Traders in Financial Futures - Futures Only Positions as of August 27, 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 158,921
Positions
20,281 69,149 2,494 41,233 20,796 3,709 36,838 24,294 8,002 11,354 3,976 2 35,008 26,499
Changes from: August 20, 2019 Total Change is: 3,084
3,085 -402 -535 -105 3,482 161 1,146 2,019 -2,022 -260 0 0 1,614 381
Percent of Open Interest Represented by Each Category of Trader
12.8 43.5 1.6 25.9 13.1 2.3 23.2 15.3 5.0 7.1 2.5 0.0 22.0 16.7
Number of Traders in Each Category Total Traders: 96
10 5 6 14 15 10 18 21 12 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 55,251
Positions
22,089 8,108 97 3,551 12,800 1,037 16,754 11,008 1,007 1,000 818 0 9,716 20,376
Changes from: August 20, 2019 Total Change is: 310
143 -2,008 -2 -868 1,994 234 896 -1,713 573 -6 0 0 -660 1,232
Percent of Open Interest Represented by Each Category of Trader
40.0 14.7 0.2 6.4 23.2 1.9 30.3 19.9 1.8 1.8 1.5 0.0 17.6 36.9
Number of Traders in Each Category Total Traders: 47
. 5 . 6 9 5 8 13 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 273,650
Positions
162,435 5,892 1,961 44,107 124,123 6,456 26,517 65,862 10,063 0 10,330 0 22,111 48,963
Changes from: August 20, 2019 Total Change is: 169
2,186 770 330 1,019 -4,239 314 133 2,639 -221 -284 125 0 -3,308 451
Percent of Open Interest Represented by Each Category of Trader
59.4 2.2 0.7 16.1 45.4 2.4 9.7 24.1 3.7 0.0 3.8 0.0 8.1 17.9
Number of Traders in Each Category Total Traders: 133
11 5 6 10 34 12 26 42 15 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 157,862
Positions
3,689 62,391 868 42,679 34,296 9,339 55,137 17,197 4,011 8,113 1,744 0 34,026 28,016
Changes from: August 20, 2019 Total Change is: 3,200
0 -5,080 265 -721 1,765 -306 6,830 5,562 -852 -2,105 939 -2 91 909
Percent of Open Interest Represented by Each Category of Trader
2.3 39.5 0.5 27.0 21.7 5.9 34.9 10.9 2.5 5.1 1.1 0.0 21.6 17.7
Number of Traders in Each Category Total Traders: 115
. 13 6 23 19 13 35 19 15 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 525,065
Positions
41,098 123,741 3,221 307,404 167,978 28,465 33,930 121,825 8,248 19,021 10,656 244 83,434 60,687
Changes from: August 20, 2019 Total Change is: -17,741
2,929 -11,175 11 -24,030 -1,737 1,351 3,287 -4,290 -1,216 -417 -52 -12 356 -621
Percent of Open Interest Represented by Each Category of Trader
7.8 23.6 0.6 58.5 32.0 5.4 6.5 23.2 1.6 3.6 2.0 0.0 15.9 11.6
Number of Traders in Each Category Total Traders: 267
19 12 13 80 43 40 34 44 17 21 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 27,232
Positions
587 9,963 0 10,107 3,726 2,651 522 4,036 0 0 589 2 13,363 6,265
Changes from: August 20, 2019 Total Change is: -422
3 44 0 109 -18 32 5 -427 -7 0 0 0 -564 -46
Percent of Open Interest Represented by Each Category of Trader
2.2 36.6 0.0 37.1 13.7 9.7 1.9 14.8 0.0 0.0 2.2 0.0 49.1 23.0
Number of Traders in Each Category Total Traders: 24
. . 0 13 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 24,455
Positions
4,035 3,075 498 4,323 10,585 3,837 5,598 0 13 0 0 0 6,151 6,447
Changes from: August 20, 2019 Total Change is: -444
40 -97 1 3 -192 -117 -391 0 11 0 0 0 9 -50
Percent of Open Interest Represented by Each Category of Trader
16.5 12.6 2.0 17.7 43.3 15.7 22.9 0.0 0.1 0.0 0.0 0.0 25.2 26.4
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 27, 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 165,752
Positions
86,723 5,809 1,179 13,556 56,038 3,069 30,162 54,343 1,261 0 1,940 0 29,802 42,113
Changes from: August 20, 2019 Total Change is: -3,423
-1,592 -1,257 -82 146 1,171 -133 -150 -2,166 -2,549 0 -539 0 937 2,132
Percent of Open Interest Represented by Each Category of Trader
52.3 3.5 0.7 8.2 33.8 1.9 18.2 32.8 0.8 0.0 1.2 0.0 18.0 25.4
Number of Traders in Each Category Total Traders: 92
8 5 4 11 20 9 17 29 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 65,164
Positions
2,124 49,194 0 51,841 0 160 8,501 12,559 426 440 1,523 0 1,672 1,302
Changes from: August 20, 2019 Total Change is: 133
164 37 0 -1,188 0 57 1,352 -430 327 -170 295 0 -409 -153
Percent of Open Interest Represented by Each Category of Trader
3.3 75.5 0.0 79.6 0.0 0.2 13.0 19.3 0.7 0.7 2.3 0.0 2.6 2.0
Number of Traders in Each Category Total Traders: 39
. 6 0 8 0 . 11 8 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 189,136
Positions
3,068 129,432 1,169 101,084 9,253 1,450 72,800 27,564 1,341 1,983 15,209 0 6,241 3,718
Changes from: August 20, 2019 Total Change is: -8,389
1,287 -9,218 369 -2,087 366 344 -7,794 -156 105 -812 -391 0 199 192
Percent of Open Interest Represented by Each Category of Trader
1.6 68.4 0.6 53.4 4.9 0.8 38.5 14.6 0.7 1.0 8.0 0.0 3.3 2.0
Number of Traders in Each Category Total Traders: 146
5 8 . 24 11 5 45 36 9 7 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 70,739
Positions
1,600 8,757 22,857 2,842 27,292 0 39,744 8,737 293 733 913 100 2,570 1,790
Changes from: August 20, 2019 Total Change is: 29,808
200 298 22,857 -549 5,950 0 6,634 -209 280 -263 280 100 549 252
Percent of Open Interest Represented by Each Category of Trader
2.3 12.4 32.3 4.0 38.6 0.0 56.2 12.4 0.4 1.0 1.3 0.1 3.6 2.5
Number of Traders in Each Category Total Traders: 47
. . . . 5 0 11 16 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 64,672
Positions
37,326 0 90 3,349 28,509 484 16,969 25,657 1,001 994 2,792 5 4,454 6,134
Changes from: August 20, 2019 Total Change is: 1,912
1,770 -1,597 -2 517 902 96 -747 4,204 -1,320 -183 -67 0 1,781 -304
Percent of Open Interest Represented by Each Category of Trader
57.7 0.0 0.1 5.2 44.1 0.7 26.2 39.7 1.5 1.5 4.3 0.0 6.9 9.5
Number of Traders in Each Category Total Traders: 110
11 0 . 7 25 . 22 31 8 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 15,108
Positions
3,351 4,097 0 5,764 2,309 250 5,205 6,077 27 0 156 0 511 2,192
Changes from: August 20, 2019 Total Change is: -1,787
-170 -56 0 -2,290 245 70 661 -1,896 11 -113 -140 0 44 -21
Percent of Open Interest Represented by Each Category of Trader
22.2 27.1 0.0 38.2 15.3 1.7 34.5 40.2 0.2 0.0 1.0 0.0 3.4 14.5
Number of Traders in Each Category Total Traders: 28
. . 0 . 5 . 4 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 40,195
Positions
6,892 25,004 854 11,047 1,806 637 12,203 1,828 246 1,191 1,093 0 7,127 8,729
Changes from: August 20, 2019 Total Change is: -908
199 -904 -414 -563 -197 -96 24 193 -72 -20 -205 0 34 786
Percent of Open Interest Represented by Each Category of Trader
17.1 62.2 2.1 27.5 4.5 1.6 30.4 4.5 0.6 3.0 2.7 0.0 17.7 21.7
Number of Traders in Each Category Total Traders: 84
11 19 4 14 5 4 19 9 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 80,390
Positions
13,783 50,008 1,708 22,094 3,612 1,273 24,405 3,655 491 2,382 2,186 0 14,254 17,457
Changes from: August 20, 2019 Total Change is: -1,816
397 -1,808 -827 -1,126 -393 -191 47 386 -144 -40 -410 0 68 1,571
Percent of Open Interest Represented by Each Category of Trader
17.1 62.2 2.1 27.5 4.5 1.6 30.4 4.5 0.6 3.0 2.7 0.0 17.7 21.7
Number of Traders in Each Category Total Traders: 84
11 19 4 14 5 4 19 9 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 39,017
Positions
0 33,800 265 34,504 0 555 510 1,672 0 1,000 1,404 0 2,183 1,321
Changes from: August 20, 2019 Total Change is: -428
0 1,366 0 5,837 0 34 0 38 0 1,000 0 0 -7,299 -1,866
Percent of Open Interest Represented by Each Category of Trader
0.0 86.6 0.7 88.4 0.0 1.4 1.3 4.3 0.0 2.6 3.6 0.0 5.6 3.4
Number of Traders in Each Category Total Traders: 24
0 7 . 11 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 554,812
Positions
50,063 98,081 24,844 285,429 141,672 57,382 25,481 72,592 21,673 18,948 64,912 2,090 68,901 71,567
Changes from: August 20, 2019 Total Change is: 7,850
-624 -6,106 3,928 3,342 -6,722 1,617 -1,096 5,715 3,119 292 1,850 853 -3,582 3,596
Percent of Open Interest Represented by Each Category of Trader
9.0 17.7 4.5 51.4 25.5 10.3 4.6 13.1 3.9 3.4 11.7 0.4 12.4 12.9
Number of Traders in Each Category Total Traders: 577
32 41 37 154 103 114 63 107 59 31 45 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 34,608
Positions
9,838 11,525 2 4,377 1,051 0 5,837 5,256 369 0 0 0 14,185 16,405
Changes from: August 20, 2019 Total Change is: 2,940
2,022 123 0 949 0 0 594 1,485 -72 0 0 0 -553 1,404
Percent of Open Interest Represented by Each Category of Trader
28.4 33.3 0.0 12.6 3.0 0.0 16.9 15.2 1.1 0.0 0.0 0.0 41.0 47.4
Number of Traders in Each Category Total Traders: 32
8 9 . . . 0 5 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 15,088
Positions
6,421 10,547 0 4,414 2,450 1,106 1,183 412 1 0 0 0 1,963 572
Changes from: August 20, 2019 Total Change is: 3
33 9 0 13 0 0 10 0 0 0 0 0 -53 -6
Percent of Open Interest Represented by Each Category of Trader
42.6 69.9 0.0 29.3 16.2 7.3 7.8 2.7 0.0 0.0 0.0 0.0 13.0 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 27, 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 8,331
Positions
2,572 6,997 0 2,930 0 45 953 457 0 0 0 0 1,831 832
Changes from: August 20, 2019 Total Change is: 382
5 -7 -1 3 0 0 340 228 0 0 0 0 35 162
Percent of Open Interest Represented by Each Category of Trader
30.9 84.0 0.0 35.2 0.0 0.5 11.4 5.5 0.0 0.0 0.0 0.0 22.0 10.0
Number of Traders in Each Category Total Traders: 22
5 7 0 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 2,601,022
Positions
247,757 479,411 77,576 1,413,221 711,065 278,952 134,708 373,167 70,034 94,742 324,558 10,450 273,582 275,809
Changes from: August 20, 2019 Total Change is: 24,550
-221 -18,138 6,630 16,382 -29,196 3,671 2,551 32,152 4,956 1,461 9,248 4,267 -15,147 10,960
Percent of Open Interest Represented by Each Category of Trader
9.5 18.4 3.0 54.3 27.3 10.7 5.2 14.3 2.7 3.6 12.5 0.4 10.5 10.6
Number of Traders in Each Category Total Traders: 575
33 40 30 155 102 114 62 106 57 31 45 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 21,313
Positions
5,741 14,048 0 12,805 0 0 216 889 3 0 0 0 2,548 6,373
Changes from: August 20, 2019 Total Change is: 1,667
0 -10 0 1,088 0 0 0 -16 3 0 0 0 576 1,690
Percent of Open Interest Represented by Each Category of Trader
26.9 65.9 0.0 60.1 0.0 0.0 1.0 4.2 0.0 0.0 0.0 0.0 12.0 29.9
Number of Traders in Each Category Total Traders: 20
4 6 0 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 14,707
Positions
7,950 5,159 0 2,845 7,431 834 631 0 0 0 0 0 2,447 1,283
Changes from: August 20, 2019 Total Change is: -647
-263 -340 0 20 -750 2 -474 0 -1 0 0 0 69 442
Percent of Open Interest Represented by Each Category of Trader
54.1 35.1 0.0 19.3 50.5 5.7 4.3 0.0 0.0 0.0 0.0 0.0 16.6 8.7
Number of Traders in Each Category Total Traders: 22
5 8 0 . 4 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 69,981
Positions
10,725 12,202 611 44,285 40,006 2,506 2,272 1,817 8 0 8,604 0 9,574 4,227
Changes from: August 20, 2019 Total Change is: 1,654
1,358 564 9 41 728 10 556 -277 -377 0 788 0 57 209
Percent of Open Interest Represented by Each Category of Trader
15.3 17.4 0.9 63.3 57.2 3.6 3.2 2.6 0.0 0.0 12.3 0.0 13.7 6.0
Number of Traders in Each Category Total Traders: 79
7 8 . 33 20 12 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 40,023
Positions
9,846 7,410 389 16,706 8,108 1,157 3,754 10,633 1,074 661 2,268 11 6,424 8,973
Changes from: August 20, 2019 Total Change is: 1,669
959 183 25 206 860 -35 99 -256 276 -81 -51 5 214 660
Percent of Open Interest Represented by Each Category of Trader
24.6 18.5 1.0 41.7 20.3 2.9 9.4 26.6 2.7 1.7 5.7 0.0 16.1 22.4
Number of Traders in Each Category Total Traders: 243
22 20 4 53 34 30 23 62 19 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 200,114
Positions
49,229 37,052 1,945 83,530 40,538 5,787 18,772 53,163 5,369 3,306 11,339 57 32,119 44,864
Changes from: August 20, 2019 Total Change is: 8,346
4,796 917 127 1,031 4,301 -174 496 -1,279 1,380 -406 -253 26 1,070 3,301
Percent of Open Interest Represented by Each Category of Trader
24.6 18.5 1.0 41.7 20.3 2.9 9.4 26.6 2.7 1.7 5.7 0.0 16.1 22.4
Number of Traders in Each Category Total Traders: 243
22 20 4 53 34 30 23 62 19 10 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 468,827
Positions
107,414 37,992 12,450 216,395 245,845 33,443 65,512 82,368 4,375 9,147 28,837 8 20,083 23,509
Changes from: August 20, 2019 Total Change is: 16,522
9,554 518 1,532 3,256 9,374 -1 2,168 5,401 -172 -1,391 -1,803 -200 1,776 1,873
Percent of Open Interest Represented by Each Category of Trader
22.9 8.1 2.7 46.2 52.4 7.1 14.0 17.6 0.9 2.0 6.2 0.0 4.3 5.0
Number of Traders in Each Category Total Traders: 297
23 18 5 71 65 48 40 57 19 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 30,963
Positions
3,516 3,799 339 10,473 667 45 7,979 20,786 810 1,666 0 0 6,135 4,517
Changes from: August 20, 2019 Total Change is: 65
-800 0 227 -13 0 5 -125 -107 -267 166 0 0 872 207
Percent of Open Interest Represented by Each Category of Trader
11.4 12.3 1.1 33.8 2.2 0.1 25.8 67.1 2.6 5.4 0.0 0.0 19.8 14.6
Number of Traders in Each Category Total Traders: 32
5 . . 13 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 57,093
Positions
5,653 15,386 280 13,687 18,214 809 27,216 13,583 1,080 1,245 1,403 0 7,123 6,338
Changes from: August 20, 2019 Total Change is: -1,725
686 -833 230 -520 2,055 -135 407 -2,788 -846 100 -43 0 -1,647 635
Percent of Open Interest Represented by Each Category of Trader
9.9 26.9 0.5 24.0 31.9 1.4 47.7 23.8 1.9 2.2 2.5 0.0 12.5 11.1
Number of Traders in Each Category Total Traders: 72
10 8 . 14 9 9 14 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 340,115
Positions
43,204 159,052 2,375 233,262 130,277 28,497 22,617 7,068 827 1,067 6,264 0 8,266 5,755
Changes from: August 20, 2019 Total Change is: -3,052
9,888 -13,193 221 -10,253 12,643 -2,573 -948 -763 506 2 0 0 105 107
Percent of Open Interest Represented by Each Category of Trader
12.7 46.8 0.7 68.6 38.3 8.4 6.6 2.1 0.2 0.3 1.8 0.0 2.4 1.7
Number of Traders in Each Category Total Traders: 172
13 12 5 65 41 32 19 15 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 1,186,104
Positions
85,388 593,174 3,797 800,868 371,670 121,187 101,169 38,493 2,880 34,345 29,136 5,273 31,197 20,494
Changes from: August 20, 2019 Total Change is: -58,105
-16,857 -65,261 828 -29,886 -14,145 5,939 -16,322 -3,060 -262 -336 15,413 -201 -1,008 2,644
Percent of Open Interest Represented by Each Category of Trader
7.2 50.0 0.3 67.5 31.3 10.2 8.5 3.2 0.2 2.9 2.5 0.4 2.6 1.7
Number of Traders in Each Category Total Traders: 432
29 21 7 161 91 95 52 35 16 27 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 117,277
Positions
45,163 68,355 47,566 5,907 420 560 16,200 0 306 1,550 0 0 25 70
Changes from: August 20, 2019 Total Change is: 721
-49 324 432 0 0 0 338 0 0 0 0 0 0 -35
Percent of Open Interest Represented by Each Category of Trader
38.5 58.3 40.6 5.0 0.4 0.5 13.8 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 27, 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 1,016,325
Positions
3,041 121,336 15,213 428,214 247,890 188,384 71,215 189,471 54,759 63,904 34,090 236 191,359 164,946
Changes from: August 20, 2019 Total Change is: -2,890
-15,326 -2,449 8,089 -27,677 -22,925 5,464 -4,704 -17,276 11,062 3,120 -843 -454 17,536 16,442
Percent of Open Interest Represented by Each Category of Trader
0.3 11.9 1.5 42.1 24.4 18.5 7.0 18.6 5.4 6.3 3.4 0.0 18.8 16.2
Number of Traders in Each Category Total Traders: 182
5 17 6 57 29 50 21 36 28 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 1,225,117
Positions
23,198 142,778 15,596 665,711 37,828 193,460 23,796 643,616 59,557 38,919 13,284 0 204,880 118,998
Changes from: August 20, 2019 Total Change is: 11,241
4,656 -23,828 9,473 -33,085 9,896 14,137 -3,105 -25,879 2,191 -654 2,860 0 17,628 22,391
Percent of Open Interest Represented by Each Category of Trader
1.9 11.7 1.3 54.3 3.1 15.8 1.9 52.5 4.9 3.2 1.1 0.0 16.7 9.7
Number of Traders in Each Category Total Traders: 121
. 9 6 63 10 55 10 22 17 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 3,698,213
Positions
177,170 284,833 38,553 1,688,147 490,554 239,152 587,029 2,049,562 206,016 458,170 162,091 9,385 294,591 218,067
Changes from: August 20, 2019 Total Change is: -227,687
16,216 4,751 -16,972 -167,392 -115,438 39,650 -60,317 -128,819 -92,946 -16,392 -11,606 1,410 69,056 92,283
Percent of Open Interest Represented by Each Category of Trader
4.8 7.7 1.0 45.6 13.3 6.5 15.9 55.4 5.6 12.4 4.4 0.3 8.0 5.9
Number of Traders in Each Category Total Traders: 355
23 30 22 116 28 74 57 57 50 26 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,906,403
Positions
189,032 234,715 87,961 1,597,009 731,761 709,925 308,063 1,186,040 250,337 219,170 248,724 14,633 530,273 442,307
Changes from: August 20, 2019 Total Change is: -142,485
-2,897 -98,660 -413 -169,226 49,134 -64,936 3,967 -80,661 17,383 -4,026 -20,834 3,636 74,027 52,866
Percent of Open Interest Represented by Each Category of Trader
4.8 6.0 2.3 40.9 18.7 18.2 7.9 30.4 6.4 5.6 6.4 0.4 13.6 11.3
Number of Traders in Each Category Total Traders: 368
22 32 28 90 63 98 61 58 53 27 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 882,468
Positions
76,756 45,647 17,133 267,293 237,772 169,922 106,184 146,892 66,371 53,981 21,093 0 124,828 177,638
Changes from: August 20, 2019 Total Change is: 82,956
2,295 -8,999 13,720 -48,939 -15,332 42,337 12,288 -26,001 55,553 -966 1,596 0 6,668 20,082
Percent of Open Interest Represented by Each Category of Trader
8.7 5.2 1.9 30.3 26.9 19.3 12.0 16.6 7.5 6.1 2.4 0.0 14.1 20.1
Number of Traders in Each Category Total Traders: 111
5 8 5 29 33 43 14 15 17 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 4,529,242
Positions
73,918 376,048 110,822 1,765,825 630,985 912,141 488,263 1,436,776 386,645 391,209 221,400 7,544 392,875 446,881
Changes from: August 20, 2019 Total Change is: -148,533
-5,226 -92,683 37,370 -307,375 -101,491 61,610 83,629 -77,650 -4,126 -8,487 -12,568 -15,172 9,244 56,177
Percent of Open Interest Represented by Each Category of Trader
1.6 8.3 2.4 39.0 13.9 20.1 10.8 31.7 8.5 8.6 4.9 0.2 8.7 9.9
Number of Traders in Each Category Total Traders: 320
17 32 18 86 49 79 33 68 49 18 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,226,324
Positions
535,457 301,534 645,042 53,700 73,003 34,132 326,519 611,472 472,344 100,662 24,112 10,959 47,509 53,726
Changes from: August 20, 2019 Total Change is: 301,117
105,698 -5,228 1,591 38,369 20,072 -8,891 78,509 208,308 76,479 1,853 1,141 1,121 6,388 6,524
Percent of Open Interest Represented by Each Category of Trader
24.1 13.5 29.0 2.4 3.3 1.5 14.7 27.5 21.2 4.5 1.1 0.5 2.1 2.4
Number of Traders in Each Category Total Traders: 176
32 36 51 5 6 6 42 36 55 11 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 is13,089,071
Positions
1,792,042 1,917,511 3,092,172 337,747 2,423,666 422,185 3,140,086 736,585 3,384,406 118,175 134,532 62,997 739,261 915,017
Changes from: August 20, 2019 Total Change is: 111,443
-68,481 74,194 60,364 16,315 29,516 1,100 215,606 50,735 -122,664 -19,784 8,946 -2,989 31,976 12,241
Percent of Open Interest Represented by Each Category of Trader
13.7 14.6 23.6 2.6 18.5 3.2 24.0 5.6 25.9 0.9 1.0 0.5 5.6 7.0
Number of Traders in Each Category Total Traders: 261
29 48 69 16 22 24 65 44 90 11 16 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 110,881
Positions
10,300 48,743 12,033 5,719 3,715 4,124 49,641 13,487 26,981 304 334 1,009 770 455
Changes from: August 20, 2019 Total Change is: 6,194
1,163 4,086 39 -3,354 1,891 4,010 7,329 -282 -2,646 -1 -465 61 -407 -500
Percent of Open Interest Represented by Each Category of Trader
9.3 44.0 10.9 5.2 3.4 3.7 44.8 12.2 24.3 0.3 0.3 0.9 0.7 0.4
Number of Traders in Each Category Total Traders: 48
5 11 9 . . . 9 15 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 160,229
Positions
26,891 15,185 17,201 2,265 21,747 7,325 72,454 66,494 31,160 1,920 192 558 455 367
Changes from: August 20, 2019 Total Change is: 23,488
-980 -1,522 3,142 0 7,766 -2,869 17,692 11,409 5,504 902 30 39 58 -11
Percent of Open Interest Represented by Each Category of Trader
16.8 9.5 10.7 1.4 13.6 4.6 45.2 41.5 19.4 1.2 0.1 0.3 0.3 0.2
Number of Traders in Each Category Total Traders: 72
14 8 13 . . . 11 28 27 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 27,486
Positions
75 15,380 0 1,265 4,169 0 18,868 4,485 57 7,197 1,152 0 24 2,243
Changes from: August 20, 2019 Total Change is: 543
-5 -44 0 -1 -21 0 -1,721 -17 -10 2,289 0 0 -9 635
Percent of Open Interest Represented by Each Category of Trader
0.3 56.0 0.0 4.6 15.2 0.0 68.6 16.3 0.2 26.2 4.2 0.0 0.1 8.2
Number of Traders in Each Category Total Traders: 32
. 4 0 . 9 0 4 4 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 9,052
Positions
4,130 2,538 0 1,182 501 0 3,705 3,784 0 0 0 0 35 2,229
Changes from: August 20, 2019 Total Change is: -632
-8 -173 0 0 -936 0 -607 556 0 0 -207 0 -17 128
Percent of Open Interest Represented by Each Category of Trader
45.6 28.0 0.0 13.1 5.5 0.0 40.9 41.8 0.0 0.0 0.0 0.0 0.4 24.6
Number of Traders in Each Category Total Traders: 23
. . 0 . 6 0 . 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343601 Open Interest is 112,844
Positions
0 27,211 22,375 630 0 0 7,882 55,272 7,773 74,184 189 0 0 24
Changes from: August 20, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 24.1 19.8 0.6 0.0 0.0 7.0 49.0 6.9 65.7 0.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
0 5 . . 0 0 . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 48,740
Positions
17,746 322 16,597 0 160 0 0 13,171 12,621 30 4,085 1,746 0 38
Changes from: August 20, 2019 Total Change is: -108
0 10 0 0 0 0 0 -4 -108 0 0 0 0 -6
Percent of Open Interest Represented by Each Category of Trader
36.4 0.7 34.1 0.0 0.3 0.0 0.0 27.0 25.9 0.1 8.4 3.6 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 0 12 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 4,091
Positions
0 50 0 237 222 0 1,739 2,093 13 309 1,131 68 1,725 514
Changes from: August 20, 2019 Total Change is: -394
0 0 0 -29 -2 -5 -97 -116 0 -154 -219 -138 29 86
Percent of Open Interest Represented by Each Category of Trader
0.0 1.2 0.0 5.8 5.4 0.0 42.5 51.2 0.3 7.6 27.6 1.7 42.2 12.6
Number of Traders in Each Category Total Traders: 38
0 . 0 . . 0 10 13 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 55,277
Positions
893 29,790 0 27,159 2,373 483 19,702 17,997 1,672 1,430 837 216 3,722 1,909
Changes from: August 20, 2019 Total Change is: -812
290 426 0 532 50 9 -1,243 -1,558 111 -296 65 44 -259 41
Percent of Open Interest Represented by Each Category of Trader
1.6 53.9 0.0 49.1 4.3 0.9 35.6 32.6 3.0 2.6 1.5 0.4 6.7 3.5
Number of Traders in Each Category Total Traders: 93
. . 0 16 6 . 30 17 11 12 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 371,498
Positions
66,977 29,128 18,203 131,924 62,324 21,585 35,710 136,716 54,537 7,795 5,543 12,971 21,796 30,491
Changes from: August 20, 2019 Total Change is: -28,485
-9,935 -1,589 -8,790 3,258 -5,521 2,698 1,640 -3,661 -16,960 -859 976 478 -15 3,884
Percent of Open Interest Represented by Each Category of Trader
18.0 7.8 4.9 35.5 16.8 5.8 9.6 36.8 14.7 2.1 1.5 3.5 5.9 8.2
Number of Traders in Each Category Total Traders: 187
12 16 17 28 23 23 26 53 42 7 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 27, 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 26,705
Positions
3,096 628 1,256 8,296 15,130 2,102 10,796 7,230 101 873 242 0 185 16
Changes from: August 20, 2019 Total Change is: 303
190 -20 20 533 906 -529 126 -2 0 -47 -51 0 10 -21
Percent of Open Interest Represented by Each Category of Trader
11.6 2.4 4.7 31.1 56.7 7.9 40.4 27.1 0.4 3.3 0.9 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 46
4 . . 9 6 . 4 8 . 11 . 0
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Updated August 30, 2019