Traders in Financial Futures - Futures Only Positions as of September 17, 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 187,795
Positions
12,312 76,821 20,394 41,689 17,797 3,741 49,801 27,242 10,794 14,153 4,016 20 34,891 26,970
Changes from: September 10, 2019 Total Change is: 4,737
-3,291 3,089 5,625 -6,200 -1,332 -507 10,252 -3,198 -4,075 4,261 40 -27 -1,301 5,122
Percent of Open Interest Represented by Each Category of Trader
6.6 40.9 10.9 22.2 9.5 2.0 26.5 14.5 5.7 7.5 2.1 0.0 18.6 14.4
Number of Traders in Each Category Total Traders: 105
9 6 6 15 13 8 25 22 13 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 52,487
Positions
19,026 1,404 0 1,349 18,819 1,168 20,498 8,879 344 968 1,510 0 9,134 20,363
Changes from: September 10, 2019 Total Change is: -11,678
-4,939 -5,092 -5,574 -568 2,821 246 1,631 -213 -1,614 37 -80 0 -897 -2,172
Percent of Open Interest Represented by Each Category of Trader
36.2 2.7 0.0 2.6 35.9 2.2 39.1 16.9 0.7 1.8 2.9 0.0 17.4 38.8
Number of Traders in Each Category Total Traders: 48
5 . 0 . 13 . 11 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 230,609
Positions
131,082 2,998 502 42,760 114,464 5,615 22,683 52,422 5,337 0 9,641 0 22,630 39,630
Changes from: September 10, 2019 Total Change is: -52,552
-23,475 -1,205 -13,021 -1,574 -274 -455 -3,169 -24,602 -8,552 0 54 0 -2,306 -4,497
Percent of Open Interest Represented by Each Category of Trader
56.8 1.3 0.2 18.5 49.6 2.4 9.8 22.7 2.3 0.0 4.2 0.0 9.8 17.2
Number of Traders in Each Category Total Traders: 110
10 . . 9 35 8 17 32 11 0 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 130,940
Positions
8,588 39,709 1,154 30,716 47,281 9,575 45,956 8,214 2,110 4,021 808 0 28,820 22,089
Changes from: September 10, 2019 Total Change is: -20,457
3,590 -14,565 -1,607 -7,078 9,018 339 -5,361 -4,820 -4,800 -1,639 0 0 -3,901 -4,022
Percent of Open Interest Represented by Each Category of Trader
6.6 30.3 0.9 23.5 36.1 7.3 35.1 6.3 1.6 3.1 0.6 0.0 22.0 16.9
Number of Traders in Each Category Total Traders: 94
5 6 . 18 19 12 28 12 11 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 503,272
Positions
41,963 92,881 4,039 289,150 167,451 29,057 30,517 137,178 4,335 27,233 14,406 300 76,678 53,625
Changes from: September 10, 2019 Total Change is: -81,845
-8,916 -13,228 -48,546 -5,370 47 -4,202 -6,248 3,684 -11,721 6,382 1,516 -22 -3,202 -9,373
Percent of Open Interest Represented by Each Category of Trader
8.3 18.5 0.8 57.5 33.3 5.8 6.1 27.3 0.9 5.4 2.9 0.1 15.2 10.7
Number of Traders in Each Category Total Traders: 278
20 9 12 81 46 43 35 45 15 25 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 25,062
Positions
426 8,726 0 9,248 5,245 2,723 939 1,866 0 0 587 2 11,724 5,913
Changes from: September 10, 2019 Total Change is: -2,638
-46 -2,550 -948 605 2,050 13 410 -603 -493 0 -2 0 -2,179 -105
Percent of Open Interest Represented by Each Category of Trader
1.7 34.8 0.0 36.9 20.9 10.9 3.7 7.4 0.0 0.0 2.3 0.0 46.8 23.6
Number of Traders in Each Category Total Traders: 23
. . 0 12 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 28,840
Positions
4,008 2,983 5,315 6,152 9,815 2,300 3,287 1,712 1,016 0 0 0 6,762 5,699
Changes from: September 10, 2019 Total Change is: 339
67 -14 1,144 1,890 -1,142 -1,650 -1,482 1,712 371 0 0 0 -1 -82
Percent of Open Interest Represented by Each Category of Trader
13.9 10.3 18.4 21.3 34.0 8.0 11.4 5.9 3.5 0.0 0.0 0.0 23.4 19.8
Number of Traders in Each Category Total Traders: 22
. . . 5 8 8 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 138,052
Positions
63,883 3,057 85 13,310 44,112 3,173 30,279 48,722 1,617 0 3,170 0 25,705 34,116
Changes from: September 10, 2019 Total Change is: -44,303
-20,827 -9,247 -7,425 -962 -2,849 -200 -2,973 -14,562 -7,461 0 1,030 0 -4,455 -3,589
Percent of Open Interest Represented by Each Category of Trader
46.3 2.2 0.1 9.6 32.0 2.3 21.9 35.3 1.2 0.0 2.3 0.0 18.6 24.7
Number of Traders in Each Category Total Traders: 85
7 4 . 11 20 10 13 27 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 64,740
Positions
0 44,639 0 57,537 0 0 5,049 15,658 0 440 3,354 0 1,714 1,089
Changes from: September 10, 2019 Total Change is: -8,185
-1,777 -4,314 -10 4,601 0 -2,500 -700 4,564 -2,013 0 2,214 -943 -4,843 -5,183
Percent of Open Interest Represented by Each Category of Trader
0.0 69.0 0.0 88.9 0.0 0.0 7.8 24.2 0.0 0.7 5.2 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 38
0 5 0 10 0 0 12 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 187,938
Positions
145 106,010 800 97,287 6,530 485 76,124 52,180 1,744 5,459 17,039 4 5,890 3,146
Changes from: September 10, 2019 Total Change is: -9,013
-6,700 -24,287 -278 3,696 -2,388 -255 5,366 28,401 -9,689 300 990 0 -1,453 -1,507
Percent of Open Interest Represented by Each Category of Trader
0.1 56.4 0.4 51.8 3.5 0.3 40.5 27.8 0.9 2.9 9.1 0.0 3.1 1.7
Number of Traders in Each Category Total Traders: 149
. 12 . 25 10 . 47 29 6 10 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 46,962
Positions
24,086 616 0 2,708 34,218 0 16,625 8,913 118 894 952 0 2,531 2,145
Changes from: September 10, 2019 Total Change is: -2,299
0 61 0 14 -1,819 0 -2,351 -413 -146 0 -20 0 184 38
Percent of Open Interest Represented by Each Category of Trader
51.3 1.3 0.0 5.8 72.9 0.0 35.4 19.0 0.3 1.9 2.0 0.0 5.4 4.6
Number of Traders in Each Category Total Traders: 46
. . 0 . 7 0 10 15 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 68,408
Positions
45,139 12 0 2,447 29,866 467 15,920 28,808 610 1,225 2,682 6 2,594 5,957
Changes from: September 10, 2019 Total Change is: -4,740
5,593 12 -2,573 -733 -2,066 -509 -5,361 1,523 -1,734 363 280 0 214 327
Percent of Open Interest Represented by Each Category of Trader
66.0 0.0 0.0 3.6 43.7 0.7 23.3 42.1 0.9 1.8 3.9 0.0 3.8 8.7
Number of Traders in Each Category Total Traders: 104
9 . 0 4 28 . 23 26 6 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 14,469
Positions
1,506 1,500 0 11,809 3,026 0 358 7,560 0 0 313 0 796 2,070
Changes from: September 10, 2019 Total Change is: 91
-1,789 -1,231 0 7,803 76 0 -5,668 1,800 -463 0 10 0 208 -101
Percent of Open Interest Represented by Each Category of Trader
10.4 10.4 0.0 81.6 20.9 0.0 2.5 52.2 0.0 0.0 2.2 0.0 5.5 14.3
Number of Traders in Each Category Total Traders: 22
. . 0 4 4 0 . 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 59,753
Positions
8,455 28,902 12,261 14,850 3,256 645 12,981 3,578 1,108 1,091 1,097 7 8,356 8,900
Changes from: September 10, 2019 Total Change is: 15,286
1,449 2,535 10,459 477 1,763 194 1,216 -360 775 0 -121 7 711 35
Percent of Open Interest Represented by Each Category of Trader
14.1 48.4 20.5 24.9 5.4 1.1 21.7 6.0 1.9 1.8 1.8 0.0 14.0 14.9
Number of Traders in Each Category Total Traders: 97
11 24 15 14 4 4 25 12 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 119,506
Positions
16,910 57,804 24,522 29,699 6,512 1,290 25,961 7,156 2,216 2,182 2,193 14 16,712 17,799
Changes from: September 10, 2019 Total Change is: 30,572
2,897 5,070 20,918 954 3,525 388 2,431 -720 1,549 0 -241 14 1,421 69
Percent of Open Interest Represented by Each Category of Trader
14.1 48.4 20.5 24.9 5.4 1.1 21.7 6.0 1.9 1.8 1.8 0.0 14.0 14.9
Number of Traders in Each Category Total Traders: 97
11 24 15 14 4 4 25 12 10 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 63,366
Positions
0 35,007 20,576 36,774 0 149 535 2,479 2,381 1,000 1,288 0 1,951 1,486
Changes from: September 10, 2019 Total Change is: 24,656
0 949 20,311 2,317 0 -426 0 1,233 2,381 0 -116 0 73 324
Percent of Open Interest Represented by Each Category of Trader
0.0 55.2 32.5 58.0 0.0 0.2 0.8 3.9 3.8 1.6 2.0 0.0 3.1 2.3
Number of Traders in Each Category Total Traders: 29
0 8 4 13 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 632,829
Positions
50,881 113,410 57,293 275,935 132,101 68,025 36,232 78,482 35,768 17,563 71,808 1,568 89,564 74,375
Changes from: September 10, 2019 Total Change is: 49,833
-64 7,204 20,632 -12,125 -148 11,013 4,922 -6,618 12,974 -865 1,057 238 13,108 3,481
Percent of Open Interest Represented by Each Category of Trader
8.0 17.9 9.1 43.6 20.9 10.7 5.7 12.4 5.7 2.8 11.3 0.2 14.2 11.8
Number of Traders in Each Category Total Traders: 543
33 38 43 155 91 113 72 86 72 31 35 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 39,319
Positions
5,042 15,911 2,616 2,019 1,051 0 11,755 5,656 35 0 0 0 17,852 14,050
Changes from: September 10, 2019 Total Change is: 3,014
-1,016 3,336 2,343 -2,555 0 0 2,072 -420 -593 0 0 0 2,763 -1,652
Percent of Open Interest Represented by Each Category of Trader
12.8 40.5 6.7 5.1 2.7 0.0 29.9 14.4 0.1 0.0 0.0 0.0 45.4 35.7
Number of Traders in Each Category Total Traders: 31
. 12 . . . 0 6 7 5 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 15,387
Positions
8,721 10,646 1,237 2,806 1,348 685 291 694 0 0 0 0 1,647 777
Changes from: September 10, 2019 Total Change is: 918
1,351 1,091 1,237 -371 -1,102 -421 -379 51 0 0 0 0 -499 62
Percent of Open Interest Represented by Each Category of Trader
56.7 69.2 8.0 18.2 8.8 4.5 1.9 4.5 0.0 0.0 0.0 0.0 10.7 5.0
Number of Traders in Each Category Total Traders: 20
7 6 . . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 11,185
Positions
2,015 5,809 3,120 2,447 0 249 963 272 35 0 0 0 2,356 1,700
Changes from: September 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.0 51.9 27.9 21.9 0.0 2.2 8.6 2.4 0.3 0.0 0.0 0.0 21.1 15.2
Number of Traders in Each Category Total Traders: 20
5 5 5 6 0 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 2,967,550
Positions
281,616 539,918 220,961 1,377,429 663,096 332,277 180,831 422,575 120,218 87,817 359,039 7,841 358,560 301,625
Changes from: September 10, 2019 Total Change is: 234,096
16,074 30,657 80,131 -47,856 -749 55,070 20,909 -24,329 61,177 -4,323 5,285 1,191 51,723 25,663
Percent of Open Interest Represented by Each Category of Trader
9.5 18.2 7.4 46.4 22.3 11.2 6.1 14.2 4.1 3.0 12.1 0.3 12.1 10.2
Number of Traders in Each Category Total Traders: 541
34 36 40 156 90 113 71 86 67 31 35 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 24,815
Positions
8,462 12,418 6,690 5,857 0 979 247 1,175 239 0 357 0 2,341 2,957
Changes from: September 10, 2019 Total Change is: 6,592
194 -437 6,690 -756 0 237 0 338 239 0 0 0 -12 -475
Percent of Open Interest Represented by Each Category of Trader
34.1 50.0 27.0 23.6 0.0 3.9 1.0 4.7 1.0 0.0 1.4 0.0 9.4 11.9
Number of Traders in Each Category Total Traders: 22
6 7 6 . 0 . . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 26,747
Positions
5,514 14,246 1,197 12,646 228 0 421 764 1,348 0 0 0 5,621 8,964
Changes from: September 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.6 53.3 4.5 47.3 0.9 0.0 1.6 2.9 5.0 0.0 0.0 0.0 21.0 33.5
Number of Traders in Each Category Total Traders: 21
. 8 . 4 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 12,292
Positions
4,774 7,546 2,707 2,746 316 0 237 0 0 0 0 0 1,828 1,723
Changes from: September 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
38.8 61.4 22.0 22.3 2.6 0.0 1.9 0.0 0.0 0.0 0.0 0.0 14.9 14.0
Number of Traders in Each Category Total Traders: 20
5 9 . 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,983
Positions
3,592 4,634 5,076 2,933 983 0 211 2,359 0 0 0 0 2,171 931
Changes from: September 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.7 33.1 36.3 21.0 7.0 0.0 1.5 16.9 0.0 0.0 0.0 0.0 15.5 6.7
Number of Traders in Each Category Total Traders: 20
5 6 4 . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 23,056
Positions
9,411 5,590 6,568 2,888 7,500 804 389 931 21 0 0 0 2,975 1,642
Changes from: September 10, 2019 Total Change is: 6,497
-178 -1,024 6,568 12 -82 12 -242 445 7 0 0 0 318 571
Percent of Open Interest Represented by Each Category of Trader
40.8 24.2 28.5 12.5 32.5 3.5 1.7 4.0 0.1 0.0 0.0 0.0 12.9 7.1
Number of Traders in Each Category Total Traders: 24
6 8 7 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 66,558
Positions
9,224 12,009 562 40,337 36,128 3,239 2,029 2,725 827 0 7,229 0 10,340 3,839
Changes from: September 10, 2019 Total Change is: -101
-894 72 -52 -2,234 -1,203 862 473 63 490 0 0 0 1,254 -333
Percent of Open Interest Represented by Each Category of Trader
13.9 18.0 0.8 60.6 54.3 4.9 3.0 4.1 1.2 0.0 10.9 0.0 15.5 5.8
Number of Traders in Each Category Total Traders: 75
6 7 4 33 16 12 6 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 49,948
Positions
7,191 9,983 2,674 17,659 9,177 3,073 8,539 11,009 3,116 771 2,287 18 6,907 8,611
Changes from: September 10, 2019 Total Change is: 9,106
-601 752 2,009 1,658 664 2,364 1,547 198 1,992 15 3 9 112 1,115
Percent of Open Interest Represented by Each Category of Trader
14.4 20.0 5.4 35.4 18.4 6.2 17.1 22.0 6.2 1.5 4.6 0.0 13.8 17.2
Number of Traders in Each Category Total Traders: 241
19 25 19 53 36 36 33 45 29 13 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 249,740
Positions
35,957 49,915 13,368 88,296 45,886 15,364 42,693 55,044 15,581 3,857 11,437 91 34,533 43,054
Changes from: September 10, 2019 Total Change is: 45,528
-3,003 3,760 10,045 8,290 3,321 11,821 7,735 990 9,960 76 14 44 560 5,573
Percent of Open Interest Represented by Each Category of Trader
14.4 20.0 5.4 35.4 18.4 6.2 17.1 22.0 6.2 1.5 4.6 0.0 13.8 17.2
Number of Traders in Each Category Total Traders: 241
19 25 19 53 36 36 33 45 29 13 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 512,420
Positions
82,924 78,071 45,289 234,148 211,125 43,347 59,262 74,470 12,317 12,264 27,125 17 22,852 20,659
Changes from: September 10, 2019 Total Change is: 47,923
-23,692 28,920 30,029 20,691 -29,421 7,537 4,963 7,080 5,499 -24 -217 -8 2,928 -1,496
Percent of Open Interest Represented by Each Category of Trader
16.2 15.2 8.8 45.7 41.2 8.5 11.6 14.5 2.4 2.4 5.3 0.0 4.5 4.0
Number of Traders in Each Category Total Traders: 298
25 23 23 76 59 45 40 48 31 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 20,093
Positions
1,511 4,008 0 11,536 985 26 782 11,403 45 848 659 0 5,345 2,967
Changes from: September 10, 2019 Total Change is: -24,902
-2,100 126 -596 862 0 -12 -8,148 -12,057 -7,177 -715 659 -1,150 -5,866 -4,695
Percent of Open Interest Represented by Each Category of Trader
7.5 19.9 0.0 57.4 4.9 0.1 3.9 56.8 0.2 4.2 3.3 0.0 26.6 14.8
Number of Traders in Each Category Total Traders: 31
. . 0 13 . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 41,836
Positions
1,096 10,755 235 14,600 14,980 423 14,487 8,048 206 1,013 2,674 0 9,776 4,515
Changes from: September 10, 2019 Total Change is: -33,431
-5,763 -12,773 -3,312 -494 -1,448 -752 -15,222 -4,712 -7,713 1,013 662 -939 -249 -2,444
Percent of Open Interest Represented by Each Category of Trader
2.6 25.7 0.6 34.9 35.8 1.0 34.6 19.2 0.5 2.4 6.4 0.0 23.4 10.8
Number of Traders in Each Category Total Traders: 58
. 13 . 13 8 6 10 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 412,787
Positions
40,955 158,705 75,829 236,849 111,463 27,046 13,575 16,979 1,268 2,437 8,626 0 14,828 12,871
Changes from: September 10, 2019 Total Change is: 87,323
6,643 4,218 74,169 -1,312 1,937 -1,247 1,862 529 871 81 0 0 6,256 6,846
Percent of Open Interest Represented by Each Category of Trader
9.9 38.4 18.4 57.4 27.0 6.6 3.3 4.1 0.3 0.6 2.1 0.0 3.6 3.1
Number of Traders in Each Category Total Traders: 169
13 13 11 62 40 31 15 18 6 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 1,546,537
Positions
86,309 645,156 175,953 860,088 318,190 108,457 81,012 89,167 6,807 42,623 22,820 7,658 177,630 172,329
Changes from: September 10, 2019 Total Change is: 342,774
569 21,894 171,378 11,017 -34,267 -100 3,892 22,087 4,636 548 3,580 1,967 148,867 151,599
Percent of Open Interest Represented by Each Category of Trader
5.6 41.7 11.4 55.6 20.6 7.0 5.2 5.8 0.4 2.8 1.5 0.5 11.5 11.1
Number of Traders in Each Category Total Traders: 412
26 22 27 157 81 93 47 39 24 25 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 116,185
Positions
45,702 75,187 39,652 11,690 0 980 16,279 0 306 1,550 0 0 26 60
Changes from: September 10, 2019 Total Change is: 811
-624 2,376 -1,565 3,000 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
39.3 64.7 34.1 10.1 0.0 0.8 14.0 0.0 0.3 1.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 37
5 17 11 8 0 . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 988,128
Positions
10,732 162,122 2,450 461,613 258,366 179,504 71,805 199,947 14,103 79,418 38,271 0 168,503 133,365
Changes from: September 10, 2019 Total Change is: 11,956
1,701 30,014 -1,105 21,099 -14,185 -1,555 2,716 3,594 1,140 -3,999 -558 -32 -8,009 -5,357
Percent of Open Interest Represented by Each Category of Trader
1.1 16.4 0.2 46.7 26.1 18.2 7.3 20.2 1.4 8.0 3.9 0.0 17.1 13.5
Number of Traders in Each Category Total Traders: 186
7 18 5 58 29 49 24 35 18 8 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 1,166,967
Positions
42,203 158,311 2,318 646,098 42,260 190,578 33,337 652,212 26,069 43,097 9,712 0 183,267 85,507
Changes from: September 10, 2019 Total Change is: -7,306
8,908 2,766 -664 -15,866 -2,465 520 5,067 4,589 -7,202 1,456 -390 0 475 -4,460
Percent of Open Interest Represented by Each Category of Trader
3.6 13.6 0.2 55.4 3.6 16.3 2.9 55.9 2.2 3.7 0.8 0.0 15.7 7.3
Number of Traders in Each Category Total Traders: 132
6 11 5 67 12 55 11 19 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 3,547,861
Positions
92,205 288,500 15,798 1,565,762 592,952 232,304 864,448 2,061,239 85,365 490,525 163,708 12,490 188,964 95,505
Changes from: September 10, 2019 Total Change is: 57,789
-31,913 6,989 -1,735 49,448 49,094 -120 69,023 28,429 -21,229 42,347 17,731 3,400 -51,432 -24,770
Percent of Open Interest Represented by Each Category of Trader
2.6 8.1 0.4 44.1 16.7 6.5 24.4 58.1 2.4 13.8 4.6 0.4 5.3 2.7
Number of Traders in Each Category Total Traders: 368
22 29 8 115 34 74 68 57 35 30 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 3,537,947
Positions
188,470 251,354 32,116 1,365,151 679,760 785,052 440,194 1,099,157 84,732 215,523 211,635 11,932 414,777 382,209
Changes from: September 10, 2019 Total Change is: -66,502
9,894 37,604 -11,579 -128,382 25,240 43,052 113,085 -121,555 -19,836 -39,909 -11,382 1,325 -34,152 -9,371
Percent of Open Interest Represented by Each Category of Trader
5.3 7.1 0.9 38.6 19.2 22.2 12.4 31.1 2.4 6.1 6.0 0.3 11.7 10.8
Number of Traders in Each Category Total Traders: 394
31 28 16 96 69 100 70 58 32 26 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 818,322
Positions
93,127 49,965 2,171 252,494 261,424 143,075 131,608 150,409 24,928 49,277 20,198 0 121,642 166,152
Changes from: September 10, 2019 Total Change is: -773
20,041 14,207 -5,439 -12,012 -3,593 -6,836 6,181 -4,515 -1,462 -4,000 -176 0 2,754 7,041
Percent of Open Interest Represented by Each Category of Trader
11.4 6.1 0.3 30.9 31.9 17.5 16.1 18.4 3.0 6.0 2.5 0.0 14.9 20.3
Number of Traders in Each Category Total Traders: 101
5 7 . 26 33 38 14 10 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 4,115,850
Positions
88,964 356,008 40,317 1,894,734 637,899 879,047 442,736 1,597,747 62,369 417,191 227,336 1,605 288,887 313,522
Changes from: September 10, 2019 Total Change is: -41,902
4,480 -16,795 2,621 29,567 29,117 -25,432 -32,105 10,233 -19,321 12,526 -16,842 27 -14,265 -5,510
Percent of Open Interest Represented by Each Category of Trader
2.2 8.6 1.0 46.0 15.5 21.4 10.8 38.8 1.5 10.1 5.5 0.0 7.0 7.6
Number of Traders in Each Category Total Traders: 323
11 32 10 88 52 86 31 69 32 22 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 2,143,527
Positions
388,834 327,126 660,821 14,216 151,242 21,101 494,516 516,418 393,549 120,905 22,500 8,745 40,840 42,025
Changes from: September 10, 2019 Total Change is: 126,852
-23,349 71,266 81,800 4,943 53,738 -16,292 112,320 -9,280 -48,500 12,110 -5,436 -635 4,455 191
Percent of Open Interest Represented by Each Category of Trader
18.1 15.3 30.8 0.7 7.1 1.0 23.1 24.1 18.4 5.6 1.0 0.4 1.9 2.0
Number of Traders in Each Category Total Traders: 174
30 35 50 . 9 6 45 34 54 10 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,052,357
Positions
2,156,826 1,751,920 2,740,146 418,491 2,487,726 475,720 2,406,205 598,684 2,927,274 142,795 114,185 118,128 666,772 838,574
Changes from: September 10, 2019 Total Change is:-1,422,371
-61,428 -536,726 -179,641 51,085 -109,178 6,989 -743,167 -136,626 -478,206 -16,037 -5,123 75,550 -77,516 -59,410
Percent of Open Interest Represented by Each Category of Trader
17.9 14.5 22.7 3.5 20.6 3.9 20.0 5.0 24.3 1.2 0.9 1.0 5.5 7.0
Number of Traders in Each Category Total Traders: 254
36 38 68 17 19 20 63 44 81 15 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 146,348
Positions
16,825 62,221 20,980 5,573 6,065 6,017 69,880 25,812 23,026 442 269 1,459 2,146 499
Changes from: September 10, 2019 Total Change is: 21,343
5,048 5,957 5,294 -478 1,050 1,142 14,200 12,149 -4,952 -384 269 373 1,100 61
Percent of Open Interest Represented by Each Category of Trader
11.5 42.5 14.3 3.8 4.1 4.1 47.7 17.6 15.7 0.3 0.2 1.0 1.5 0.3
Number of Traders in Each Category Total Traders: 48
. 14 7 . . . 11 14 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 205,314
Positions
37,289 25,834 20,444 3,115 20,156 9,984 103,773 102,053 23,006 6,708 0 597 398 3,240
Changes from: September 10, 2019 Total Change is: 65,040
20,525 13,298 -3,011 600 7,835 3,885 44,118 42,975 -2,438 1,641 -272 -90 -190 2,858
Percent of Open Interest Represented by Each Category of Trader
18.2 12.6 10.0 1.5 9.8 4.9 50.5 49.7 11.2 3.3 0.0 0.3 0.2 1.6
Number of Traders in Each Category Total Traders: 69
12 8 12 . 4 . 15 22 27 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 56,275
Positions
0 28,778 0 1,193 4,662 0 26,048 4,174 15,699 13,288 1,107 0 47 1,855
Changes from: September 10, 2019 Total Change is: 6,000
-40 11,382 -10,290 0 18 0 10,816 -315 5,426 60 0 0 28 -221
Percent of Open Interest Represented by Each Category of Trader
0.0 51.1 0.0 2.1 8.3 0.0 46.3 7.4 27.9 23.6 2.0 0.0 0.1 3.3
Number of Traders in Each Category Total Traders: 30
0 5 0 . 9 0 4 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 10,860
Positions
1,043 4,137 0 1,029 741 0 8,140 3,132 634 0 0 0 14 2,216
Changes from: September 10, 2019 Total Change is: -1,950
-2,482 1,943 -1,923 0 160 0 4,103 -591 -1,648 0 0 0 0 109
Percent of Open Interest Represented by Each Category of Trader
9.6 38.1 0.0 9.5 6.8 0.0 75.0 28.8 5.8 0.0 0.0 0.0 0.1 20.4
Number of Traders in Each Category Total Traders: 21
. . 0 . 5 0 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 17, 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 52,281
Positions
15,306 70 16,597 0 180 0 5,254 21,091 11,346 3,530 2,710 246 2 41
Changes from: September 10, 2019 Total Change is: -327
-655 -60 0 0 0 0 2,600 4,724 -2,274 2,750 0 -2,750 2 33
Percent of Open Interest Represented by Each Category of Trader
29.3 0.1 31.7 0.0 0.3 0.0 10.0 40.3 21.7 6.8 5.2 0.5 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 17, 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 4,174
Positions
31 50 0 262 201 0 1,688 2,254 164 521 1,093 55 1,453 357
Changes from: September 10, 2019 Total Change is: 46
0 0 0 18 11 0 -4 21 22 41 142 -56 25 -94
Percent of Open Interest Represented by Each Category of Trader
0.7 1.2 0.0 6.3 4.8 0.0 40.4 54.0 3.9 12.5 26.2 1.3 34.8 8.6
Number of Traders in Each Category Total Traders: 49
. . 0 4 . 0 11 16 5 12 . .
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Traders in Financial Futures - Futures Only Positions as of September 17, 2019
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,837
Positions
813 41,794 0 27,209 2,018 469 19,960 8,074 860 2,594 882 128 3,804 1,612
Changes from: September 10, 2019 Total Change is: -9,071
-40 10,308 -5,697 -287 -146 -9 239 -10,095 -328 207 41 -56 -3,100 -3,089
Percent of Open Interest Represented by Each Category of Trader
1.5 74.9 0.0 48.7 3.6 0.8 35.7 14.5 1.5 4.6 1.6 0.2 6.8 2.9
Number of Traders in Each Category Total Traders: 87
. . 0 15 5 . 30 11 6 16 6 .
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Traders in Financial Futures - Futures Only Positions as of September 17, 2019
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 402,718
Positions
84,322 13,833 20,649 113,218 103,375 22,970 47,225 125,952 71,697 8,952 4,272 10,907 22,778 29,063
Changes from: September 10, 2019 Total Change is: 42,434
17,255 -3,369 1,171 -5,234 20,097 1,716 3,047 1,202 19,868 1,163 628 555 2,893 566
Percent of Open Interest Represented by Each Category of Trader
20.9 3.4 5.1 28.1 25.7 5.7 11.7 31.3 17.8 2.2 1.1 2.7 5.7 7.2
Number of Traders in Each Category Total Traders: 200
16 11 20 15 33 19 36 65 55 9 6 9
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Traders in Financial Futures - Futures Only Positions as of September 17, 2019
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 20,703
Positions
2,453 1,700 1,186 7,884 1,207 1,305 6,306 14,099 738 593 178 0 238 290
Changes from: September 10, 2019 Total Change is: -2,413
0 342 -28 659 -3,726 291 -1,909 1,844 -1,307 -170 -83 0 51 254
Percent of Open Interest Represented by Each Category of Trader
11.8 8.2 5.7 38.1 5.8 6.3 30.5 68.1 3.6 2.9 0.9 0.0 1.1 1.4
Number of Traders in Each Category Total Traders: 40
. . . 10 . . . 8 . 8 . 0
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Updated September 20, 2019