Traders in Financial Futures - Futures Only Positions as of July 23, 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 187,397
Positions
10,366 101,489 1,546 61,004 8,300 3,312 43,692 36,837 10,394 18,188 2,513 0 38,895 23,006
Changes from: July 16, 2019 Total Change is: 4,451
-1,600 6,474 -256 3,340 -1,106 87 4,600 1,337 1,610 596 -5,140 0 -3,926 1,445
Percent of Open Interest Represented by Each Category of Trader
5.5 54.2 0.8 32.6 4.4 1.8 23.3 19.7 5.5 9.7 1.3 0.0 20.8 12.3
Number of Traders in Each Category Total Traders: 110
6 7 . 24 9 10 22 26 13 13 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 53,369
Positions
22,401 3,991 332 1,537 13,941 888 16,480 13,336 340 931 818 0 10,460 19,723
Changes from: July 16, 2019 Total Change is: 1,166
-872 -875 -414 553 861 27 894 1,983 30 0 0 0 948 -446
Percent of Open Interest Represented by Each Category of Trader
42.0 7.5 0.6 2.9 26.1 1.7 30.9 25.0 0.6 1.7 1.5 0.0 19.6 37.0
Number of Traders in Each Category Total Traders: 45
. 6 . . 13 4 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 248,063
Positions
129,059 4,185 1,164 52,167 118,883 6,350 27,843 55,974 7,385 450 7,249 0 23,645 46,873
Changes from: July 16, 2019 Total Change is: -5,401
354 -23 691 -1,921 -4,567 863 369 -3,362 -1,484 -3,615 -102 0 -658 2,583
Percent of Open Interest Represented by Each Category of Trader
52.0 1.7 0.5 21.0 47.9 2.6 11.2 22.6 3.0 0.2 2.9 0.0 9.5 18.9
Number of Traders in Each Category Total Traders: 131
12 5 6 12 34 10 20 44 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 136,245
Positions
4,293 35,938 578 43,346 35,934 9,805 38,732 20,904 4,883 6,569 3,503 0 28,039 24,700
Changes from: July 16, 2019 Total Change is: 5,941
-2,074 2,977 37 2,429 1,517 401 3,182 1,585 645 -161 -1,104 0 1,482 -117
Percent of Open Interest Represented by Each Category of Trader
3.2 26.4 0.4 31.8 26.4 7.2 28.4 15.3 3.6 4.8 2.6 0.0 20.6 18.1
Number of Traders in Each Category Total Traders: 117
. 10 4 28 18 14 27 24 14 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 541,102
Positions
39,821 126,163 3,734 314,173 166,611 29,567 37,526 133,778 7,043 20,888 9,963 240 88,110 64,003
Changes from: July 16, 2019 Total Change is: 5,254
3,041 -12,488 1,575 3,425 5,300 -1,382 71 7,221 443 -4,086 -673 96 2,071 5,162
Percent of Open Interest Represented by Each Category of Trader
7.4 23.3 0.7 58.1 30.8 5.5 6.9 24.7 1.3 3.9 1.8 0.0 16.3 11.8
Number of Traders in Each Category Total Traders: 273
20 11 12 85 39 43 34 49 15 21 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 27,705
Positions
524 10,110 0 11,022 5,717 2,391 521 2,666 0 0 589 2 13,245 6,230
Changes from: July 16, 2019 Total Change is: 788
58 10 0 1,314 269 -23 3 582 0 0 0 0 -564 -50
Percent of Open Interest Represented by Each Category of Trader
1.9 36.5 0.0 39.8 20.6 8.6 1.9 9.6 0.0 0.0 2.1 0.0 47.8 22.5
Number of Traders in Each Category Total Traders: 23
. . 0 13 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 28,062
Positions
3,936 4,509 527 6,805 11,087 2,346 8,040 940 2 0 2,837 33 6,373 5,781
Changes from: July 16, 2019 Total Change is: 409
0 37 -37 -77 19 50 812 0 0 0 140 0 -339 200
Percent of Open Interest Represented by Each Category of Trader
14.0 16.1 1.9 24.2 39.5 8.4 28.7 3.3 0.0 0.0 10.1 0.1 22.7 20.6
Number of Traders in Each Category Total Traders: 23
. . . 5 8 8 4 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 150,525
Positions
66,275 18,561 986 14,578 36,744 4,285 32,521 50,368 3,734 0 2,392 0 28,146 33,455
Changes from: July 16, 2019 Total Change is: -7,209
136 2,214 -98 -2,153 -4,458 663 -3,852 -2,263 -82 -2,938 -2,666 0 1,115 -519
Percent of Open Interest Represented by Each Category of Trader
44.0 12.3 0.7 9.7 24.4 2.8 21.6 33.5 2.5 0.0 1.6 0.0 18.7 22.2
Number of Traders in Each Category Total Traders: 91
10 6 . 12 18 14 16 27 12 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 76,146
Positions
0 49,263 0 66,473 0 0 6,839 25,161 0 676 810 0 2,158 912
Changes from: July 16, 2019 Total Change is: 927
0 -1 0 1,288 0 0 162 870 0 -121 -10 0 -402 68
Percent of Open Interest Represented by Each Category of Trader
0.0 64.7 0.0 87.3 0.0 0.0 9.0 33.0 0.0 0.9 1.1 0.0 2.8 1.2
Number of Traders in Each Category Total Traders: 44
0 6 0 11 0 0 14 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 221,368
Positions
1,717 154,916 800 118,448 11,984 1,628 87,150 30,905 887 3,679 17,118 0 7,059 3,130
Changes from: July 16, 2019 Total Change is: -4,357
542 2,580 0 -5,121 -6,338 1,616 1,182 -2,583 189 -2,051 -102 0 -714 281
Percent of Open Interest Represented by Each Category of Trader
0.8 70.0 0.4 53.5 5.4 0.7 39.4 14.0 0.4 1.7 7.7 0.0 3.2 1.4
Number of Traders in Each Category Total Traders: 168
. 9 . 34 8 . 54 32 6 14 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 29,826
Positions
5,000 4,110 3,222 6,347 1,650 9 11,691 18,349 390 618 822 12 2,537 1,262
Changes from: July 16, 2019 Total Change is: 1,351
0 226 0 1,313 377 -4 297 402 125 0 5 0 -380 220
Percent of Open Interest Represented by Each Category of Trader
16.8 13.8 10.8 21.3 5.5 0.0 39.2 61.5 1.3 2.1 2.8 0.0 8.5 4.2
Number of Traders in Each Category Total Traders: 49
. . . 7 . . 13 15 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 54,066
Positions
32,611 10,604 0 9,407 13,417 268 6,296 20,126 1,979 469 1,230 0 3,036 6,442
Changes from: July 16, 2019 Total Change is: 4,041
-1,756 6,079 0 6,156 -3,649 -323 764 1,783 23 -775 -657 -3 -45 788
Percent of Open Interest Represented by Each Category of Trader
60.3 19.6 0.0 17.4 24.8 0.5 11.6 37.2 3.7 0.9 2.3 0.0 5.6 11.9
Number of Traders in Each Category Total Traders: 83
6 5 0 12 11 . 18 22 5 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 20,792
Positions
4,901 3,070 0 14,319 2,361 0 429 13,460 0 0 120 0 1,143 1,781
Changes from: July 16, 2019 Total Change is: 435
-528 0 0 1,005 -459 0 0 773 0 0 0 0 -42 121
Percent of Open Interest Represented by Each Category of Trader
23.6 14.8 0.0 68.9 11.4 0.0 2.1 64.7 0.0 0.0 0.6 0.0 5.5 8.6
Number of Traders in Each Category Total Traders: 27
. . 0 5 4 0 . 11 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 46,842
Positions
5,245 27,449 1,282 17,885 1,403 414 11,315 4,035 1,160 1,543 1,735 0 7,999 9,366
Changes from: July 16, 2019 Total Change is: -2,050
-90 -874 1 -2,422 212 49 407 -1,133 3 0 -51 0 3 -257
Percent of Open Interest Represented by Each Category of Trader
11.2 58.6 2.7 38.2 3.0 0.9 24.2 8.6 2.5 3.3 3.7 0.0 17.1 20.0
Number of Traders in Each Category Total Traders: 95
10 22 . 15 . . 25 11 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 93,683
Positions
10,490 54,897 2,564 35,769 2,805 827 22,630 8,069 2,319 3,086 3,470 0 15,998 18,732
Changes from: July 16, 2019 Total Change is: -4,099
-179 -1,747 1 -4,844 423 98 814 -2,265 6 0 -101 0 5 -514
Percent of Open Interest Represented by Each Category of Trader
11.2 58.6 2.7 38.2 3.0 0.9 24.2 8.6 2.5 3.3 3.7 0.0 17.1 20.0
Number of Traders in Each Category Total Traders: 95
10 22 . 15 . . 25 11 5 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 25,968
Positions
1,226 22,087 265 20,866 200 431 744 1,554 0 0 1,224 0 2,436 207
Changes from: July 16, 2019 Total Change is: -709
0 -327 0 -431 49 -58 -226 -90 0 0 0 0 6 -283
Percent of Open Interest Represented by Each Category of Trader
4.7 85.1 1.0 80.4 0.8 1.7 2.9 6.0 0.0 0.0 4.7 0.0 9.4 0.8
Number of Traders in Each Category Total Traders: 27
. 7 . 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 557,604
Positions
38,520 136,581 16,583 307,791 125,880 50,207 36,889 78,492 11,488 20,099 67,201 1,331 74,697 69,843
Changes from: July 16, 2019 Total Change is: 701
-210 -488 3,114 -9,290 3,280 3,551 1,597 -10,265 1,062 634 233 -112 355 327
Percent of Open Interest Represented by Each Category of Trader
6.9 24.5 3.0 55.2 22.6 9.0 6.6 14.1 2.1 3.6 12.1 0.2 13.4 12.5
Number of Traders in Each Category Total Traders: 553
27 43 30 165 87 103 67 95 54 32 37 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 29,641
Positions
38 16,756 0 4,014 1,096 0 3,667 2,513 0 0 0 0 21,922 9,276
Changes from: July 16, 2019 Total Change is: 995
38 651 0 -17 0 0 495 71 0 0 0 0 479 273
Percent of Open Interest Represented by Each Category of Trader
0.1 56.5 0.0 13.5 3.7 0.0 12.4 8.5 0.0 0.0 0.0 0.0 74.0 31.3
Number of Traders in Each Category Total Traders: 24
. 9 0 . . 0 6 5 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 2,639,816
Positions
207,442 614,157 67,880 1,522,933 627,966 246,988 188,862 402,643 34,690 100,493 336,005 6,654 263,874 302,833
Changes from: July 16, 2019 Total Change is: -1,469
7,859 3,403 6,471 -46,386 16,382 17,775 13,409 -43,782 -2,588 3,172 1,164 -562 -619 268
Percent of Open Interest Represented by Each Category of Trader
7.9 23.3 2.6 57.7 23.8 9.4 7.2 15.3 1.3 3.8 12.7 0.3 10.0 11.5
Number of Traders in Each Category Total Traders: 551
30 39 25 166 86 103 67 94 50 32 37 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 14,801
Positions
3,530 11,670 0 7,924 205 742 0 528 0 0 302 0 2,605 1,354
Changes from: July 16, 2019 Total Change is: -310
332 169 0 -1 -527 0 -224 -448 0 0 35 0 -417 461
Percent of Open Interest Represented by Each Category of Trader
23.8 78.8 0.0 53.5 1.4 5.0 0.0 3.6 0.0 0.0 2.0 0.0 17.6 9.1
Number of Traders in Each Category Total Traders: 21
4 8 0 5 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 8,467
Positions
3,984 4,622 0 2,688 1,119 0 0 1,830 0 0 0 0 1,795 896
Changes from: July 16, 2019 Total Change is: -59
-64 65 0 -5 0 0 0 -244 0 0 0 0 10 120
Percent of Open Interest Represented by Each Category of Trader
47.1 54.6 0.0 31.7 13.2 0.0 0.0 21.6 0.0 0.0 0.0 0.0 21.2 10.6
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 23, 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 64,742
Positions
5,818 10,180 98 42,754 36,958 2,662 1,560 3,794 443 0 7,442 2 11,405 3,163
Changes from: July 16, 2019 Total Change is: 82
-226 135 -208 -705 -278 30 789 118 -7 0 0 0 409 292
Percent of Open Interest Represented by Each Category of Trader
9.0 15.7 0.2 66.0 57.1 4.1 2.4 5.9 0.7 0.0 11.5 0.0 17.6 4.9
Number of Traders in Each Category Total Traders: 77
5 6 . 37 17 14 5 5 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 44,925
Positions
7,403 11,896 263 17,254 7,535 887 10,664 13,094 737 728 2,723 7 6,982 7,782
Changes from: July 16, 2019 Total Change is: 1,706
1,936 -52 -27 -276 500 180 2 896 -22 -255 163 1 166 67
Percent of Open Interest Represented by Each Category of Trader
16.5 26.5 0.6 38.4 16.8 2.0 23.7 29.1 1.6 1.6 6.1 0.0 15.5 17.3
Number of Traders in Each Category Total Traders: 234
22 20 . 50 35 25 31 49 12 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 224,625
Positions
37,014 59,482 1,314 86,268 37,677 4,436 53,319 65,471 3,686 3,641 13,614 35 34,912 38,910
Changes from: July 16, 2019 Total Change is: 8,528
9,680 -259 -134 -1,382 2,500 900 12 4,478 -111 -1,273 814 6 830 334
Percent of Open Interest Represented by Each Category of Trader
16.5 26.5 0.6 38.4 16.8 2.0 23.7 29.1 1.6 1.6 6.1 0.0 15.5 17.3
Number of Traders in Each Category Total Traders: 234
22 20 . 50 35 25 31 49 12 11 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 436,118
Positions
86,595 36,170 7,637 221,611 204,481 35,324 49,706 95,657 7,957 6,414 29,464 15 20,859 19,413
Changes from: July 16, 2019 Total Change is: 9,819
3,077 1,706 -443 4,597 646 806 2,303 6,526 -314 56 -127 5 -268 1,014
Percent of Open Interest Represented by Each Category of Trader
19.9 8.3 1.8 50.8 46.9 8.1 11.4 21.9 1.8 1.5 6.8 0.0 4.8 4.5
Number of Traders in Each Category Total Traders: 294
24 19 5 74 53 39 36 63 21 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 26,215
Positions
364 3,799 0 11,088 708 19 6,133 17,855 1,146 1,673 0 0 5,792 2,688
Changes from: July 16, 2019 Total Change is: -1,350
-259 0 0 -275 125 -6 -1,352 -1,476 17 -307 0 0 832 -10
Percent of Open Interest Represented by Each Category of Trader
1.4 14.5 0.0 42.3 2.7 0.1 23.4 68.1 4.4 6.4 0.0 0.0 22.1 10.3
Number of Traders in Each Category Total Traders: 30
. . 0 12 . . 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 56,776
Positions
5,734 12,754 209 16,636 16,414 1,462 23,790 11,393 1,567 0 1,340 0 7,378 11,637
Changes from: July 16, 2019 Total Change is: 1,028
681 1,388 15 477 -2,364 541 -1,379 -958 443 0 -368 0 250 2,331
Percent of Open Interest Represented by Each Category of Trader
10.1 22.5 0.4 29.3 28.9 2.6 41.9 20.1 2.8 0.0 2.4 0.0 13.0 20.5
Number of Traders in Each Category Total Traders: 73
7 13 . 14 9 9 12 15 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 313,726
Positions
27,014 171,214 3,220 233,058 101,414 18,825 14,485 9,531 115 7,564 1,323 0 9,445 8,084
Changes from: July 16, 2019 Total Change is: 2,596
-1,276 -2,743 2 539 2,654 -15 2,264 306 6 976 0 0 100 2,386
Percent of Open Interest Represented by Each Category of Trader
8.6 54.6 1.0 74.3 32.3 6.0 4.6 3.0 0.0 2.4 0.4 0.0 3.0 2.6
Number of Traders in Each Category Total Traders: 164
13 13 5 63 38 29 18 12 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 1,269,825
Positions
82,324 786,514 3,551 917,781 226,687 105,991 96,533 48,921 1,745 21,226 15,002 3,687 36,987 77,727
Changes from: July 16, 2019 Total Change is: 25,452
860 -52,067 784 29,338 13,260 -11,624 4,972 6,667 -531 -315 5,103 -339 2,307 64,199
Percent of Open Interest Represented by Each Category of Trader
6.5 61.9 0.3 72.3 17.9 8.3 7.6 3.9 0.1 1.7 1.2 0.3 2.9 6.1
Number of Traders in Each Category Total Traders: 411
26 20 8 173 63 89 57 30 12 31 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 120,350
Positions
45,734 67,694 50,265 5,850 420 560 16,810 1,000 306 800 0 0 25 105
Changes from: July 16, 2019 Total Change is: 80
480 943 -863 0 0 0 463 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.0 56.2 41.8 4.9 0.3 0.5 14.0 0.8 0.3 0.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 37
4 19 11 5 . . 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 932,493
Positions
4,548 103,947 5,695 457,792 319,810 160,627 74,115 172,150 17,044 43,522 21,869 26 169,124 131,325
Changes from: July 16, 2019 Total Change is: 4,451
781 -10,077 -363 -845 -2,721 2,241 -9,223 8,076 9,952 3,353 -962 -1,045 -400 -650
Percent of Open Interest Represented by Each Category of Trader
0.5 11.1 0.6 49.1 34.3 17.2 7.9 18.5 1.8 4.7 2.3 0.0 18.1 14.1
Number of Traders in Each Category Total Traders: 180
5 20 6 62 29 47 22 28 18 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 1,156,025
Positions
4,701 203,157 179 711,120 30,312 179,120 29,510 633,790 10,856 41,719 5,751 0 178,820 92,860
Changes from: July 16, 2019 Total Change is: -1,886
-3,450 -5,331 103 -14,669 4,888 8,512 421 -8,961 1,141 2,461 -467 -990 4,585 -781
Percent of Open Interest Represented by Each Category of Trader
0.4 17.6 0.0 61.5 2.6 15.5 2.6 54.8 0.9 3.6 0.5 0.0 15.5 8.0
Number of Traders in Each Category Total Traders: 131
. 11 . 67 14 52 11 21 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 3,696,612
Positions
119,937 315,366 26,832 1,877,479 613,710 222,674 648,080 2,084,631 142,450 433,877 181,158 5,217 220,066 104,574
Changes from: July 16, 2019 Total Change is: 108,710
14,380 29,190 -7,656 31,675 27,423 -2,933 53,030 25,345 44,890 -36,226 1,283 -1,038 12,588 -7,794
Percent of Open Interest Represented by Each Category of Trader
3.2 8.5 0.7 50.8 16.6 6.0 17.5 56.4 3.9 11.7 4.9 0.1 6.0 2.8
Number of Traders in Each Category Total Traders: 376
28 29 11 123 28 72 67 57 38 29 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 3,860,962
Positions
184,412 250,453 38,951 1,695,446 613,880 779,488 350,218 1,401,104 144,265 203,573 236,599 12,810 451,799 383,412
Changes from: July 16, 2019 Total Change is: 81,689
-9,615 7,222 9,420 70,602 -93,139 39,581 -13,367 119,127 32,049 -24,260 639 -3,108 -19,613 -30,102
Percent of Open Interest Represented by Each Category of Trader
4.8 6.5 1.0 43.9 15.9 20.2 9.1 36.3 3.7 5.3 6.1 0.3 11.7 9.9
Number of Traders in Each Category Total Traders: 412
31 31 16 108 67 99 68 64 41 27 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 768,641
Positions
24,772 71,846 1,556 307,439 318,565 106,377 158,107 87,991 12,658 50,560 23,352 0 107,172 146,296
Changes from: July 16, 2019 Total Change is: -102
-614 -4,849 798 5,692 7,102 -1,436 10,035 3,983 -776 201 636 0 -14,002 -5,560
Percent of Open Interest Represented by Each Category of Trader
3.2 9.3 0.2 40.0 41.4 13.8 20.6 11.4 1.6 6.6 3.0 0.0 13.9 19.0
Number of Traders in Each Category Total Traders: 105
4 9 . 27 34 41 19 6 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 4,542,598
Positions
103,417 448,531 41,771 2,233,580 713,279 812,793 410,266 1,733,404 177,353 423,090 298,082 842 339,486 316,543
Changes from: July 16, 2019 Total Change is: 82,352
8,696 17,275 8,486 67,025 -7,176 1,041 -18,764 -4,148 62,492 -21,688 -4,924 -1,411 -23,525 10,717
Percent of Open Interest Represented by Each Category of Trader
2.3 9.9 0.9 49.2 15.7 17.9 9.0 38.2 3.9 9.3 6.6 0.0 7.5 7.0
Number of Traders in Each Category Total Traders: 344
16 37 12 95 53 88 42 66 40 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 2,238,764
Positions
584,035 362,689 661,626 4,402 49,844 43,263 311,742 561,300 442,266 145,893 54,026 6,801 38,736 56,949
Changes from: July 16, 2019 Total Change is: 36,236
43,695 -24,246 32,865 -4,230 -21,721 -5,360 -22,563 48,979 6,192 -18,061 49 -3,576 7,274 3,054
Percent of Open Interest Represented by Each Category of Trader
26.1 16.2 29.6 0.2 2.2 1.9 13.9 25.1 19.8 6.5 2.4 0.3 1.7 2.5
Number of Traders in Each Category Total Traders: 179
28 40 53 . 11 5 35 43 56 6 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 is13,104,791
Positions
2,347,420 2,004,723 2,868,157 411,740 2,193,849 529,584 2,468,970 860,687 3,557,142 114,407 113,947 70,445 736,926 906,257
Changes from: July 16, 2019 Total Change is: 305,361
213,768 467 -10,439 -28,631 82,299 4,168 -14,173 131,569 85,157 8,035 -1,813 4,140 43,336 9,813
Percent of Open Interest Represented by Each Category of Trader
17.9 15.3 21.9 3.1 16.7 4.0 18.8 6.6 27.1 0.9 0.9 0.5 5.6 6.9
Number of Traders in Each Category Total Traders: 261
39 35 70 13 27 27 59 52 91 10 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 68,456
Positions
10,028 12,705 9,435 6,398 1,324 677 15,024 17,368 24,450 0 569 183 2,261 1,745
Changes from: July 16, 2019 Total Change is: 6,617
-2,239 2,936 2,567 3,641 0 -821 2,452 -43 1,317 -324 569 -473 497 565
Percent of Open Interest Represented by Each Category of Trader
14.6 18.6 13.8 9.3 1.9 1.0 21.9 25.4 35.7 0.0 0.8 0.3 3.3 2.5
Number of Traders in Each Category Total Traders: 46
5 11 9 . . . 14 9 17 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 115,389
Positions
28,123 11,357 19,759 920 2,244 12,096 33,259 49,807 19,617 1,166 0 58 391 451
Changes from: July 16, 2019 Total Change is: 17,843
-3,217 2,988 4,584 379 -2,208 6,214 13,835 10,500 -3,966 178 0 -219 55 -50
Percent of Open Interest Represented by Each Category of Trader
24.4 9.8 17.1 0.8 1.9 10.5 28.8 43.2 17.0 1.0 0.0 0.1 0.3 0.4
Number of Traders in Each Category Total Traders: 65
9 9 11 . . . 18 21 24 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 20,113
Positions
49 7,755 0 1,141 4,202 0 13,013 4,579 69 5,815 1,187 0 26 2,321
Changes from: July 16, 2019 Total Change is: 508
-3 105 0 5 234 0 528 188 0 -5 55 0 -17 -74
Percent of Open Interest Represented by Each Category of Trader
0.2 38.6 0.0 5.7 20.9 0.0 64.7 22.8 0.3 28.9 5.9 0.0 0.1 11.5
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 23, 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 11,843
Positions
4,097 2,025 0 1,149 1,630 0 6,546 6,594 0 0 207 0 51 1,387
Changes from: July 16, 2019 Total Change is: 737
-1 10 0 0 86 0 738 666 0 0 0 0 0 -25
Percent of Open Interest Represented by Each Category of Trader
34.6 17.1 0.0 9.7 13.8 0.0 55.3 55.7 0.0 0.0 1.7 0.0 0.4 11.7
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 23, 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 52,129
Positions
18,387 150 16,597 0 40 0 5,320 16,366 11,549 30 7,150 246 0 31
Changes from: July 16, 2019 Total Change is: 2,327
1,440 50 0 0 0 0 887 2,272 0 0 0 0 0 5
Percent of Open Interest Represented by Each Category of Trader
35.3 0.3 31.8 0.0 0.1 0.0 10.2 31.4 22.2 0.1 13.7 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 8 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,928
Positions
40 0 0 102 111 53 2,208 2,799 59 682 1,370 72 1,712 464
Changes from: July 16, 2019 Total Change is: -394
1 0 0 -109 -40 53 -358 -595 -61 176 213 -19 -77 55
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.0 2.1 2.3 1.1 44.8 56.8 1.2 13.8 27.8 1.5 34.7 9.4
Number of Traders in Each Category Total Traders: 43
. 0 0 . . . 13 13 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 48,047
Positions
673 26,297 0 20,288 3,396 525 20,773 13,088 1,418 1,318 577 208 2,844 2,538
Changes from: July 16, 2019 Total Change is: 5,567
0 236 0 1,493 -297 43 4,379 5,355 -42 -94 111 -35 -177 196
Percent of Open Interest Represented by Each Category of Trader
1.4 54.7 0.0 42.2 7.1 1.1 43.2 27.2 3.0 2.7 1.2 0.4 5.9 5.3
Number of Traders in Each Category Total Traders: 94
. . 0 13 10 . 27 20 10 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 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 440,189
Positions
104,925 10,154 16,393 130,085 122,740 25,786 50,276 149,113 73,199 14,282 2,694 9,826 15,417 30,284
Changes from: July 16, 2019 Total Change is: -12,012
4,735 -11,050 -3,934 9,128 -2,584 2,076 -11,556 12,069 -5,440 -767 -2,275 405 -6,659 -1,279
Percent of Open Interest Represented by Each Category of Trader
23.8 2.3 3.7 29.6 27.9 5.9 11.4 33.9 16.6 3.2 0.6 2.2 3.5 6.9
Number of Traders in Each Category Total Traders: 218
17 11 20 18 39 20 42 58 52 16 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 26,080
Positions
4,028 672 1,196 12,380 11,427 1,652 5,408 10,788 100 1,148 196 0 168 49
Changes from: July 16, 2019 Total Change is: 3,893
819 -50 50 -735 9,573 2 3,860 -5,691 0 0 1 0 -103 8
Percent of Open Interest Represented by Each Category of Trader
15.4 2.6 4.6 47.5 43.8 6.3 20.7 41.4 0.4 4.4 0.8 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 43
4 . . 10 5 . . 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 26, 2019