Traders in Financial Futures - Futures Only Positions as of July 30, 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 182,478
Positions
10,468 95,685 1,546 56,273 10,445 3,588 45,699 36,065 9,276 17,778 4,624 0 37,850 21,249
Changes from: July 23, 2019 Total Change is: -4,919
102 -5,804 0 -4,731 2,145 276 2,007 -772 -1,118 -410 2,111 0 -1,045 -1,757
Percent of Open Interest Represented by Each Category of Trader
5.7 52.4 0.8 30.8 5.7 2.0 25.0 19.8 5.1 9.7 2.5 0.0 20.7 11.6
Number of Traders in Each Category Total Traders: 110
7 8 . 21 11 9 20 26 12 13 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 57,805
Positions
24,323 2,138 964 1,457 18,529 912 20,382 15,535 354 1,011 818 0 8,402 18,555
Changes from: July 23, 2019 Total Change is: 4,436
1,922 -1,853 632 -80 4,588 24 3,902 2,199 14 80 0 0 -2,058 -1,168
Percent of Open Interest Represented by Each Category of Trader
42.1 3.7 1.7 2.5 32.1 1.6 35.3 26.9 0.6 1.7 1.4 0.0 14.5 32.1
Number of Traders in Each Category Total Traders: 57
5 5 . . 16 4 12 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 275,984
Positions
144,415 4,602 1,039 51,919 134,134 6,370 35,092 67,804 9,388 1,983 7,957 0 25,778 44,690
Changes from: July 23, 2019 Total Change is: 27,921
15,356 417 -125 -248 15,251 20 7,249 11,830 2,003 1,533 708 0 2,133 -2,183
Percent of Open Interest Represented by Each Category of Trader
52.3 1.7 0.4 18.8 48.6 2.3 12.7 24.6 3.4 0.7 2.9 0.0 9.3 16.2
Number of Traders in Each Category Total Traders: 138
12 5 6 12 36 10 23 43 21 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 138,842
Positions
4,465 34,796 613 42,074 45,274 9,829 39,797 14,770 5,007 8,544 1,900 0 28,513 26,653
Changes from: July 23, 2019 Total Change is: 2,597
172 -1,142 35 -1,272 9,340 24 1,065 -6,134 124 1,975 -1,603 0 474 1,953
Percent of Open Interest Represented by Each Category of Trader
3.2 25.1 0.4 30.3 32.6 7.1 28.7 10.6 3.6 6.2 1.4 0.0 20.5 19.2
Number of Traders in Each Category Total Traders: 119
. 11 5 24 21 12 34 19 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 563,024
Positions
43,359 121,181 5,667 329,299 181,779 29,707 38,230 141,494 8,531 20,796 10,243 251 87,184 64,171
Changes from: July 23, 2019 Total Change is: 21,922
3,538 -4,982 1,933 15,126 15,168 140 704 7,716 1,488 -92 280 11 -926 168
Percent of Open Interest Represented by Each Category of Trader
7.7 21.5 1.0 58.5 32.3 5.3 6.8 25.1 1.5 3.7 1.8 0.0 15.5 11.4
Number of Traders in Each Category Total Traders: 277
21 10 13 82 41 42 34 54 18 23 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 28,357
Positions
600 10,112 0 10,870 5,660 2,449 517 3,368 3 0 589 2 13,916 6,174
Changes from: July 23, 2019 Total Change is: 652
76 2 0 -152 -57 58 -4 702 3 0 0 0 671 -56
Percent of Open Interest Represented by Each Category of Trader
2.1 35.7 0.0 38.3 20.0 8.6 1.8 11.9 0.0 0.0 2.1 0.0 49.1 21.8
Number of Traders in Each Category Total Traders: 24
. . 0 13 4 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 26,937
Positions
3,936 4,509 527 6,372 9,947 2,903 6,686 937 2 0 2,562 33 6,478 5,517
Changes from: July 23, 2019 Total Change is: -1,125
0 0 0 -433 -1,140 557 -1,354 -3 0 0 -275 0 105 -264
Percent of Open Interest Represented by Each Category of Trader
14.6 16.7 2.0 23.7 36.9 10.8 24.8 3.5 0.0 0.0 9.5 0.1 24.0 20.5
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 162,988
Positions
71,191 13,211 1,471 13,982 53,351 3,706 37,310 47,547 4,598 200 1,800 0 30,530 37,304
Changes from: July 23, 2019 Total Change is: 12,463
4,916 -5,350 485 -596 16,607 -579 4,789 -2,821 864 200 -592 0 2,384 3,849
Percent of Open Interest Represented by Each Category of Trader
43.7 8.1 0.9 8.6 32.7 2.3 22.9 29.2 2.8 0.1 1.1 0.0 18.7 22.9
Number of Traders in Each Category Total Traders: 96
11 4 . 11 18 13 20 30 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 77,701
Positions
0 49,238 0 68,433 0 0 6,497 26,690 0 727 705 0 2,044 1,068
Changes from: July 23, 2019 Total Change is: 1,555
0 -25 0 1,960 0 0 -342 1,529 0 51 -105 0 -114 156
Percent of Open Interest Represented by Each Category of Trader
0.0 63.4 0.0 88.1 0.0 0.0 8.4 34.3 0.0 0.9 0.9 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 42
0 6 0 11 0 0 14 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 221,211
Positions
965 158,646 800 121,795 12,592 714 85,815 28,051 869 3,475 16,741 0 6,778 2,798
Changes from: July 23, 2019 Total Change is: -157
-752 3,730 0 3,347 608 -914 -1,335 -2,854 -18 -204 -377 0 -281 -332
Percent of Open Interest Represented by Each Category of Trader
0.4 71.7 0.4 55.1 5.7 0.3 38.8 12.7 0.4 1.6 7.6 0.0 3.1 1.3
Number of Traders in Each Category Total Traders: 168
. 10 . 35 8 . 53 34 6 12 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 31,192
Positions
5,000 4,070 4,476 6,848 1,195 92 11,311 18,985 424 618 812 12 2,411 1,126
Changes from: July 23, 2019 Total Change is: 1,366
0 -40 1,254 501 -455 83 -380 636 34 0 -10 0 -126 -136
Percent of Open Interest Represented by Each Category of Trader
16.0 13.0 14.3 22.0 3.8 0.3 36.3 60.9 1.4 2.0 2.6 0.0 7.7 3.6
Number of Traders in Each Category Total Traders: 49
. . . 8 . . 14 13 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 53,172
Positions
32,391 10,258 0 8,462 15,209 320 6,478 17,270 2,443 431 2,114 0 2,647 5,558
Changes from: July 23, 2019 Total Change is: -894
-220 -346 0 -945 1,792 52 182 -2,856 464 -38 884 0 -389 -884
Percent of Open Interest Represented by Each Category of Trader
60.9 19.3 0.0 15.9 28.6 0.6 12.2 32.5 4.6 0.8 4.0 0.0 5.0 10.5
Number of Traders in Each Category Total Traders: 82
6 5 0 10 11 . 19 23 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 27,014
Positions
4,564 4,153 0 21,201 2,349 0 129 18,754 0 0 120 0 1,120 1,638
Changes from: July 23, 2019 Total Change is: 6,222
-337 1,083 0 6,882 -12 0 -300 5,294 0 0 0 0 -23 -143
Percent of Open Interest Represented by Each Category of Trader
16.9 15.4 0.0 78.5 8.7 0.0 0.5 69.4 0.0 0.0 0.4 0.0 4.1 6.1
Number of Traders in Each Category Total Traders: 25
. . 0 4 4 0 . 11 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 50,564
Positions
6,287 31,792 1,276 19,090 1,259 426 13,008 3,715 1,129 1,484 1,693 0 7,866 9,275
Changes from: July 23, 2019 Total Change is: 3,723
1,042 4,344 -6 1,206 -144 12 1,693 -320 -31 -60 -42 0 -133 -91
Percent of Open Interest Represented by Each Category of Trader
12.4 62.9 2.5 37.8 2.5 0.8 25.7 7.3 2.2 2.9 3.3 0.0 15.6 18.3
Number of Traders in Each Category Total Traders: 100
10 25 . 16 . . 23 14 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 101,128
Positions
12,573 63,584 2,552 38,180 2,518 851 26,016 7,430 2,257 2,967 3,386 0 15,732 18,550
Changes from: July 23, 2019 Total Change is: 7,445
2,083 8,687 -12 2,411 -287 24 3,386 -639 -62 -119 -84 0 -266 -182
Percent of Open Interest Represented by Each Category of Trader
12.4 62.9 2.5 37.8 2.5 0.8 25.7 7.3 2.2 2.9 3.3 0.0 15.6 18.3
Number of Traders in Each Category Total Traders: 100
10 25 . 16 . . 23 14 6 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 26,534
Positions
1,226 22,613 265 21,534 163 428 510 1,483 0 0 1,224 0 2,571 358
Changes from: July 23, 2019 Total Change is: 566
0 526 0 668 -37 -3 -234 -71 0 0 0 0 135 151
Percent of Open Interest Represented by Each Category of Trader
4.6 85.2 1.0 81.2 0.6 1.6 1.9 5.6 0.0 0.0 4.6 0.0 9.7 1.3
Number of Traders in Each Category Total Traders: 24
. 7 . 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 558,588
Positions
41,789 135,460 16,315 306,123 124,668 50,143 35,741 78,711 12,514 21,478 67,069 1,296 73,189 72,411
Changes from: July 23, 2019 Total Change is: 984
3,269 -1,121 -267 -1,668 -1,212 -64 -1,149 219 1,026 1,379 -132 -35 -1,508 2,569
Percent of Open Interest Represented by Each Category of Trader
7.5 24.3 2.9 54.8 22.3 9.0 6.4 14.1 2.2 3.8 12.0 0.2 13.1 13.0
Number of Traders in Each Category Total Traders: 548
29 41 30 166 88 106 62 96 52 34 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 30,310
Positions
24 16,691 0 3,996 1,096 0 3,892 2,925 77 0 0 0 22,321 9,521
Changes from: July 23, 2019 Total Change is: 669
-14 -65 0 -18 0 0 225 412 77 0 0 0 399 245
Percent of Open Interest Represented by Each Category of Trader
0.1 55.1 0.0 13.2 3.6 0.0 12.8 9.7 0.3 0.0 0.0 0.0 73.6 31.4
Number of Traders in Each Category Total Traders: 24
. 9 0 . . 0 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 15,392
Positions
6,656 8,947 0 4,322 3,493 1,607 994 478 0 0 0 0 1,813 867
Changes from: July 23, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
43.2 58.1 0.0 28.1 22.7 10.4 6.5 3.1 0.0 0.0 0.0 0.0 11.8 5.6
Number of Traders in Each Category Total Traders: 20
. 6 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 2,641,389
Positions
217,744 602,765 72,658 1,514,444 621,668 246,907 183,033 402,720 38,394 107,389 335,345 6,480 254,340 314,452
Changes from: July 23, 2019 Total Change is: 1,573
10,302 -11,392 4,778 -8,489 -6,298 -81 -5,829 77 3,704 6,896 -660 -174 -9,534 11,619
Percent of Open Interest Represented by Each Category of Trader
8.2 22.8 2.8 57.3 23.5 9.3 6.9 15.2 1.5 4.1 12.7 0.2 9.6 11.9
Number of Traders in Each Category Total Traders: 546
30 38 27 167 87 106 62 96 49 34 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 19,576
Positions
5,027 14,676 1 11,103 205 742 231 769 0 0 302 0 2,472 2,881
Changes from: July 23, 2019 Total Change is: 4,775
1,497 3,006 1 3,179 0 0 231 241 0 0 0 0 -133 1,527
Percent of Open Interest Represented by Each Category of Trader
25.7 75.0 0.0 56.7 1.0 3.8 1.2 3.9 0.0 0.0 1.5 0.0 12.6 14.7
Number of Traders in Each Category Total Traders: 26
4 8 . 8 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 14,473
Positions
1,675 9,052 0 10,314 0 0 425 638 0 0 0 0 2,059 4,783
Changes from: July 23, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.6 62.5 0.0 71.3 0.0 0.0 2.9 4.4 0.0 0.0 0.0 0.0 14.2 33.0
Number of Traders in Each Category Total Traders: 20
. 8 0 5 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 8,593
Positions
3,952 4,967 0 2,800 1,069 0 0 1,854 0 0 0 0 1,841 703
Changes from: July 23, 2019 Total Change is: 126
-32 345 0 112 -50 0 0 24 0 0 0 0 46 -193
Percent of Open Interest Represented by Each Category of Trader
46.0 57.8 0.0 32.6 12.4 0.0 0.0 21.6 0.0 0.0 0.0 0.0 21.4 8.2
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 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,036
Positions
8,637 5,236 0 2,855 8,794 1,031 941 207 0 0 0 0 2,572 768
Changes from: July 23, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.9 32.7 0.0 17.8 54.8 6.4 5.9 1.3 0.0 0.0 0.0 0.0 16.0 4.8
Number of Traders in Each Category Total Traders: 20
5 5 0 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 68,337
Positions
7,480 13,178 197 44,593 36,591 2,609 2,564 4,374 103 0 7,442 2 10,789 3,841
Changes from: July 23, 2019 Total Change is: 3,595
1,662 2,998 99 1,839 -367 -53 1,004 580 -340 0 0 0 -616 678
Percent of Open Interest Represented by Each Category of Trader
10.9 19.3 0.3 65.3 53.5 3.8 3.8 6.4 0.2 0.0 10.9 0.0 15.8 5.6
Number of Traders in Each Category Total Traders: 83
6 8 . 38 16 13 7 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 45,643
Positions
7,746 11,578 432 18,110 7,750 1,065 10,009 13,413 999 686 2,572 4 6,593 7,830
Changes from: July 23, 2019 Total Change is: 718
343 -318 170 856 214 178 -655 319 261 -42 -150 -3 -390 48
Percent of Open Interest Represented by Each Category of Trader
17.0 25.4 0.9 39.7 17.0 2.3 21.9 29.4 2.2 1.5 5.6 0.0 14.4 17.2
Number of Traders in Each Category Total Traders: 234
20 20 5 52 36 26 28 49 19 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 228,217
Positions
38,729 57,892 2,162 90,548 38,749 5,325 50,046 67,067 4,993 3,431 12,862 19 32,964 39,148
Changes from: July 23, 2019 Total Change is: 3,592
1,715 -1,590 848 4,280 1,072 889 -3,273 1,596 1,307 -210 -752 -16 -1,948 238
Percent of Open Interest Represented by Each Category of Trader
17.0 25.4 0.9 39.7 17.0 2.3 21.9 29.4 2.2 1.5 5.6 0.0 14.4 17.2
Number of Traders in Each Category Total Traders: 234
20 20 5 52 36 26 28 49 19 10 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 440,072
Positions
81,406 46,724 7,618 227,132 202,827 35,422 52,487 90,995 8,116 6,443 29,352 15 21,433 19,003
Changes from: July 23, 2019 Total Change is: 3,954
-5,189 10,554 -19 5,521 -1,654 98 2,781 -4,662 159 29 -112 0 574 -410
Percent of Open Interest Represented by Each Category of Trader
18.5 10.6 1.7 51.6 46.1 8.0 11.9 20.7 1.8 1.5 6.7 0.0 4.9 4.3
Number of Traders in Each Category Total Traders: 292
24 24 5 77 54 38 34 54 16 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 26,849
Positions
364 4,073 0 11,061 590 28 6,132 18,178 1,204 2,030 0 0 6,030 2,776
Changes from: July 23, 2019 Total Change is: 634
0 274 0 -27 -118 9 -1 323 58 357 0 0 238 88
Percent of Open Interest Represented by Each Category of Trader
1.4 15.2 0.0 41.2 2.2 0.1 22.8 67.7 4.5 7.6 0.0 0.0 22.5 10.3
Number of Traders in Each Category Total Traders: 31
. . 0 12 . . 7 . 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 58,707
Positions
6,944 13,739 207 17,126 14,040 1,840 23,612 11,681 1,391 0 2,489 0 7,587 13,320
Changes from: July 23, 2019 Total Change is: 1,931
1,210 985 -2 490 -2,374 378 -178 288 -176 0 1,149 0 209 1,683
Percent of Open Interest Represented by Each Category of Trader
11.8 23.4 0.4 29.2 23.9 3.1 40.2 19.9 2.4 0.0 4.2 0.0 12.9 22.7
Number of Traders in Each Category Total Traders: 79
8 14 . 15 9 10 13 16 6 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 324,859
Positions
32,677 173,738 3,141 240,352 107,309 19,824 16,692 8,460 126 2,794 1,275 0 9,253 10,986
Changes from: July 23, 2019 Total Change is: 11,133
5,663 2,524 -79 7,294 5,895 999 2,207 -1,071 11 -4,770 -48 0 -192 2,902
Percent of Open Interest Represented by Each Category of Trader
10.1 53.5 1.0 74.0 33.0 6.1 5.1 2.6 0.0 0.9 0.4 0.0 2.8 3.4
Number of Traders in Each Category Total Traders: 167
13 14 5 62 38 31 19 14 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 1,254,226
Positions
83,194 821,079 3,121 909,701 244,268 104,885 93,996 44,373 2,281 20,755 14,844 3,687 32,606 15,688
Changes from: July 23, 2019 Total Change is: -15,599
870 34,565 -430 -8,080 17,581 -1,106 -2,537 -4,548 536 -471 -158 0 -4,381 -62,039
Percent of Open Interest Represented by Each Category of Trader
6.6 65.5 0.2 72.5 19.5 8.4 7.5 3.5 0.2 1.7 1.2 0.3 2.6 1.3
Number of Traders in Each Category Total Traders: 416
27 21 9 170 65 89 59 33 15 30 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 120,938
Positions
44,978 66,824 51,723 5,850 420 560 15,910 1,000 306 1,000 0 0 611 105
Changes from: July 23, 2019 Total Change is: 588
-756 -870 1,458 0 0 0 -900 0 0 200 0 0 586 0
Percent of Open Interest Represented by Each Category of Trader
37.2 55.3 42.8 4.8 0.3 0.5 13.2 0.8 0.3 0.8 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 37
4 18 10 5 . . 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 933,095
Positions
5,557 106,203 7,276 450,781 312,378 163,332 83,226 173,938 13,093 44,197 21,642 0 165,633 135,233
Changes from: July 23, 2019 Total Change is: 602
1,009 2,256 1,581 -7,011 -7,432 2,705 9,111 1,788 -3,951 675 -227 -26 -3,491 3,908
Percent of Open Interest Represented by Each Category of Trader
0.6 11.4 0.8 48.3 33.5 17.5 8.9 18.6 1.4 4.7 2.3 0.0 17.8 14.5
Number of Traders in Each Category Total Traders: 171
5 16 4 58 30 47 22 29 14 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 1,159,315
Positions
4,912 204,442 783 712,427 32,525 177,560 25,928 632,551 15,723 42,719 5,251 0 179,263 90,480
Changes from: July 23, 2019 Total Change is: 3,290
211 1,285 604 1,307 2,213 -1,560 -3,582 -1,239 4,867 1,000 -500 0 443 -2,380
Percent of Open Interest Represented by Each Category of Trader
0.4 17.6 0.1 61.5 2.8 15.3 2.2 54.6 1.4 3.7 0.5 0.0 15.5 7.8
Number of Traders in Each Category Total Traders: 134
. 12 . 69 14 53 10 22 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 3,836,364
Positions
147,414 300,635 30,253 1,966,334 658,369 206,224 646,861 2,168,916 174,801 443,845 181,348 6,996 213,636 108,822
Changes from: July 23, 2019 Total Change is: 139,752
27,477 -14,731 3,421 88,855 44,659 -16,450 -1,219 84,285 32,351 9,968 190 1,779 -6,430 4,248
Percent of Open Interest Represented by Each Category of Trader
3.8 7.8 0.8 51.3 17.2 5.4 16.9 56.5 4.6 11.6 4.7 0.2 5.6 2.8
Number of Traders in Each Category Total Traders: 378
27 29 14 122 28 75 67 58 41 29 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 3,924,022
Positions
200,324 226,190 38,154 1,716,245 574,719 798,536 327,736 1,482,535 174,647 203,306 236,091 12,386 452,688 380,764
Changes from: July 23, 2019 Total Change is: 63,060
15,912 -24,263 -797 20,799 -39,161 19,048 -22,482 81,431 30,382 -267 -508 -424 889 -2,648
Percent of Open Interest Represented by Each Category of Trader
5.1 5.8 1.0 43.7 14.6 20.3 8.4 37.8 4.5 5.2 6.0 0.3 11.5 9.7
Number of Traders in Each Category Total Traders: 394
27 31 15 105 66 96 66 59 50 25 15 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 772,455
Positions
25,117 61,001 1,638 293,702 320,374 106,786 164,775 90,285 13,668 50,033 23,494 0 116,736 155,209
Changes from: July 23, 2019 Total Change is: 3,814
345 -10,845 82 -13,737 1,809 409 6,668 2,294 1,010 -527 142 0 9,564 8,913
Percent of Open Interest Represented by Each Category of Trader
3.3 7.9 0.2 38.0 41.5 13.8 21.3 11.7 1.8 6.5 3.0 0.0 15.1 20.1
Number of Traders in Each Category Total Traders: 104
4 9 . 27 33 40 18 7 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 4,616,762
Positions
78,201 446,063 51,645 2,233,220 791,911 807,001 410,778 1,676,566 252,411 430,662 293,160 789 352,055 297,216
Changes from: July 23, 2019 Total Change is: 74,164
-25,216 -2,468 9,874 -360 78,632 -5,792 512 -56,838 75,058 7,572 -4,922 -53 12,569 -19,327
Percent of Open Interest Represented by Each Category of Trader
1.7 9.7 1.1 48.4 17.2 17.5 8.9 36.3 5.5 9.3 6.3 0.0 7.6 6.4
Number of Traders in Each Category Total Traders: 342
17 35 14 95 56 85 39 67 50 18 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 2,339,759
Positions
617,425 385,893 671,554 9,521 53,581 45,549 360,007 623,703 433,661 147,385 53,992 8,029 46,628 63,797
Changes from: July 23, 2019 Total Change is: 100,995
33,390 23,204 9,928 5,119 3,737 2,286 48,265 62,403 -8,605 1,492 -34 1,228 7,892 6,848
Percent of Open Interest Represented by Each Category of Trader
26.4 16.5 28.7 0.4 2.3 1.9 15.4 26.7 18.5 6.3 2.3 0.3 2.0 2.7
Number of Traders in Each Category Total Traders: 184
28 37 54 5 9 9 38 42 55 8 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 is13,236,153
Positions
2,471,867 1,739,802 2,973,300 408,408 2,286,884 541,872 2,405,660 1,107,850 3,495,030 101,592 126,036 64,455 773,969 900,924
Changes from: July 23, 2019 Total Change is: 131,362
124,447 -264,921 105,143 -3,332 93,035 12,288 -63,310 247,163 -62,112 -12,815 12,089 -5,990 37,043 -5,333
Percent of Open Interest Represented by Each Category of Trader
18.7 13.1 22.5 3.1 17.3 4.1 18.2 8.4 26.4 0.8 1.0 0.5 5.8 6.8
Number of Traders in Each Category Total Traders: 269
38 34 67 13 28 27 58 57 97 9 14 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 80,469
Positions
8,128 24,540 11,427 8,807 1,574 681 26,571 18,376 22,852 831 0 431 741 588
Changes from: July 23, 2019 Total Change is: 12,013
-1,900 11,835 1,992 2,409 250 4 11,547 1,008 -1,598 831 -569 248 -1,520 -1,157
Percent of Open Interest Represented by Each Category of Trader
10.1 30.5 14.2 10.9 2.0 0.8 33.0 22.8 28.4 1.0 0.0 0.5 0.9 0.7
Number of Traders in Each Category Total Traders: 46
5 11 9 . . . 12 9 17 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 139,947
Positions
26,348 22,180 17,574 2,214 9,772 13,307 55,597 52,471 23,711 909 330 58 229 544
Changes from: July 23, 2019 Total Change is: 24,558
-1,775 10,823 -2,185 1,294 7,528 1,211 22,338 2,664 4,094 -257 330 0 -162 93
Percent of Open Interest Represented by Each Category of Trader
18.8 15.8 12.6 1.6 7.0 9.5 39.7 37.5 16.9 0.6 0.2 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 67
8 10 9 . . . 19 22 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 21,985
Positions
52 9,743 0 1,142 4,162 0 18,081 4,443 69 2,615 1,187 0 26 2,381
Changes from: July 23, 2019 Total Change is: 1,872
3 1,988 0 1 -40 0 5,068 -136 0 -3,200 0 0 0 60
Percent of Open Interest Represented by Each Category of Trader
0.2 44.3 0.0 5.2 18.9 0.0 82.2 20.2 0.3 11.9 5.4 0.0 0.1 10.8
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 30, 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 11,224
Positions
4,103 2,108 0 1,149 1,604 0 5,920 5,846 0 0 207 0 52 1,459
Changes from: July 23, 2019 Total Change is: -619
6 83 0 0 -26 0 -626 -748 0 0 0 0 1 72
Percent of Open Interest Represented by Each Category of Trader
36.6 18.8 0.0 10.2 14.3 0.0 52.7 52.1 0.0 0.0 1.8 0.0 0.5 13.0
Number of Traders in Each Category Total Traders: 27
. . 0 . 9 0 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 53,294
Positions
19,226 110 16,597 0 40 0 2,040 17,028 13,640 30 4,110 1,746 15 23
Changes from: July 23, 2019 Total Change is: 1,165
839 -40 0 0 0 0 -3,280 662 2,091 0 -3,040 1,500 15 -8
Percent of Open Interest Represented by Each Category of Trader
36.1 0.2 31.1 0.0 0.1 0.0 3.8 32.0 25.6 0.1 7.7 3.3 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 4,302
Positions
60 0 0 251 147 0 1,843 2,288 6 533 1,280 86 1,523 495
Changes from: July 23, 2019 Total Change is: -626
20 0 0 149 36 -53 -365 -511 -53 -149 -90 14 -189 31
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 5.8 3.4 0.0 42.8 53.2 0.1 12.4 29.8 2.0 35.4 11.5
Number of Traders in Each Category Total Traders: 45
. 0 0 4 . 0 10 15 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 55,829
Positions
673 27,522 0 24,505 3,137 523 23,740 19,594 1,494 1,242 873 216 3,436 2,470
Changes from: July 23, 2019 Total Change is: 7,782
0 1,225 0 4,217 -259 -2 2,967 6,506 76 -76 296 8 592 -68
Percent of Open Interest Represented by Each Category of Trader
1.2 49.3 0.0 43.9 5.6 0.9 42.5 35.1 2.7 2.2 1.6 0.4 6.2 4.4
Number of Traders in Each Category Total Traders: 89
. . 0 13 8 . 27 19 10 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 456,757
Positions
109,051 12,652 16,203 129,463 121,466 27,655 49,290 159,336 76,868 15,279 2,373 9,670 23,278 30,534
Changes from: July 23, 2019 Total Change is: 16,568
4,126 2,498 -190 -622 -1,274 1,869 -986 10,223 3,669 997 -321 -156 7,861 250
Percent of Open Interest Represented by Each Category of Trader
23.9 2.8 3.5 28.3 26.6 6.1 10.8 34.9 16.8 3.3 0.5 2.1 5.1 6.7
Number of Traders in Each Category Total Traders: 215
16 10 18 18 40 22 39 58 50 16 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 30, 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 26,067
Positions
3,829 612 1,256 12,082 11,836 1,950 5,495 10,079 100 1,186 197 0 169 37
Changes from: July 23, 2019 Total Change is: -13
-199 -60 60 -298 409 298 87 -709 0 38 1 0 1 -12
Percent of Open Interest Represented by Each Category of Trader
14.7 2.3 4.8 46.3 45.4 7.5 21.1 38.7 0.4 4.5 0.8 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 9 6 . . 9 . 10 . 0
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Updated August 02, 2019