Traders in Financial Futures - Futures Only Positions as of July 2, 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 157,998
Positions
11,554 66,825 1,353 45,750 8,110 4,413 30,483 35,936 9,731 17,122 7,518 0 37,592 24,112
Changes from: June 25, 2019 Total Change is: 20,455
-651 28,355 -355 13,106 -11,467 -773 9,446 -1,047 693 -1,780 5,537 -2 771 -486
Percent of Open Interest Represented by Each Category of Trader
7.3 42.3 0.9 29.0 5.1 2.8 19.3 22.7 6.2 10.8 4.8 0.0 23.8 15.3
Number of Traders in Each Category Total Traders: 109
8 6 4 21 9 11 23 25 12 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 50,766
Positions
21,295 4,072 932 1,592 11,531 893 14,757 12,251 313 931 818 0 10,053 19,956
Changes from: June 25, 2019 Total Change is: -4,974
-2,875 1,435 1 -807 -2,001 371 -1,265 -5,358 26 0 0 0 -425 552
Percent of Open Interest Represented by Each Category of Trader
41.9 8.0 1.8 3.1 22.7 1.8 29.1 24.1 0.6 1.8 1.6 0.0 19.8 39.3
Number of Traders in Each Category Total Traders: 41
5 4 . . 11 . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 224,591
Positions
100,165 3,996 325 59,197 112,361 4,052 23,671 49,363 10,079 3,730 7,354 0 23,372 37,061
Changes from: June 25, 2019 Total Change is: 17,048
18,407 198 -11 814 2,779 -272 -5,274 9,493 2,045 3,710 -8 0 -2,371 2,824
Percent of Open Interest Represented by Each Category of Trader
44.6 1.8 0.1 26.4 50.0 1.8 10.5 22.0 4.5 1.7 3.3 0.0 10.4 16.5
Number of Traders in Each Category Total Traders: 130
12 4 . 13 32 12 20 42 20 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 139,355
Positions
4,535 36,923 184 42,870 31,461 7,982 38,586 20,940 8,167 6,061 5,282 0 30,970 28,416
Changes from: June 25, 2019 Total Change is: -84
320 2,208 -145 403 -2,780 -916 2,813 -1,033 -1,258 1,192 2,521 0 -2,493 1,319
Percent of Open Interest Represented by Each Category of Trader
3.3 26.5 0.1 30.8 22.6 5.7 27.7 15.0 5.9 4.3 3.8 0.0 22.2 20.4
Number of Traders in Each Category Total Traders: 119
4 8 . 27 20 13 35 19 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 520,970
Positions
33,935 143,117 2,545 308,798 143,058 31,674 36,190 122,545 6,105 17,181 11,801 140 84,402 59,985
Changes from: June 25, 2019 Total Change is: -937
1,879 3,416 -402 3,851 1,886 -1,792 -1,674 -8,268 -160 531 -716 -138 -3,032 5,237
Percent of Open Interest Represented by Each Category of Trader
6.5 27.5 0.5 59.3 27.5 6.1 6.9 23.5 1.2 3.3 2.3 0.0 16.2 11.5
Number of Traders in Each Category Total Traders: 270
19 12 12 89 37 44 31 48 16 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 25,699
Positions
0 9,719 0 9,127 5,882 2,401 518 1,772 0 0 589 2 13,651 5,334
Changes from: June 25, 2019 Total Change is: 379
0 132 0 230 107 59 -481 307 0 0 0 0 571 -226
Percent of Open Interest Represented by Each Category of Trader
0.0 37.8 0.0 35.5 22.9 9.3 2.0 6.9 0.0 0.0 2.3 0.0 53.1 20.8
Number of Traders in Each Category Total Traders: 21
0 . 0 12 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 25,337
Positions
3,952 4,457 579 7,482 10,691 2,303 5,064 935 0 0 1,850 0 5,957 4,522
Changes from: June 25, 2019 Total Change is: 35
14 -15 15 -95 35 1 -156 -22 0 0 0 0 256 21
Percent of Open Interest Represented by Each Category of Trader
15.6 17.6 2.3 29.5 42.2 9.1 20.0 3.7 0.0 0.0 7.3 0.0 23.5 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 July 2, 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 162,186
Positions
69,750 8,472 1,895 19,372 44,447 3,696 36,130 53,810 5,353 0 8,878 0 25,990 35,635
Changes from: June 25, 2019 Total Change is: -2,555
-6,654 2,292 1,568 5,118 -12,178 151 -2,590 466 1,114 0 7,128 0 -1,262 -3,096
Percent of Open Interest Represented by Each Category of Trader
43.0 5.2 1.2 11.9 27.4 2.3 22.3 33.2 3.3 0.0 5.5 0.0 16.0 22.0
Number of Traders in Each Category Total Traders: 100
8 7 . 13 17 13 23 28 11 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 76,712
Positions
0 49,381 0 68,194 0 0 5,546 25,528 0 399 837 0 2,573 966
Changes from: June 25, 2019 Total Change is: 8,931
0 3,408 0 8,397 0 0 220 5,389 0 0 13 0 314 121
Percent of Open Interest Represented by Each Category of Trader
0.0 64.4 0.0 88.9 0.0 0.0 7.2 33.3 0.0 0.5 1.1 0.0 3.4 1.3
Number of Traders in Each Category Total Traders: 40
0 6 0 10 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 236,052
Positions
1,451 140,237 899 140,256 13,883 133 82,342 57,613 284 3,229 20,269 0 7,458 2,734
Changes from: June 25, 2019 Total Change is: 19,846
540 4,814 -14 5,747 -6,824 119 12,430 17,688 133 772 3,886 0 119 44
Percent of Open Interest Represented by Each Category of Trader
0.6 59.4 0.4 59.4 5.9 0.1 34.9 24.4 0.1 1.4 8.6 0.0 3.2 1.2
Number of Traders in Each Category Total Traders: 164
. 10 . 32 9 . 55 27 5 14 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 22,025
Positions
5,416 282 3,310 2,009 8,399 0 7,990 7,964 367 818 460 0 2,115 1,243
Changes from: June 25, 2019 Total Change is: -21,819
-22,061 -484 -40 617 -180 0 -191 -21,032 -166 133 0 0 -111 83
Percent of Open Interest Represented by Each Category of Trader
24.6 1.3 15.0 9.1 38.1 0.0 36.3 36.2 1.7 3.7 2.1 0.0 9.6 5.6
Number of Traders in Each Category Total Traders: 42
. . . 4 4 0 8 16 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 55,017
Positions
39,603 1,343 0 2,589 27,803 705 5,903 16,097 1,893 1,396 1,440 3 2,925 5,733
Changes from: June 25, 2019 Total Change is: -6,811
-1,610 294 0 -526 -7,571 112 -5,284 1,082 -13 -68 426 -5 583 -1,136
Percent of Open Interest Represented by Each Category of Trader
72.0 2.4 0.0 4.7 50.5 1.3 10.7 29.3 3.4 2.5 2.6 0.0 5.3 10.4
Number of Traders in Each Category Total Traders: 83
7 . 0 5 20 . 14 25 5 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 17,760
Positions
7,241 2,839 0 9,401 2,874 0 266 10,090 0 0 120 0 852 1,837
Changes from: June 25, 2019 Total Change is: 5,467
-115 160 0 5,941 -220 0 -301 5,678 0 0 0 0 -58 -151
Percent of Open Interest Represented by Each Category of Trader
40.8 16.0 0.0 52.9 16.2 0.0 1.5 56.8 0.0 0.0 0.7 0.0 4.8 10.3
Number of Traders in Each Category Total Traders: 24
. . 0 4 4 0 . 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 42,532
Positions
5,204 26,903 1,173 15,270 177 436 9,573 3,335 793 1,494 1,515 0 8,591 8,202
Changes from: June 25, 2019 Total Change is: 1,207
525 3,097 160 866 -254 116 -904 -426 -127 -151 -54 0 724 -1,305
Percent of Open Interest Represented by Each Category of Trader
12.2 63.3 2.8 35.9 0.4 1.0 22.5 7.8 1.9 3.5 3.6 0.0 20.2 19.3
Number of Traders in Each Category Total Traders: 93
13 20 . 16 . 4 23 9 4 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 85,063
Positions
10,407 53,805 2,345 30,539 353 872 19,145 6,670 1,585 2,988 3,029 0 17,182 16,404
Changes from: June 25, 2019 Total Change is: 2,414
1,050 6,194 319 1,731 -508 231 -1,808 -851 -254 -302 -107 0 1,447 -2,610
Percent of Open Interest Represented by Each Category of Trader
12.2 63.3 2.8 35.9 0.4 1.0 22.5 7.8 1.9 3.5 3.6 0.0 20.2 19.3
Number of Traders in Each Category Total Traders: 93
13 20 . 16 . 4 23 9 4 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 29,293
Positions
1,226 24,203 265 24,412 252 743 450 2,283 0 0 1,224 0 2,197 323
Changes from: June 25, 2019 Total Change is: 2,699
1,226 2,007 0 2,935 -421 163 -625 1,078 0 -1,226 0 0 226 -128
Percent of Open Interest Represented by Each Category of Trader
4.2 82.6 0.9 83.3 0.9 2.5 1.5 7.8 0.0 0.0 4.2 0.0 7.5 1.1
Number of Traders in Each Category Total Traders: 24
. 4 . 12 . 4 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 532,421
Positions
38,598 125,045 8,942 303,123 120,473 48,857 35,799 86,879 9,927 14,643 64,176 1,321 71,211 66,801
Changes from: June 25, 2019 Total Change is: 16,171
3,710 2,018 2,029 -607 1,341 1,726 4,507 9,177 -2,727 1,239 -1,456 74 6,221 3,990
Percent of Open Interest Represented by Each Category of Trader
7.2 23.5 1.7 56.9 22.6 9.2 6.7 16.3 1.9 2.8 12.1 0.2 13.4 12.5
Number of Traders in Each Category Total Traders: 548
28 40 22 168 86 103 62 103 52 23 37 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 23,320
Positions
72 12,437 0 3,565 1,096 0 874 2,097 0 0 0 0 18,809 7,690
Changes from: June 25, 2019 Total Change is: 578
70 80 0 3 0 0 -3,715 706 0 0 0 0 4,220 -208
Percent of Open Interest Represented by Each Category of Trader
0.3 53.3 0.0 15.3 4.7 0.0 3.7 9.0 0.0 0.0 0.0 0.0 80.7 33.0
Number of Traders in Each Category Total Traders: 18
. 6 0 . . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 2,545,506
Positions
199,410 569,817 37,932 1,502,007 601,101 240,066 181,371 430,659 42,887 73,216 320,881 6,607 262,010 295,556
Changes from: June 25, 2019 Total Change is: 77,965
17,821 9,309 10,522 -2,967 6,791 8,544 26,580 27,824 894 6,197 -7,281 371 10,003 20,991
Percent of Open Interest Represented by Each Category of Trader
7.8 22.4 1.5 59.0 23.6 9.4 7.1 16.9 1.7 2.9 12.6 0.3 10.3 11.6
Number of Traders in Each Category Total Traders: 546
29 38 19 169 85 103 62 102 51 23 37 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 13,120
Positions
3,916 10,270 0 5,890 732 742 244 528 0 0 247 0 2,328 601
Changes from: June 25, 2019 Total Change is: -320
696 -664 0 -497 205 -27 -240 0 0 0 15 0 -252 151
Percent of Open Interest Represented by Each Category of Trader
29.8 78.3 0.0 44.9 5.6 5.7 1.9 4.0 0.0 0.0 1.9 0.0 17.7 4.6
Number of Traders in Each Category Total Traders: 22
4 6 0 6 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 8,513
Positions
4,165 4,313 0 2,721 1,110 0 0 2,103 0 0 0 0 1,627 987
Changes from: June 25, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.9 50.7 0.0 32.0 13.0 0.0 0.0 24.7 0.0 0.0 0.0 0.0 19.1 11.6
Number of Traders in Each Category Total Traders: 21
5 7 0 . . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 63,188
Positions
5,615 10,890 104 43,754 36,739 2,809 821 2,109 274 0 7,493 2 9,809 2,768
Changes from: June 25, 2019 Total Change is: 61
1,113 -36 -109 1,071 -215 693 -574 229 77 -2,695 -104 -2 487 -472
Percent of Open Interest Represented by Each Category of Trader
8.9 17.2 0.2 69.2 58.1 4.4 1.3 3.3 0.4 0.0 11.9 0.0 15.5 4.4
Number of Traders in Each Category Total Traders: 79
5 8 . 39 16 13 . 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 41,814
Positions
6,329 11,591 304 16,723 7,558 738 9,198 10,568 1,209 1,111 2,634 11 6,192 7,201
Changes from: June 25, 2019 Total Change is: -1,577
352 -896 -81 -822 -243 -139 -453 -1,124 189 -714 399 6 85 313
Percent of Open Interest Represented by Each Category of Trader
15.1 27.7 0.7 40.0 18.1 1.8 22.0 25.3 2.9 2.7 6.3 0.0 14.8 17.2
Number of Traders in Each Category Total Traders: 219
21 21 . 48 31 26 22 47 12 13 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 209,069
Positions
31,643 57,954 1,520 83,613 37,790 3,691 45,989 52,840 6,046 5,555 13,170 53 30,959 36,005
Changes from: June 25, 2019 Total Change is: -7,887
1,759 -4,481 -407 -4,108 -1,215 -696 -2,266 -5,622 945 -3,568 1,996 28 426 1,565
Percent of Open Interest Represented by Each Category of Trader
15.1 27.7 0.7 40.0 18.1 1.8 22.0 25.3 2.9 2.7 6.3 0.0 14.8 17.2
Number of Traders in Each Category Total Traders: 219
21 21 . 48 31 26 22 47 12 13 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 414,369
Positions
79,177 35,207 8,113 216,922 198,187 34,233 42,335 84,399 6,531 6,944 29,581 16 20,098 18,102
Changes from: June 25, 2019 Total Change is: 2,463
13,899 -6,385 39 4,466 8,144 -6,099 -3,847 6,115 329 -5,919 555 16 -421 -251
Percent of Open Interest Represented by Each Category of Trader
19.1 8.5 2.0 52.3 47.8 8.3 10.2 20.4 1.6 1.7 7.1 0.0 4.9 4.4
Number of Traders in Each Category Total Traders: 285
25 18 4 73 50 41 33 59 13 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 26,137
Positions
363 3,799 0 11,533 499 223 6,982 18,992 51 1,671 0 0 5,314 2,573
Changes from: June 25, 2019 Total Change is: -1,453
0 -215 0 444 -353 3 -811 -499 21 -361 0 -27 -722 -383
Percent of Open Interest Represented by Each Category of Trader
1.4 14.5 0.0 44.1 1.9 0.9 26.7 72.7 0.2 6.4 0.0 0.0 20.3 9.8
Number of Traders in Each Category Total Traders: 33
. . 0 13 . . 8 4 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 55,355
Positions
4,609 9,929 359 16,895 18,636 795 25,302 10,332 294 0 1,571 0 7,101 13,439
Changes from: June 25, 2019 Total Change is: -1,789
-376 3,158 4 -976 1,258 -214 -1,328 -1,630 256 0 48 0 845 -4,669
Percent of Open Interest Represented by Each Category of Trader
8.3 17.9 0.6 30.5 33.7 1.4 45.7 18.7 0.5 0.0 2.8 0.0 12.8 24.3
Number of Traders in Each Category Total Traders: 69
7 12 . 14 9 8 13 10 5 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 314,259
Positions
25,906 177,833 3,075 236,735 93,271 20,715 12,460 8,711 104 6,687 1,358 0 8,577 9,192
Changes from: June 25, 2019 Total Change is: 1,450
1,571 -1,046 34 10,282 -3,128 1,030 -2,708 1,248 0 -8,329 0 0 -430 3,312
Percent of Open Interest Represented by Each Category of Trader
8.2 56.6 1.0 75.3 29.7 6.6 4.0 2.8 0.0 2.1 0.4 0.0 2.7 2.9
Number of Traders in Each Category Total Traders: 157
12 14 6 64 34 31 15 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 1,239,926
Positions
88,341 816,429 3,162 873,626 206,362 123,449 88,099 61,297 2,084 20,158 9,053 4,367 36,640 13,723
Changes from: June 25, 2019 Total Change is: 39,005
4,275 20,735 369 26,129 -3,321 1,601 5,305 19,119 -305 -5,029 531 -256 6,916 532
Percent of Open Interest Represented by Each Category of Trader
7.1 65.8 0.3 70.5 16.6 10.0 7.1 4.9 0.2 1.6 0.7 0.4 3.0 1.1
Number of Traders in Each Category Total Traders: 409
24 21 9 170 66 91 53 36 15 30 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 119,897
Positions
45,803 65,045 52,006 5,800 420 560 14,597 1,500 306 800 0 0 25 60
Changes from: June 25, 2019 Total Change is: -1,775
2,028 14,285 -4,670 0 0 0 861 0 7 0 -11,396 -1 0 0
Percent of Open Interest Represented by Each Category of Trader
38.2 54.3 43.4 4.8 0.4 0.5 12.2 1.3 0.3 0.7 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 35
4 19 11 5 . . 4 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 933,255
Positions
5,097 105,189 1,796 442,622 343,691 157,106 107,755 158,518 4,917 37,500 23,642 0 176,462 138,396
Changes from: June 25, 2019 Total Change is: -6,209
988 -277 424 -2,609 21,873 -74 -652 -8,248 -3,395 302 -15,694 0 -1,193 -818
Percent of Open Interest Represented by Each Category of Trader
0.5 11.3 0.2 47.4 36.8 16.8 11.5 17.0 0.5 4.0 2.5 0.0 18.9 14.8
Number of Traders in Each Category Total Traders: 175
7 15 . 55 32 43 32 22 9 8 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 1,150,605
Positions
4,728 180,190 10,347 707,339 26,347 179,594 21,517 653,891 9,809 40,255 2,974 0 177,016 87,453
Changes from: June 25, 2019 Total Change is: 8,691
-45 31,594 10,064 -2,346 3,381 5,375 -1,240 10,691 -3,265 242 -47,416 0 -94 -1,733
Percent of Open Interest Represented by Each Category of Trader
0.4 15.7 0.9 61.5 2.3 15.6 1.9 56.8 0.9 3.5 0.3 0.0 15.4 7.6
Number of Traders in Each Category Total Traders: 132
. 13 . 67 13 50 9 23 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 3,526,478
Positions
68,367 301,121 24,552 1,825,278 495,690 241,337 636,115 2,135,220 36,919 480,538 181,207 4,359 209,013 106,073
Changes from: June 25, 2019 Total Change is: -90,826
-16,698 42,035 833 2,765 -30,921 -235 8,406 -33,515 -12,192 -81,527 -44,482 -1,491 9,313 -10,858
Percent of Open Interest Represented by Each Category of Trader
1.9 8.5 0.7 51.8 14.1 6.8 18.0 60.5 1.0 13.6 5.1 0.1 5.9 3.0
Number of Traders in Each Category Total Traders: 357
19 28 8 115 31 70 52 65 28 31 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 3,756,647
Positions
195,408 253,587 37,923 1,665,091 780,023 739,579 371,290 1,206,794 68,342 207,471 228,297 14,155 457,388 427,947
Changes from: June 25, 2019 Total Change is: -12,642
-17,069 44,329 5,220 10,723 -56,703 30,627 -28,653 -40,977 -6,796 8,932 -4,462 -3,410 -12,216 19,530
Percent of Open Interest Represented by Each Category of Trader
5.2 6.8 1.0 44.3 20.8 19.7 9.9 32.1 1.8 5.5 6.1 0.4 12.2 11.4
Number of Traders in Each Category Total Traders: 396
25 32 16 103 68 94 70 57 39 24 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 756,775
Positions
20,024 72,019 478 307,646 304,752 105,788 148,508 92,683 12,907 49,215 22,108 0 112,209 146,040
Changes from: June 25, 2019 Total Change is: 4,954
-6,044 -11,904 12 2,717 13,230 9,260 -4,425 -899 -28 2,263 -2,701 0 1,199 -2,016
Percent of Open Interest Represented by Each Category of Trader
2.6 9.5 0.1 40.7 40.3 14.0 19.6 12.2 1.7 6.5 2.9 0.0 14.8 19.3
Number of Traders in Each Category Total Traders: 104
. 11 . 25 35 40 17 7 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 4,440,077
Positions
94,801 490,731 32,046 2,264,445 678,896 783,956 459,596 1,764,365 44,062 418,565 299,224 681 341,925 346,116
Changes from: June 25, 2019 Total Change is: -10,711
-20,962 -18,430 15,035 33,819 -7,189 -39,783 -11,450 41,836 -7,074 40,280 -8,000 -1,820 -18,756 14,714
Percent of Open Interest Represented by Each Category of Trader
2.1 11.1 0.7 51.0 15.3 17.7 10.4 39.7 1.0 9.4 6.7 0.0 7.7 7.8
Number of Traders in Each Category Total Traders: 334
17 33 11 92 50 84 47 65 31 14 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 2,050,441
Positions
460,077 358,378 555,174 11,228 71,212 57,397 381,735 524,433 360,984 184,245 60,111 6,209 33,392 56,543
Changes from: June 25, 2019 Total Change is: -233,918
-42,781 13,071 -83,967 6,027 -21,336 -4,528 -61,920 -95,095 -36,255 -241 2,542 -2,519 -7,734 -5,831
Percent of Open Interest Represented by Each Category of Trader
22.4 17.5 27.1 0.5 3.5 2.8 18.6 25.6 17.6 9.0 2.9 0.3 1.6 2.8
Number of Traders in Each Category Total Traders: 172
19 43 45 . 8 . 29 46 52 6 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 is12,898,895
Positions
1,947,612 2,120,268 2,927,634 466,410 1,726,593 601,003 2,345,510 686,710 3,717,481 119,588 126,080 59,019 714,638 934,107
Changes from: June 25, 2019 Total Change is: 235,646
-29,227 -149,111 173,174 -67,795 204,001 -20,403 114,945 2,507 115,104 -66,491 -8,945 -36,201 52,540 -44,480
Percent of Open Interest Represented by Each Category of Trader
15.1 16.4 22.7 3.6 13.4 4.7 18.2 5.3 28.8 0.9 1.0 0.5 5.5 7.2
Number of Traders in Each Category Total Traders: 265
38 34 69 14 31 30 61 49 91 10 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 57,660
Positions
12,388 13,683 4,675 2,435 2,296 1,104 16,928 15,965 18,630 139 0 419 942 888
Changes from: June 25, 2019 Total Change is: 6,623
740 7,744 421 -10 0 10 5,441 130 -88 139 -1,583 419 -449 -430
Percent of Open Interest Represented by Each Category of Trader
21.5 23.7 8.1 4.2 4.0 1.9 29.4 27.7 32.3 0.2 0.0 0.7 1.6 1.5
Number of Traders in Each Category Total Traders: 43
4 11 7 . . . 16 5 19 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 70,795
Positions
10,755 12,338 9,600 2,141 2,450 3,015 28,686 28,609 14,579 964 0 76 979 128
Changes from: June 25, 2019 Total Change is: -18,788
-762 3,473 -5,664 -1,709 1,250 32 -6,646 -9,269 -5,384 525 -3,136 76 744 -166
Percent of Open Interest Represented by Each Category of Trader
15.2 17.4 13.6 3.0 3.5 4.3 40.5 40.4 20.6 1.4 0.0 0.1 1.4 0.2
Number of Traders in Each Category Total Traders: 56
6 11 10 . . . 14 17 21 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 20,558
Positions
96 7,534 0 1,136 3,808 0 12,793 5,580 69 6,435 1,192 0 29 2,375
Changes from: June 25, 2019 Total Change is: 4,686
-2,591 4,459 0 44 -110 0 7,047 417 0 200 -50 0 -14 -30
Percent of Open Interest Represented by Each Category of Trader
0.5 36.6 0.0 5.5 18.5 0.0 62.2 27.1 0.3 31.3 5.8 0.0 0.1 11.6
Number of Traders in Each Category Total Traders: 32
. 5 0 . 9 0 . 5 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 9,668
Positions
4,193 2,122 0 1,149 1,535 0 4,268 4,249 0 0 207 0 58 1,555
Changes from: June 25, 2019 Total Change is: 452
73 -20 0 39 -8 0 323 626 0 0 0 0 17 -146
Percent of Open Interest Represented by Each Category of Trader
43.4 21.9 0.0 11.9 15.9 0.0 44.1 43.9 0.0 0.0 2.1 0.0 0.6 16.1
Number of Traders in Each Category Total Traders: 25
. . 0 . 9 0 . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 53,926
Positions
18,693 307 16,597 0 40 0 6,811 18,023 11,549 30 7,150 246 0 14
Changes from: June 25, 2019 Total Change is: 3,115
2,376 9 0 0 0 0 739 4,616 0 0 -1,500 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
34.7 0.6 30.8 0.0 0.1 0.0 12.6 33.4 21.4 0.1 13.3 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 July 2, 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 5,839
Positions
36 0 0 188 146 30 3,253 3,326 162 605 1,812 30 1,535 333
Changes from: June 25, 2019 Total Change is: -182
36 0 0 -122 146 5 160 80 -204 115 -155 30 -202 -84
Percent of Open Interest Represented by Each Category of Trader
0.6 0.0 0.0 3.2 2.5 0.5 55.7 57.0 2.8 10.4 31.0 0.5 26.3 5.7
Number of Traders in Each Category Total Traders: 54
. 0 0 . . . 19 17 6 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 42,805
Positions
428 25,525 0 12,654 3,865 480 23,119 8,194 2,054 724 637 86 3,260 1,964
Changes from: June 25, 2019 Total Change is: -2,288
-330 -80 0 -693 113 43 369 -19 -505 -493 -1,084 -18 -661 -738
Percent of Open Interest Represented by Each Category of Trader
1.0 59.6 0.0 29.6 9.0 1.1 54.0 19.1 4.8 1.7 1.5 0.2 7.6 4.6
Number of Traders in Each Category Total Traders: 84
. . 0 11 12 4 29 14 9 9 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 416,468
Positions
83,570 26,307 17,735 131,491 103,386 22,711 46,314 129,398 68,379 12,391 3,805 10,419 23,458 34,328
Changes from: June 25, 2019 Total Change is: 36,550
10,389 9,829 5,483 5,957 7,686 -499 14,135 11,777 -3,050 -95 39 631 3,599 4,654
Percent of Open Interest Represented by Each Category of Trader
20.1 6.3 4.3 31.6 24.8 5.5 11.1 31.1 16.4 3.0 0.9 2.5 5.6 8.2
Number of Traders in Each Category Total Traders: 203
16 12 20 18 33 20 36 55 48 11 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 2, 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 21,598
Positions
2,775 277 1,146 14,716 1,790 546 919 16,811 100 1,215 197 0 181 731
Changes from: June 25, 2019 Total Change is: -4,549
-282 277 0 2,331 -9,322 -3,937 -2,681 8,450 0 25 -21 0 -5 4
Percent of Open Interest Represented by Each Category of Trader
12.8 1.3 5.3 68.1 8.3 2.5 4.3 77.8 0.5 5.6 0.9 0.0 0.8 3.4
Number of Traders in Each Category Total Traders: 44
. . . 10 4 . 6 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 8, 2019