Traders in Financial Futures - Futures Only Positions as of July 9, 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 164,842
Positions
13,325 78,173 1,517 46,088 7,922 3,539 31,548 34,814 8,668 20,735 7,134 0 39,422 23,075
Changes from: July 2, 2019 Total Change is: 6,844
1,771 11,348 164 338 -188 -874 1,065 -1,122 -1,063 3,613 -384 0 1,830 -1,037
Percent of Open Interest Represented by Each Category of Trader
8.1 47.4 0.9 28.0 4.8 2.1 19.1 21.1 5.3 12.6 4.3 0.0 23.9 14.0
Number of Traders in Each Category Total Traders: 105
8 7 4 22 9 10 19 22 12 15 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 51,844
Positions
20,940 4,085 940 1,452 13,702 866 16,314 11,287 317 931 818 0 10,084 19,829
Changes from: July 2, 2019 Total Change is: 1,078
-355 13 8 -140 2,171 -27 1,557 -964 4 0 0 0 31 -127
Percent of Open Interest Represented by Each Category of Trader
40.4 7.9 1.8 2.8 26.4 1.7 31.5 21.8 0.6 1.8 1.6 0.0 19.5 38.2
Number of Traders in Each Category Total Traders: 43
5 4 . . 13 . 8 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 247,048
Positions
123,981 5,322 490 54,723 116,894 3,925 27,789 60,388 8,980 5,453 7,505 0 21,707 43,544
Changes from: July 2, 2019 Total Change is: 22,457
23,816 1,326 165 -4,474 4,533 -127 4,118 11,025 -1,099 1,723 151 0 -1,665 6,483
Percent of Open Interest Represented by Each Category of Trader
50.2 2.2 0.2 22.2 47.3 1.6 11.2 24.4 3.6 2.2 3.0 0.0 8.8 17.6
Number of Traders in Each Category Total Traders: 135
11 7 4 13 34 10 22 41 19 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 135,737
Positions
8,979 37,239 536 41,245 35,158 8,608 38,861 18,398 4,828 6,061 3,518 0 26,619 27,452
Changes from: July 2, 2019 Total Change is: -3,618
4,444 316 352 -1,625 3,697 626 275 -2,542 -3,339 0 -1,764 0 -4,351 -964
Percent of Open Interest Represented by Each Category of Trader
6.6 27.4 0.4 30.4 25.9 6.3 28.6 13.6 3.6 4.5 2.6 0.0 19.6 20.2
Number of Traders in Each Category Total Traders: 114
4 10 . 27 20 13 28 19 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 521,379
Positions
36,339 136,361 2,628 307,059 155,404 31,471 31,821 123,452 6,910 19,547 9,450 250 85,354 55,453
Changes from: July 2, 2019 Total Change is: 409
2,404 -6,756 83 -1,739 12,346 -203 -4,369 907 805 2,366 -2,351 110 952 -4,532
Percent of Open Interest Represented by Each Category of Trader
7.0 26.2 0.5 58.9 29.8 6.0 6.1 23.7 1.3 3.7 1.8 0.0 16.4 10.6
Number of Traders in Each Category Total Traders: 276
19 12 12 88 38 44 33 49 17 22 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 26,246
Positions
0 9,719 0 9,692 5,727 2,381 518 2,200 0 0 589 2 13,653 5,628
Changes from: July 2, 2019 Total Change is: 547
0 0 0 565 -155 -20 0 428 0 0 0 0 2 294
Percent of Open Interest Represented by Each Category of Trader
0.0 37.0 0.0 36.9 21.8 9.1 2.0 8.4 0.0 0.0 2.2 0.0 52.0 21.4
Number of Traders in Each Category Total Traders: 23
0 . 0 13 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 26,856
Positions
3,939 4,465 571 7,484 11,063 2,295 6,593 950 0 0 2,537 33 5,941 4,942
Changes from: July 2, 2019 Total Change is: 1,519
-13 8 -8 2 372 -8 1,529 15 0 0 687 33 -16 420
Percent of Open Interest Represented by Each Category of Trader
14.7 16.6 2.1 27.9 41.2 8.5 24.5 3.5 0.0 0.0 9.4 0.1 22.1 18.4
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 158,794
Positions
65,971 10,782 1,742 15,837 43,753 3,330 36,448 47,803 4,102 2,938 8,247 0 28,426 39,035
Changes from: July 2, 2019 Total Change is: -3,392
-3,779 2,310 -153 -3,535 -694 -366 318 -6,007 -1,251 2,938 -631 0 2,436 3,400
Percent of Open Interest Represented by Each Category of Trader
41.5 6.8 1.1 10.0 27.6 2.1 23.0 30.1 2.6 1.9 5.2 0.0 17.9 24.6
Number of Traders in Each Category Total Traders: 97
8 5 . 11 18 10 22 27 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 77,483
Positions
0 49,510 0 69,049 0 0 5,576 26,226 0 399 870 0 2,459 877
Changes from: July 2, 2019 Total Change is: 771
0 129 0 855 0 0 30 698 0 0 33 0 -114 -89
Percent of Open Interest Represented by Each Category of Trader
0.0 63.9 0.0 89.1 0.0 0.0 7.2 33.8 0.0 0.5 1.1 0.0 3.2 1.1
Number of Traders in Each Category Total Traders: 41
0 7 0 10 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 244,234
Positions
150 157,041 800 140,997 13,207 103 91,078 52,173 372 3,911 17,943 0 6,823 2,595
Changes from: July 2, 2019 Total Change is: 8,182
-1,301 16,804 -99 741 -676 -30 8,736 -5,440 88 682 -2,326 0 -635 -139
Percent of Open Interest Represented by Each Category of Trader
0.1 64.3 0.3 57.7 5.4 0.0 37.3 21.4 0.2 1.6 7.3 0.0 2.8 1.1
Number of Traders in Each Category Total Traders: 174
. 11 . 35 8 . 53 36 7 17 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 26,203
Positions
5,100 3,240 3,626 2,321 5,908 0 11,521 11,153 420 856 544 0 2,359 1,312
Changes from: July 2, 2019 Total Change is: 4,178
-316 2,958 316 312 -2,491 0 3,531 3,189 53 38 84 0 244 69
Percent of Open Interest Represented by Each Category of Trader
19.5 12.4 13.8 8.9 22.5 0.0 44.0 42.6 1.6 3.3 2.1 0.0 9.0 5.0
Number of Traders in Each Category Total Traders: 43
. . . 4 4 0 9 15 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 54,222
Positions
39,486 2,569 0 2,525 25,161 838 5,336 15,900 1,987 1,359 1,464 3 2,688 6,300
Changes from: July 2, 2019 Total Change is: -795
-117 1,226 0 -64 -2,642 133 -567 -197 94 -37 24 0 -237 567
Percent of Open Interest Represented by Each Category of Trader
72.8 4.7 0.0 4.7 46.4 1.5 9.8 29.3 3.7 2.5 2.7 0.0 5.0 11.6
Number of Traders in Each Category Total Traders: 85
9 . 0 6 19 . 14 25 5 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 20,474
Positions
6,115 3,070 0 13,152 3,227 0 0 12,044 0 0 120 0 1,207 2,013
Changes from: July 2, 2019 Total Change is: 2,714
-1,126 231 0 3,751 353 0 -266 1,954 0 0 0 0 355 176
Percent of Open Interest Represented by Each Category of Trader
29.9 15.0 0.0 64.2 15.8 0.0 0.0 58.8 0.0 0.0 0.6 0.0 5.9 9.8
Number of Traders in Each Category Total Traders: 23
. . 0 4 5 0 0 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,651
Positions
4,697 24,140 1,175 15,973 187 437 7,255 3,575 1,354 1,494 1,505 0 8,267 8,280
Changes from: July 2, 2019 Total Change is: -1,881
-507 -2,763 3 704 10 1 -2,318 240 562 0 -10 0 -324 78
Percent of Open Interest Represented by Each Category of Trader
11.6 59.4 2.9 39.3 0.5 1.1 17.8 8.8 3.3 3.7 3.7 0.0 20.3 20.4
Number of Traders in Each Category Total Traders: 93
11 20 . 15 . 4 22 14 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 81,302
Positions
9,394 48,279 2,350 31,946 373 873 14,509 7,149 2,708 2,988 3,010 0 16,534 16,560
Changes from: July 2, 2019 Total Change is: -3,761
-1,013 -5,526 5 1,407 20 1 -4,636 479 1,123 0 -19 0 -648 156
Percent of Open Interest Represented by Each Category of Trader
11.6 59.4 2.9 39.3 0.5 1.1 17.8 8.8 3.3 3.7 3.7 0.0 20.3 20.4
Number of Traders in Each Category Total Traders: 93
11 20 . 15 . 4 22 14 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 29,360
Positions
1,226 24,913 265 24,389 31 687 450 1,736 0 0 1,224 0 2,343 504
Changes from: July 2, 2019 Total Change is: 67
0 710 0 -23 -221 -56 0 -547 0 0 0 0 146 181
Percent of Open Interest Represented by Each Category of Trader
4.2 84.9 0.9 83.1 0.1 2.3 1.5 5.9 0.0 0.0 4.2 0.0 8.0 1.7
Number of Traders in Each Category Total Traders: 23
. 5 . 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 538,672
Positions
37,701 123,544 11,054 308,384 124,023 48,320 32,616 86,826 9,268 18,503 66,914 1,330 71,496 67,393
Changes from: July 2, 2019 Total Change is: 6,250
-897 -1,501 2,112 5,261 3,550 -537 -3,183 -53 -659 3,860 2,738 8 285 592
Percent of Open Interest Represented by Each Category of Trader
7.0 22.9 2.1 57.2 23.0 9.0 6.1 16.1 1.7 3.4 12.4 0.2 13.3 12.5
Number of Traders in Each Category Total Traders: 547
27 41 24 165 87 102 60 102 52 27 38 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 25,392
Positions
0 13,817 0 3,992 1,096 0 2,054 1,609 0 0 0 0 19,346 8,870
Changes from: July 2, 2019 Total Change is: 2,072
-72 1,380 0 427 0 0 1,180 -488 0 0 0 0 537 1,180
Percent of Open Interest Represented by Each Category of Trader
0.0 54.4 0.0 15.7 4.3 0.0 8.1 6.3 0.0 0.0 0.0 0.0 76.2 34.9
Number of Traders in Each Category Total Traders: 20
0 8 0 . . 0 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 2,566,398
Positions
197,833 557,961 45,945 1,526,024 618,702 237,532 165,988 439,264 33,162 92,515 334,570 6,648 260,751 292,614
Changes from: July 2, 2019 Total Change is: 20,892
-1,577 -11,856 8,013 24,017 17,601 -2,534 -15,383 8,605 -9,725 19,299 13,689 41 -1,259 -2,942
Percent of Open Interest Represented by Each Category of Trader
7.7 21.7 1.8 59.5 24.1 9.3 6.5 17.1 1.3 3.6 13.0 0.3 10.2 11.4
Number of Traders in Each Category Total Traders: 545
29 38 21 166 86 102 59 102 48 27 38 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 13,043
Positions
3,429 10,270 0 6,177 732 742 224 528 0 0 267 0 2,471 504
Changes from: July 2, 2019 Total Change is: -77
-487 0 0 287 0 0 -20 0 0 0 20 0 143 -97
Percent of Open Interest Represented by Each Category of Trader
26.3 78.7 0.0 47.4 5.6 5.7 1.7 4.0 0.0 0.0 2.0 0.0 18.9 3.9
Number of Traders in Each Category Total Traders: 21
4 6 0 5 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 8,466
Positions
4,048 4,535 0 2,699 1,110 0 0 1,855 0 0 0 0 1,719 966
Changes from: July 2, 2019 Total Change is: -47
-117 222 0 -22 0 0 0 -248 0 0 0 0 92 -21
Percent of Open Interest Represented by Each Category of Trader
47.8 53.6 0.0 31.9 13.1 0.0 0.0 21.9 0.0 0.0 0.0 0.0 20.3 11.4
Number of Traders in Each Category Total Traders: 20
5 7 0 . . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 64,284
Positions
6,208 10,580 160 43,919 37,455 2,592 785 2,634 479 0 7,442 2 10,139 2,940
Changes from: July 2, 2019 Total Change is: 1,096
593 -310 56 165 716 -217 -36 525 205 0 -51 0 330 172
Percent of Open Interest Represented by Each Category of Trader
9.7 16.5 0.2 68.3 58.3 4.0 1.2 4.1 0.7 0.0 11.6 0.0 15.8 4.6
Number of Traders in Each Category Total Traders: 81
5 8 . 38 18 14 . 7 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 42,165
Positions
6,466 11,413 264 16,103 7,458 1,048 9,601 10,324 1,375 823 2,542 5 6,479 7,735
Changes from: July 2, 2019 Total Change is: 351
138 -178 -40 -619 -100 310 404 -244 166 -288 -92 -5 287 534
Percent of Open Interest Represented by Each Category of Trader
15.3 27.1 0.6 38.2 17.7 2.5 22.8 24.5 3.3 2.0 6.0 0.0 15.4 18.3
Number of Traders in Each Category Total Traders: 220
19 21 . 48 33 24 24 50 13 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 210,823
Positions
32,332 57,066 1,320 80,516 37,290 5,239 48,007 51,622 6,874 4,114 12,710 26 32,395 38,676
Changes from: July 2, 2019 Total Change is: 1,754
689 -888 -200 -3,097 -500 1,548 2,018 -1,218 828 -1,441 -460 -27 1,436 2,671
Percent of Open Interest Represented by Each Category of Trader
15.3 27.1 0.6 38.2 17.7 2.5 22.8 24.5 3.3 2.0 6.0 0.0 15.4 18.3
Number of Traders in Each Category Total Traders: 220
19 21 . 48 33 24 24 50 13 8 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 422,345
Positions
81,653 37,860 7,867 220,814 202,348 34,230 44,920 85,228 6,815 6,257 29,724 10 19,779 18,263
Changes from: July 2, 2019 Total Change is: 7,976
2,476 2,653 -246 3,892 4,161 -3 2,585 829 284 -687 143 -6 -319 161
Percent of Open Interest Represented by Each Category of Trader
19.3 9.0 1.9 52.3 47.9 8.1 10.6 20.2 1.6 1.5 7.0 0.0 4.7 4.3
Number of Traders in Each Category Total Traders: 290
25 20 5 75 50 41 35 60 15 8 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 26,512
Positions
724 3,799 0 11,412 499 224 6,278 19,316 64 1,465 0 0 6,345 2,610
Changes from: July 2, 2019 Total Change is: 375
361 0 0 -121 0 1 -704 324 13 -206 0 0 1,031 37
Percent of Open Interest Represented by Each Category of Trader
2.7 14.3 0.0 43.0 1.9 0.8 23.7 72.9 0.2 5.5 0.0 0.0 23.9 9.8
Number of Traders in Each Category Total Traders: 32
. . 0 13 . . 6 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 54,291
Positions
4,616 11,294 341 16,966 18,811 1,032 24,175 11,060 210 0 1,567 0 6,951 9,976
Changes from: July 2, 2019 Total Change is: -1,064
7 1,365 -18 71 175 237 -1,127 728 -84 0 -4 0 -150 -3,463
Percent of Open Interest Represented by Each Category of Trader
8.5 20.8 0.6 31.3 34.6 1.9 44.5 20.4 0.4 0.0 2.9 0.0 12.8 18.4
Number of Traders in Each Category Total Traders: 72
6 14 . 14 8 9 15 11 6 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 307,933
Positions
26,260 173,101 3,203 231,103 93,960 20,687 10,639 10,063 316 6,585 1,358 0 9,140 5,245
Changes from: July 2, 2019 Total Change is: -6,326
354 -4,732 128 -5,632 689 -28 -1,821 1,352 212 -102 0 0 563 -3,947
Percent of Open Interest Represented by Each Category of Trader
8.5 56.2 1.0 75.0 30.5 6.7 3.5 3.3 0.1 2.1 0.4 0.0 3.0 1.7
Number of Traders in Each Category Total Traders: 160
12 14 6 64 36 31 15 12 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 1,254,915
Positions
93,582 844,109 2,244 895,251 197,175 120,155 86,505 62,449 2,197 20,444 9,050 4,655 29,882 12,881
Changes from: July 2, 2019 Total Change is: 14,989
5,241 27,680 -918 21,625 -9,187 -3,294 -1,594 1,152 113 286 -3 288 -6,758 -842
Percent of Open Interest Represented by Each Category of Trader
7.5 67.3 0.2 71.3 15.7 9.6 6.9 5.0 0.2 1.6 0.7 0.4 2.4 1.0
Number of Traders in Each Category Total Traders: 403
26 19 7 172 58 88 50 38 15 30 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 119,687
Positions
44,092 65,589 51,752 5,805 420 560 16,347 1,000 306 800 0 0 25 60
Changes from: July 2, 2019 Total Change is: -210
-1,711 544 -254 5 0 0 1,750 -500 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
36.8 54.8 43.2 4.9 0.4 0.5 13.7 0.8 0.3 0.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 36
4 19 11 5 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 920,436
Positions
6,591 103,272 1,458 440,446 345,136 154,800 97,823 155,015 4,844 40,078 23,142 8 174,388 132,761
Changes from: July 2, 2019 Total Change is: -12,819
1,494 -1,917 -338 -2,176 1,445 -2,306 -9,932 -3,503 -73 2,578 -500 8 -2,074 -5,635
Percent of Open Interest Represented by Each Category of Trader
0.7 11.2 0.2 47.9 37.5 16.8 10.6 16.8 0.5 4.4 2.5 0.0 18.9 14.4
Number of Traders in Each Category Total Traders: 180
9 17 5 58 32 43 30 21 10 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 1,150,733
Positions
4,568 185,813 9,975 711,201 27,454 177,640 28,253 647,520 9,370 38,044 3,117 0 171,682 89,844
Changes from: July 2, 2019 Total Change is: 128
-160 5,623 -372 3,862 1,107 -1,954 6,736 -6,371 -439 -2,211 143 0 -5,334 2,391
Percent of Open Interest Represented by Each Category of Trader
0.4 16.1 0.9 61.8 2.4 15.4 2.5 56.3 0.8 3.3 0.3 0.0 14.9 7.8
Number of Traders in Each Category Total Traders: 133
. 12 . 68 13 52 11 22 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 3,491,119
Positions
88,566 302,514 26,935 1,818,459 510,837 234,398 581,014 2,059,623 53,822 482,676 182,896 4,433 200,816 115,661
Changes from: July 2, 2019 Total Change is: -35,359
20,199 1,393 2,383 -6,819 15,147 -6,939 -55,101 -75,597 16,903 2,138 1,689 74 -8,197 9,588
Percent of Open Interest Represented by Each Category of Trader
2.5 8.7 0.8 52.1 14.6 6.7 16.6 59.0 1.5 13.8 5.2 0.1 5.8 3.3
Number of Traders in Each Category Total Traders: 370
25 30 8 118 29 70 62 60 31 30 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 3,736,397
Positions
192,726 213,927 40,339 1,628,434 747,278 721,524 393,549 1,272,775 74,228 195,179 249,567 13,266 477,152 403,493
Changes from: July 2, 2019 Total Change is: -20,250
-2,682 -39,660 2,416 -36,657 -32,745 -18,055 22,259 65,981 5,886 -12,292 21,270 -889 19,764 -24,454
Percent of Open Interest Represented by Each Category of Trader
5.2 5.7 1.1 43.6 20.0 19.3 10.5 34.1 2.0 5.2 6.7 0.4 12.8 10.8
Number of Traders in Each Category Total Traders: 399
29 28 15 104 67 94 71 60 45 26 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 758,178
Positions
25,211 60,672 479 300,009 315,131 109,563 150,570 96,964 12,240 49,284 21,696 0 110,822 141,433
Changes from: July 2, 2019 Total Change is: 1,403
5,187 -11,347 1 -7,637 10,379 3,775 2,062 4,281 -667 69 -412 0 -1,387 -4,607
Percent of Open Interest Represented by Each Category of Trader
3.3 8.0 0.1 39.6 41.6 14.5 19.9 12.8 1.6 6.5 2.9 0.0 14.6 18.7
Number of Traders in Each Category Total Traders: 104
5 9 . 25 35 41 15 9 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 4,343,677
Positions
90,714 398,596 39,656 2,150,415 688,873 789,917 455,296 1,752,377 49,023 413,288 300,331 777 354,591 324,127
Changes from: July 2, 2019 Total Change is: -96,400
-4,087 -92,135 7,610 -114,030 9,977 5,961 -4,300 -11,988 4,961 -5,277 1,107 96 12,666 -21,989
Percent of Open Interest Represented by Each Category of Trader
2.1 9.2 0.9 49.5 15.9 18.2 10.5 40.3 1.1 9.5 6.9 0.0 8.2 7.5
Number of Traders in Each Category Total Traders: 335
16 35 9 89 53 80 40 70 35 16 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 2,100,243
Positions
473,491 381,904 602,456 3,555 73,523 55,477 325,166 482,277 397,460 190,217 42,774 7,274 45,147 57,098
Changes from: July 2, 2019 Total Change is: 49,802
13,414 23,526 47,282 -7,673 2,311 -1,920 -56,569 -42,156 36,476 5,972 -17,337 1,065 11,755 555
Percent of Open Interest Represented by Each Category of Trader
22.5 18.2 28.7 0.2 3.5 2.6 15.5 23.0 18.9 9.1 2.0 0.3 2.1 2.7
Number of Traders in Each Category Total Traders: 169
23 42 49 . 10 . 25 46 51 6 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 is12,862,221
Positions
2,065,990 1,964,344 2,930,157 471,409 2,011,179 503,708 2,420,685 738,993 3,593,372 118,310 122,331 67,733 690,857 930,404
Changes from: July 2, 2019 Total Change is: -36,674
118,378 -155,924 2,523 4,999 284,586 -97,295 75,175 52,283 -124,109 -1,278 -3,749 8,714 -23,781 -3,703
Percent of Open Interest Represented by Each Category of Trader
16.1 15.3 22.8 3.7 15.6 3.9 18.8 5.7 27.9 0.9 1.0 0.5 5.4 7.2
Number of Traders in Each Category Total Traders: 265
39 30 68 12 33 31 57 54 93 9 15 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 57,914
Positions
12,388 14,102 4,675 2,430 1,324 1,109 16,116 15,789 19,854 224 0 437 681 624
Changes from: July 2, 2019 Total Change is: 254
0 419 0 -5 -972 5 -812 -176 1,224 85 0 18 -261 -264
Percent of Open Interest Represented by Each Category of Trader
21.4 24.3 8.1 4.2 2.3 1.9 27.8 27.3 34.3 0.4 0.0 0.8 1.2 1.1
Number of Traders in Each Category Total Traders: 44
4 12 7 . . . 17 4 18 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 84,730
Positions
14,753 8,067 18,200 1,741 2,667 4,149 29,409 36,188 14,992 964 0 143 379 324
Changes from: July 2, 2019 Total Change is: 13,935
3,998 -4,271 8,600 -400 217 1,134 723 7,579 413 0 0 67 -600 196
Percent of Open Interest Represented by Each Category of Trader
17.4 9.5 21.5 2.1 3.1 4.9 34.7 42.7 17.7 1.1 0.0 0.2 0.4 0.4
Number of Traders in Each Category Total Traders: 59
7 11 11 . . . 15 18 21 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 20,429
Positions
56 7,629 0 1,136 3,808 0 13,321 5,635 69 5,815 1,192 0 32 2,096
Changes from: July 2, 2019 Total Change is: -129
-40 95 0 0 0 0 528 55 0 -620 0 0 3 -279
Percent of Open Interest Represented by Each Category of Trader
0.3 37.3 0.0 5.6 18.6 0.0 65.2 27.6 0.3 28.5 5.8 0.0 0.2 10.3
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 9, 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 10,554
Positions
4,113 2,256 0 1,149 1,514 0 5,244 5,051 0 0 207 0 48 1,526
Changes from: July 2, 2019 Total Change is: 886
-80 134 0 0 -21 0 976 802 0 0 0 0 -10 -29
Percent of Open Interest Represented by Each Category of Trader
39.0 21.4 0.0 10.9 14.3 0.0 49.7 47.9 0.0 0.0 2.0 0.0 0.5 14.5
Number of Traders in Each Category Total Traders: 26
. . 0 . 9 0 . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 52,495
Positions
18,835 199 16,597 0 40 0 5,216 16,698 11,549 30 7,150 246 22 16
Changes from: July 2, 2019 Total Change is: -1,431
142 -108 0 0 0 0 -1,595 -1,325 0 0 0 0 22 2
Percent of Open Interest Represented by Each Category of Trader
35.9 0.4 31.6 0.0 0.1 0.0 9.9 31.8 22.0 0.1 13.6 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 9 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 6,075
Positions
57 0 0 249 109 15 3,233 3,730 136 625 1,711 30 1,730 344
Changes from: July 2, 2019 Total Change is: 236
21 0 0 61 -37 -15 -20 404 -26 20 -101 0 195 11
Percent of Open Interest Represented by Each Category of Trader
0.9 0.0 0.0 4.1 1.8 0.2 53.2 61.4 2.2 10.3 28.2 0.5 28.5 5.7
Number of Traders in Each Category Total Traders: 56
. 0 0 4 . . 18 19 . 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 41,935
Positions
428 25,785 0 18,567 3,426 494 16,792 7,961 1,364 1,246 525 162 2,882 2,218
Changes from: July 2, 2019 Total Change is: -870
0 260 0 5,913 -439 14 -6,327 -233 -690 522 -112 76 -378 254
Percent of Open Interest Represented by Each Category of Trader
1.0 61.5 0.0 44.3 8.2 1.2 40.0 19.0 3.3 3.0 1.3 0.4 6.9 5.3
Number of Traders in Each Category Total Traders: 90
. . 0 13 10 . 25 18 9 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 419,342
Positions
95,868 21,643 18,528 127,348 107,473 22,493 39,221 132,772 70,010 13,329 3,568 10,223 22,322 32,632
Changes from: July 2, 2019 Total Change is: 2,874
12,298 -4,664 793 -4,143 4,087 -218 -7,093 3,374 1,631 938 -237 -196 -1,136 -1,696
Percent of Open Interest Represented by Each Category of Trader
22.9 5.2 4.4 30.4 25.6 5.4 9.4 31.7 16.7 3.2 0.9 2.4 5.3 7.8
Number of Traders in Each Category Total Traders: 211
14 13 17 16 36 22 37 61 52 13 10 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 9, 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 21,454
Positions
3,213 722 1,146 12,699 1,876 1,780 1,027 15,605 100 1,219 204 0 270 21
Changes from: July 2, 2019 Total Change is: -144
438 445 0 -2,017 86 1,234 108 -1,206 0 4 7 0 89 -710
Percent of Open Interest Represented by Each Category of Trader
15.0 3.4 5.3 59.2 8.7 8.3 4.8 72.7 0.5 5.7 1.0 0.0 1.3 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 11 4 . 4 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 12, 2019