Traders in Financial Futures - Futures Only Positions as of August 6, 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 172,657
Positions
12,216 83,970 1,740 52,668 13,605 3,895 46,960 29,496 9,974 11,674 3,976 0 33,530 26,001
Changes from: July 30, 2019 Total Change is: -9,821
1,748 -11,715 194 -3,605 3,160 307 1,261 -6,569 698 -6,104 -648 0 -4,320 4,752
Percent of Open Interest Represented by Each Category of Trader
7.1 48.6 1.0 30.5 7.9 2.3 27.2 17.1 5.8 6.8 2.3 0.0 19.4 15.1
Number of Traders in Each Category Total Traders: 104
8 6 . 19 10 9 27 21 13 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 56,716
Positions
24,026 3,330 37 2,446 14,693 1,019 16,726 16,235 355 931 838 0 11,176 20,209
Changes from: July 30, 2019 Total Change is: -1,089
-297 1,192 -927 989 -3,836 107 -3,656 700 1 -80 20 0 2,774 1,654
Percent of Open Interest Represented by Each Category of Trader
42.4 5.9 0.1 4.3 25.9 1.8 29.5 28.6 0.6 1.6 1.5 0.0 19.7 35.6
Number of Traders in Each Category Total Traders: 50
5 5 . 4 11 4 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 296,904
Positions
168,998 4,064 1,872 43,420 142,578 7,660 35,450 78,201 10,750 1,128 7,955 0 27,626 43,824
Changes from: July 30, 2019 Total Change is: 20,920
24,583 -538 833 -8,499 8,444 1,290 358 10,397 1,362 -855 -2 0 1,848 -866
Percent of Open Interest Represented by Each Category of Trader
56.9 1.4 0.6 14.6 48.0 2.6 11.9 26.3 3.6 0.4 2.7 0.0 9.3 14.8
Number of Traders in Each Category Total Traders: 137
12 5 5 11 36 11 27 41 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 153,338
Positions
3,943 48,470 1,059 46,261 36,356 10,621 44,894 22,593 5,862 6,440 2,205 2 34,256 26,170
Changes from: July 30, 2019 Total Change is: 14,496
-522 13,674 446 4,187 -8,918 792 5,097 7,823 855 -2,104 305 2 5,743 -483
Percent of Open Interest Represented by Each Category of Trader
2.6 31.6 0.7 30.2 23.7 6.9 29.3 14.7 3.8 4.2 1.4 0.0 22.3 17.1
Number of Traders in Each Category Total Traders: 120
4 9 4 26 21 12 35 18 17 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 545,453
Positions
47,944 113,552 3,894 311,225 189,217 29,210 42,290 127,634 9,069 18,824 10,625 306 82,691 61,946
Changes from: July 30, 2019 Total Change is: -17,571
4,585 -7,629 -1,773 -18,074 7,438 -497 4,060 -13,860 538 -1,972 382 55 -4,493 -2,225
Percent of Open Interest Represented by Each Category of Trader
8.8 20.8 0.7 57.1 34.7 5.4 7.8 23.4 1.7 3.5 1.9 0.1 15.2 11.4
Number of Traders in Each Category Total Traders: 276
21 11 12 82 45 44 34 48 19 20 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 28,664
Positions
585 10,202 0 10,758 3,989 2,454 517 5,851 0 0 589 2 14,348 5,577
Changes from: July 30, 2019 Total Change is: 307
-15 90 0 -112 -1,671 5 0 2,483 -3 0 0 0 432 -597
Percent of Open Interest Represented by Each Category of Trader
2.0 35.6 0.0 37.5 13.9 8.6 1.8 20.4 0.0 0.0 2.1 0.0 50.1 19.5
Number of Traders in Each Category Total Traders: 25
. . 0 13 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 26,379
Positions
3,977 4,399 501 5,473 9,931 3,398 5,883 980 2 0 1,462 33 7,112 5,673
Changes from: July 30, 2019 Total Change is: -558
41 -110 -26 -899 -16 495 -803 43 0 0 -1,100 0 634 156
Percent of Open Interest Represented by Each Category of Trader
15.1 16.7 1.9 20.7 37.6 12.9 22.3 3.7 0.0 0.0 5.5 0.1 27.0 21.5
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 178,023
Positions
81,770 12,150 584 13,613 58,698 3,554 41,094 56,410 4,323 700 1,800 0 32,385 40,504
Changes from: July 30, 2019 Total Change is: 15,035
10,579 -1,061 -887 -369 5,347 -152 3,784 8,863 -275 500 0 0 1,855 3,200
Percent of Open Interest Represented by Each Category of Trader
45.9 6.8 0.3 7.6 33.0 2.0 23.1 31.7 2.4 0.4 1.0 0.0 18.2 22.8
Number of Traders in Each Category Total Traders: 100
9 5 . 11 21 13 19 32 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 74,035
Positions
0 49,372 0 67,124 0 0 4,660 22,704 0 379 831 0 1,872 1,128
Changes from: July 30, 2019 Total Change is: -3,666
0 134 0 -1,309 0 0 -1,837 -3,986 0 -348 126 0 -172 60
Percent of Open Interest Represented by Each Category of Trader
0.0 66.7 0.0 90.7 0.0 0.0 6.3 30.7 0.0 0.5 1.1 0.0 2.5 1.5
Number of Traders in Each Category Total Traders: 38
0 7 0 9 0 0 11 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 222,394
Positions
1,369 159,276 901 124,791 9,386 2,310 82,597 29,401 1,419 2,966 16,359 0 6,041 3,342
Changes from: July 30, 2019 Total Change is: 1,183
404 630 101 2,996 -3,206 1,596 -3,218 1,350 550 -509 -382 0 -737 544
Percent of Open Interest Represented by Each Category of Trader
0.6 71.6 0.4 56.1 4.2 1.0 37.1 13.2 0.6 1.3 7.4 0.0 2.7 1.5
Number of Traders in Each Category Total Traders: 159
4 9 . 32 9 5 52 31 8 11 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 20,922
Positions
350 8,029 0 4,276 910 125 12,768 10,244 24 918 475 0 2,461 1,115
Changes from: July 30, 2019 Total Change is: -10,270
-4,650 3,959 -4,476 -2,572 -285 33 1,457 -8,741 -400 300 -337 -12 50 -11
Percent of Open Interest Represented by Each Category of Trader
1.7 38.4 0.0 20.4 4.3 0.6 61.0 49.0 0.1 4.4 2.3 0.0 11.8 5.3
Number of Traders in Each Category Total Traders: 38
. . 0 5 . . 11 12 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 57,131
Positions
32,578 8,828 0 9,179 18,718 598 8,400 18,077 2,796 628 2,226 0 2,952 5,888
Changes from: July 30, 2019 Total Change is: 3,959
187 -1,430 0 717 3,509 278 1,922 807 353 197 112 0 305 330
Percent of Open Interest Represented by Each Category of Trader
57.0 15.5 0.0 16.1 32.8 1.0 14.7 31.6 4.9 1.1 3.9 0.0 5.2 10.3
Number of Traders in Each Category Total Traders: 96
6 5 0 10 15 . 19 32 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 25,802
Positions
2,488 4,153 0 22,636 2,367 0 130 17,549 0 0 120 0 548 1,613
Changes from: July 30, 2019 Total Change is: -1,212
-2,076 0 0 1,435 18 0 1 -1,205 0 0 0 0 -572 -25
Percent of Open Interest Represented by Each Category of Trader
9.6 16.1 0.0 87.7 9.2 0.0 0.5 68.0 0.0 0.0 0.5 0.0 2.1 6.3
Number of Traders in Each Category Total Traders: 27
. . 0 . 4 0 . 14 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 49,129
Positions
5,832 33,702 1,106 17,541 1,813 490 14,461 2,591 521 1,686 1,101 0 7,493 7,807
Changes from: July 30, 2019 Total Change is: -1,436
-455 1,910 -171 -1,549 554 65 1,453 -1,124 -608 203 -593 0 -373 -1,469
Percent of Open Interest Represented by Each Category of Trader
11.9 68.6 2.3 35.7 3.7 1.0 29.4 5.3 1.1 3.4 2.2 0.0 15.3 15.9
Number of Traders in Each Category Total Traders: 95
9 22 . 16 . 4 26 12 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 98,257
Positions
11,663 67,404 2,211 35,082 3,625 980 28,922 5,182 1,041 3,372 2,201 0 14,986 15,613
Changes from: July 30, 2019 Total Change is: -2,871
-910 3,820 -341 -3,098 1,107 129 2,906 -2,248 -1,216 405 -1,185 0 -746 -2,937
Percent of Open Interest Represented by Each Category of Trader
11.9 68.6 2.3 35.7 3.7 1.0 29.4 5.3 1.1 3.4 2.2 0.0 15.3 15.9
Number of Traders in Each Category Total Traders: 95
9 22 . 16 . 4 26 12 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 25,445
Positions
1,226 21,172 265 20,883 206 390 510 1,688 0 0 1,224 0 2,171 500
Changes from: July 30, 2019 Total Change is: -1,089
0 -1,441 0 -651 43 -38 0 205 0 0 0 0 -400 142
Percent of Open Interest Represented by Each Category of Trader
4.8 83.2 1.0 82.1 0.8 1.5 2.0 6.6 0.0 0.0 4.8 0.0 8.5 2.0
Number of Traders in Each Category Total Traders: 24
. 5 . 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 549,032
Positions
42,217 114,360 16,422 294,507 136,853 59,147 33,469 67,264 18,459 19,028 67,021 1,233 64,550 68,274
Changes from: July 30, 2019 Total Change is: -9,556
428 -21,100 106 -11,616 12,185 9,004 -2,272 -11,447 5,945 -2,449 -48 -63 -8,639 -4,138
Percent of Open Interest Represented by Each Category of Trader
7.7 20.8 3.0 53.6 24.9 10.8 6.1 12.3 3.4 3.5 12.2 0.2 11.8 12.4
Number of Traders in Each Category Total Traders: 574
26 44 35 158 102 116 63 105 51 29 47 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 28,542
Positions
3,142 12,953 2 3,891 1,051 0 5,011 4,329 322 0 0 0 16,174 9,885
Changes from: July 30, 2019 Total Change is: -1,768
3,118 -3,738 2 -105 -45 0 1,119 1,404 245 0 0 0 -6,147 364
Percent of Open Interest Represented by Each Category of Trader
11.0 45.4 0.0 13.6 3.7 0.0 17.6 15.2 1.1 0.0 0.0 0.0 56.7 34.6
Number of Traders in Each Category Total Traders: 26
4 8 . . . 0 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 15,245
Positions
6,147 9,768 0 4,845 3,492 1,106 982 256 0 0 0 0 2,165 623
Changes from: July 30, 2019 Total Change is: -147
-509 821 0 523 -1 -501 -12 -222 0 0 0 0 352 -244
Percent of Open Interest Represented by Each Category of Trader
40.3 64.1 0.0 31.8 22.9 7.3 6.4 1.7 0.0 0.0 0.0 0.0 14.2 4.1
Number of Traders in Each Category Total Traders: 20
. 7 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 2,602,448
Positions
217,959 529,620 59,513 1,456,252 682,183 292,561 176,295 348,678 56,678 95,142 335,105 6,166 241,882 291,944
Changes from: July 30, 2019 Total Change is: -38,941
215 -73,145 -13,145 -58,192 60,515 45,654 -6,738 -54,042 18,284 -12,247 -240 -314 -12,458 -22,508
Percent of Open Interest Represented by Each Category of Trader
8.4 20.4 2.3 56.0 26.2 11.2 6.8 13.4 2.2 3.7 12.9 0.2 9.3 11.2
Number of Traders in Each Category Total Traders: 572
29 41 29 159 101 116 62 104 48 29 47 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 19,022
Positions
6,730 14,205 5 8,857 0 742 590 837 0 0 302 0 2,098 2,931
Changes from: July 30, 2019 Total Change is: -554
1,703 -471 4 -2,246 -205 0 359 68 0 0 0 0 -374 50
Percent of Open Interest Represented by Each Category of Trader
35.4 74.7 0.0 46.6 0.0 3.9 3.1 4.4 0.0 0.0 1.6 0.0 11.0 15.4
Number of Traders in Each Category Total Traders: 25
4 9 . 7 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 16,761
Positions
4,158 11,292 0 9,571 0 0 795 571 0 0 0 0 2,237 4,898
Changes from: July 30, 2019 Total Change is: 2,288
2,483 2,240 0 -743 0 0 370 -67 0 0 0 0 178 115
Percent of Open Interest Represented by Each Category of Trader
24.8 67.4 0.0 57.1 0.0 0.0 4.7 3.4 0.0 0.0 0.0 0.0 13.3 29.2
Number of Traders in Each Category Total Traders: 21
4 7 0 5 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 8,466
Positions
3,907 5,147 0 2,912 985 28 0 1,611 0 0 0 0 1,619 695
Changes from: July 30, 2019 Total Change is: -127
-45 180 0 112 -84 28 0 -243 0 0 0 0 -222 -8
Percent of Open Interest Represented by Each Category of Trader
46.1 60.8 0.0 34.4 11.6 0.3 0.0 19.0 0.0 0.0 0.0 0.0 19.1 8.2
Number of Traders in Each Category Total Traders: 20
5 7 0 4 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 16,317
Positions
8,975 6,719 0 2,891 7,658 1,076 935 207 0 0 0 0 2,440 657
Changes from: July 30, 2019 Total Change is: 281
338 1,483 0 36 -1,136 45 -6 0 0 0 0 0 -132 -111
Percent of Open Interest Represented by Each Category of Trader
55.0 41.2 0.0 17.7 46.9 6.6 5.7 1.3 0.0 0.0 0.0 0.0 15.0 4.0
Number of Traders in Each Category Total Traders: 23
6 6 0 . 4 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 70,208
Positions
8,918 11,091 459 44,016 40,837 2,531 2,919 3,214 652 0 7,876 0 10,713 3,548
Changes from: July 30, 2019 Total Change is: 1,871
1,438 -2,087 262 -577 4,246 -78 355 -1,160 549 0 434 -2 -76 -293
Percent of Open Interest Represented by Each Category of Trader
12.7 15.8 0.7 62.7 58.2 3.6 4.2 4.6 0.9 0.0 11.2 0.0 15.3 5.1
Number of Traders in Each Category Total Traders: 81
8 6 . 37 17 11 6 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 40,983
Positions
6,964 9,535 445 18,957 7,294 1,298 5,341 10,176 921 670 2,758 5 6,382 8,550
Changes from: July 30, 2019 Total Change is: -4,660
-782 -2,043 12 848 -456 233 -4,668 -3,237 -78 -17 186 1 -211 720
Percent of Open Interest Represented by Each Category of Trader
17.0 23.3 1.1 46.3 17.8 3.2 13.0 24.8 2.2 1.6 6.7 0.0 15.6 20.9
Number of Traders in Each Category Total Traders: 243
21 22 5 55 33 29 31 55 18 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 204,915
Positions
34,820 47,677 2,224 94,787 36,471 6,492 26,705 50,880 4,604 3,348 13,791 26 31,909 42,750
Changes from: July 30, 2019 Total Change is: -23,302
-3,909 -10,215 62 4,239 -2,278 1,167 -23,341 -16,187 -389 -83 929 7 -1,055 3,602
Percent of Open Interest Represented by Each Category of Trader
17.0 23.3 1.1 46.3 17.8 3.2 13.0 24.8 2.2 1.6 6.7 0.0 15.6 20.9
Number of Traders in Each Category Total Traders: 243
21 22 5 55 33 29 31 55 18 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 453,751
Positions
92,790 38,391 8,118 217,865 225,393 33,667 61,587 84,401 10,234 9,861 32,079 8 19,621 21,460
Changes from: July 30, 2019 Total Change is: 13,679
11,384 -8,333 500 -9,267 22,566 -1,755 9,100 -6,594 2,118 3,418 2,727 -7 -1,812 2,457
Percent of Open Interest Represented by Each Category of Trader
20.4 8.5 1.8 48.0 49.7 7.4 13.6 18.6 2.3 2.2 7.1 0.0 4.3 4.7
Number of Traders in Each Category Total Traders: 296
27 21 5 72 59 42 38 54 21 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 28,373
Positions
1,497 4,043 112 11,437 590 30 7,199 19,375 579 1,867 0 0 5,652 3,644
Changes from: July 30, 2019 Total Change is: 1,524
1,133 -30 112 376 0 2 1,067 1,197 -625 -163 0 0 -378 868
Percent of Open Interest Represented by Each Category of Trader
5.3 14.2 0.4 40.3 2.1 0.1 25.4 68.3 2.0 6.6 0.0 0.0 19.9 12.8
Number of Traders in Each Category Total Traders: 35
4 . . 13 . . 5 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 58,971
Positions
4,933 12,141 238 15,780 17,820 1,319 24,597 19,596 1,629 1,145 1,327 0 9,330 4,901
Changes from: July 30, 2019 Total Change is: 264
-2,011 -1,598 31 -1,346 3,780 -521 985 7,915 238 1,145 -1,162 0 1,743 -8,419
Percent of Open Interest Represented by Each Category of Trader
8.4 20.6 0.4 26.8 30.2 2.2 41.7 33.2 2.8 1.9 2.3 0.0 15.8 8.3
Number of Traders in Each Category Total Traders: 76
8 9 . 13 12 11 11 19 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 344,683
Positions
35,166 186,657 3,065 256,910 105,244 22,352 14,753 19,819 405 2,791 1,740 0 9,241 5,401
Changes from: July 30, 2019 Total Change is: 19,824
2,489 12,919 -76 16,558 -2,065 2,528 -1,939 11,359 279 -3 465 0 -12 -5,585
Percent of Open Interest Represented by Each Category of Trader
10.2 54.2 0.9 74.5 30.5 6.5 4.3 5.7 0.1 0.8 0.5 0.0 2.7 1.6
Number of Traders in Each Category Total Traders: 172
12 14 6 65 40 33 15 18 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 1,257,665
Positions
91,743 757,028 6,616 880,956 317,208 109,373 102,357 25,124 4,514 26,889 14,551 4,067 31,150 19,184
Changes from: July 30, 2019 Total Change is: 3,439
8,549 -64,051 3,495 -28,745 72,940 4,488 8,361 -19,249 2,233 6,134 -293 380 -1,456 3,496
Percent of Open Interest Represented by Each Category of Trader
7.3 60.2 0.5 70.0 25.2 8.7 8.1 2.0 0.4 2.1 1.2 0.3 2.5 1.5
Number of Traders in Each Category Total Traders: 410
28 19 8 161 78 83 57 25 18 29 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 118,827
Positions
46,380 67,736 49,200 5,904 420 560 14,614 500 306 1,250 0 0 613 105
Changes from: July 30, 2019 Total Change is: -2,111
1,402 912 -2,523 54 0 0 -1,296 -500 0 250 0 0 2 0
Percent of Open Interest Represented by Each Category of Trader
39.0 57.0 41.4 5.0 0.4 0.5 12.3 0.4 0.3 1.1 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 36
4 18 10 5 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 974,970
Positions
16,187 99,071 9,266 462,111 323,162 172,102 74,801 189,786 18,824 48,692 24,011 563 172,424 138,185
Changes from: July 30, 2019 Total Change is: 41,875
10,630 -7,132 1,990 11,330 10,784 8,770 -8,425 15,848 5,731 4,495 2,369 563 6,791 2,952
Percent of Open Interest Represented by Each Category of Trader
1.7 10.2 1.0 47.4 33.1 17.7 7.7 19.5 1.9 5.0 2.5 0.1 17.7 14.2
Number of Traders in Each Category Total Traders: 181
6 17 6 58 30 49 22 33 21 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 1,190,602
Positions
4,403 208,203 483 742,498 33,580 171,968 27,076 658,064 24,863 40,669 4,921 0 178,642 88,520
Changes from: July 30, 2019 Total Change is: 31,287
-509 3,761 -300 30,071 1,055 -5,592 1,148 25,513 9,140 -2,050 -330 0 -621 -1,960
Percent of Open Interest Represented by Each Category of Trader
0.4 17.5 0.0 62.4 2.8 14.4 2.3 55.3 2.1 3.4 0.4 0.0 15.0 7.4
Number of Traders in Each Category Total Traders: 139
. 14 . 67 16 57 11 24 14 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 3,957,517
Positions
134,489 301,453 42,779 1,953,836 669,349 201,415 659,150 2,206,221 242,440 495,250 174,423 7,365 220,793 112,072
Changes from: July 30, 2019 Total Change is: 121,153
-12,925 818 12,526 -12,498 10,980 -4,809 12,289 37,305 67,639 51,405 -6,925 369 7,157 3,250
Percent of Open Interest Represented by Each Category of Trader
3.4 7.6 1.1 49.4 16.9 5.1 16.7 55.7 6.1 12.5 4.4 0.2 5.6 2.8
Number of Traders in Each Category Total Traders: 370
29 28 15 122 28 74 60 61 46 27 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 4,010,311
Positions
180,927 246,777 58,026 1,719,998 640,971 811,685 319,935 1,339,168 220,115 221,331 284,748 12,903 465,391 395,918
Changes from: July 30, 2019 Total Change is: 86,289
-19,397 20,587 19,872 3,753 66,252 13,149 -7,801 -143,367 45,468 18,025 48,657 517 12,703 15,154
Percent of Open Interest Represented by Each Category of Trader
4.5 6.2 1.4 42.9 16.0 20.2 8.0 33.4 5.5 5.5 7.1 0.3 11.6 9.9
Number of Traders in Each Category Total Traders: 408
25 39 19 102 66 102 67 63 54 29 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 787,192
Positions
16,188 62,576 798 332,378 275,701 121,814 134,725 131,908 10,978 54,947 21,002 0 115,364 162,415
Changes from: July 30, 2019 Total Change is: 14,737
-8,929 1,575 -840 38,676 -44,673 15,028 -30,050 41,623 -2,690 4,914 -2,492 0 -1,372 7,206
Percent of Open Interest Represented by Each Category of Trader
2.1 7.9 0.1 42.2 35.0 15.5 17.1 16.8 1.4 7.0 2.7 0.0 14.7 20.6
Number of Traders in Each Category Total Traders: 108
. 11 . 31 30 40 15 12 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 4,679,299
Positions
89,966 482,004 49,347 2,231,438 751,174 827,679 404,395 1,669,146 318,699 406,897 272,090 2,188 348,690 306,972
Changes from: July 30, 2019 Total Change is: 62,537
11,765 35,941 -2,298 -1,782 -40,737 20,678 -6,383 -7,420 66,288 -23,765 -21,070 1,399 -3,365 9,756
Percent of Open Interest Represented by Each Category of Trader
1.9 10.3 1.1 47.7 16.1 17.7 8.6 35.7 6.8 8.7 5.8 0.0 7.5 6.6
Number of Traders in Each Category Total Traders: 341
17 37 15 90 53 84 43 70 49 15 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 1,931,564
Positions
531,489 310,091 624,972 10,820 36,876 38,360 227,364 489,566 346,580 100,497 21,758 10,572 40,910 52,789
Changes from: July 30, 2019 Total Change is: -408,195
-85,936 -75,802 -46,582 1,299 -16,705 -7,189 -132,643 -134,137 -87,081 -46,888 -32,234 2,543 -5,718 -11,008
Percent of Open Interest Represented by Each Category of Trader
27.5 16.1 32.4 0.6 1.9 2.0 11.8 25.3 17.9 5.2 1.1 0.5 2.1 2.7
Number of Traders in Each Category Total Traders: 162
28 35 47 . 7 5 37 37 55 6 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 is13,415,080
Positions
2,012,136 1,800,163 3,180,231 376,667 2,332,225 543,017 2,711,285 745,258 3,627,092 148,950 130,143 61,555 754,147 995,396
Changes from: July 30, 2019 Total Change is: 178,927
-459,731 60,361 206,931 -31,741 45,341 1,145 305,625 -362,592 132,062 47,358 4,107 -2,900 -19,822 94,472
Percent of Open Interest Represented by Each Category of Trader
15.0 13.4 23.7 2.8 17.4 4.0 20.2 5.6 27.0 1.1 1.0 0.5 5.6 7.4
Number of Traders in Each Category Total Traders: 258
34 39 67 13 26 24 61 48 95 12 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 83,497
Positions
6,404 30,550 11,747 8,886 1,574 0 27,122 11,010 27,616 472 0 561 689 439
Changes from: July 30, 2019 Total Change is: 3,028
-1,724 6,010 320 79 0 -681 551 -7,366 4,764 -359 0 130 -52 -149
Percent of Open Interest Represented by Each Category of Trader
7.7 36.6 14.1 10.6 1.9 0.0 32.5 13.2 33.1 0.6 0.0 0.7 0.8 0.5
Number of Traders in Each Category Total Traders: 46
. 12 9 . . 0 11 12 19 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 117,208
Positions
21,400 13,536 13,216 2,265 16,193 9,038 43,762 38,388 26,039 125 404 75 1,288 319
Changes from: July 30, 2019 Total Change is: -22,739
-4,948 -8,644 -4,358 51 6,421 -4,269 -11,835 -14,083 2,328 -784 74 17 1,059 -225
Percent of Open Interest Represented by Each Category of Trader
18.3 11.5 11.3 1.9 13.8 7.7 37.3 32.8 22.2 0.1 0.3 0.1 1.1 0.3
Number of Traders in Each Category Total Traders: 67
9 9 11 . . . 21 20 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 25,026
Positions
74 13,250 0 1,249 4,080 0 21,760 4,131 69 1,858 1,202 0 16 2,294
Changes from: July 30, 2019 Total Change is: 3,041
22 3,507 0 107 -82 0 3,679 -312 0 -757 15 0 -10 -87
Percent of Open Interest Represented by Each Category of Trader
0.3 52.9 0.0 5.0 16.3 0.0 86.9 16.5 0.3 7.4 4.8 0.0 0.1 9.2
Number of Traders in Each Category Total Traders: 30
. 4 0 . 9 0 4 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 10,895
Positions
4,128 3,138 0 1,182 1,487 0 5,545 4,304 0 0 207 0 40 1,759
Changes from: July 30, 2019 Total Change is: -329
25 1,030 0 33 -117 0 -375 -1,542 0 0 0 0 -12 300
Percent of Open Interest Represented by Each Category of Trader
37.9 28.8 0.0 10.8 13.6 0.0 50.9 39.5 0.0 0.0 1.9 0.0 0.4 16.1
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 August 6, 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 52,560
Positions
17,436 270 16,597 0 40 0 3,106 16,134 13,640 30 4,110 1,746 5 23
Changes from: July 30, 2019 Total Change is: -734
-1,790 160 0 0 0 0 1,066 -894 0 0 0 0 -10 0
Percent of Open Interest Represented by Each Category of Trader
33.2 0.5 31.6 0.0 0.1 0.0 5.9 30.7 26.0 0.1 7.8 3.3 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 4,692
Positions
0 0 0 260 224 0 1,847 2,264 35 713 1,586 37 1,800 546
Changes from: July 30, 2019 Total Change is: 390
-60 0 0 9 77 0 4 -24 29 180 306 -49 277 51
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 5.5 4.8 0.0 39.4 48.3 0.7 15.2 33.8 0.8 38.4 11.6
Number of Traders in Each Category Total Traders: 42
0 0 0 4 . 0 10 13 . 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 55,694
Positions
693 29,257 0 26,520 3,277 503 21,874 17,849 1,660 1,161 928 226 3,057 1,994
Changes from: July 30, 2019 Total Change is: -135
20 1,735 0 2,015 140 -20 -1,866 -1,745 166 -81 55 10 -379 -476
Percent of Open Interest Represented by Each Category of Trader
1.2 52.5 0.0 47.6 5.9 0.9 39.3 32.0 3.0 2.1 1.7 0.4 5.5 3.6
Number of Traders in Each Category Total Traders: 93
. . 0 16 7 . 28 20 11 11 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 430,300
Positions
96,803 29,471 18,189 132,484 76,521 21,855 44,314 165,298 69,504 9,806 6,845 12,334 25,011 30,283
Changes from: July 30, 2019 Total Change is: -26,457
-12,248 16,819 1,986 3,021 -44,945 -5,800 -4,976 5,962 -7,364 -5,473 4,472 2,664 1,733 -251
Percent of Open Interest Represented by Each Category of Trader
22.5 6.8 4.2 30.8 17.8 5.1 10.3 38.4 16.2 2.3 1.6 2.9 5.8 7.0
Number of Traders in Each Category Total Traders: 210
16 16 21 27 26 24 35 59 56 11 13 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 6, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 30,023
Positions
3,919 603 1,281 9,033 15,407 4,626 9,764 7,756 101 1,119 217 0 180 32
Changes from: July 30, 2019 Total Change is: 3,956
90 -9 25 -3,049 3,571 2,676 4,269 -2,323 1 -67 20 0 11 -5
Percent of Open Interest Represented by Each Category of Trader
13.1 2.0 4.3 30.1 51.3 15.4 32.5 25.8 0.3 3.7 0.7 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 46
4 . . 10 6 . 4 8 . 11 . 0
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Updated August 09, 2019