Traders in Financial Futures - Futures Only Positions as of June 25, 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 137,543
Positions
12,205 38,470 1,708 32,644 19,577 5,186 21,037 36,983 9,038 18,902 1,981 2 36,821 24,598
Changes from: June 18, 2019 Total Change is: -23,252
6,318 15,357 -8,389 3,369 -11,041 -832 4,024 -13,386 -1,441 -197 -464 -3 -26,101 -3,053
Percent of Open Interest Represented by Each Category of Trader
8.9 28.0 1.2 23.7 14.2 3.8 15.3 26.9 6.6 13.7 1.4 0.0 26.8 17.9
Number of Traders in Each Category Total Traders: 109
7 6 . 17 15 11 22 27 13 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 55,740
Positions
24,170 2,637 931 2,399 13,532 522 16,022 17,609 287 931 818 0 10,478 19,404
Changes from: June 18, 2019 Total Change is: -3,221
-6,328 1,304 0 -46 -4,725 -63 719 2,858 14 0 -664 0 2,483 -1,945
Percent of Open Interest Represented by Each Category of Trader
43.4 4.7 1.7 4.3 24.3 0.9 28.7 31.6 0.5 1.7 1.5 0.0 18.8 34.8
Number of Traders in Each Category Total Traders: 50
4 4 . . 14 . 10 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 207,543
Positions
81,758 3,798 336 58,383 109,582 4,324 28,945 39,870 8,034 20 7,362 0 25,743 34,237
Changes from: June 18, 2019 Total Change is: -2,878
-4,691 105 6 4,150 3,337 -337 -1,579 466 -2,569 -620 22 0 2,762 -3,908
Percent of Open Interest Represented by Each Category of Trader
39.4 1.8 0.2 28.1 52.8 2.1 13.9 19.2 3.9 0.0 3.5 0.0 12.4 16.5
Number of Traders in Each Category Total Traders: 120
11 . . 15 30 11 24 33 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 139,439
Positions
4,215 34,715 329 42,467 34,241 8,898 35,773 21,973 9,425 4,869 2,761 0 33,463 27,097
Changes from: June 18, 2019 Total Change is: 15,810
-11 20,121 181 5,954 -4,664 595 718 -3,814 4,742 -1,534 773 0 5,165 -2,124
Percent of Open Interest Represented by Each Category of Trader
3.0 24.9 0.2 30.5 24.6 6.4 25.7 15.8 6.8 3.5 2.0 0.0 24.0 19.4
Number of Traders in Each Category Total Traders: 116
. 9 . 27 20 16 28 23 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 521,907
Positions
32,056 139,701 2,947 304,947 141,172 33,466 37,864 130,813 6,265 16,650 12,517 278 87,434 54,748
Changes from: June 18, 2019 Total Change is: 18,082
-1,594 16,865 904 12,998 -10,850 4,063 2,724 6,829 979 -7,480 1,299 135 5,353 -2,142
Percent of Open Interest Represented by Each Category of Trader
6.1 26.8 0.6 58.4 27.0 6.4 7.3 25.1 1.2 3.2 2.4 0.1 16.8 10.5
Number of Traders in Each Category Total Traders: 269
18 12 12 89 37 44 34 47 19 16 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 25,320
Positions
0 9,587 0 8,897 5,775 2,342 999 1,465 0 0 589 2 13,080 5,560
Changes from: June 18, 2019 Total Change is: 245
0 0 0 -118 12 -1 -25 -141 0 0 0 0 389 375
Percent of Open Interest Represented by Each Category of Trader
0.0 37.9 0.0 35.1 22.8 9.2 3.9 5.8 0.0 0.0 2.3 0.0 51.7 22.0
Number of Traders in Each Category Total Traders: 21
0 . 0 11 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,302
Positions
3,938 4,472 564 7,577 10,656 2,302 5,220 957 0 0 1,850 0 5,701 4,501
Changes from: June 18, 2019 Total Change is: -3,346
-437 -56 -895 23 43 4 163 0 -1,916 0 0 0 -288 -526
Percent of Open Interest Represented by Each Category of Trader
15.6 17.7 2.2 29.9 42.1 9.1 20.6 3.8 0.0 0.0 7.3 0.0 22.5 17.8
Number of Traders in Each Category Total Traders: 21
. . . 6 8 8 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 164,741
Positions
76,404 6,180 327 14,254 56,625 3,545 38,720 53,344 4,239 0 1,750 0 27,252 38,731
Changes from: June 18, 2019 Total Change is: -13,660
381 1,541 4 663 -7,357 208 -11,342 -3,557 -583 -2,462 50 0 -529 -3,966
Percent of Open Interest Represented by Each Category of Trader
46.4 3.8 0.2 8.7 34.4 2.2 23.5 32.4 2.6 0.0 1.1 0.0 16.5 23.5
Number of Traders in Each Category Total Traders: 91
8 6 . 13 19 14 19 25 10 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 67,781
Positions
0 45,973 0 59,797 0 0 5,326 20,139 0 399 824 0 2,259 845
Changes from: June 18, 2019 Total Change is: 6,046
0 1,543 0 5,530 0 0 1,093 4,619 0 -784 -206 0 207 90
Percent of Open Interest Represented by Each Category of Trader
0.0 67.8 0.0 88.2 0.0 0.0 7.9 29.7 0.0 0.6 1.2 0.0 3.3 1.2
Number of Traders in Each Category Total Traders: 43
0 6 0 10 0 0 15 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 216,206
Positions
911 135,423 913 134,509 20,707 14 69,912 39,925 151 2,457 16,383 0 7,339 2,690
Changes from: June 18, 2019 Total Change is: 13,462
780 2,893 113 7,546 2,969 -169 4,555 7,421 -130 18 436 0 749 -71
Percent of Open Interest Represented by Each Category of Trader
0.4 62.6 0.4 62.2 9.6 0.0 32.3 18.5 0.1 1.1 7.6 0.0 3.4 1.2
Number of Traders in Each Category Total Traders: 153
. 9 . 32 10 . 49 30 . 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 43,844
Positions
27,477 766 3,350 1,392 8,579 0 8,181 28,996 533 685 460 0 2,226 1,160
Changes from: June 18, 2019 Total Change is: 883
-200 766 0 125 -4,148 -315 1,139 5,340 -370 110 0 0 394 -390
Percent of Open Interest Represented by Each Category of Trader
62.7 1.7 7.6 3.2 19.6 0.0 18.7 66.1 1.2 1.6 1.0 0.0 5.1 2.6
Number of Traders in Each Category Total Traders: 39
. . . . 4 0 9 16 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 61,828
Positions
41,213 1,049 0 3,115 35,374 593 11,187 15,015 1,906 1,464 1,014 8 2,342 6,869
Changes from: June 18, 2019 Total Change is: -2,412
1,196 17 0 38 1,957 256 -3,440 -1,934 5 -84 -3,062 0 -383 349
Percent of Open Interest Represented by Each Category of Trader
66.7 1.7 0.0 5.0 57.2 1.0 18.1 24.3 3.1 2.4 1.6 0.0 3.8 11.1
Number of Traders in Each Category Total Traders: 98
10 . 0 6 25 . 18 27 5 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 12,293
Positions
7,356 2,679 0 3,460 3,094 0 567 4,412 0 0 120 0 910 1,988
Changes from: June 18, 2019 Total Change is: 1,285
788 26 0 3,460 232 0 -2,963 1,058 0 -173 -100 0 173 69
Percent of Open Interest Represented by Each Category of Trader
59.8 21.8 0.0 28.1 25.2 0.0 4.6 35.9 0.0 0.0 1.0 0.0 7.4 16.2
Number of Traders in Each Category Total Traders: 23
. . 0 . 5 0 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 41,325
Positions
4,679 23,806 1,013 14,404 431 321 10,477 3,761 920 1,645 1,568 0 7,868 9,507
Changes from: June 18, 2019 Total Change is: -2,471
-5,424 5,484 -3,947 5,176 -293 -400 3,583 -2,032 -412 -464 37 -57 -527 -852
Percent of Open Interest Represented by Each Category of Trader
11.3 57.6 2.5 34.9 1.0 0.8 25.4 9.1 2.2 4.0 3.8 0.0 19.0 23.0
Number of Traders in Each Category Total Traders: 94
9 20 . 15 4 . 25 11 4 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 82,649
Positions
9,357 47,611 2,026 28,808 861 641 20,953 7,521 1,839 3,290 3,136 0 15,735 19,014
Changes from: June 18, 2019 Total Change is: -4,941
-10,848 10,968 -7,894 10,352 -585 -800 7,166 -4,064 -823 -928 73 -113 -1,053 -1,703
Percent of Open Interest Represented by Each Category of Trader
11.3 57.6 2.5 34.9 1.0 0.8 25.4 9.1 2.2 4.0 3.8 0.0 19.0 23.0
Number of Traders in Each Category Total Traders: 94
9 20 . 15 4 . 25 11 4 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 26,594
Positions
0 22,196 265 21,477 673 580 1,075 1,205 0 1,226 1,224 0 1,971 451
Changes from: June 18, 2019 Total Change is: -6,682
-1,948 393 -3,667 -1,155 34 -74 261 0 0 430 0 0 -529 -3,368
Percent of Open Interest Represented by Each Category of Trader
0.0 83.5 1.0 80.8 2.5 2.2 4.0 4.5 0.0 4.6 4.6 0.0 7.4 1.7
Number of Traders in Each Category Total Traders: 23
0 4 . 12 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 516,250
Positions
34,888 123,027 6,914 303,730 119,132 47,131 31,292 77,703 12,654 13,404 65,632 1,247 64,990 62,811
Changes from: June 18, 2019 Total Change is: -147,662
-14,190 -5,489 -58,225 14,329 -8,091 -18,244 -14,640 -11,130 -23,666 -5,247 3,095 -7,314 -20,466 -18,598
Percent of Open Interest Represented by Each Category of Trader
6.8 23.8 1.3 58.8 23.1 9.1 6.1 15.1 2.5 2.6 12.7 0.2 12.6 12.2
Number of Traders in Each Category Total Traders: 554
28 41 18 166 94 106 59 106 49 23 37 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 22,742
Positions
2 12,357 0 3,562 1,096 0 4,589 1,391 0 0 0 0 14,589 7,898
Changes from: June 18, 2019 Total Change is: -27,969
-6,058 -10,156 -6,706 -1,988 0 0 -6,769 -8,693 -159 0 0 0 -6,289 -2,255
Percent of Open Interest Represented by Each Category of Trader
0.0 54.3 0.0 15.7 4.8 0.0 20.2 6.1 0.0 0.0 0.0 0.0 64.2 34.7
Number of Traders in Each Category Total Traders: 15
. 5 0 . . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 2,467,541
Positions
181,589 560,508 27,410 1,504,974 594,310 231,522 154,791 402,835 41,993 67,019 328,162 6,236 252,007 274,565
Changes from: June 18, 2019 Total Change is: -598,467
-64,147 -151 -234,108 78,122 -43,917 -87,758 -56,394 -29,226 -100,493 -26,234 15,473 -36,571 -70,884 -81,716
Percent of Open Interest Represented by Each Category of Trader
7.4 22.7 1.1 61.0 24.1 9.4 6.3 16.3 1.7 2.7 13.3 0.3 10.2 11.1
Number of Traders in Each Category Total Traders: 552
30 38 16 167 93 106 58 106 48 23 37 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 13,440
Positions
3,220 10,934 0 6,387 527 769 484 528 0 0 232 0 2,580 450
Changes from: June 18, 2019 Total Change is: -6,449
-365 247 -6,443 -26 527 0 40 0 0 0 232 0 345 -1,012
Percent of Open Interest Represented by Each Category of Trader
24.0 81.4 0.0 47.5 3.9 5.7 3.6 3.9 0.0 0.0 1.7 0.0 19.2 3.3
Number of Traders in Each Category Total Traders: 22
. 6 0 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 15,146
Positions
7,887 3,684 0 3,170 9,418 1,209 722 0 0 0 0 0 2,158 835
Changes from: June 18, 2019 Total Change is: -8,623
-1,621 -1,395 -5,787 -15 -240 -97 333 -264 0 0 -403 0 -1,436 -437
Percent of Open Interest Represented by Each Category of Trader
52.1 24.3 0.0 20.9 62.2 8.0 4.8 0.0 0.0 0.0 0.0 0.0 14.2 5.5
Number of Traders in Each Category Total Traders: 20
5 4 0 . 6 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 63,127
Positions
4,502 10,926 213 42,683 36,954 2,116 1,395 1,880 197 2,695 7,597 4 9,322 3,240
Changes from: June 18, 2019 Total Change is: -9,355
-2,754 680 -5,581 304 -242 138 875 142 32 245 0 0 -2,614 -4,524
Percent of Open Interest Represented by Each Category of Trader
7.1 17.3 0.3 67.6 58.5 3.4 2.2 3.0 0.3 4.3 12.0 0.0 14.8 5.1
Number of Traders in Each Category Total Traders: 79
5 8 . 37 16 13 4 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 43,391
Positions
5,977 12,487 385 17,544 7,801 877 9,651 11,692 1,020 1,825 2,235 5 6,107 6,888
Changes from: June 18, 2019 Total Change is: -6,150
-4,375 1,889 -4,251 1,224 -1,676 -1,451 4,259 753 -660 612 162 -546 -963 -371
Percent of Open Interest Represented by Each Category of Trader
13.8 28.8 0.9 40.4 18.0 2.0 22.2 26.9 2.4 4.2 5.2 0.0 14.1 15.9
Number of Traders in Each Category Total Traders: 234
17 27 . 51 31 24 28 50 11 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 216,956
Positions
29,884 62,435 1,927 87,721 39,005 4,387 48,255 58,462 5,101 9,123 11,174 25 30,533 34,440
Changes from: June 18, 2019 Total Change is: -30,749
-21,874 9,447 -21,254 6,121 -8,380 -7,255 21,296 3,764 -3,298 3,058 810 -2,730 -4,813 -1,853
Percent of Open Interest Represented by Each Category of Trader
13.8 28.8 0.9 40.4 18.0 2.0 22.2 26.9 2.4 4.2 5.2 0.0 14.1 15.9
Number of Traders in Each Category Total Traders: 234
17 27 . 51 31 24 28 50 11 12 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 411,906
Positions
65,278 41,592 8,074 212,456 190,043 40,332 46,182 78,284 6,202 12,863 29,026 0 20,519 18,353
Changes from: June 18, 2019 Total Change is: -60,268
-2,916 -6,236 -35,348 -5,514 14,740 -11,396 1,268 4,761 -5,308 3,503 -3,021 -1,916 -2,641 -16,544
Percent of Open Interest Represented by Each Category of Trader
15.8 10.1 2.0 51.6 46.1 9.8 11.2 19.0 1.5 3.1 7.0 0.0 5.0 4.5
Number of Traders in Each Category Total Traders: 284
22 20 4 74 52 44 37 52 18 11 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 27,590
Positions
363 4,014 0 11,089 852 220 7,793 19,491 30 2,032 0 27 6,036 2,956
Changes from: June 18, 2019 Total Change is: 4,129
0 215 0 370 0 -1 2,548 4,538 -12 814 -550 27 383 -88
Percent of Open Interest Represented by Each Category of Trader
1.3 14.5 0.0 40.2 3.1 0.8 28.2 70.6 0.1 7.4 0.0 0.1 21.9 10.7
Number of Traders in Each Category Total Traders: 33
. . 0 11 . . 8 4 . 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 57,144
Positions
4,985 6,771 355 17,871 17,378 1,009 26,630 11,962 38 0 1,523 0 6,256 18,108
Changes from: June 18, 2019 Total Change is: 2,170
-1,166 2,334 72 -1,468 3,225 458 6,919 3,143 -293 -1,146 1,123 0 -1,206 -7,892
Percent of Open Interest Represented by Each Category of Trader
8.7 11.8 0.6 31.3 30.4 1.8 46.6 20.9 0.1 0.0 2.7 0.0 10.9 31.7
Number of Traders in Each Category Total Traders: 75
9 8 . 14 10 7 16 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 312,809
Positions
24,335 178,879 3,041 226,453 96,399 19,685 15,168 7,463 104 15,016 1,358 0 9,007 5,880
Changes from: June 18, 2019 Total Change is: -67,064
-6,991 868 -44,553 -10,844 931 -1,863 4,953 -3,773 -1,134 7,942 -1,221 -7,140 -7,434 -9,179
Percent of Open Interest Represented by Each Category of Trader
7.8 57.2 1.0 72.4 30.8 6.3 4.8 2.4 0.0 4.8 0.4 0.0 2.9 1.9
Number of Traders in Each Category Total Traders: 160
13 12 5 62 36 31 18 10 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,200,921
Positions
84,066 795,694 2,793 847,497 209,683 121,848 82,794 42,178 2,389 25,187 8,522 4,623 29,724 13,191
Changes from: June 18, 2019 Total Change is: -251,536
8,468 34,071 -178,500 8,414 -7,316 -25,452 14,364 -11,330 -3,966 -13,264 273 -387 -61,213 -58,929
Percent of Open Interest Represented by Each Category of Trader
7.0 66.3 0.2 70.6 17.5 10.1 6.9 3.5 0.2 2.1 0.7 0.4 2.5 1.1
Number of Traders in Each Category Total Traders: 408
24 21 9 171 66 89 55 30 15 32 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 121,672
Positions
43,775 50,760 56,676 5,800 420 560 13,736 1,500 299 800 11,396 1 25 60
Changes from: June 18, 2019 Total Change is: 7,559
1,939 2,676 3,844 1,391 0 135 300 0 0 0 954 -50 0 0
Percent of Open Interest Represented by Each Category of Trader
36.0 41.7 46.6 4.8 0.3 0.5 11.3 1.2 0.2 0.7 9.4 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 36
4 18 11 5 . . 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 939,464
Positions
4,109 105,466 1,372 445,231 321,818 157,180 108,407 166,766 8,312 37,198 39,336 0 177,655 139,214
Changes from: June 18, 2019 Total Change is: -25,042
-4,092 -7,780 -4,588 11,997 4,965 -15,576 -11,749 4,767 -2,996 2,508 -9,738 -999 453 6,903
Percent of Open Interest Represented by Each Category of Trader
0.4 11.2 0.1 47.4 34.3 16.7 11.5 17.8 0.9 4.0 4.2 0.0 18.9 14.8
Number of Traders in Each Category Total Traders: 173
7 15 . 55 28 42 28 26 10 9 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,141,914
Positions
4,773 148,596 283 709,685 22,966 174,219 22,757 643,200 13,074 40,013 50,390 0 177,110 89,186
Changes from: June 18, 2019 Total Change is: -13,068
791 -3,088 -636 -10,040 -193 1,326 -210 -1,498 -2,197 403 -2,960 -489 -2,016 -3,333
Percent of Open Interest Represented by Each Category of Trader
0.4 13.0 0.0 62.1 2.0 15.3 2.0 56.3 1.1 3.5 4.4 0.0 15.5 7.8
Number of Traders in Each Category Total Traders: 130
. 13 . 68 10 52 9 22 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 3,617,304
Positions
85,065 259,086 23,719 1,822,513 526,611 241,572 627,709 2,168,735 49,111 562,065 225,689 5,850 199,700 116,931
Changes from: June 18, 2019 Total Change is: 13,840
20,032 -16,177 2,839 6,009 -42,860 -16,455 30,742 101,644 -8,881 -10,099 6,830 -10,997 650 -2,103
Percent of Open Interest Represented by Each Category of Trader
2.4 7.2 0.7 50.4 14.6 6.7 17.4 60.0 1.4 15.5 6.2 0.2 5.5 3.2
Number of Traders in Each Category Total Traders: 360
24 27 9 116 33 73 53 64 30 25 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 3,769,289
Positions
212,477 209,258 32,703 1,654,368 836,726 708,952 399,943 1,247,771 75,138 198,539 232,759 17,565 469,604 408,417
Changes from: June 18, 2019 Total Change is: -85,850
-25,279 -53,102 -22,112 -46,717 110,756 17,177 75,322 -104,248 -9,866 -67,931 -19,409 -10,919 4,475 5,873
Percent of Open Interest Represented by Each Category of Trader
5.6 5.6 0.9 43.9 22.2 18.8 10.6 33.1 2.0 5.3 6.2 0.5 12.5 10.8
Number of Traders in Each Category Total Traders: 382
23 26 8 99 67 95 68 57 42 25 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 751,821
Positions
26,068 83,923 466 304,929 291,522 96,528 152,933 93,582 12,935 46,952 24,809 0 111,010 148,056
Changes from: June 18, 2019 Total Change is: 10,712
-3,206 13,383 58 10,199 -1,773 -4,813 9,321 -6,735 5,515 -1,401 -69 0 -4,961 5,146
Percent of Open Interest Represented by Each Category of Trader
3.5 11.2 0.1 40.6 38.8 12.8 20.3 12.4 1.7 6.2 3.3 0.0 14.8 19.7
Number of Traders in Each Category Total Traders: 107
4 11 . 25 34 39 19 7 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 4,450,788
Positions
115,763 509,161 17,011 2,230,626 686,085 823,739 471,046 1,722,529 51,136 378,285 307,224 2,501 360,681 331,402
Changes from: June 18, 2019 Total Change is: -75,692
1,013 -35,943 -10,232 -47,486 -115,359 22,615 8,144 112,446 -46,901 -8,108 -2,252 100 5,163 -166
Percent of Open Interest Represented by Each Category of Trader
2.6 11.4 0.4 50.1 15.4 18.5 10.6 38.7 1.1 8.5 6.9 0.1 8.1 7.4
Number of Traders in Each Category Total Traders: 330
17 32 11 95 46 84 45 64 38 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,284,359
Positions
502,858 345,307 639,141 5,201 92,548 61,925 443,655 619,528 397,239 184,486 57,569 8,728 41,126 62,374
Changes from: June 18, 2019 Total Change is: -4,457
-35,950 42,360 -14,814 -7,071 -7,449 -29,842 94,814 40,672 -43,145 31,886 7,705 -7,253 6,918 7,309
Percent of Open Interest Represented by Each Category of Trader
22.0 15.1 28.0 0.2 4.1 2.7 19.4 27.1 17.4 8.1 2.5 0.4 1.8 2.7
Number of Traders in Each Category Total Traders: 180
29 43 52 . 9 . 35 37 53 8 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 is12,663,249
Positions
1,976,839 2,269,379 2,754,460 534,205 1,522,592 621,406 2,230,565 684,203 3,602,377 186,079 135,025 95,220 662,098 978,587
Changes from: June 18, 2019 Total Change is: 390,110
-172,964 47,178 98,010 15,056 138,092 28,018 399,037 77,616 62,503 -12,238 -50,214 -2,800 -24,512 -8,293
Percent of Open Interest Represented by Each Category of Trader
15.6 17.9 21.8 4.2 12.0 4.9 17.6 5.4 28.4 1.5 1.1 0.8 5.2 7.7
Number of Traders in Each Category Total Traders: 259
37 35 67 12 31 28 52 55 88 11 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 51,037
Positions
11,648 5,939 4,254 2,445 2,296 1,094 11,487 15,835 18,718 0 1,583 0 1,391 1,318
Changes from: June 18, 2019 Total Change is: -26,665
491 -13,751 -2,655 -244 -1,002 -256 -21,662 -6,571 -2,855 0 104 0 516 321
Percent of Open Interest Represented by Each Category of Trader
22.8 11.6 8.3 4.8 4.5 2.1 22.5 31.0 36.7 0.0 3.1 0.0 2.7 2.6
Number of Traders in Each Category Total Traders: 41
5 9 7 . . . 15 5 18 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 89,583
Positions
11,517 8,865 15,264 3,850 1,200 2,983 35,332 37,878 19,963 439 3,136 0 235 294
Changes from: June 18, 2019 Total Change is: 7,693
-1,699 950 1,397 -1,700 1,200 -350 9,637 2,512 433 0 1,536 0 -25 15
Percent of Open Interest Represented by Each Category of Trader
12.9 9.9 17.0 4.3 1.3 3.3 39.4 42.3 22.3 0.5 3.5 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 58
8 9 12 . . . 13 21 23 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 15,872
Positions
2,687 3,075 0 1,092 3,918 0 5,746 5,163 69 6,235 1,242 0 43 2,405
Changes from: June 18, 2019 Total Change is: -503
1 -899 0 25 -47 0 -615 212 0 100 0 0 -14 231
Percent of Open Interest Represented by Each Category of Trader
16.9 19.4 0.0 6.9 24.7 0.0 36.2 32.5 0.4 39.3 7.8 0.0 0.3 15.2
Number of Traders in Each Category Total Traders: 32
. 4 0 . 9 0 . 5 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 9,216
Positions
4,120 2,142 0 1,110 1,543 0 3,945 3,623 0 0 207 0 41 1,701
Changes from: June 18, 2019 Total Change is: -709
-3 -283 0 0 47 0 -711 -435 0 0 0 0 5 -38
Percent of Open Interest Represented by Each Category of Trader
44.7 23.2 0.0 12.0 16.7 0.0 42.8 39.3 0.0 0.0 2.2 0.0 0.4 18.5
Number of Traders in Each Category Total Traders: 26
. . 0 . 9 0 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 50,811
Positions
16,317 298 16,597 0 40 0 6,072 13,407 11,549 30 8,650 246 0 24
Changes from: June 18, 2019 Total Change is: 1,568
4,011 -17 0 0 0 0 -186 816 -2,257 0 3,025 0 0 1
Percent of Open Interest Represented by Each Category of Trader
32.1 0.6 32.7 0.0 0.1 0.0 12.0 26.4 22.7 0.1 17.0 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . 0 . 0 . 9 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 6,021
Positions
0 0 0 310 0 25 3,093 3,246 366 490 1,967 0 1,737 417
Changes from: June 18, 2019 Total Change is: 630
0 0 0 -44 0 25 529 335 -125 8 346 0 237 49
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 5.1 0.0 0.4 51.4 53.9 6.1 8.1 32.7 0.0 28.8 6.9
Number of Traders in Each Category Total Traders: 49
0 0 0 5 0 . 19 14 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 45,093
Positions
758 25,605 0 13,347 3,752 437 22,750 8,213 2,559 1,217 1,721 104 3,921 2,702
Changes from: June 18, 2019 Total Change is: -1,919
330 -2,147 0 -5,518 840 -23 2,817 -3,831 1,149 -594 1,076 0 -80 1,017
Percent of Open Interest Represented by Each Category of Trader
1.7 56.8 0.0 29.6 8.3 1.0 50.5 18.2 5.7 2.7 3.8 0.2 8.7 6.0
Number of Traders in Each Category Total Traders: 99
. . 0 11 10 . 27 18 8 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 379,918
Positions
73,181 16,478 12,252 125,534 95,700 23,210 32,179 117,621 71,429 12,486 3,766 9,788 19,859 29,674
Changes from: June 18, 2019 Total Change is: -27,300
19,309 -11,562 -8,745 -1,963 5,184 -3,794 -9,436 12,142 -16,344 -998 -542 -4,764 -565 1,125
Percent of Open Interest Represented by Each Category of Trader
19.3 4.3 3.2 33.0 25.2 6.1 8.5 31.0 18.8 3.3 1.0 2.6 5.2 7.8
Number of Traders in Each Category Total Traders: 193
14 11 17 19 28 21 33 52 48 13 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 25, 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 26,147
Positions
3,057 0 1,146 12,385 11,112 4,483 3,600 8,361 100 1,190 218 0 186 727
Changes from: June 18, 2019 Total Change is: -15,577
1,508 -4,962 -1,642 -1,068 -5,793 1,761 -8,304 2,847 -7,814 0 39 0 -18 -13
Percent of Open Interest Represented by Each Category of Trader
11.7 0.0 4.4 47.4 42.5 17.1 13.8 32.0 0.4 4.6 0.8 0.0 0.7 2.8
Number of Traders in Each Category Total Traders: 45
4 0 . 11 5 . 6 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 28, 2019