1,746,194 595,919 944,118 503,471 1,529,468 316,123 388,430 207,775 16,142 330,163 327,080
Changes from: August 27, 2019 Total Change is: -377,081
3,716 -11,889 -40,820 -15,104 -48,835 -7,708 15,456 132,243 -256,258 -2,791 -11,623 -4,834 -68,739 -127,358
Percent of Open Interest Represented by Each Category of Trader
1.9 8.8 3.3 39.0 13.3 21.1 11.2 34.2 7.1 8.7 4.6 0.4 7.4 7.3
Number of Traders in Each Category Total Traders: 322
16 34 24 92 48 82 36 61 54 19 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 1,921,091
Positions
437,375 236,214 550,503 21,990 92,856 37,349 283,550 501,794 431,093 111,655 23,352 9,165 38,411 38,765
Changes from: August 27, 2019 Total Change is: -305,681
-97,918 -65,320 -94,751 -31,710 19,853 3,217 -43,296 -109,805 -41,322 10,993 -760 -1,794 -9,100 -14,998
Percent of Open Interest Represented by Each Category of Trader
22.8 12.3 28.7 1.1 4.8 1.9 14.8 26.1 22.4 5.8 1.2 0.5 2.0 2.0
Number of Traders in Each Category Total Traders: 166
30 35 47 4 7 7 41 35 51 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 is30,834,832
Positions
2,647,085 1,863,112 6,030,222 501,467 2,492,435 1,749,744 1,800,680 448,612 16,889,222 155,744 132,959 260,730 799,938 967,795
Changes from: August 27, 2019 Total Change is: 391,488
26,699 110,154 14,625 15,692 -21,434 90,313 75,907 50,884 152,739 37,747 -14,956 4,040 -26,273 5,123
Percent of Open Interest Represented by Each Category of Trader
8.6 6.0 19.6 1.6 8.1 5.7 5.8 1.5 54.8 0.5 0.4 0.8 2.6 3.1
Number of Traders in Each Category Total Traders: 308
34 44 71 20 26 32 64 69 116 22 23 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 116,277
Positions
10,430 51,060 12,476 6,292 4,015 4,181 51,930 14,329 28,084 304 234 1,320 1,260 578
Changes from: August 27, 2019 Total Change is: 5,396
130 2,317 443 573 300 57 2,289 842 1,103 0 -100 311 490 123
Percent of Open Interest Represented by Each Category of Trader
9.0 43.9 10.7 5.4 3.5 3.6 44.7 12.3 24.2 0.3 0.2 1.1 1.1 0.5
Number of Traders in Each Category Total Traders: 48
5 11 9 . . . 11 13 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 132,887
Positions
16,184 9,548 18,020 2,279 16,120 5,946 58,747 55,534 25,536 3,527 45 613 2,035 1,525
Changes from: August 27, 2019 Total Change is: -27,342
-10,707 -5,637 819 14 -5,627 -1,379 -13,707 -10,960 -5,624 1,607 -147 55 1,580 1,158
Percent of Open Interest Represented by Each Category of Trader
12.2 7.2 13.6 1.7 12.1 4.5 44.2 41.8 19.2 2.7 0.0 0.5 1.5 1.1
Number of Traders in Each Category Total Traders: 64
13 7 11 . . . 10 23 25 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 29,066
Positions
76 16,449 0 1,047 4,195 0 20,712 4,727 70 7,138 1,152 0 23 2,473
Changes from: August 27, 2019 Total Change is: 1,580
1 1,069 0 -218 26 0 1,844 242 13 -59 0 0 -1 230
Percent of Open Interest Represented by Each Category of Trader
0.3 56.6 0.0 3.6 14.4 0.0 71.3 16.3 0.2 24.6 4.0 0.0 0.1 8.5
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 0 4 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 7,967
Positions
4,134 2,233 0 962 499 0 2,842 3,134 9 0 0 0 20 2,092
Changes from: August 27, 2019 Total Change is: -1,085
4 -305 0 -220 -2 0 -863 -650 9 0 0 0 -15 -137
Percent of Open Interest Represented by Each Category of Trader
51.9 28.0 0.0 12.1 6.3 0.0 35.7 39.3 0.1 0.0 0.0 0.0 0.3 26.3
Number of Traders in Each Category Total Traders: 24
. 4 0 . 6 0 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 52,094
Positions
17,746 230 16,597 0 160 0 1,354 16,617 12,621 780 2,835 2,996 0 38
Changes from: August 27, 2019 Total Change is: 3,354
0 -92 0 0 0 0 1,354 3,446 0 750 -1,250 1,250 0 0
Percent of Open Interest Represented by Each Category of Trader
34.1 0.4 31.9 0.0 0.3 0.0 2.6 31.9 24.2 1.5 5.4 5.8 0.0 0.1
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 4,493
Positions
31 50 0 324 163 0 1,979 2,467 36 421 1,221 118 1,584 438
Changes from: August 27, 2019 Total Change is: 402
31 0 0 87 -59 0 240 374 23 112 90 50 -141 -76
Percent of Open Interest Represented by Each Category of Trader
0.7 1.1 0.0 7.2 3.6 0.0 44.0 54.9 0.8 9.4 27.2 2.6 35.3 9.7
Number of Traders in Each Category Total Traders: 51
. . 0 4 . 0 11 19 . 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 62,337
Positions
903 30,292 0 27,920 2,113 480 24,203 23,420 2,093 2,378 1,135 233 4,128 2,571
Changes from: August 27, 2019 Total Change is: 7,039
10 502 0 761 -260 -3 4,501 5,433 410 946 291 11 403 655
Percent of Open Interest Represented by Each Category of Trader
1.4 48.6 0.0 44.8 3.4 0.8 38.8 37.6 3.4 3.8 1.8 0.4 6.6 4.1
Number of Traders in Each Category Total Traders: 100
. . 0 16 6 . 32 15 9 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 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 355,249
Positions
62,567 30,827 21,586 127,007 67,154 21,163 39,457 129,125 40,556 7,659 4,352 12,215 23,039 28,271
Changes from: August 27, 2019 Total Change is: -16,249
-4,410 1,699 3,383 -4,917 4,830 -422 3,747 -7,591 -13,981 -136 -1,191 -756 1,243 -2,220
Percent of Open Interest Represented by Each Category of Trader
17.6 8.7 6.1 35.8 18.9 6.0 11.1 36.3 11.4 2.2 1.2 3.4 6.5 8.0
Number of Traders in Each Category Total Traders: 192
12 18 19 29 26 25 32 51 45 7 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 3, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 26,913
Positions
3,420 628 1,256 8,682 14,273 2,102 10,309 8,254 101 831 283 0 212 16
Changes from: August 27, 2019 Total Change is: 208
324 0 0 386 -857 0 -487 1,024 0 -42 41 0 27 0
Percent of Open Interest Represented by Each Category of Trader
12.7 2.3 4.7 32.3 53.0 7.8 38.3 30.7 0.4 3.1 1.1 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 45
4 . . 9 5 . 4 8 . 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 06, 2019