Traders in Financial Futures - Futures Only Positions as of September 3, 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 167,396
Positions
23,883 65,513 3,567 39,368 26,238 4,137 42,276 25,652 9,397 10,630 3,976 19 34,119 28,897
Changes from: August 27, 2019 Total Change is: 8,475
3,602 -3,636 1,073 -1,865 5,442 428 5,438 1,358 1,395 -724 0 17 -889 2,398
Percent of Open Interest Represented by Each Category of Trader
14.3 39.1 2.1 23.5 15.7 2.5 25.3 15.3 5.6 6.4 2.4 0.0 20.4 17.3
Number of Traders in Each Category Total Traders: 98
10 5 8 14 15 11 22 19 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 60,867
Positions
24,462 7,105 735 2,531 16,321 1,316 19,617 11,277 1,195 931 1,318 0 10,080 21,600
Changes from: August 27, 2019 Total Change is: 5,616
2,373 -1,003 638 -1,020 3,521 279 2,863 269 188 -69 500 0 364 1,224
Percent of Open Interest Represented by Each Category of Trader
40.2 11.7 1.2 4.2 26.8 2.2 32.2 18.5 2.0 1.5 2.2 0.0 16.6 35.5
Number of Traders in Each Category Total Traders: 49
5 5 . 4 10 5 10 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 272,396
Positions
156,277 5,018 1,618 43,904 125,297 6,451 27,050 63,914 11,456 515 10,159 0 25,125 48,483
Changes from: August 27, 2019 Total Change is: -1,254
-6,158 -874 -343 -203 1,174 -5 533 -1,948 1,393 515 -171 0 3,014 -480
Percent of Open Interest Represented by Each Category of Trader
57.4 1.8 0.6 16.1 46.0 2.4 9.9 23.5 4.2 0.2 3.7 0.0 9.2 17.8
Number of Traders in Each Category Total Traders: 136
10 5 6 11 34 10 19 50 19 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 157,788
Positions
3,632 61,177 1,041 41,960 34,229 10,105 51,589 20,379 3,327 8,113 805 0 38,021 26,725
Changes from: August 27, 2019 Total Change is: -74
-57 -1,214 173 -719 -67 766 -3,548 3,182 -684 0 -939 0 3,995 -1,291
Percent of Open Interest Represented by Each Category of Trader
2.3 38.8 0.7 26.6 21.7 6.4 32.7 12.9 2.1 5.1 0.5 0.0 24.1 16.9
Number of Traders in Each Category Total Traders: 108
. 13 6 21 20 14 33 16 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 546,954
Positions
50,038 116,421 4,820 300,518 174,966 31,631 48,225 138,243 8,561 19,455 10,277 316 83,390 61,719
Changes from: August 27, 2019 Total Change is: 21,889
8,940 -7,320 1,599 -6,886 6,988 3,166 14,295 16,418 313 434 -379 72 -44 1,032
Percent of Open Interest Represented by Each Category of Trader
9.1 21.3 0.9 54.9 32.0 5.8 8.8 25.3 1.6 3.6 1.9 0.1 15.2 11.3
Number of Traders in Each Category Total Traders: 289
20 12 14 78 47 42 41 52 19 24 14 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 26,616
Positions
578 9,962 0 9,021 3,667 2,542 922 3,659 34 0 589 2 13,517 6,161
Changes from: August 27, 2019 Total Change is: -616
-9 -1 0 -1,086 -59 -109 400 -377 34 0 0 0 154 -104
Percent of Open Interest Represented by Each Category of Trader
2.2 37.4 0.0 33.9 13.8 9.6 3.5 13.7 0.1 0.0 2.2 0.0 50.8 23.1
Number of Traders in Each Category Total Traders: 24
. . 0 12 4 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 23,971
Positions
4,038 3,020 503 4,235 10,541 3,896 5,122 0 4 0 0 0 6,173 6,007
Changes from: August 27, 2019 Total Change is: -484
3 -55 5 -88 -44 59 -476 0 -9 0 0 0 22 -440
Percent of Open Interest Represented by Each Category of Trader
16.8 12.6 2.1 17.7 44.0 16.3 21.4 0.0 0.0 0.0 0.0 0.0 25.8 25.1
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 September 3, 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 174,021
Positions
86,671 7,810 6,299 14,196 55,268 3,675 31,266 58,475 1,601 0 1,940 0 30,313 38,953
Changes from: August 27, 2019 Total Change is: 8,269
-52 2,001 5,120 640 -770 606 1,104 4,132 340 0 0 0 511 -3,160
Percent of Open Interest Represented by Each Category of Trader
49.8 4.5 3.6 8.2 31.8 2.1 18.0 33.6 0.9 0.0 1.1 0.0 17.4 22.4
Number of Traders in Each Category Total Traders: 93
8 5 6 12 20 10 18 28 12 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 63,975
Positions
2,064 48,956 0 51,906 111 64 7,707 11,781 319 440 1,240 0 1,475 1,504
Changes from: August 27, 2019 Total Change is: -1,189
-60 -238 0 65 111 -96 -794 -778 -107 0 -283 0 -197 202
Percent of Open Interest Represented by Each Category of Trader
3.2 76.5 0.0 81.1 0.2 0.1 12.0 18.4 0.5 0.7 1.9 0.0 2.3 2.4
Number of Traders in Each Category Total Traders: 36
. 5 0 8 . . 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 187,869
Positions
6,237 128,643 1,076 96,443 9,536 250 73,443 25,733 3,283 1,622 15,292 0 5,515 4,056
Changes from: August 27, 2019 Total Change is: -1,267
3,169 -789 -93 -4,641 283 -1,200 643 -1,831 1,942 -361 83 0 -726 338
Percent of Open Interest Represented by Each Category of Trader
3.3 68.5 0.6 51.3 5.1 0.1 39.1 13.7 1.7 0.9 8.1 0.0 2.9 2.2
Number of Traders in Each Category Total Traders: 143
6 8 . 20 14 . 42 38 10 5 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 74,950
Positions
1,525 8,888 22,857 3,399 29,879 0 42,835 9,988 399 894 885 0 3,041 2,054
Changes from: August 27, 2019 Total Change is: 4,211
-75 131 0 557 2,587 0 3,091 1,251 106 161 -28 -100 471 264
Percent of Open Interest Represented by Each Category of Trader
2.0 11.9 30.5 4.5 39.9 0.0 57.2 13.3 0.5 1.2 1.2 0.0 4.1 2.7
Number of Traders in Each Category Total Traders: 50
. . . . 6 0 11 19 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 67,827
Positions
40,187 0 109 3,209 31,424 512 18,371 27,831 1,246 1,188 2,448 5 3,000 4,252
Changes from: August 27, 2019 Total Change is: 3,155
2,861 0 19 -140 2,915 28 1,402 2,174 245 194 -344 0 -1,454 -1,882
Percent of Open Interest Represented by Each Category of Trader
59.2 0.0 0.2 4.7 46.3 0.8 27.1 41.0 1.8 1.8 3.6 0.0 4.4 6.3
Number of Traders in Each Category Total Traders: 113
12 0 . 7 28 . 24 29 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 14,861
Positions
3,351 4,097 0 6,309 2,260 0 4,404 6,182 91 120 193 0 586 2,038
Changes from: August 27, 2019 Total Change is: -247
0 0 0 545 -49 -250 -801 105 64 120 37 0 75 -154
Percent of Open Interest Represented by Each Category of Trader
22.5 27.6 0.0 42.5 15.2 0.0 29.6 41.6 0.6 0.8 1.3 0.0 3.9 13.7
Number of Traders in Each Category Total Traders: 26
. . 0 . . 0 4 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 40,519
Positions
6,785 24,925 1,007 11,261 1,663 543 12,057 1,961 227 1,091 1,200 0 7,549 8,994
Changes from: August 27, 2019 Total Change is: 324
-107 -79 153 214 -144 -94 -146 134 -19 -100 107 0 422 265
Percent of Open Interest Represented by Each Category of Trader
16.7 61.5 2.5 27.8 4.1 1.3 29.8 4.8 0.6 2.7 3.0 0.0 18.6 22.2
Number of Traders in Each Category Total Traders: 84
10 21 5 13 5 . 22 6 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 81,037
Positions
13,569 49,850 2,014 22,521 3,325 1,086 24,114 3,922 453 2,182 2,400 0 15,098 17,987
Changes from: August 27, 2019 Total Change is: 647
-214 -158 306 427 -287 -187 -291 267 -38 -200 214 0 844 530
Percent of Open Interest Represented by Each Category of Trader
16.7 61.5 2.5 27.8 4.1 1.3 29.8 4.8 0.6 2.7 3.0 0.0 18.6 22.2
Number of Traders in Each Category Total Traders: 84
10 21 5 13 5 . 22 6 6 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 38,223
Positions
0 33,455 265 33,786 0 595 510 1,304 0 1,000 1,404 0 2,067 1,200
Changes from: August 27, 2019 Total Change is: -794
0 -345 0 -718 0 40 0 -368 0 0 0 0 -116 -121
Percent of Open Interest Represented by Each Category of Trader
0.0 87.5 0.7 88.4 0.0 1.6 1.3 3.4 0.0 2.6 3.7 0.0 5.4 3.1
Number of Traders in Each Category Total Traders: 23
0 6 . 12 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 561,385
Positions
48,306 89,807 28,235 282,635 138,522 57,545 24,887 78,831 24,121 17,232 68,197 1,595 76,828 74,532
Changes from: August 27, 2019 Total Change is: 6,572
-1,757 -8,274 3,392 -2,794 -3,150 163 -594 6,239 2,448 -1,716 3,285 -495 7,926 2,965
Percent of Open Interest Represented by Each Category of Trader
8.6 16.0 5.0 50.3 24.7 10.3 4.4 14.0 4.3 3.1 12.1 0.3 13.7 13.3
Number of Traders in Each Category Total Traders: 576
33 38 37 152 99 107 62 112 65 28 50 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 37,560
Positions
10,634 10,961 273 4,453 1,051 0 8,012 6,943 333 0 0 0 13,855 17,999
Changes from: August 27, 2019 Total Change is: 2,952
796 -564 271 76 0 0 2,175 1,687 -36 0 0 0 -330 1,594
Percent of Open Interest Represented by Each Category of Trader
28.3 29.2 0.7 11.9 2.8 0.0 21.3 18.5 0.9 0.0 0.0 0.0 36.9 47.9
Number of Traders in Each Category Total Traders: 33
8 8 . . . 0 6 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 15,985
Positions
6,003 10,403 0 4,181 2,450 1,685 1,324 840 0 0 0 0 2,792 607
Changes from: August 27, 2019 Total Change is: 897
-418 -144 0 -233 0 579 141 428 -1 0 0 0 829 35
Percent of Open Interest Represented by Each Category of Trader
37.6 65.1 0.0 26.2 15.3 10.5 8.3 5.3 0.0 0.0 0.0 0.0 17.5 3.8
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 8,964
Positions
2,455 7,415 0 3,256 0 45 941 461 0 0 0 0 2,267 1,043
Changes from: August 27, 2019 Total Change is: 633
-117 418 0 326 0 0 -12 4 0 0 0 0 436 211
Percent of Open Interest Represented by Each Category of Trader
27.4 82.7 0.0 36.3 0.0 0.5 10.5 5.1 0.0 0.0 0.0 0.0 25.3 11.6
Number of Traders in Each Category Total Traders: 20
4 6 0 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 2,619,124
Positions
239,488 445,355 88,685 1,398,710 695,156 279,925 138,775 413,838 64,542 86,162 340,983 7,974 314,863 282,666
Changes from: August 27, 2019 Total Change is: 18,102
-8,269 -34,056 11,109 -14,511 -15,909 973 4,067 40,671 -5,492 -8,580 16,425 -2,476 41,281 6,857
Percent of Open Interest Represented by Each Category of Trader
9.1 17.0 3.4 53.4 26.5 10.7 5.3 15.8 2.5 3.3 13.0 0.3 12.0 10.8
Number of Traders in Each Category Total Traders: 575
34 37 30 153 98 107 64 109 62 28 50 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 15,445
Positions
8,434 5,835 0 2,896 7,100 819 834 0 0 0 0 0 2,462 1,691
Changes from: August 27, 2019 Total Change is: 738
484 676 0 51 -331 -15 203 0 0 0 0 0 15 408
Percent of Open Interest Represented by Each Category of Trader
54.6 37.8 0.0 18.8 46.0 5.3 5.4 0.0 0.0 0.0 0.0 0.0 15.9 10.9
Number of Traders in Each Category Total Traders: 22
5 8 0 . . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 68,519
Positions
11,049 12,023 452 41,345 39,801 3,121 2,874 1,808 12 0 7,391 0 9,666 3,911
Changes from: August 27, 2019 Total Change is: -1,462
324 -179 -159 -2,940 -205 615 602 -9 4 0 -1,213 0 92 -316
Percent of Open Interest Represented by Each Category of Trader
16.1 17.5 0.7 60.3 58.1 4.6 4.2 2.6 0.0 0.0 10.8 0.0 14.1 5.7
Number of Traders in Each Category Total Traders: 77
7 7 . 31 20 14 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 40,017
Positions
9,280 8,303 489 16,731 8,293 1,019 4,068 10,263 1,135 620 2,170 8 6,667 8,337
Changes from: August 27, 2019 Total Change is: -6
-566 892 100 25 185 -138 314 -369 62 -41 -98 -3 243 -636
Percent of Open Interest Represented by Each Category of Trader
23.2 20.7 1.2 41.8 20.7 2.5 10.2 25.6 2.8 1.5 5.4 0.0 16.7 20.8
Number of Traders in Each Category Total Traders: 236
21 22 4 55 35 27 29 48 21 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 200,086
Positions
46,398 41,514 2,443 83,656 41,465 5,096 20,342 51,317 5,677 3,100 10,850 40 33,334 41,684
Changes from: August 27, 2019 Total Change is: -28
-2,831 4,462 498 126 927 -691 1,570 -1,846 308 -206 -489 -17 1,215 -3,180
Percent of Open Interest Represented by Each Category of Trader
23.2 20.7 1.2 41.8 20.7 2.5 10.2 25.6 2.8 1.5 5.4 0.0 16.7 20.8
Number of Traders in Each Category Total Traders: 236
21 22 4 55 35 27 29 48 21 8 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 461,893
Positions
107,262 34,590 10,183 211,569 243,997 35,197 59,809 82,541 5,593 11,234 28,877 5 21,041 20,910
Changes from: August 27, 2019 Total Change is: -6,934
-152 -3,402 -2,267 -4,826 -1,848 1,754 -5,703 173 1,218 2,087 40 -3 958 -2,599
Percent of Open Interest Represented by Each Category of Trader
23.2 7.5 2.2 45.8 52.8 7.6 12.9 17.9 1.2 2.4 6.3 0.0 4.6 4.5
Number of Traders in Each Category Total Traders: 302
22 21 6 73 66 47 38 55 21 8 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 32,613
Positions
4,570 3,799 112 9,541 1,036 44 9,177 21,111 1,391 2,266 0 0 5,512 5,120
Changes from: August 27, 2019 Total Change is: 1,650
1,054 0 -227 -932 369 -1 1,198 325 581 600 0 0 -623 603
Percent of Open Interest Represented by Each Category of Trader
14.0 11.6 0.3 29.3 3.2 0.1 28.1 64.7 4.3 6.9 0.0 0.0 16.9 15.7
Number of Traders in Each Category Total Traders: 34
6 . . 11 . . 5 4 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 64,576
Positions
5,820 19,487 550 14,153 17,854 766 28,209 15,444 1,842 559 2,040 0 12,677 6,593
Changes from: August 27, 2019 Total Change is: 7,483
167 4,101 270 466 -360 -43 993 1,861 762 -686 637 0 5,554 255
Percent of Open Interest Represented by Each Category of Trader
9.0 30.2 0.9 21.9 27.6 1.2 43.7 23.9 2.9 0.9 3.2 0.0 19.6 10.2
Number of Traders in Each Category Total Traders: 73
9 12 . 12 9 7 13 13 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 325,004
Positions
32,081 145,265 1,435 239,751 125,504 27,648 13,204 9,587 636 2,212 8,686 0 8,037 6,243
Changes from: August 27, 2019 Total Change is: -15,111
-11,123 -13,787 -940 6,489 -4,773 -849 -9,413 2,519 -191 1,145 2,422 0 -229 488
Percent of Open Interest Represented by Each Category of Trader
9.9 44.7 0.4 73.8 38.6 8.5 4.1 2.9 0.2 0.7 2.7 0.0 2.5 1.9
Number of Traders in Each Category Total Traders: 169
12 12 5 65 42 31 12 18 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 1,198,331
Positions
83,741 621,301 2,606 839,050 363,118 114,868 78,778 50,774 2,228 38,067 14,351 5,856 33,137 23,229
Changes from: August 27, 2019 Total Change is: 12,227
-1,647 28,127 -1,191 38,182 -8,552 -6,319 -22,391 12,281 -652 3,722 -14,785 583 1,940 2,735
Percent of Open Interest Represented by Each Category of Trader
7.0 51.8 0.2 70.0 30.3 9.6 6.6 4.2 0.2 3.2 1.2 0.5 2.8 1.9
Number of Traders in Each Category Total Traders: 426
26 22 7 160 88 92 46 43 19 26 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 118,074
Positions
44,975 68,357 48,371 6,007 420 560 16,280 0 306 1,550 0 0 25 60
Changes from: August 27, 2019 Total Change is: 797
-188 2 805 100 0 0 80 0 0 0 0 0 0 -10
Percent of Open Interest Represented by Each Category of Trader
38.1 57.9 41.0 5.1 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: 36
5 17 10 6 . . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 963,092
Positions
6,829 115,405 2,351 444,283 257,265 186,856 69,914 199,487 14,130 66,108 43,950 0 172,621 143,648
Changes from: August 27, 2019 Total Change is: -53,233
3,788 -5,931 -12,862 16,069 9,375 -1,528 -1,301 10,016 -40,629 2,204 9,860 -236 -18,738 -21,298
Percent of Open Interest Represented by Each Category of Trader
0.7 12.0 0.2 46.1 26.7 19.4 7.3 20.7 1.5 6.9 4.6 0.0 17.9 14.9
Number of Traders in Each Category Total Traders: 185
5 17 7 61 29 52 21 37 19 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 1,170,065
Positions
27,444 138,854 2,059 661,833 45,122 184,806 30,289 643,468 47,327 38,628 15,136 199 177,480 93,094
Changes from: August 27, 2019 Total Change is: -55,052
4,246 -3,924 -13,537 -3,878 7,294 -8,654 6,493 -148 -12,230 -291 1,852 199 -27,400 -25,904
Percent of Open Interest Represented by Each Category of Trader
2.3 11.9 0.2 56.6 3.9 15.8 2.6 55.0 4.0 3.3 1.3 0.0 15.2 8.0
Number of Traders in Each Category Total Traders: 127
4 9 5 63 14 52 8 22 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 3,510,507
Positions
147,839 267,988 26,356 1,510,050 521,529 248,452 778,463 2,032,259 128,234 453,789 147,991 9,108 208,216 128,590
Changes from: August 27, 2019 Total Change is: -187,706
-29,331 -16,845 -12,197 -178,097 30,975 9,300 191,434 -17,303 -77,782 -4,381 -14,100 -277 -86,375 -89,477
Percent of Open Interest Represented by Each Category of Trader
4.2 7.6 0.8 43.0 14.9 7.1 22.2 57.9 3.7 12.9 4.2 0.3 5.9 3.7
Number of Traders in Each Category Total Traders: 351
21 26 15 117 32 72 61 53 35 25 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 3,656,744
Positions
174,135 216,219 48,318 1,646,280 677,693 678,644 298,501 1,226,720 140,545 213,525 241,066 10,239 446,557 417,300
Changes from: August 27, 2019 Total Change is: -249,659
-14,897 -18,496 -39,643 49,271 -54,068 -31,281 -9,562 40,680 -109,792 -5,645 -7,658 -4,394 -83,716 -25,007
Percent of Open Interest Represented by Each Category of Trader
4.8 5.9 1.3 45.0 18.5 18.6 8.2 33.5 3.8 5.8 6.6 0.3 12.2 11.4
Number of Traders in Each Category Total Traders: 376
24 34 19 103 57 99 59 62 40 21 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 831,356
Positions
71,884 48,159 9,967 291,152 231,934 153,405 109,694 174,488 32,442 50,581 24,658 0 112,231 156,303
Changes from: August 27, 2019 Total Change is: -51,112
-4,872 2,512 -7,166 23,859 -5,838 -16,517 3,510 27,596 -33,929 -3,400 3,565 0 -12,597 -21,335
Percent of Open Interest Represented by Each Category of Trader
8.6 5.8 1.2 35.0 27.9 18.5 13.2 21.0 3.9 6.1 3.0 0.0 13.5 18.8
Number of Traders in Each Category Total Traders: 110
5 9 6 28 34 41 13 14 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 4,162,661
Positions
80,433 369,097 72,083 1,754,788 580,700 906,369 507,047 1,575,348 127,163 388,404 209,368 1,176 325,198 321,357
Changes from: August 27, 2019 Total Change is: -366,581
6,515 -6,951 -38,739 -11,037 -50,285 -5,772 18,784 138,572 -259,482 -2,805 -12,032 -6,368 -67,677 -125,524
Percent of Open Interest Represented by Each Category of Trader
1.9 8.9 1.7 42.2 14.0 21.8 12.2 37.8 3.1 9.3 5.0 0.0 7.8 7.7
Number of Traders in Each Category Total Traders: 321
18 32 11 92 48 82 30 67 36 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 1,920,961
Positions
437,435 236,214 550,408 21,990 92,856 37,349 283,490 501,794 431,058 111,655 23,352 9,165 38,411 38,765
Changes from: August 27, 2019 Total Change is: -305,363
-98,022 -65,320 -94,634 -31,710 19,853 3,217 -43,029 -109,678 -41,286 10,993 -760 -1,794 -9,098 -14,961
Percent of Open Interest Represented by Each Category of Trader
22.8 12.3 28.7 1.1 4.8 1.9 14.8 26.1 22.4 5.8 1.2 0.5 2.0 2.0
Number of Traders in Each Category Total Traders: 166
30 35 47 4 7 7 41 35 51 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 is13,213,901
Positions
1,787,028 1,998,050 3,099,914 344,533 2,399,826 481,747 3,202,424 750,725 3,379,755 150,300 119,595 61,136 707,064 923,153
Changes from: August 27, 2019 Total Change is: 124,830
-5,014 80,539 7,742 6,786 -23,840 59,562 62,338 14,140 -4,651 32,125 -14,937 -1,861 -32,197 8,136
Percent of Open Interest Represented by Each Category of Trader
13.5 15.1 23.5 2.6 18.2 3.6 24.2 5.7 25.6 1.1 0.9 0.5 5.4 7.0
Number of Traders in Each Category Total Traders: 259
30 45 68 16 22 25 61 49 90 11 14 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 116,277
Positions
10,430 51,060 12,476 6,292 4,015 4,181 51,930 14,329 28,084 304 234 1,320 1,260 578
Changes from: August 27, 2019 Total Change is: 5,396
130 2,317 443 573 300 57 2,289 842 1,103 0 -100 311 490 123
Percent of Open Interest Represented by Each Category of Trader
9.0 43.9 10.7 5.4 3.5 3.6 44.7 12.3 24.2 0.3 0.2 1.1 1.1 0.5
Number of Traders in Each Category Total Traders: 48
5 11 9 . . . 11 13 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 132,887
Positions
16,184 9,548 18,020 2,279 16,120 5,946 58,747 55,534 25,536 3,527 45 613 2,035 1,525
Changes from: August 27, 2019 Total Change is: -27,342
-10,707 -5,637 819 14 -5,627 -1,379 -13,707 -10,960 -5,624 1,607 -147 55 1,580 1,158
Percent of Open Interest Represented by Each Category of Trader
12.2 7.2 13.6 1.7 12.1 4.5 44.2 41.8 19.2 2.7 0.0 0.5 1.5 1.1
Number of Traders in Each Category Total Traders: 64
13 7 11 . . . 10 23 25 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 29,066
Positions
76 16,449 0 1,047 4,195 0 20,712 4,727 70 7,138 1,152 0 23 2,473
Changes from: August 27, 2019 Total Change is: 1,580
1 1,069 0 -218 26 0 1,844 242 13 -59 0 0 -1 230
Percent of Open Interest Represented by Each Category of Trader
0.3 56.6 0.0 3.6 14.4 0.0 71.3 16.3 0.2 24.6 4.0 0.0 0.1 8.5
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 0 4 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 7,967
Positions
4,134 2,233 0 962 499 0 2,842 3,134 9 0 0 0 20 2,092
Changes from: August 27, 2019 Total Change is: -1,085
4 -305 0 -220 -2 0 -863 -650 9 0 0 0 -15 -137
Percent of Open Interest Represented by Each Category of Trader
51.9 28.0 0.0 12.1 6.3 0.0 35.7 39.3 0.1 0.0 0.0 0.0 0.3 26.3
Number of Traders in Each Category Total Traders: 24
. 4 0 . 6 0 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 52,094
Positions
17,746 230 16,597 0 160 0 1,354 16,617 12,621 780 2,835 2,996 0 38
Changes from: August 27, 2019 Total Change is: 3,354
0 -92 0 0 0 0 1,354 3,446 0 750 -1,250 1,250 0 0
Percent of Open Interest Represented by Each Category of Trader
34.1 0.4 31.9 0.0 0.3 0.0 2.6 31.9 24.2 1.5 5.4 5.8 0.0 0.1
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 4,493
Positions
31 50 0 324 163 0 1,979 2,467 36 421 1,221 118 1,584 438
Changes from: August 27, 2019 Total Change is: 402
31 0 0 87 -59 0 240 374 23 112 90 50 -141 -76
Percent of Open Interest Represented by Each Category of Trader
0.7 1.1 0.0 7.2 3.6 0.0 44.0 54.9 0.8 9.4 27.2 2.6 35.3 9.7
Number of Traders in Each Category Total Traders: 51
. . 0 4 . 0 11 19 . 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 62,314
Positions
903 30,292 0 27,920 2,113 480 24,203 23,433 2,079 2,376 1,129 225 4,128 2,563
Changes from: August 27, 2019 Total Change is: 7,037
10 502 0 761 -260 -3 4,501 5,436 407 946 292 9 406 654
Percent of Open Interest Represented by Each Category of Trader
1.4 48.6 0.0 44.8 3.4 0.8 38.8 37.6 3.3 3.8 1.8 0.4 6.6 4.1
Number of Traders in Each Category Total Traders: 98
. . 0 16 6 . 32 15 9 15 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 355,249
Positions
62,567 30,827 21,586 127,007 67,154 21,163 39,457 129,125 40,556 7,659 4,352 12,215 23,039 28,271
Changes from: August 27, 2019 Total Change is: -16,249
-4,410 1,699 3,383 -4,917 4,830 -422 3,747 -7,591 -13,981 -136 -1,191 -756 1,243 -2,220
Percent of Open Interest Represented by Each Category of Trader
17.6 8.7 6.1 35.8 18.9 6.0 11.1 36.3 11.4 2.2 1.2 3.4 6.5 8.0
Number of Traders in Each Category Total Traders: 192
12 18 19 29 26 25 32 51 45 7 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 3, 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 26,913
Positions
3,420 628 1,256 8,682 14,273 2,102 10,309 8,254 101 831 283 0 212 16
Changes from: August 27, 2019 Total Change is: 208
324 0 0 386 -857 0 -487 1,024 0 -42 41 0 27 0
Percent of Open Interest Represented by Each Category of Trader
12.7 2.3 4.7 32.3 53.0 7.8 38.3 30.7 0.4 3.1 1.1 0.0 0.8 0.1
Number of Traders in Each Category Total Traders: 45
4 . . 9 5 . 4 8 . 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 06, 2019