Traders in Financial Futures - Futures Only Positions as of August 13, 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 160,861
Positions
14,899 77,598 2,332 45,576 13,641 3,590 38,280 26,006 10,299 11,493 3,976 0 34,392 23,419
Changes from: August 6, 2019 Total Change is: -11,796
2,683 -6,372 592 -7,092 36 -305 -8,680 -3,490 325 -181 0 0 862 -2,582
Percent of Open Interest Represented by Each Category of Trader
9.3 48.2 1.4 28.3 8.5 2.2 23.8 16.2 6.4 7.1 2.5 0.0 21.4 14.6
Number of Traders in Each Category Total Traders: 97
10 5 5 17 13 9 20 19 13 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 54,267
Positions
22,327 7,757 82 2,756 12,111 627 15,867 13,276 389 971 818 0 11,248 19,207
Changes from: August 6, 2019 Total Change is: -2,449
-1,699 4,427 45 310 -2,582 -392 -859 -2,959 34 40 -20 0 72 -1,002
Percent of Open Interest Represented by Each Category of Trader
41.1 14.3 0.2 5.1 22.3 1.2 29.2 24.5 0.7 1.8 1.5 0.0 20.7 35.4
Number of Traders in Each Category Total Traders: 47
. 6 . 4 9 . 9 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 273,931
Positions
159,601 5,530 883 43,746 130,519 6,529 24,160 66,197 9,387 1,795 10,630 0 27,830 44,256
Changes from: August 6, 2019 Total Change is: -22,973
-9,397 1,466 -989 326 -12,059 -1,131 -11,290 -12,004 -1,363 667 2,675 0 204 432
Percent of Open Interest Represented by Each Category of Trader
58.3 2.0 0.3 16.0 47.6 2.4 8.8 24.2 3.4 0.7 3.9 0.0 10.2 16.2
Number of Traders in Each Category Total Traders: 131
10 5 4 11 33 10 21 43 15 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 160,271
Positions
5,259 58,656 552 45,795 30,627 11,290 48,601 22,550 8,884 8,183 805 2 31,705 26,905
Changes from: August 6, 2019 Total Change is: 6,933
1,316 10,186 -507 -466 -5,729 669 3,707 -43 3,022 1,743 -1,400 0 -2,551 735
Percent of Open Interest Represented by Each Category of Trader
3.3 36.6 0.3 28.6 19.1 7.0 30.3 14.1 5.5 5.1 0.5 0.0 19.8 16.8
Number of Traders in Each Category Total Traders: 120
5 10 4 27 19 13 32 23 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 550,607
Positions
38,480 131,449 4,157 337,807 165,411 29,489 28,720 137,251 9,710 19,174 9,613 228 82,842 63,299
Changes from: August 6, 2019 Total Change is: 5,154
-9,464 17,897 263 26,582 -23,806 279 -13,570 9,617 641 350 -1,012 -78 151 1,353
Percent of Open Interest Represented by Each Category of Trader
7.0 23.9 0.8 61.4 30.0 5.4 5.2 24.9 1.8 3.5 1.7 0.0 15.0 11.5
Number of Traders in Each Category Total Traders: 269
18 14 12 81 44 44 28 50 21 21 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 28,192
Positions
595 9,979 0 10,228 4,756 1,741 517 5,067 4 0 589 2 15,105 6,054
Changes from: August 6, 2019 Total Change is: -472
10 -223 0 -530 767 -713 0 -784 4 0 0 0 757 477
Percent of Open Interest Represented by Each Category of Trader
2.1 35.4 0.0 36.3 16.9 6.2 1.8 18.0 0.0 0.0 2.1 0.0 53.6 21.5
Number of Traders in Each Category Total Traders: 24
. . 0 13 4 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 25,450
Positions
3,987 3,243 501 4,352 11,268 3,575 6,226 407 2 0 0 0 6,807 6,454
Changes from: August 6, 2019 Total Change is: -929
10 -1,156 0 -1,121 1,337 177 343 -573 0 0 -1,462 -33 -305 781
Percent of Open Interest Represented by Each Category of Trader
15.7 12.7 2.0 17.1 44.3 14.0 24.5 1.6 0.0 0.0 0.0 0.0 26.7 25.4
Number of Traders in Each Category Total Traders: 22
. . . 5 9 8 4 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 175,597
Positions
88,556 7,457 1,699 13,458 56,714 2,823 34,400 59,802 4,332 0 1,800 0 30,329 40,970
Changes from: August 6, 2019 Total Change is: -2,426
6,786 -4,693 1,115 -155 -1,984 -731 -6,694 3,392 9 -700 0 0 -2,056 466
Percent of Open Interest Represented by Each Category of Trader
50.4 4.2 1.0 7.7 32.3 1.6 19.6 34.1 2.5 0.0 1.0 0.0 17.3 23.3
Number of Traders in Each Category Total Traders: 92
9 5 5 11 20 8 18 28 12 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 66,054
Positions
483 49,178 0 54,003 0 408 8,485 13,873 305 379 1,202 0 1,991 1,088
Changes from: August 6, 2019 Total Change is: -7,981
483 -194 0 -13,121 0 408 3,825 -8,831 305 0 371 0 119 -40
Percent of Open Interest Represented by Each Category of Trader
0.7 74.5 0.0 81.8 0.0 0.6 12.8 21.0 0.5 0.6 1.8 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 38
. 6 0 9 0 . 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 212,499
Positions
2,331 156,092 800 118,960 9,057 820 79,307 25,662 1,299 2,995 15,413 0 5,987 3,356
Changes from: August 6, 2019 Total Change is: -9,895
962 -3,184 -101 -5,831 -329 -1,490 -3,290 -3,739 -120 29 -946 0 -54 14
Percent of Open Interest Represented by Each Category of Trader
1.1 73.5 0.4 56.0 4.3 0.4 37.3 12.1 0.6 1.4 7.3 0.0 2.8 1.6
Number of Traders in Each Category Total Traders: 150
4 10 . 29 9 6 44 33 7 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 30,347
Positions
1,400 8,029 0 3,072 12,067 0 22,595 8,352 85 926 470 0 2,269 1,344
Changes from: August 6, 2019 Total Change is: 9,425
1,050 0 0 -1,204 11,157 -125 9,827 -1,892 61 8 -5 0 -192 229
Percent of Open Interest Represented by Each Category of Trader
4.6 26.5 0.0 10.1 39.8 0.0 74.5 27.5 0.3 3.1 1.5 0.0 7.5 4.4
Number of Traders in Each Category Total Traders: 40
. . 0 . 5 0 9 13 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 59,895
Positions
33,249 5,071 9 3,174 23,688 413 16,864 19,350 2,267 1,255 2,615 5 2,659 6,477
Changes from: August 6, 2019 Total Change is: 2,764
671 -3,757 9 -6,005 4,970 -185 8,464 1,273 -529 627 389 5 -293 589
Percent of Open Interest Represented by Each Category of Trader
55.5 8.5 0.0 5.3 39.5 0.7 28.2 32.3 3.8 2.1 4.4 0.0 4.4 10.8
Number of Traders in Each Category Total Traders: 106
9 . . 7 21 . 22 31 9 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 16,002
Positions
2,610 4,153 0 12,481 2,275 0 379 7,238 1 0 276 0 531 2,059
Changes from: August 6, 2019 Total Change is: -9,800
122 0 0 -10,155 -92 0 249 -10,311 1 0 156 0 -17 446
Percent of Open Interest Represented by Each Category of Trader
16.3 26.0 0.0 78.0 14.2 0.0 2.4 45.2 0.0 0.0 1.7 0.0 3.3 12.9
Number of Traders in Each Category Total Traders: 26
. . 0 . 4 0 . 10 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 45,609
Positions
5,794 29,528 1,280 15,199 2,109 601 13,326 2,110 463 1,191 1,125 0 7,757 8,395
Changes from: August 6, 2019 Total Change is: -3,520
-38 -4,175 174 -2,343 296 111 -1,135 -481 -58 -495 25 0 264 589
Percent of Open Interest Represented by Each Category of Trader
12.7 64.7 2.8 33.3 4.6 1.3 29.2 4.6 1.0 2.6 2.5 0.0 17.0 18.4
Number of Traders in Each Category Total Traders: 89
9 21 5 16 6 4 21 8 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 91,218
Positions
11,587 59,055 2,559 30,397 4,217 1,202 26,652 4,220 925 2,382 2,250 0 15,514 16,790
Changes from: August 6, 2019 Total Change is: -7,039
-76 -8,349 348 -4,685 592 222 -2,270 -962 -116 -990 49 0 528 1,177
Percent of Open Interest Represented by Each Category of Trader
12.7 64.7 2.8 33.3 4.6 1.3 29.2 4.6 1.0 2.6 2.5 0.0 17.0 18.4
Number of Traders in Each Category Total Traders: 89
9 21 5 16 6 4 21 8 5 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 36,111
Positions
0 31,756 265 33,019 0 496 510 1,803 0 0 1,344 0 1,821 447
Changes from: August 6, 2019 Total Change is: 10,666
-1,226 10,584 0 12,136 -206 106 0 115 0 0 120 0 -350 -53
Percent of Open Interest Represented by Each Category of Trader
0.0 87.9 0.7 91.4 0.0 1.4 1.4 5.0 0.0 0.0 3.7 0.0 5.0 1.2
Number of Traders in Each Category Total Traders: 25
0 7 . 12 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 541,120
Positions
47,105 105,194 20,172 286,968 135,107 55,994 25,064 73,819 17,232 18,202 65,863 1,227 69,157 66,514
Changes from: August 6, 2019 Total Change is: -7,911
4,888 -9,166 3,750 -7,538 -1,746 -3,153 -8,405 6,556 -1,227 -826 -1,158 -7 4,607 -1,760
Percent of Open Interest Represented by Each Category of Trader
8.7 19.4 3.7 53.0 25.0 10.3 4.6 13.6 3.2 3.4 12.2 0.2 12.8 12.3
Number of Traders in Each Category Total Traders: 564
30 40 33 158 100 115 59 103 56 28 46 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 30,078
Positions
5,913 12,179 0 3,810 1,051 0 5,381 3,844 30 0 0 0 14,944 12,974
Changes from: August 6, 2019 Total Change is: 1,536
2,771 -774 -2 -81 0 0 370 -485 -292 0 0 0 -1,230 3,089
Percent of Open Interest Represented by Each Category of Trader
19.7 40.5 0.0 12.7 3.5 0.0 17.9 12.8 0.1 0.0 0.0 0.0 49.7 43.1
Number of Traders in Each Category Total Traders: 26
5 7 0 . . 0 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 7,846
Positions
2,521 6,561 1 3,241 0 45 581 431 0 0 0 0 1,457 808
Changes from: August 6, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
32.1 83.6 0.0 41.3 0.0 0.6 7.4 5.5 0.0 0.0 0.0 0.0 18.6 10.3
Number of Traders in Each Category Total Traders: 22
5 7 . 6 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 2,555,212
Positions
232,037 491,152 74,780 1,418,872 673,362 276,889 125,150 376,611 59,273 91,011 329,314 6,133 271,067 267,698
Changes from: August 6, 2019 Total Change is: -47,236
14,078 -38,468 15,267 -37,380 -8,821 -15,672 -51,145 27,933 2,595 -4,131 -5,791 -33 29,185 -24,246
Percent of Open Interest Represented by Each Category of Trader
9.1 19.2 2.9 55.5 26.4 10.8 4.9 14.7 2.3 3.6 12.9 0.2 10.6 10.5
Number of Traders in Each Category Total Traders: 561
31 38 31 159 99 115 58 102 54 28 46 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 17,866
Positions
6,672 13,003 0 7,764 0 742 232 837 0 0 302 0 2,456 2,982
Changes from: August 6, 2019 Total Change is: -1,156
-58 -1,202 -5 -1,093 0 0 -358 0 0 0 0 0 358 51
Percent of Open Interest Represented by Each Category of Trader
37.3 72.8 0.0 43.5 0.0 4.2 1.3 4.7 0.0 0.0 1.7 0.0 13.7 16.7
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 13, 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 18,666
Positions
4,638 13,473 0 11,734 0 0 425 631 0 0 0 0 1,869 4,562
Changes from: August 6, 2019 Total Change is: 1,905
480 2,181 0 2,163 0 0 -370 60 0 0 0 0 -368 -336
Percent of Open Interest Represented by Each Category of Trader
24.8 72.2 0.0 62.9 0.0 0.0 2.3 3.4 0.0 0.0 0.0 0.0 10.0 24.4
Number of Traders in Each Category Total Traders: 21
4 7 0 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 15,263
Positions
7,975 5,576 0 2,780 7,905 1,074 1,213 0 1 0 0 0 2,220 707
Changes from: August 6, 2019 Total Change is: -1,054
-1,000 -1,143 0 -111 247 -2 278 -207 1 0 0 0 -220 50
Percent of Open Interest Represented by Each Category of Trader
52.3 36.5 0.0 18.2 51.8 7.0 7.9 0.0 0.0 0.0 0.0 0.0 14.5 4.6
Number of Traders in Each Category Total Traders: 25
6 7 0 . 5 . 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 69,578
Positions
8,954 11,430 725 45,471 38,799 2,450 1,649 4,001 337 0 7,816 0 9,992 4,020
Changes from: August 6, 2019 Total Change is: -630
36 339 266 1,455 -2,038 -81 -1,270 787 -315 0 -60 0 -721 472
Percent of Open Interest Represented by Each Category of Trader
12.9 16.4 1.0 65.4 55.8 3.5 2.4 5.8 0.5 0.0 11.2 0.0 14.4 5.8
Number of Traders in Each Category Total Traders: 80
6 8 . 35 17 10 5 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 38,828
Positions
7,629 8,546 365 17,298 7,056 1,085 4,569 10,000 858 685 2,785 5 6,335 8,129
Changes from: August 6, 2019 Total Change is: -2,155
665 -990 -80 -1,660 -238 -214 -772 -176 -63 15 26 0 -47 -421
Percent of Open Interest Represented by Each Category of Trader
19.6 22.0 0.9 44.5 18.2 2.8 11.8 25.8 2.2 1.8 7.2 0.0 16.3 20.9
Number of Traders in Each Category Total Traders: 237
21 25 4 54 32 28 24 51 18 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 194,142
Positions
38,145 42,729 1,825 86,488 35,282 5,423 22,846 49,999 4,290 3,425 13,923 25 31,675 40,646
Changes from: August 6, 2019 Total Change is: -10,773
3,325 -4,948 -399 -8,299 -1,189 -1,069 -3,859 -881 -314 77 132 -1 -234 -2,104
Percent of Open Interest Represented by Each Category of Trader
19.6 22.0 0.9 44.5 18.2 2.8 11.8 25.8 2.2 1.8 7.2 0.0 16.3 20.9
Number of Traders in Each Category Total Traders: 237
21 25 4 54 32 28 24 51 18 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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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E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 449,075
Positions
96,855 40,443 9,282 216,072 230,013 33,685 53,661 74,161 10,014 10,017 31,651 8 19,481 19,818
Changes from: August 6, 2019 Total Change is: -4,676
4,065 2,052 1,164 -1,793 4,620 18 -7,926 -10,240 -220 156 -428 0 -140 -1,642
Percent of Open Interest Represented by Each Category of Trader
21.6 9.0 2.1 48.1 51.2 7.5 11.9 16.5 2.2 2.2 7.0 0.0 4.3 4.4
Number of Traders in Each Category Total Traders: 292
26 20 6 71 57 45 35 57 18 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 28,836
Positions
2,174 3,799 329 11,439 590 29 6,990 19,380 1,073 1,822 0 0 4,980 3,636
Changes from: August 6, 2019 Total Change is: 463
677 -244 217 2 0 -1 -209 5 494 -45 0 0 -672 -8
Percent of Open Interest Represented by Each Category of Trader
7.5 13.2 1.1 39.7 2.0 0.1 24.2 67.2 3.7 6.3 0.0 0.0 17.3 12.6
Number of Traders in Each Category Total Traders: 36
5 . . 13 . . 6 5 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 57,203
Positions
6,410 14,286 167 13,397 16,624 824 25,708 9,490 2,098 1,145 1,279 0 7,454 12,435
Changes from: August 6, 2019 Total Change is: -1,768
1,477 2,145 -71 -2,383 -1,196 -495 1,111 -10,106 469 0 -48 0 -1,876 7,534
Percent of Open Interest Represented by Each Category of Trader
11.2 25.0 0.3 23.4 29.1 1.4 44.9 16.6 3.7 2.0 2.2 0.0 13.0 21.7
Number of Traders in Each Category Total Traders: 72
10 10 . 13 9 10 16 10 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 347,640
Positions
37,623 186,849 1,459 251,972 108,996 26,550 20,323 7,707 376 1,065 8,310 0 8,272 7,393
Changes from: August 6, 2019 Total Change is: 2,957
2,457 192 -1,606 -4,938 3,752 4,198 5,570 -12,112 -29 -1,726 6,570 0 -969 1,992
Percent of Open Interest Represented by Each Category of Trader
10.8 53.7 0.4 72.5 31.4 7.6 5.8 2.2 0.1 0.3 2.4 0.0 2.4 2.1
Number of Traders in Each Category Total Traders: 171
13 13 5 64 43 32 17 12 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 1,243,156
Positions
96,930 702,798 3,362 858,067 355,248 106,988 110,138 29,591 4,020 26,162 13,752 5,428 32,061 21,969
Changes from: August 6, 2019 Total Change is: -14,509
5,187 -54,230 -3,254 -22,889 38,040 -2,385 7,781 4,467 -494 -727 -799 1,361 911 2,785
Percent of Open Interest Represented by Each Category of Trader
7.8 56.5 0.3 69.0 28.6 8.6 8.9 2.4 0.3 2.1 1.1 0.4 2.6 1.8
Number of Traders in Each Category Total Traders: 414
29 18 8 158 83 87 50 33 18 28 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 118,797
Positions
46,012 68,288 49,118 5,904 420 560 15,322 0 306 1,550 0 0 25 105
Changes from: August 6, 2019 Total Change is: -30
-368 552 -82 0 0 0 708 -500 0 300 0 0 -588 0
Percent of Open Interest Represented by Each Category of Trader
38.7 57.5 41.3 5.0 0.4 0.5 12.9 0.0 0.3 1.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 18 10 5 . . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 998,940
Positions
17,026 117,792 5,124 468,771 302,599 181,771 74,885 203,853 22,027 57,234 33,856 373 171,729 131,545
Changes from: August 6, 2019 Total Change is: 23,970
839 18,721 -4,142 6,660 -20,563 9,669 84 14,067 3,203 8,542 9,845 -190 -695 -6,640
Percent of Open Interest Represented by Each Category of Trader
1.7 11.8 0.5 46.9 30.3 18.2 7.5 20.4 2.2 5.7 3.4 0.0 17.2 13.2
Number of Traders in Each Category Total Traders: 192
7 21 8 61 29 53 20 38 23 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 1,224,607
Positions
13,449 207,262 7,129 744,948 25,054 171,099 28,901 683,119 37,222 41,196 5,381 0 180,663 88,341
Changes from: August 6, 2019 Total Change is: 34,005
9,046 -941 6,646 2,450 -8,526 -869 1,825 25,055 12,359 527 460 0 2,021 -179
Percent of Open Interest Represented by Each Category of Trader
1.1 16.9 0.6 60.8 2.0 14.0 2.4 55.8 3.0 3.4 0.4 0.0 14.8 7.2
Number of Traders in Each Category Total Traders: 140
. 14 6 67 13 56 12 26 19 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 3,985,486
Positions
158,212 252,862 63,270 1,918,911 642,807 199,557 642,145 2,174,135 336,255 441,948 178,079 6,928 218,260 131,593
Changes from: August 6, 2019 Total Change is: 27,969
23,723 -48,591 20,491 -34,925 -26,542 -1,858 -17,005 -32,086 93,815 -53,302 3,656 -437 -2,533 19,521
Percent of Open Interest Represented by Each Category of Trader
4.0 6.3 1.6 48.1 16.1 5.0 16.1 54.6 8.4 11.1 4.5 0.2 5.5 3.3
Number of Traders in Each Category Total Traders: 366
28 27 15 118 28 76 57 62 49 27 18 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 4,038,857
Positions
199,316 306,210 62,734 1,737,889 636,530 782,382 324,614 1,347,370 231,392 218,545 272,920 12,904 469,081 386,415
Changes from: August 6, 2019 Total Change is: 28,546
18,389 59,433 4,708 17,891 -4,441 -29,303 4,679 8,202 11,277 -2,786 -11,828 1 3,690 -9,503
Percent of Open Interest Represented by Each Category of Trader
4.9 7.6 1.6 43.0 15.8 19.4 8.0 33.4 5.7 5.4 6.8 0.3 11.6 9.6
Number of Traders in Each Category Total Traders: 408
27 38 22 104 64 104 69 63 50 27 16 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 797,138
Positions
48,036 52,637 1,357 332,826 280,467 120,710 108,800 148,839 10,652 54,947 19,266 0 119,810 163,210
Changes from: August 6, 2019 Total Change is: 9,946
31,848 -9,939 559 448 4,766 -1,104 -25,925 16,931 -326 0 -1,736 0 4,446 795
Percent of Open Interest Represented by Each Category of Trader
6.0 6.6 0.2 41.8 35.2 15.1 13.6 18.7 1.3 6.9 2.4 0.0 15.0 20.5
Number of Traders in Each Category Total Traders: 106
5 9 . 32 27 40 13 15 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 4,643,743
Positions
78,819 438,595 74,825 2,085,280 736,402 875,831 392,389 1,585,799 368,694 406,570 252,455 2,713 358,622 308,429
Changes from: August 6, 2019 Total Change is: -35,556
-11,147 -43,409 25,478 -146,158 -14,772 48,152 -12,006 -83,347 49,995 -327 -19,635 525 9,932 1,457
Percent of Open Interest Represented by Each Category of Trader
1.7 9.4 1.6 44.9 15.9 18.9 8.4 34.1 7.9 8.8 5.4 0.1 7.7 6.6
Number of Traders in Each Category Total Traders: 341
17 35 16 92 48 82 39 74 49 17 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 1,856,593
Positions
444,436 289,249 626,843 10,352 36,975 43,548 228,666 422,542 354,091 97,795 23,129 9,357 41,505 50,859
Changes from: August 6, 2019 Total Change is: -74,971
-87,053 -20,842 1,871 -468 99 5,188 1,302 -67,024 7,511 -2,702 1,371 -1,215 595 -1,930
Percent of Open Interest Represented by Each Category of Trader
23.9 15.6 33.8 0.6 2.0 2.3 12.3 22.8 19.1 5.3 1.2 0.5 2.2 2.7
Number of Traders in Each Category Total Traders: 154
27 34 50 . 7 4 31 37 54 7 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 is13,357,711
Positions
1,849,269 1,852,847 3,168,465 338,480 2,430,703 478,282 3,012,398 698,576 3,572,013 145,626 132,625 70,926 722,252 953,274
Changes from: August 6, 2019 Total Change is: -57,369
-162,867 52,684 -11,766 -38,187 98,478 -64,735 301,113 -46,682 -55,079 -3,324 2,482 9,371 -31,895 -42,122
Percent of Open Interest Represented by Each Category of Trader
13.8 13.9 23.7 2.5 18.2 3.6 22.6 5.2 26.7 1.1 1.0 0.5 5.4 7.1
Number of Traders in Each Category Total Traders: 259
36 37 68 13 25 22 65 48 94 11 13 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 98,108
Positions
3,953 38,947 13,717 8,841 1,824 105 39,108 11,178 30,105 321 665 935 1,023 632
Changes from: August 6, 2019 Total Change is: 14,611
-2,451 8,397 1,970 -45 250 105 11,986 168 2,489 -151 665 374 334 193
Percent of Open Interest Represented by Each Category of Trader
4.0 39.7 14.0 9.0 1.9 0.1 39.9 11.4 30.7 0.3 0.7 1.0 1.0 0.6
Number of Traders in Each Category Total Traders: 47
. 12 9 . . . 8 16 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 124,554
Positions
24,421 17,007 13,696 2,265 17,635 7,222 47,570 39,879 28,342 602 313 235 201 225
Changes from: August 6, 2019 Total Change is: 7,346
3,021 3,471 480 0 1,442 -1,816 3,808 1,491 2,303 477 -91 160 -1,087 -94
Percent of Open Interest Represented by Each Category of Trader
19.6 13.7 11.0 1.8 14.2 5.8 38.2 32.0 22.8 0.5 0.3 0.2 0.2 0.2
Number of Traders in Each Category Total Traders: 69
10 9 10 . . . 18 22 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 26,600
Positions
80 15,326 0 1,254 4,076 0 20,102 4,226 67 5,073 1,202 0 24 1,703
Changes from: August 6, 2019 Total Change is: 1,574
6 2,076 0 5 -4 0 -1,658 95 -2 3,215 0 0 8 -591
Percent of Open Interest Represented by Each Category of Trader
0.3 57.6 0.0 4.7 15.3 0.0 75.6 15.9 0.3 19.1 4.5 0.0 0.1 6.4
Number of Traders in Each Category Total Traders: 31
. 4 0 . 9 0 4 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 9,741
Positions
4,157 2,858 0 1,182 1,510 0 4,368 3,098 0 0 207 0 34 2,068
Changes from: August 6, 2019 Total Change is: -1,154
29 -280 0 0 23 0 -1,177 -1,206 0 0 0 0 -6 309
Percent of Open Interest Represented by Each Category of Trader
42.7 29.3 0.0 12.1 15.5 0.0 44.8 31.8 0.0 0.0 2.1 0.0 0.3 21.2
Number of Traders in Each Category Total Traders: 28
. . 0 . 9 0 5 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 48,944
Positions
17,836 312 16,597 0 120 0 0 13,342 12,729 30 4,085 1,746 6 13
Changes from: August 6, 2019 Total Change is: -3,616
400 42 0 0 80 0 -3,106 -2,792 -911 0 -25 0 1 -10
Percent of Open Interest Represented by Each Category of Trader
36.4 0.6 33.9 0.0 0.2 0.0 0.0 27.3 26.0 0.1 8.3 3.6 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . 0 . 0 0 12 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 4,729
Positions
0 50 0 222 224 0 2,002 2,480 20 647 1,346 90 1,748 519
Changes from: August 6, 2019 Total Change is: 37
0 50 0 -38 0 0 155 216 -15 -66 -240 53 -52 -27
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 4.7 4.7 0.0 42.3 52.4 0.4 13.7 28.5 1.9 37.0 11.0
Number of Traders in Each Category Total Traders: 45
0 . 0 . . 0 13 13 . 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 55,000
Positions
603 29,257 0 25,007 2,318 475 21,907 18,183 2,193 1,189 743 167 3,459 1,664
Changes from: August 6, 2019 Total Change is: -694
-90 0 0 -1,513 -959 -28 33 334 533 28 -185 -59 402 -330
Percent of Open Interest Represented by Each Category of Trader
1.1 53.2 0.0 45.5 4.2 0.9 39.8 33.1 4.0 2.2 1.4 0.3 6.3 3.0
Number of Traders in Each Category Total Traders: 95
. . 0 16 6 . 31 21 13 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 404,190
Positions
80,825 24,180 22,102 138,071 67,096 21,222 32,570 157,992 65,501 8,160 5,269 13,210 22,529 27,618
Changes from: August 6, 2019 Total Change is: -26,110
-15,978 -5,291 3,913 5,587 -9,425 -633 -11,744 -7,306 -4,003 -1,646 -1,576 876 -2,482 -2,665
Percent of Open Interest Represented by Each Category of Trader
20.0 6.0 5.5 34.2 16.6 5.3 8.1 39.1 16.2 2.0 1.3 3.3 5.6 6.8
Number of Traders in Each Category Total Traders: 212
16 16 19 32 22 21 29 68 56 7 11 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 13, 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 27,734
Positions
3,416 544 1,340 8,372 14,661 2,721 10,700 8,058 101 918 262 0 166 47
Changes from: August 6, 2019 Total Change is: -2,289
-503 -59 59 -661 -746 -1,905 936 302 0 -201 45 0 -14 15
Percent of Open Interest Represented by Each Category of Trader
12.3 2.0 4.8 30.2 52.9 9.8 38.6 29.1 0.4 3.3 0.9 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 48
4 . . 10 6 . 4 8 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated August 16, 2019