Traders in Financial Futures - Futures Only Positions as of August 20, 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 155,837
Positions
17,196 69,551 3,029 41,338 17,314 3,548 35,692 22,275 10,024 11,614 3,976 2 33,394 26,118
Changes from: August 13, 2019 Total Change is: -5,024
2,297 -8,047 697 -4,238 3,673 -42 -2,588 -3,731 -275 121 0 2 -998 2,699
Percent of Open Interest Represented by Each Category of Trader
11.0 44.6 1.9 26.5 11.1 2.3 22.9 14.3 6.4 7.5 2.6 0.0 21.4 16.8
Number of Traders in Each Category Total Traders: 97
10 5 6 14 14 10 21 20 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 54,941
Positions
21,946 10,116 99 4,419 10,806 803 15,858 12,721 434 1,006 818 0 10,376 19,144
Changes from: August 13, 2019 Total Change is: 674
-381 2,359 17 1,663 -1,305 176 -9 -555 45 35 0 0 -872 -63
Percent of Open Interest Represented by Each Category of Trader
39.9 18.4 0.2 8.0 19.7 1.5 28.9 23.2 0.8 1.8 1.5 0.0 18.9 34.8
Number of Traders in Each Category Total Traders: 48
. 7 . 6 8 . 9 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 273,481
Positions
160,249 5,122 1,631 43,088 128,362 6,142 26,384 63,223 10,284 284 10,205 0 25,419 48,512
Changes from: August 13, 2019 Total Change is: -450
648 -408 748 -658 -2,157 -387 2,224 -2,974 897 -1,511 -425 0 -2,411 4,256
Percent of Open Interest Represented by Each Category of Trader
58.6 1.9 0.6 15.8 46.9 2.2 9.6 23.1 3.8 0.1 3.7 0.0 9.3 17.7
Number of Traders in Each Category Total Traders: 128
11 5 5 10 33 11 24 39 16 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 154,662
Positions
3,689 67,471 603 43,400 32,531 9,645 48,307 11,635 4,863 10,218 805 2 33,935 27,107
Changes from: August 13, 2019 Total Change is: -5,609
-1,570 8,815 51 -2,395 1,904 -1,645 -294 -10,915 -4,021 2,035 0 0 2,230 202
Percent of Open Interest Represented by Each Category of Trader
2.4 43.6 0.4 28.1 21.0 6.2 31.2 7.5 3.1 6.6 0.5 0.0 21.9 17.5
Number of Traders in Each Category Total Traders: 109
. 11 5 25 18 14 32 17 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 542,806
Positions
38,169 134,916 3,210 331,434 169,715 27,114 30,643 126,115 9,464 19,438 10,708 256 83,078 61,308
Changes from: August 13, 2019 Total Change is: -7,801
-311 3,467 -947 -6,373 4,304 -2,375 1,923 -11,136 -246 264 1,095 28 236 -1,991
Percent of Open Interest Represented by Each Category of Trader
7.0 24.9 0.6 61.1 31.3 5.0 5.6 23.2 1.7 3.6 2.0 0.0 15.3 11.3
Number of Traders in Each Category Total Traders: 278
18 14 12 80 44 42 30 55 20 22 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 27,654
Positions
584 9,919 0 9,998 3,744 2,619 517 4,463 7 0 589 2 13,927 6,311
Changes from: August 13, 2019 Total Change is: -538
-11 -60 0 -230 -1,012 878 0 -604 3 0 0 0 -1,178 257
Percent of Open Interest Represented by Each Category of Trader
2.1 35.9 0.0 36.2 13.5 9.5 1.9 16.1 0.0 0.0 2.1 0.0 50.4 22.8
Number of Traders in Each Category Total Traders: 24
. . 0 13 4 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 24,899
Positions
3,995 3,172 497 4,320 10,777 3,954 5,989 0 2 0 0 0 6,142 6,497
Changes from: August 13, 2019 Total Change is: -551
8 -71 -4 -32 -491 379 -237 -407 0 0 0 0 -665 43
Percent of Open Interest Represented by Each Category of Trader
16.0 12.7 2.0 17.4 43.3 15.9 24.1 0.0 0.0 0.0 0.0 0.0 24.7 26.1
Number of Traders in Each Category Total Traders: 21
. . . 5 9 8 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 169,175
Positions
88,315 7,066 1,261 13,410 54,867 3,202 30,312 56,509 3,810 0 2,479 0 28,865 39,981
Changes from: August 13, 2019 Total Change is: -6,422
-241 -391 -438 -48 -1,847 379 -4,088 -3,293 -522 0 679 0 -1,464 -989
Percent of Open Interest Represented by Each Category of Trader
52.2 4.2 0.7 7.9 32.4 1.9 17.9 33.4 2.3 0.0 1.5 0.0 17.1 23.6
Number of Traders in Each Category Total Traders: 88
8 6 4 11 19 10 16 25 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 65,031
Positions
1,960 49,157 0 53,029 0 103 7,149 12,989 99 610 1,228 0 2,081 1,455
Changes from: August 13, 2019 Total Change is: -1,023
1,477 -21 0 -974 0 -305 -1,336 -884 -206 231 26 0 90 367
Percent of Open Interest Represented by Each Category of Trader
3.0 75.6 0.0 81.5 0.0 0.2 11.0 20.0 0.2 0.9 1.9 0.0 3.2 2.2
Number of Traders in Each Category Total Traders: 37
. 6 0 8 0 . 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 197,525
Positions
1,781 138,650 800 103,171 8,887 1,106 80,594 27,720 1,236 2,795 15,600 0 6,042 3,526
Changes from: August 13, 2019 Total Change is: -14,974
-550 -17,442 0 -15,789 -170 286 1,287 2,058 -63 -200 187 0 55 170
Percent of Open Interest Represented by Each Category of Trader
0.9 70.2 0.4 52.2 4.5 0.6 40.8 14.0 0.6 1.4 7.9 0.0 3.1 1.8
Number of Traders in Each Category Total Traders: 149
. 9 . 28 8 4 50 33 8 8 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 40,931
Positions
1,400 8,459 0 3,391 21,342 0 33,110 8,946 13 996 633 0 2,021 1,538
Changes from: August 13, 2019 Total Change is: 10,584
0 430 0 319 9,275 0 10,515 594 -72 70 163 0 -248 194
Percent of Open Interest Represented by Each Category of Trader
3.4 20.7 0.0 8.3 52.1 0.0 80.9 21.9 0.0 2.4 1.5 0.0 4.9 3.8
Number of Traders in Each Category Total Traders: 43
. . 0 . 4 0 10 15 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 62,760
Positions
35,556 1,597 92 2,832 27,607 388 17,716 21,453 2,321 1,177 2,859 5 2,673 6,438
Changes from: August 13, 2019 Total Change is: 2,865
2,307 -3,474 83 -342 3,919 -25 852 2,103 54 -78 244 0 14 -39
Percent of Open Interest Represented by Each Category of Trader
56.7 2.5 0.1 4.5 44.0 0.6 28.2 34.2 3.7 1.9 4.6 0.0 4.3 10.3
Number of Traders in Each Category Total Traders: 110
10 . . 6 22 . 22 33 11 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 16,895
Positions
3,521 4,153 0 8,054 2,064 180 4,544 7,973 16 113 296 0 467 2,213
Changes from: August 13, 2019 Total Change is: 893
911 0 0 -4,427 -211 180 4,165 735 15 113 20 0 -64 154
Percent of Open Interest Represented by Each Category of Trader
20.8 24.6 0.0 47.7 12.2 1.1 26.9 47.2 0.1 0.7 1.8 0.0 2.8 13.1
Number of Traders in Each Category Total Traders: 28
. . 0 4 . . . 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 41,103
Positions
6,693 25,908 1,268 11,610 2,003 732 12,179 1,635 318 1,211 1,298 0 7,093 7,943
Changes from: August 13, 2019 Total Change is: -4,506
900 -3,620 -12 -3,589 -106 131 -1,147 -476 -145 20 173 0 -664 -452
Percent of Open Interest Represented by Each Category of Trader
16.3 63.0 3.1 28.2 4.9 1.8 29.6 4.0 0.8 2.9 3.2 0.0 17.3 19.3
Number of Traders in Each Category Total Traders: 89
10 20 4 15 7 4 20 8 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 82,206
Positions
13,386 51,816 2,535 23,220 4,005 1,464 24,358 3,269 635 2,422 2,596 0 14,186 15,886
Changes from: August 13, 2019 Total Change is: -9,012
1,799 -7,239 -24 -7,177 -212 262 -2,294 -951 -290 40 346 0 -1,328 -904
Percent of Open Interest Represented by Each Category of Trader
16.3 63.0 3.1 28.2 4.9 1.8 29.6 4.0 0.8 2.9 3.2 0.0 17.3 19.3
Number of Traders in Each Category Total Traders: 89
10 20 4 15 7 4 20 8 4 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 39,445
Positions
0 32,434 265 28,667 0 521 510 1,634 0 0 1,404 0 9,482 3,187
Changes from: August 13, 2019 Total Change is: 3,334
0 678 0 -4,352 0 25 0 -169 0 0 60 0 7,661 2,740
Percent of Open Interest Represented by Each Category of Trader
0.0 82.2 0.7 72.7 0.0 1.3 1.3 4.1 0.0 0.0 3.6 0.0 24.0 8.1
Number of Traders in Each Category Total Traders: 23
0 7 . 11 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 546,962
Positions
50,687 104,187 20,916 282,087 148,395 55,765 26,577 66,877 18,554 18,656 63,062 1,237 72,484 67,971
Changes from: August 13, 2019 Total Change is: 5,842
3,582 -1,007 744 -4,881 13,287 -229 1,513 -6,942 1,322 454 -2,801 10 3,326 1,457
Percent of Open Interest Represented by Each Category of Trader
9.3 19.0 3.8 51.6 27.1 10.2 4.9 12.2 3.4 3.4 11.5 0.2 13.3 12.4
Number of Traders in Each Category Total Traders: 575
32 40 35 155 104 116 62 108 56 28 44 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 31,668
Positions
7,816 11,402 2 3,428 1,051 0 5,243 3,771 441 0 0 0 14,738 15,001
Changes from: August 13, 2019 Total Change is: 1,590
1,903 -777 2 -382 0 0 -138 -73 411 0 0 0 -206 2,027
Percent of Open Interest Represented by Each Category of Trader
24.7 36.0 0.0 10.8 3.3 0.0 16.6 11.9 1.4 0.0 0.0 0.0 46.5 47.4
Number of Traders in Each Category Total Traders: 28
6 8 . . . 0 6 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 15,085
Positions
6,388 10,538 0 4,401 2,450 1,106 1,173 412 1 0 0 0 2,016 578
Changes from: August 13, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.3 69.9 0.0 29.2 16.2 7.3 7.8 2.7 0.0 0.0 0.0 0.0 13.4 3.8
Number of Traders in Each Category Total Traders: 21
4 7 0 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 7,949
Positions
2,567 7,004 1 2,927 0 45 613 229 0 0 0 0 1,796 670
Changes from: August 13, 2019 Total Change is: 103
46 443 0 -314 0 0 32 -202 0 0 0 0 339 -138
Percent of Open Interest Represented by Each Category of Trader
32.3 88.1 0.0 36.8 0.0 0.6 7.7 2.9 0.0 0.0 0.0 0.0 22.6 8.4
Number of Traders in Each Category Total Traders: 20
5 7 . 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 2,576,472
Positions
247,978 497,549 70,946 1,396,839 740,261 275,281 132,157 341,015 65,078 93,281 315,310 6,183 288,729 264,849
Changes from: August 13, 2019 Total Change is: 21,260
15,941 6,397 -3,834 -22,033 66,899 -1,608 7,007 -35,596 5,805 2,270 -14,004 50 17,662 -2,849
Percent of Open Interest Represented by Each Category of Trader
9.6 19.3 2.8 54.2 28.7 10.7 5.1 13.2 2.5 3.6 12.2 0.2 11.2 10.3
Number of Traders in Each Category Total Traders: 571
33 37 32 156 103 116 61 107 53 28 44 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 17,592
Positions
6,672 12,746 0 7,397 0 742 524 1,043 0 0 322 0 2,257 2,739
Changes from: August 13, 2019 Total Change is: -274
0 -257 0 -367 0 0 292 206 0 0 20 0 -199 -243
Percent of Open Interest Represented by Each Category of Trader
37.9 72.5 0.0 42.0 0.0 4.2 3.0 5.9 0.0 0.0 1.8 0.0 12.8 15.6
Number of Traders in Each Category Total Traders: 20
. 7 0 5 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 19,646
Positions
5,741 14,058 0 11,717 0 0 216 905 0 0 0 0 1,972 4,683
Changes from: August 13, 2019 Total Change is: 980
1,103 585 0 -17 0 0 -209 274 0 0 0 0 103 121
Percent of Open Interest Represented by Each Category of Trader
29.2 71.6 0.0 59.6 0.0 0.0 1.1 4.6 0.0 0.0 0.0 0.0 10.0 23.8
Number of Traders in Each Category Total Traders: 20
4 6 0 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 15,354
Positions
8,213 5,499 0 2,825 8,181 832 1,105 0 1 0 0 0 2,378 841
Changes from: August 13, 2019 Total Change is: 91
238 -77 0 45 276 -242 -108 0 0 0 0 0 158 134
Percent of Open Interest Represented by Each Category of Trader
53.5 35.8 0.0 18.4 53.3 5.4 7.2 0.0 0.0 0.0 0.0 0.0 15.5 5.5
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 20, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 68,327
Positions
9,367 11,638 602 44,244 39,278 2,496 1,716 2,094 385 0 7,816 0 9,517 4,018
Changes from: August 13, 2019 Total Change is: -1,251
413 208 -123 -1,227 479 46 67 -1,907 48 0 0 0 -475 -2
Percent of Open Interest Represented by Each Category of Trader
13.7 17.0 0.9 64.8 57.5 3.7 2.5 3.1 0.6 0.0 11.4 0.0 13.9 5.9
Number of Traders in Each Category Total Traders: 76
6 7 . 34 18 11 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 38,354
Positions
8,887 7,227 364 16,500 7,247 1,192 3,655 10,888 798 742 2,318 6 6,210 8,313
Changes from: August 13, 2019 Total Change is: -475
1,258 -1,319 -1 -798 191 108 -914 889 -60 57 -466 1 -125 183
Percent of Open Interest Represented by Each Category of Trader
23.2 18.8 0.9 43.0 18.9 3.1 9.5 28.4 2.1 1.9 6.0 0.0 16.2 21.7
Number of Traders in Each Category Total Traders: 246
23 24 6 54 35 25 21 57 18 12 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 191,768
Positions
44,433 36,135 1,818 82,499 36,237 5,961 18,276 54,442 3,989 3,712 11,592 31 31,049 41,563
Changes from: August 13, 2019 Total Change is: -2,374
6,288 -6,594 -7 -3,989 955 538 -4,570 4,443 -301 287 -2,331 6 -626 917
Percent of Open Interest Represented by Each Category of Trader
23.2 18.8 0.9 43.0 18.9 3.1 9.5 28.4 2.1 1.9 6.0 0.0 16.2 21.7
Number of Traders in Each Category Total Traders: 246
23 24 6 54 35 25 21 57 18 12 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 452,305
Positions
97,860 37,474 10,918 213,139 236,471 33,444 63,344 76,967 4,547 10,538 30,640 208 18,307 21,636
Changes from: August 13, 2019 Total Change is: 3,230
1,005 -2,969 1,636 -2,933 6,458 -241 9,683 2,806 -5,467 521 -1,011 200 -1,174 1,818
Percent of Open Interest Represented by Each Category of Trader
21.6 8.3 2.4 47.1 52.3 7.4 14.0 17.0 1.0 2.3 6.8 0.0 4.0 4.8
Number of Traders in Each Category Total Traders: 299
25 19 6 74 61 42 41 53 18 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 30,898
Positions
4,316 3,799 112 10,486 667 40 8,104 20,893 1,077 1,500 0 0 5,263 4,310
Changes from: August 13, 2019 Total Change is: 2,062
2,142 0 -217 -953 77 11 1,114 1,513 4 -322 0 0 283 674
Percent of Open Interest Represented by Each Category of Trader
14.0 12.3 0.4 33.9 2.2 0.1 26.2 67.6 3.5 4.9 0.0 0.0 17.0 13.9
Number of Traders in Each Category Total Traders: 34
6 . . 13 . . 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 58,818
Positions
4,967 16,219 50 14,207 16,159 944 26,809 16,371 1,926 1,145 1,446 0 8,770 5,703
Changes from: August 13, 2019 Total Change is: 1,615
-1,443 1,933 -117 810 -465 120 1,101 6,881 -172 0 167 0 1,316 -6,732
Percent of Open Interest Represented by Each Category of Trader
8.4 27.6 0.1 24.2 27.5 1.6 45.6 27.8 3.3 1.9 2.5 0.0 14.9 9.7
Number of Traders in Each Category Total Traders: 80
7 10 . 14 10 10 14 19 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 343,167
Positions
33,316 172,245 2,154 243,515 117,634 31,070 23,565 7,831 321 1,065 6,264 0 8,161 5,648
Changes from: August 13, 2019 Total Change is: -4,473
-4,307 -14,604 695 -8,457 8,638 4,520 3,242 124 -55 0 -2,046 0 -111 -1,745
Percent of Open Interest Represented by Each Category of Trader
9.7 50.2 0.6 71.0 34.3 9.1 6.9 2.3 0.1 0.3 1.8 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 172
11 13 6 67 41 32 21 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,244,209
Positions
102,245 658,435 2,969 830,754 385,815 115,248 117,491 41,553 3,142 34,681 13,723 5,474 32,205 17,850
Changes from: August 13, 2019 Total Change is: 1,053
5,315 -44,363 -393 -27,313 30,567 8,260 7,353 11,962 -878 8,519 -29 46 144 -4,119
Percent of Open Interest Represented by Each Category of Trader
8.2 52.9 0.2 66.8 31.0 9.3 9.4 3.3 0.3 2.8 1.1 0.4 2.6 1.4
Number of Traders in Each Category Total Traders: 422
28 20 7 158 89 93 52 35 17 27 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 116,556
Positions
45,212 68,031 47,134 5,907 420 560 15,862 0 306 1,550 0 0 25 105
Changes from: August 13, 2019 Total Change is: -2,241
-800 -257 -1,984 3 0 0 540 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.8 58.4 40.4 5.1 0.4 0.5 13.6 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 20, 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 1,019,215
Positions
18,367 123,785 7,124 455,891 270,815 182,920 75,919 206,747 43,697 60,784 34,933 690 173,823 148,504
Changes from: August 13, 2019 Total Change is: 20,275
1,341 5,993 2,000 -12,880 -31,784 1,149 1,034 2,894 21,670 3,550 1,077 317 2,094 16,959
Percent of Open Interest Represented by Each Category of Trader
1.8 12.1 0.7 44.7 26.6 17.9 7.4 20.3 4.3 6.0 3.4 0.1 17.1 14.6
Number of Traders in Each Category Total Traders: 188
6 22 10 61 26 52 19 39 27 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,213,876
Positions
18,542 166,606 6,123 698,796 27,932 179,323 26,901 669,495 57,366 39,573 10,424 0 187,252 96,607
Changes from: August 13, 2019 Total Change is: -10,731
5,093 -40,656 -1,006 -46,152 2,878 8,224 -2,000 -13,624 20,144 -1,623 5,043 0 6,589 8,266
Percent of Open Interest Represented by Each Category of Trader
1.5 13.7 0.5 57.6 2.3 14.8 2.2 55.2 4.7 3.3 0.9 0.0 15.4 8.0
Number of Traders in Each Category Total Traders: 132
. 12 5 67 12 54 12 22 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 3,925,900
Positions
160,954 280,082 55,525 1,855,539 605,992 199,502 647,346 2,178,381 298,962 474,562 173,697 7,975 225,535 125,784
Changes from: August 13, 2019 Total Change is: -59,586
2,742 27,220 -7,745 -63,372 -36,815 -55 5,201 4,246 -37,293 32,614 -4,382 1,047 7,275 -5,809
Percent of Open Interest Represented by Each Category of Trader
4.1 7.1 1.4 47.3 15.4 5.1 16.5 55.5 7.6 12.1 4.4 0.2 5.7 3.2
Number of Traders in Each Category Total Traders: 366
25 29 17 121 31 76 56 61 45 26 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 4,048,888
Positions
191,929 333,375 88,374 1,766,235 682,627 774,861 304,096 1,266,701 232,954 223,196 269,558 10,997 456,246 389,441
Changes from: August 13, 2019 Total Change is: 10,031
-7,387 27,165 25,640 28,346 46,097 -7,521 -20,518 -80,669 1,562 4,651 -3,362 -1,907 -12,835 3,026
Percent of Open Interest Represented by Each Category of Trader
4.7 8.2 2.2 43.6 16.9 19.1 7.5 31.3 5.8 5.5 6.7 0.3 11.3 9.6
Number of Traders in Each Category Total Traders: 404
24 42 27 103 64 102 65 62 55 27 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 799,512
Positions
74,461 54,646 3,413 316,232 253,104 127,585 93,896 172,893 10,818 54,947 19,497 0 118,160 157,556
Changes from: August 13, 2019 Total Change is: 2,374
26,425 2,009 2,056 -16,594 -27,363 6,875 -14,904 24,054 166 0 231 0 -1,650 -5,654
Percent of Open Interest Represented by Each Category of Trader
9.3 6.8 0.4 39.6 31.7 16.0 11.7 21.6 1.4 6.9 2.4 0.0 14.8 19.7
Number of Traders in Each Category Total Traders: 112
5 11 . 31 30 41 11 19 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 4,677,775
Positions
79,144 468,731 73,452 2,073,200 732,476 850,531 404,634 1,514,426 390,771 399,696 233,968 22,716 383,631 390,704
Changes from: August 13, 2019 Total Change is: 34,032
325 30,136 -1,373 -12,080 -3,926 -25,300 12,245 -71,373 22,077 -6,874 -18,487 20,003 25,009 82,275
Percent of Open Interest Represented by Each Category of Trader
1.7 10.0 1.6 44.3 15.7 18.2 8.7 32.4 8.4 8.5 5.0 0.5 8.2 8.4
Number of Traders in Each Category Total Traders: 338
16 38 19 91 50 83 37 71 52 18 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 1,925,207
Positions
429,759 306,762 643,451 15,331 52,931 43,023 248,010 403,164 395,865 98,809 22,971 9,838 41,121 47,202
Changes from: August 13, 2019 Total Change is: 68,614
-14,677 17,513 16,608 4,979 15,956 -525 19,344 -19,378 41,774 1,014 -158 481 -384 -3,657
Percent of Open Interest Represented by Each Category of Trader
22.3 15.9 33.4 0.8 2.7 2.2 12.9 20.9 20.6 5.1 1.2 0.5 2.1 2.5
Number of Traders in Each Category Total Traders: 157
30 33 48 . 5 4 34 36 56 9 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,977,628
Positions
1,860,523 1,843,317 3,031,808 321,432 2,394,150 421,085 2,924,480 685,850 3,507,070 137,959 125,586 65,986 707,285 902,776
Changes from: August 13, 2019 Total Change is: -380,083
11,254 -9,530 -136,657 -17,048 -36,553 -57,197 -87,918 -12,726 -64,943 -7,667 -7,039 -4,940 -14,967 -50,498
Percent of Open Interest Represented by Each Category of Trader
14.3 14.2 23.4 2.5 18.4 3.2 22.5 5.3 27.0 1.1 1.0 0.5 5.5 7.0
Number of Traders in Each Category Total Traders: 259
34 41 68 14 22 22 65 44 93 14 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 104,687
Positions
9,137 44,657 11,994 9,073 1,824 114 42,312 13,769 29,627 305 799 948 1,177 955
Changes from: August 13, 2019 Total Change is: 6,579
5,184 5,710 -1,723 232 0 9 3,204 2,591 -478 -16 134 13 154 323
Percent of Open Interest Represented by Each Category of Trader
8.7 42.7 11.5 8.7 1.7 0.1 40.4 13.2 28.3 0.3 0.8 0.9 1.1 0.9
Number of Traders in Each Category Total Traders: 47
. 12 9 . . . 9 15 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 136,741
Positions
27,871 16,707 14,059 2,265 13,981 10,194 54,762 55,085 25,656 1,018 162 519 397 378
Changes from: August 13, 2019 Total Change is: 12,187
3,450 -300 363 0 -3,654 2,972 7,192 15,206 -2,686 416 -151 284 196 153
Percent of Open Interest Represented by Each Category of Trader
20.4 12.2 10.3 1.7 10.2 7.5 40.0 40.3 18.8 0.7 0.1 0.4 0.3 0.3
Number of Traders in Each Category Total Traders: 70
11 9 13 . . . 15 24 27 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 26,943
Positions
80 15,424 0 1,266 4,190 0 20,589 4,502 67 4,908 1,152 0 33 1,608
Changes from: August 13, 2019 Total Change is: 343
0 98 0 12 114 0 487 276 0 -165 -50 0 9 -95
Percent of Open Interest Represented by Each Category of Trader
0.3 57.2 0.0 4.7 15.6 0.0 76.4 16.7 0.2 18.2 4.3 0.0 0.1 6.0
Number of Traders in Each Category Total Traders: 30
. 4 0 . 9 0 . 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 9,684
Positions
4,138 2,711 0 1,182 1,437 0 4,312 3,228 0 0 207 0 52 2,101
Changes from: August 13, 2019 Total Change is: -57
-19 -147 0 0 -73 0 -56 130 0 0 0 0 18 33
Percent of Open Interest Represented by Each Category of Trader
42.7 28.0 0.0 12.2 14.8 0.0 44.5 33.3 0.0 0.0 2.1 0.0 0.5 21.7
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 0 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 48,848
Positions
17,746 312 16,597 0 160 0 0 13,175 12,729 30 4,085 1,746 0 44
Changes from: August 13, 2019 Total Change is: -96
-90 0 0 0 40 0 0 -167 0 0 0 0 -6 31
Percent of Open Interest Represented by Each Category of Trader
36.3 0.6 34.0 0.0 0.3 0.0 0.0 27.0 26.1 0.1 8.4 3.6 0.0 0.1
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 0 11 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 4,485
Positions
0 50 0 266 224 5 1,836 2,209 13 463 1,350 206 1,696 428
Changes from: August 13, 2019 Total Change is: -244
0 0 0 44 0 5 -166 -271 -7 -184 4 116 -52 -91
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 5.9 5.0 0.1 40.9 49.3 0.3 10.3 30.1 4.6 37.8 9.5
Number of Traders in Each Category Total Traders: 43
0 . 0 4 . . 10 12 . 9 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 56,089
Positions
603 29,364 0 26,627 2,323 474 20,945 19,555 1,561 1,726 772 172 3,981 1,868
Changes from: August 13, 2019 Total Change is: 1,089
0 107 0 1,620 5 -1 -962 1,372 -632 537 29 5 522 204
Percent of Open Interest Represented by Each Category of Trader
1.1 52.4 0.0 47.5 4.1 0.8 37.3 34.9 2.8 3.1 1.4 0.3 7.1 3.3
Number of Traders in Each Category Total Traders: 95
. . 0 15 6 . 32 18 10 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 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 399,983
Positions
76,912 30,717 26,993 128,666 67,845 18,887 34,070 140,377 71,497 8,654 4,567 12,493 21,811 26,607
Changes from: August 13, 2019 Total Change is: -4,207
-3,913 6,537 4,891 -9,405 749 -2,335 1,500 -17,615 5,996 494 -702 -717 -718 -1,011
Percent of Open Interest Represented by Each Category of Trader
19.2 7.7 6.7 32.2 17.0 4.7 8.5 35.1 17.9 2.2 1.1 3.1 5.5 6.7
Number of Traders in Each Category Total Traders: 202
14 16 20 31 24 25 29 58 53 9 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 20, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 26,402
Positions
2,906 648 1,236 7,763 14,224 2,631 10,670 7,232 101 920 293 0 175 37
Changes from: August 13, 2019 Total Change is: -1,332
-510 104 -104 -609 -437 -90 -30 -826 0 2 31 0 9 -10
Percent of Open Interest Represented by Each Category of Trader
11.0 2.5 4.7 29.4 53.9 10.0 40.4 27.4 0.4 3.5 1.1 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 46
. . . 9 6 . 4 8 . 12 . 0
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Updated August 23, 2019