Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 139,397
Positions
26,556 44,862 21 39,839 15,968 4,276 20,107 45,716 4,594 13,359 1,378 244 30,401 22,338
Changes from: July 21, 2020 Total Change is: -4,209
-2,107 1,184 -87 214 -550 -528 -2,956 -4,876 24 392 741 -102 941 -15
Percent of Open Interest Represented by Each Category of Trader
19.1 32.2 0.0 28.6 11.5 3.1 14.4 32.8 3.3 9.6 1.0 0.2 21.8 16.0
Number of Traders in Each Category Total Traders: 100
4 11 . 18 11 8 18 24 13 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,799
Positions
0 25,676 32 13,166 5,425 430 17,466 8,732 587 0 480 0 20,118 10,437
Changes from: July 21, 2020 Total Change is: 793
0 2,576 8 -306 -90 -10 -429 -1,163 -514 0 -7 0 2,044 -7
Percent of Open Interest Represented by Each Category of Trader
0.0 49.6 0.1 25.4 10.5 0.8 33.7 16.9 1.1 0.0 0.9 0.0 38.8 20.1
Number of Traders in Each Category Total Traders: 46
0 10 . 12 7 . 8 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 178,912
Positions
52,121 7,177 372 57,107 68,113 4,059 32,615 59,637 4,851 3,354 7,274 0 24,433 27,429
Changes from: July 21, 2020 Total Change is: -1,425
-1,631 614 -607 10,560 -4,192 -238 -9,678 3,716 -1,055 -411 1,060 0 1,635 -723
Percent of Open Interest Represented by Each Category of Trader
29.1 4.0 0.2 31.9 38.1 2.3 18.2 33.3 2.7 1.9 4.1 0.0 13.7 15.3
Number of Traders in Each Category Total Traders: 106
8 4 4 17 24 10 18 28 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 170,269
Positions
6,214 89,304 694 74,782 13,547 9,616 35,723 36,795 586 10,049 674 0 32,605 19,053
Changes from: July 21, 2020 Total Change is: 27,583
46 24,793 466 8,824 -3,467 -26 12,960 4,381 -597 -2,065 170 0 7,975 1,863
Percent of Open Interest Represented by Each Category of Trader
3.6 52.4 0.4 43.9 8.0 5.6 21.0 21.6 0.3 5.9 0.4 0.0 19.1 11.2
Number of Traders in Each Category Total Traders: 115
5 10 . 28 14 13 31 20 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 678,965
Positions
27,052 448,326 2,255 399,479 69,796 19,563 78,712 84,562 7,371 44,784 7,293 1,951 97,798 37,848
Changes from: July 21, 2020 Total Change is: 42,753
276 43,400 -306 13,820 -2,246 -1,151 19,129 9,984 1,206 12,862 -722 -4,937 1,854 -2,475
Percent of Open Interest Represented by Each Category of Trader
4.0 66.0 0.3 58.8 10.3 2.9 11.6 12.5 1.1 6.6 1.1 0.3 14.4 5.6
Number of Traders in Each Category Total Traders: 287
12 14 8 107 26 38 49 33 25 33 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,236
Positions
440 9,564 32 8,954 2,578 1,980 0 4,095 0 0 449 0 11,830 4,538
Changes from: July 21, 2020 Total Change is: -156
0 -33 0 709 -228 0 0 -159 0 0 0 0 -865 264
Percent of Open Interest Represented by Each Category of Trader
1.9 41.2 0.1 38.5 11.1 8.5 0.0 17.6 0.0 0.0 1.9 0.0 50.9 19.5
Number of Traders in Each Category Total Traders: 24
. . . 11 5 8 0 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 113,682
Positions
7,993 32,807 254 39,244 38,658 3,948 37,347 18,060 352 0 25 0 24,544 19,578
Changes from: July 21, 2020 Total Change is: 4,730
523 2,922 -6 3,128 1,666 486 -66 3,312 13 0 0 0 652 -3,663
Percent of Open Interest Represented by Each Category of Trader
7.0 28.9 0.2 34.5 34.0 3.5 32.9 15.9 0.3 0.0 0.0 0.0 21.6 17.2
Number of Traders in Each Category Total Traders: 80
5 8 . 18 9 7 25 14 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 24,648
Positions
676 19,028 0 14,499 520 14 8,314 2,109 102 138 1,394 0 905 1,481
Changes from: July 21, 2020 Total Change is: 852
85 0 0 908 243 -27 251 225 76 -282 371 0 -159 -36
Percent of Open Interest Represented by Each Category of Trader
2.7 77.2 0.0 58.8 2.1 0.1 33.7 8.6 0.4 0.6 5.7 0.0 3.7 6.0
Number of Traders in Each Category Total Traders: 40
. 5 0 5 . . 10 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 133,914
Positions
830 60,352 509 83,439 8,624 415 38,477 37,623 2,061 2,722 19,721 0 5,461 4,609
Changes from: July 21, 2020 Total Change is: 5,778
-34 3,492 0 1,072 -369 -155 5,612 2,579 -313 -269 793 -23 -112 -226
Percent of Open Interest Represented by Each Category of Trader
0.6 45.1 0.4 62.3 6.4 0.3 28.7 28.1 1.5 2.0 14.7 0.0 4.1 3.4
Number of Traders in Each Category Total Traders: 134
. 9 . 14 18 4 38 33 11 9 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,932
Positions
6,805 517 78 5,266 16,166 5 8,577 4,763 650 2,357 934 0 2,194 2,819
Changes from: July 21, 2020 Total Change is: -2,530
-105 40 -456 695 -1,929 3 -2,370 -18 41 -459 -80 0 121 -131
Percent of Open Interest Represented by Each Category of Trader
26.2 2.0 0.3 20.3 62.3 0.0 33.1 18.4 2.5 9.1 3.6 0.0 8.5 10.9
Number of Traders in Each Category Total Traders: 52
. . . 9 6 . 11 15 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,142
Positions
8,515 6,159 0 11,429 7,551 421 10,660 17,147 311 470 1,258 6 4,330 3,289
Changes from: July 21, 2020 Total Change is: 37
1,950 -484 -46 1,708 -1,178 51 -3,360 2,344 -261 130 84 0 -135 -473
Percent of Open Interest Represented by Each Category of Trader
23.6 17.0 0.0 31.6 20.9 1.2 29.5 47.4 0.9 1.3 3.5 0.0 12.0 9.1
Number of Traders in Each Category Total Traders: 85
6 4 0 15 10 5 25 19 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,241
Positions
149 0 0 4,853 2,044 0 6,677 8,413 29 0 597 0 533 1,158
Changes from: July 21, 2020 Total Change is: -1,248
0 0 0 269 -594 0 -1,364 -752 2 0 120 0 -155 -24
Percent of Open Interest Represented by Each Category of Trader
1.2 0.0 0.0 39.6 16.7 0.0 54.5 68.7 0.2 0.0 4.9 0.0 4.4 9.5
Number of Traders in Each Category Total Traders: 28
. 0 0 . . 0 10 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 41,117
Positions
11,863 11,760 1,056 11,833 2,877 466 8,479 2,874 46 103 14,511 0 7,273 7,529
Changes from: July 21, 2020 Total Change is: 1,372
-945 3,226 262 1,956 362 12 -557 -2,052 -66 0 -203 0 709 -170
Percent of Open Interest Represented by Each Category of Trader
28.9 28.6 2.6 28.8 7.0 1.1 20.6 7.0 0.1 0.3 35.3 0.0 17.7 18.3
Number of Traders in Each Category Total Traders: 88
18 15 5 15 6 6 16 12 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 82,234
Positions
23,726 23,519 2,112 23,665 5,754 931 16,957 5,748 91 206 29,021 0 14,546 15,058
Changes from: July 21, 2020 Total Change is: 2,744
-1,889 6,452 524 3,912 724 24 -1,113 -4,104 -131 0 -406 0 1,417 -339
Percent of Open Interest Represented by Each Category of Trader
28.9 28.6 2.6 28.8 7.0 1.1 20.6 7.0 0.1 0.3 35.3 0.0 17.7 18.3
Number of Traders in Each Category Total Traders: 88
18 15 5 15 6 6 16 12 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,666
Positions
7,552 18,846 21 19,432 10,310 2,004 2,107 2,297 0 1,080 421 0 2,470 767
Changes from: July 21, 2020 Total Change is: -181
-92 -217 0 79 -1 2 -192 48 0 0 0 0 22 -13
Percent of Open Interest Represented by Each Category of Trader
21.8 54.4 0.1 56.1 29.7 5.8 6.1 6.6 0.0 3.1 1.2 0.0 7.1 2.2
Number of Traders in Each Category Total Traders: 27
6 4 . 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 551,791
Positions
78,725 74,741 20,142 252,790 143,803 60,634 45,328 94,506 10,482 19,529 72,886 1,140 63,021 73,457
Changes from: July 21, 2020 Total Change is: 9,653
-3,822 20,699 676 9,129 236 -3,361 2,828 -10,409 1,367 -477 -3,612 -102 3,416 4,160
Percent of Open Interest Represented by Each Category of Trader
14.3 13.5 3.7 45.8 26.1 11.0 8.2 17.1 1.9 3.5 13.2 0.2 11.4 13.3
Number of Traders in Each Category Total Traders: 573
33 36 30 157 101 123 65 103 49 28 50 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,647,149
Positions
432,297 334,308 52,541 1,263,948 719,014 303,168 222,251 486,895 28,880 97,646 364,428 5,698 240,720 352,217
Changes from: July 21, 2020 Total Change is: 13,935
-18,541 66,712 813 45,643 1,180 -16,806 9,344 -41,865 630 -2,385 -18,062 -512 -4,251 21,845
Percent of Open Interest Represented by Each Category of Trader
16.3 12.6 2.0 47.7 27.2 11.5 8.4 18.4 1.1 3.7 13.8 0.2 9.1 13.3
Number of Traders in Each Category Total Traders: 572
35 34 26 157 101 123 64 103 45 28 50 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI S&P 500 INDEX - CHICAGO MERCANTILE EXCHANGE ($5 X S&P 500 INDEX)
CFTC Code #13874U Open Interest is 135,006
Positions
2,800 0 0 18,546 0 3 88,211 74,246 531 1,090 2,027 0 23,825 58,199
Changes from: July 21, 2020 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
2.1 0.0 0.0 13.7 0.0 0.0 65.3 55.0 0.4 0.8 1.5 0.0 17.6 43.1
Number of Traders in Each Category Total Traders: 20
. 0 0 . 0 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 59,069
Positions
10,128 5,392 406 36,591 42,799 1,034 1,760 3,369 565 0 1,029 19 8,566 4,456
Changes from: July 21, 2020 Total Change is: -549
-1,072 -471 339 119 -542 -8 -343 237 12 0 0 0 404 -116
Percent of Open Interest Represented by Each Category of Trader
17.1 9.1 0.7 61.9 72.5 1.8 3.0 5.7 1.0 0.0 1.7 0.0 14.5 7.5
Number of Traders in Each Category Total Traders: 71
6 6 . 27 19 13 5 6 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,183
Positions
9,484 8,802 201 13,396 5,674 892 10,466 18,557 732 1,531 2,872 3 7,479 6,449
Changes from: July 21, 2020 Total Change is: -258
-446 113 94 212 -115 -483 -43 217 -242 118 246 0 532 -88
Percent of Open Interest Represented by Each Category of Trader
21.5 19.9 0.5 30.3 12.8 2.0 23.7 42.0 1.7 3.5 6.5 0.0 16.9 14.6
Number of Traders in Each Category Total Traders: 280
18 27 . 74 36 31 45 51 22 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 220,915
Positions
47,419 44,012 1,007 66,979 28,371 4,458 52,329 92,785 3,660 7,654 14,362 13 37,396 32,247
Changes from: July 21, 2020 Total Change is: -1,288
-2,232 567 470 1,059 -574 -2,413 -214 1,083 -1,211 589 1,229 2 2,662 -441
Percent of Open Interest Represented by Each Category of Trader
21.5 19.9 0.5 30.3 12.8 2.0 23.7 42.0 1.7 3.5 6.5 0.0 16.9 14.6
Number of Traders in Each Category Total Traders: 280
18 27 . 74 36 31 45 51 22 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 496,125
Positions
98,591 48,395 1,110 231,324 218,284 56,698 73,991 80,495 4,186 10,746 64,530 49 19,430 22,378
Changes from: July 21, 2020 Total Change is: -11,851
-7,566 -3,800 -1,018 -5,514 -1,086 -1,037 4,032 -7,345 -342 -16 1,311 -21 -369 1,487
Percent of Open Interest Represented by Each Category of Trader
19.9 9.8 0.2 46.6 44.0 11.4 14.9 16.2 0.8 2.2 13.0 0.0 3.9 4.5
Number of Traders in Each Category Total Traders: 331
30 16 . 87 64 51 40 59 22 12 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,509
Positions
6,104 12,757 319 15,668 5,215 338 5,386 2,756 40 496 1,345 0 8,158 13,739
Changes from: July 21, 2020 Total Change is: 333
-158 -36 -67 -173 14 -9 -736 280 25 -194 1,145 0 1,645 -1,019
Percent of Open Interest Represented by Each Category of Trader
16.7 34.9 0.9 42.9 14.3 0.9 14.8 7.5 0.1 1.4 3.7 0.0 22.3 37.6
Number of Traders in Each Category Total Traders: 58
8 9 . 13 8 7 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 443,360
Positions
45,001 256,198 4,896 334,970 130,054 27,959 19,964 15,842 907 1,415 1,642 0 8,248 5,862
Changes from: July 21, 2020 Total Change is: 4,721
2,908 2,774 -936 2,493 -573 143 516 3,918 11 0 -4 0 -414 -612
Percent of Open Interest Represented by Each Category of Trader
10.1 57.8 1.1 75.6 29.3 6.3 4.5 3.6 0.2 0.3 0.4 0.0 1.9 1.3
Number of Traders in Each Category Total Traders: 178
15 12 5 68 46 39 16 13 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,170,537
Positions
54,287 612,648 4,901 840,461 261,152 117,977 78,130 70,601 7,172 31,783 81,199 2,379 33,447 12,508
Changes from: July 21, 2020 Total Change is: -15,001
-3,298 7,763 1,113 1,234 -17,138 -2,186 -8,381 -2,162 154 1,768 -319 0 -5,405 -2,226
Percent of Open Interest Represented by Each Category of Trader
4.6 52.3 0.4 71.8 22.3 10.1 6.7 6.0 0.6 2.7 6.9 0.2 2.9 1.1
Number of Traders in Each Category Total Traders: 413
22 23 9 168 69 84 53 35 19 31 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 158,946
Positions
38,111 114,726 34,995 25,714 0 2,486 48,196 200 6,276 2,773 65 148 247 50
Changes from: July 21, 2020 Total Change is: -672
-960 -527 -245 7 0 0 2,473 91 5 -1,938 0 0 -14 4
Percent of Open Interest Represented by Each Category of Trader
24.0 72.2 22.0 16.2 0.0 1.6 30.3 0.1 3.9 1.7 0.0 0.1 0.2 0.0
Number of Traders in Each Category Total Traders: 82
10 19 19 13 0 . 27 . 4 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,072,660
Positions
8,624 110,054 8,595 528,766 208,089 196,034 72,079 361,482 31,703 56,042 24,295 95 170,722 132,313
Changes from: July 21, 2020 Total Change is: 11,967
-5,931 -24,942 5,050 -16,939 156 2,333 -4,612 4,759 22,979 -1,553 -586 0 10,640 2,218
Percent of Open Interest Represented by Each Category of Trader
0.8 10.3 0.8 49.3 19.4 18.3 6.7 33.7 3.0 5.2 2.3 0.0 15.9 12.3
Number of Traders in Each Category Total Traders: 170
5 16 5 59 32 50 21 25 19 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,040,799
Positions
26,139 133,058 1,325 565,105 128,954 185,345 58,025 474,184 5,240 51,045 15,042 0 148,575 97,651
Changes from: July 21, 2020 Total Change is: 4,462
-28 -462 30 -6,526 693 6,878 870 -2,654 -2,613 4,556 375 0 1,295 2,215
Percent of Open Interest Represented by Each Category of Trader
2.5 12.8 0.1 54.3 12.4 17.8 5.6 45.6 0.5 4.9 1.4 0.0 14.3 9.4
Number of Traders in Each Category Total Traders: 137
. 12 . 70 17 57 4 23 7 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,116,365
Positions
65,748 257,212 10,169 1,027,058 466,678 254,340 347,440 939,423 19,906 214,834 76,235 1,107 175,763 91,295
Changes from: July 21, 2020 Total Change is: -4,167
7,188 15,862 2,693 -9,951 -33,663 10,234 -13,503 6,265 503 -247 10 30 -1,114 -6,101
Percent of Open Interest Represented by Each Category of Trader
3.1 12.2 0.5 48.5 22.1 12.0 16.4 44.4 0.9 10.2 3.6 0.1 8.3 4.3
Number of Traders in Each Category Total Traders: 301
11 28 7 112 25 64 45 48 21 23 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,503,915
Positions
229,617 241,116 41,739 1,439,805 1,129,458 624,222 487,799 949,933 61,353 192,077 96,294 718 426,585 359,082
Changes from: July 21, 2020 Total Change is: 79,580
21,979 -1,817 8,123 -1,724 41,191 17,181 12,048 14,123 3,819 5,858 -5,373 -708 13,004 3,041
Percent of Open Interest Represented by Each Category of Trader
6.6 6.9 1.2 41.1 32.2 17.8 13.9 27.1 1.8 5.5 2.7 0.0 12.2 10.2
Number of Traders in Each Category Total Traders: 367
24 31 14 103 73 95 44 65 38 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 999,605
Positions
64,265 23,933 8,234 299,442 333,911 115,182 358,611 294,350 14,496 36,923 11,801 0 102,452 197,698
Changes from: July 21, 2020 Total Change is: 14,255
-2,789 -9,294 -806 1,094 12,977 -6,112 23,150 20,079 -2,569 2,026 423 0 261 -443
Percent of Open Interest Represented by Each Category of Trader
6.4 2.4 0.8 30.0 33.4 11.5 35.9 29.4 1.5 3.7 1.2 0.0 10.2 19.8
Number of Traders in Each Category Total Traders: 109
. 6 6 26 40 42 19 12 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,504,932
Positions
100,753 373,268 21,080 1,672,898 670,518 533,114 500,325 1,412,553 58,940 291,377 163,922 2,988 323,457 268,549
Changes from: July 21, 2020 Total Change is: 41,034
1,253 14,011 -270 -39,320 21,447 12,583 51,066 -14,356 6,434 6,206 -1,231 0 3,082 2,416
Percent of Open Interest Represented by Each Category of Trader
2.9 10.6 0.6 47.7 19.1 15.2 14.3 40.3 1.7 8.3 4.7 0.1 9.2 7.7
Number of Traders in Each Category Total Traders: 300
9 29 9 92 49 87 39 56 39 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,695,648
Positions
228,325 276,183 417,034 5,500 15,923 38,134 709,343 646,133 258,352 13,439 7,058 1,669 23,852 35,162
Changes from: July 21, 2020 Total Change is: 5,290
-5,467 3,726 4,512 0 -2,483 2,778 -4,176 -2,518 1,878 5,442 -2,602 475 -152 -476
Percent of Open Interest Represented by Each Category of Trader
13.5 16.3 24.6 0.3 0.9 2.2 41.8 38.1 15.2 0.8 0.4 0.1 1.4 2.1
Number of Traders in Each Category Total Traders: 109
25 19 38 . 4 . 24 26 34 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is 9,620,346
Positions
1,285,481 1,848,671 2,194,313 638,678 243,898 409,936 1,179,171 1,047,532 2,863,759 184,033 118,408 188,308 676,667 705,521
Changes from: July 21, 2020 Total Change is: -42,931
-70,992 -12,251 19,492 -67,988 -1,581 3,186 78,773 -44,116 -1,117 7,407 -3,372 753 -12,445 -3,925
Percent of Open Interest Represented by Each Category of Trader
13.4 19.2 22.8 6.6 2.5 4.3 12.3 10.9 29.8 1.9 1.2 2.0 7.0 7.3
Number of Traders in Each Category Total Traders: 228
31 47 68 16 11 19 46 44 76 10 13 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 169,339
Positions
17,866 48,675 21,483 635 8,514 8,319 98,188 59,879 19,968 299 0 2,376 205 125
Changes from: July 21, 2020 Total Change is: 2,356
585 1,570 127 327 231 108 3,481 2,872 -1,646 255 0 -863 -18 -43
Percent of Open Interest Represented by Each Category of Trader
10.6 28.7 12.7 0.4 5.0 4.9 58.0 35.4 11.8 0.2 0.0 1.4 0.1 0.1
Number of Traders in Each Category Total Traders: 56
5 16 9 . . . 12 18 18 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 221,727
Positions
29,060 99,085 17,727 1,222 4,419 2,623 137,490 69,653 27,167 5,751 296 585 102 172
Changes from: July 21, 2020 Total Change is: 8,090
-13 -1,127 3,145 116 -258 1 -1,154 -65 6,107 -149 227 38 -1 22
Percent of Open Interest Represented by Each Category of Trader
13.1 44.7 8.0 0.6 2.0 1.2 62.0 31.4 12.3 2.6 0.1 0.3 0.0 0.1
Number of Traders in Each Category Total Traders: 80
7 27 13 . . . 15 24 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 70,944
Positions
0 18,737 0 1,516 2,414 0 79 22,939 25,792 43,531 500 0 26 562
Changes from: July 21, 2020 Total Change is: 460
0 -972 0 0 89 0 0 860 658 -200 0 0 2 -175
Percent of Open Interest Represented by Each Category of Trader
0.0 26.4 0.0 2.1 3.4 0.0 0.1 32.3 36.4 61.4 0.7 0.0 0.0 0.8
Number of Traders in Each Category Total Traders: 23
0 4 0 . 5 0 . 4 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 13,068
Positions
0 580 2 646 684 20 5,982 7,942 174 2,292 2,847 267 3,685 552
Changes from: July 21, 2020 Total Change is: 3,838
0 47 2 161 406 -10 1,860 1,880 76 75 1,196 266 1,408 -25
Percent of Open Interest Represented by Each Category of Trader
0.0 4.4 0.0 4.9 5.2 0.2 45.8 60.8 1.3 17.5 21.8 2.0 28.2 4.2
Number of Traders in Each Category Total Traders: 84
0 . . 5 . . 31 19 6 23 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 37,312
Positions
1,214 0 0 4,744 6,749 763 24,212 22,346 717 3,025 2,862 60 2,577 3,815
Changes from: July 21, 2020 Total Change is: 5,908
335 0 0 -356 1,901 213 6,334 2,666 -481 -367 1,130 55 175 424
Percent of Open Interest Represented by Each Category of Trader
3.3 0.0 0.0 12.7 18.1 2.0 64.9 59.9 1.9 8.1 7.7 0.2 6.9 10.2
Number of Traders in Each Category Total Traders: 94
4 0 0 4 10 . 18 31 5 7 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 268,574
Positions
19,027 19,221 15,264 120,671 46,069 16,867 30,553 100,779 32,173 6,715 2,958 8,355 18,949 26,888
Changes from: July 21, 2020 Total Change is: -27,439
-15,633 -9,271 -4,756 8,199 2,099 -2,518 -6,152 -7,179 -4,039 -198 573 -1,731 -611 -617
Percent of Open Interest Represented by Each Category of Trader
7.1 7.2 5.7 44.9 17.2 6.3 11.4 37.5 12.0 2.5 1.1 3.1 7.1 10.0
Number of Traders in Each Category Total Traders: 157
10 17 19 13 28 14 23 46 35 7 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 2020
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,219
Positions
4,492 786 0 16,789 5,665 882 270 15,796 0 579 38 0 207 52
Changes from: July 21, 2020 Total Change is: -890
28 0 0 47 0 -49 -838 -898 0 -20 38 0 -58 19
Percent of Open Interest Represented by Each Category of Trader
19.3 3.4 0.0 72.3 24.4 3.8 1.2 68.0 0.0 2.5 0.2 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 7 7 . . 6 0 9 . 0
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Updated July 31, 2020