Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 193,137
Positions
12,418 97,263 3,562 57,750 9,408 3,650 39,068 33,936 14,134 17,795 7,761 325 44,434 23,098
Changes from: July 9, 2019 Total Change is: 18,383
-1,243 16,811 128 11,738 1,486 -240 7,513 875 -322 -3,105 625 313 3,601 -1,292
Percent of Open Interest Represented by Each Category of Trader
6.4 50.4 1.8 29.9 4.9 1.9 20.2 17.6 7.3 9.2 4.0 0.2 23.0 12.0
Number of Traders in Each Category Total Traders: 106
6 7 7 22 11 9 20 21 13 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 53,664
Positions
23,232 5,114 1,025 984 13,080 861 15,909 11,353 590 931 1,065 0 10,132 20,577
Changes from: July 9, 2019 Total Change is: 603
2,301 746 -196 -468 -622 -5 -592 66 54 0 247 0 -490 314
Percent of Open Interest Represented by Each Category of Trader
43.3 9.5 1.9 1.8 24.4 1.6 29.6 21.2 1.1 1.7 2.0 0.0 18.9 38.3
Number of Traders in Each Category Total Traders: 42
. 7 . . 12 . 7 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 278,246
Positions
129,665 5,625 5,394 54,646 119,641 10,307 23,272 59,654 22,287 4,350 7,912 1,191 27,132 46,234
Changes from: July 9, 2019 Total Change is: 10,723
5,466 411 694 -573 5,249 2,647 -1,373 -949 1,479 -1,117 -54 759 2,741 486
Percent of Open Interest Represented by Each Category of Trader
46.6 2.0 1.9 19.6 43.0 3.7 8.4 21.4 8.0 1.6 2.8 0.4 9.8 16.6
Number of Traders in Each Category Total Traders: 141
10 7 10 15 32 11 21 47 20 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 149,366
Positions
6,367 33,310 4,575 41,167 34,383 10,782 34,482 19,508 14,386 6,827 4,427 2,102 28,678 25,893
Changes from: July 9, 2019 Total Change is: -5,433
-2,612 -4,795 25 -610 -423 1,017 -3,190 1,590 -2,410 766 693 2,102 -521 -3,233
Percent of Open Interest Represented by Each Category of Trader
4.3 22.3 3.1 27.6 23.0 7.2 23.1 13.1 9.6 4.6 3.0 1.4 19.2 17.3
Number of Traders in Each Category Total Traders: 120
4 9 7 27 20 15 29 21 21 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 595,995
Positions
39,098 138,694 15,641 315,494 157,934 36,493 29,734 128,172 38,186 22,502 11,504 6,661 92,187 62,709
Changes from: July 9, 2019 Total Change is: 23,477
142 -528 3,951 4,001 5,354 424 2,789 1,938 2,610 2,632 981 5,610 1,319 3,138
Percent of Open Interest Represented by Each Category of Trader
6.6 23.3 2.6 52.9 26.5 6.1 5.0 21.5 6.4 3.8 1.9 1.1 15.5 10.5
Number of Traders in Each Category Total Traders: 288
19 12 17 91 36 51 31 53 27 27 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 26,917
Positions
466 10,100 0 9,708 5,448 2,414 518 2,084 0 0 589 2 13,809 6,280
Changes from: July 9, 2019 Total Change is: 671
466 381 0 16 -279 33 0 -116 0 0 0 0 156 652
Percent of Open Interest Represented by Each Category of Trader
1.7 37.5 0.0 36.1 20.2 9.0 1.9 7.7 0.0 0.0 2.2 0.0 51.3 23.3
Number of Traders in Each Category Total Traders: 23
. . 0 13 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 27,653
Positions
3,936 4,472 564 6,882 11,068 2,296 7,228 940 2 0 2,697 33 6,712 5,581
Changes from: July 9, 2019 Total Change is: 797
-3 7 -7 -602 5 1 635 -10 2 0 160 0 771 639
Percent of Open Interest Represented by Each Category of Trader
14.2 16.2 2.0 24.9 40.0 8.3 26.1 3.4 0.0 0.0 9.8 0.1 24.3 20.2
Number of Traders in Each Category Total Traders: 22
. . . 5 8 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 168,789
Positions
66,336 16,213 3,134 17,225 41,366 4,070 36,096 52,964 9,430 3,256 5,281 441 28,801 35,892
Changes from: July 9, 2019 Total Change is: -1,610
395 5,599 -676 900 -2,263 358 559 5,087 -1,496 -325 -3,589 333 -1,658 -4,962
Percent of Open Interest Represented by Each Category of Trader
39.3 9.6 1.9 10.2 24.5 2.4 21.4 31.4 5.6 1.9 3.1 0.3 17.1 21.3
Number of Traders in Each Category Total Traders: 101
8 7 7 12 16 12 18 32 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 75,219
Positions
0 49,264 0 65,185 0 0 6,677 24,291 0 797 820 0 2,560 844
Changes from: July 9, 2019 Total Change is: -2,264
0 -246 0 -3,864 0 0 1,101 -1,935 0 398 -50 0 101 -33
Percent of Open Interest Represented by Each Category of Trader
0.0 65.5 0.0 86.7 0.0 0.0 8.9 32.3 0.0 1.1 1.1 0.0 3.4 1.1
Number of Traders in Each Category Total Traders: 43
0 6 0 10 0 0 14 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 226,271
Positions
1,165 152,352 952 123,569 18,322 12 86,055 33,527 977 5,730 17,230 6 7,805 2,894
Changes from: July 9, 2019 Total Change is: -18,522
1,027 -4,715 3 -17,428 5,115 -91 -5,129 -18,682 326 1,819 -722 -2 953 246
Percent of Open Interest Represented by Each Category of Trader
0.5 67.3 0.4 54.6 8.1 0.0 38.0 14.8 0.4 2.5 7.6 0.0 3.4 1.3
Number of Traders in Each Category Total Traders: 171
. 8 . 33 9 . 57 30 10 17 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 28,485
Positions
5,000 3,884 3,222 5,034 1,273 13 11,394 17,947 265 618 817 12 2,927 1,052
Changes from: July 9, 2019 Total Change is: 2,273
-100 644 -404 2,713 -4,635 13 -127 6,794 -155 -246 273 12 567 -269
Percent of Open Interest Represented by Each Category of Trader
17.6 13.6 11.3 17.7 4.5 0.0 40.0 63.0 0.9 2.2 2.9 0.0 10.3 3.7
Number of Traders in Each Category Total Traders: 45
. . . 6 . . 10 16 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 50,032
Positions
34,369 4,525 2 3,251 17,066 591 5,529 18,343 1,959 1,244 1,887 3 3,084 5,656
Changes from: July 9, 2019 Total Change is: -4,208
-5,117 1,971 -14 726 -8,095 -247 196 2,432 -31 -115 423 0 394 -646
Percent of Open Interest Represented by Each Category of Trader
68.7 9.0 0.0 6.5 34.1 1.2 11.1 36.7 3.9 2.5 3.8 0.0 6.2 11.3
Number of Traders in Each Category Total Traders: 82
6 5 . 7 16 . 14 25 5 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 20,357
Positions
5,429 3,070 0 13,314 2,820 0 429 12,687 0 0 120 0 1,185 1,660
Changes from: July 9, 2019 Total Change is: -117
-686 0 0 162 -407 0 429 643 0 0 0 0 -22 -353
Percent of Open Interest Represented by Each Category of Trader
26.7 15.1 0.0 65.4 13.9 0.0 2.1 62.3 0.0 0.0 0.6 0.0 5.8 8.2
Number of Traders in Each Category Total Traders: 25
. . 0 4 4 0 . 10 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 49,371
Positions
5,335 28,340 1,406 20,307 1,191 365 10,989 5,159 1,343 1,543 1,786 0 8,084 9,782
Changes from: July 9, 2019 Total Change is: 8,342
638 4,184 131 4,334 1,005 -72 3,674 1,586 -156 49 281 0 -255 1,384
Percent of Open Interest Represented by Each Category of Trader
10.8 57.4 2.8 41.1 2.4 0.7 22.3 10.4 2.7 3.1 3.6 0.0 16.4 19.8
Number of Traders in Each Category Total Traders: 102
12 23 5 16 . . 25 13 6 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 98,741
Positions
10,669 56,680 2,813 40,613 2,382 729 21,978 10,318 2,685 3,086 3,571 0 16,168 19,563
Changes from: July 9, 2019 Total Change is: 16,683
1,275 8,368 262 8,667 2,009 -144 7,348 3,172 -312 98 561 0 -511 2,768
Percent of Open Interest Represented by Each Category of Trader
10.8 57.4 2.8 41.1 2.4 0.7 22.3 10.4 2.7 3.1 3.6 0.0 16.4 19.8
Number of Traders in Each Category Total Traders: 102
12 23 5 16 . . 25 13 6 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 26,677
Positions
1,226 22,414 265 21,297 151 489 970 1,644 0 0 1,224 0 2,430 490
Changes from: July 9, 2019 Total Change is: -2,683
0 -2,499 0 -3,092 120 -198 520 -92 0 0 0 0 87 -14
Percent of Open Interest Represented by Each Category of Trader
4.6 84.0 1.0 79.8 0.6 1.8 3.6 6.2 0.0 0.0 4.6 0.0 9.1 1.8
Number of Traders in Each Category Total Traders: 24
. 6 . 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 765,812
Positions
39,596 131,213 36,506 314,752 123,949 63,022 38,697 92,131 143,503 19,660 68,026 20,769 89,308 86,694
Changes from: July 9, 2019 Total Change is: 31,943
928 13,089 4,968 8,354 -1,364 1,181 1,917 1,079 10,195 941 -66 -139 3,598 3,000
Percent of Open Interest Represented by Each Category of Trader
5.2 17.1 4.8 41.1 16.2 8.2 5.1 12.0 18.7 2.6 8.9 2.7 11.7 11.3
Number of Traders in Each Category Total Traders: 609
31 43 45 165 92 117 70 104 102 55 49 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 66,333
Positions
94 16,044 1,550 4,031 1,445 6,931 3,485 2,619 20,560 31 22 473 29,178 16,689
Changes from: July 9, 2019 Total Change is: 10,359
3 2,287 621 39 -265 2,952 637 677 2,807 -6 21 195 3,111 1,062
Percent of Open Interest Represented by Each Category of Trader
0.1 24.2 2.3 6.1 2.2 10.4 5.3 3.9 31.0 0.0 0.0 0.7 44.0 25.2
Number of Traders in Each Category Total Traders: 46
. 10 5 . . . 11 12 19 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 3,497,395
Positions
204,556 582,894 167,731 1,557,670 616,587 276,390 189,573 461,070 601,199 98,148 340,018 101,481 300,648 350,024
Changes from: July 9, 2019 Total Change is: 107,922
1,298 50,683 25,061 41,573 -5,499 -8,859 7,297 2,903 36,048 4,734 -434 -1,670 2,438 9,689
Percent of Open Interest Represented by Each Category of Trader
5.8 16.7 4.8 44.5 17.6 7.9 5.4 13.2 17.2 2.8 9.7 2.9 8.6 10.0
Number of Traders in Each Category Total Traders: 595
33 40 44 166 90 116 69 99 96 50 48 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 15,111
Positions
3,198 11,501 0 7,925 732 742 224 976 0 0 267 0 3,022 893
Changes from: July 9, 2019 Total Change is: 2,068
-231 1,231 0 1,748 0 0 0 448 0 0 0 0 551 389
Percent of Open Interest Represented by Each Category of Trader
21.2 76.1 0.0 52.4 4.8 4.9 1.5 6.5 0.0 0.0 1.8 0.0 20.0 5.9
Number of Traders in Each Category Total Traders: 24
. 8 0 5 . . . 4 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 8,526
Positions
4,048 4,557 0 2,693 1,119 0 0 2,074 0 0 0 0 1,785 776
Changes from: July 9, 2019 Total Change is: 60
0 22 0 -6 9 0 0 219 0 0 0 0 66 -190
Percent of Open Interest Represented by Each Category of Trader
47.5 53.4 0.0 31.6 13.1 0.0 0.0 24.3 0.0 0.0 0.0 0.0 20.9 9.1
Number of Traders in Each Category Total Traders: 21
5 7 0 . . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 64,660
Positions
6,044 10,045 306 43,459 37,236 2,632 771 3,676 450 0 7,442 2 10,996 2,871
Changes from: July 9, 2019 Total Change is: 376
-164 -535 146 -460 -219 40 -14 1,042 -29 0 0 0 857 -69
Percent of Open Interest Represented by Each Category of Trader
9.3 15.5 0.5 67.2 57.6 4.1 1.2 5.7 0.7 0.0 11.5 0.0 17.0 4.4
Number of Traders in Each Category Total Traders: 78
5 6 . 37 18 14 . 7 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 46,785
Positions
5,467 11,935 442 17,527 7,035 711 10,730 11,758 3,566 1,040 2,842 41 7,262 8,455
Changes from: July 9, 2019 Total Change is: 1,313
-1,000 547 36 1,427 -423 -341 1,065 1,903 -475 200 40 1 400 25
Percent of Open Interest Represented by Each Category of Trader
11.7 25.5 0.9 37.5 15.0 1.5 22.9 25.1 7.6 2.2 6.1 0.1 15.5 18.1
Number of Traders in Each Category Total Traders: 230
20 21 5 50 30 22 28 48 24 12 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 233,924
Positions
27,334 59,673 2,209 87,633 35,177 3,553 53,652 58,788 17,830 5,198 14,211 205 36,310 42,277
Changes from: July 9, 2019 Total Change is: 6,567
-4,998 2,736 181 7,134 -2,113 -1,703 5,323 9,514 -2,375 1,001 200 3 2,002 124
Percent of Open Interest Represented by Each Category of Trader
11.7 25.5 0.9 37.5 15.0 1.5 22.9 25.1 7.6 2.2 6.1 0.1 15.5 18.1
Number of Traders in Each Category Total Traders: 230
20 21 5 50 30 22 28 48 24 12 21 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 430,509
Positions
83,636 34,450 8,196 217,014 203,960 34,518 47,298 88,901 12,106 6,358 29,591 10 21,374 18,778
Changes from: July 9, 2019 Total Change is: 3,132
1,884 -3,392 193 -3,800 1,465 288 2,610 4,027 526 101 -133 0 1,330 158
Percent of Open Interest Represented by Each Category of Trader
19.4 8.0 1.9 50.4 47.4 8.0 11.0 20.7 2.8 1.5 6.9 0.0 5.0 4.4
Number of Traders in Each Category Total Traders: 286
25 19 8 75 51 39 32 60 26 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 27,565
Positions
623 3,799 0 11,363 583 25 7,485 19,331 1,129 1,980 0 0 4,960 2,698
Changes from: July 9, 2019 Total Change is: 1,053
-101 0 0 -49 84 -199 1,207 15 1,065 515 0 0 -1,385 88
Percent of Open Interest Represented by Each Category of Trader
2.3 13.8 0.0 41.2 2.1 0.1 27.2 70.1 4.1 7.2 0.0 0.0 18.0 9.8
Number of Traders in Each Category Total Traders: 34
. . 0 13 . . 8 4 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 55,748
Positions
5,053 11,366 194 16,159 18,778 921 25,169 12,351 1,124 0 1,708 0 7,128 9,306
Changes from: July 9, 2019 Total Change is: 1,457
437 72 -147 -807 -33 -111 994 1,291 914 0 141 0 177 -670
Percent of Open Interest Represented by Each Category of Trader
9.1 20.4 0.3 29.0 33.7 1.7 45.1 22.2 2.0 0.0 3.1 0.0 12.8 16.7
Number of Traders in Each Category Total Traders: 74
6 13 . 12 9 8 14 16 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 311,130
Positions
28,290 173,957 3,218 232,519 98,760 18,840 12,221 9,225 109 6,588 1,323 0 9,345 5,698
Changes from: July 9, 2019 Total Change is: 3,197
2,030 856 15 1,416 4,800 -1,847 1,582 -838 -207 3 -35 0 205 453
Percent of Open Interest Represented by Each Category of Trader
9.1 55.9 1.0 74.7 31.7 6.1 3.9 3.0 0.0 2.1 0.4 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 162
13 14 5 63 38 30 16 11 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,244,373
Positions
81,464 838,581 2,767 888,443 213,427 117,615 91,561 42,254 2,276 21,541 9,899 4,026 34,680 13,528
Changes from: July 9, 2019 Total Change is: -10,542
-12,118 -5,528 523 -6,808 16,252 -2,540 5,056 -20,195 79 1,097 849 -629 4,798 647
Percent of Open Interest Represented by Each Category of Trader
6.5 67.4 0.2 71.4 17.2 9.5 7.4 3.4 0.2 1.7 0.8 0.3 2.8 1.1
Number of Traders in Each Category Total Traders: 409
25 21 7 172 63 88 55 29 14 32 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 120,270
Positions
45,254 66,751 51,128 5,850 420 560 16,347 1,000 306 800 0 0 25 105
Changes from: July 9, 2019 Total Change is: 583
1,162 1,162 -624 45 0 0 0 0 0 0 0 0 0 45
Percent of Open Interest Represented by Each Category of Trader
37.6 55.5 42.5 4.9 0.3 0.5 13.6 0.8 0.3 0.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 36
4 19 11 5 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,079,291
Positions
2,076 114,914 19,746 472,228 320,928 181,640 64,748 157,925 109,947 40,317 22,913 6,660 181,929 144,619
Changes from: July 9, 2019 Total Change is: 8,559
-4,896 12,106 3,760 23,180 -20,700 2,218 -13,653 5,511 5,343 -3,961 -651 -398 -3,036 1,369
Percent of Open Interest Represented by Each Category of Trader
0.2 10.6 1.8 43.8 29.7 16.8 6.0 14.6 10.2 3.7 2.1 0.6 16.9 13.4
Number of Traders in Each Category Total Traders: 179
4 18 13 61 29 47 29 23 35 8 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 1,158,241
Positions
8,151 208,488 76 725,787 25,424 170,610 28,968 642,719 10,007 39,258 6,218 990 174,394 93,709
Changes from: July 9, 2019 Total Change is: 7,197
3,583 22,675 -9,899 14,587 -2,030 -7,031 882 -4,709 297 1,214 3,101 990 2,574 3,803
Percent of Open Interest Represented by Each Category of Trader
0.7 18.0 0.0 62.7 2.2 14.7 2.5 55.5 0.9 3.4 0.5 0.1 15.1 8.1
Number of Traders in Each Category Total Traders: 135
. 13 . 69 12 51 10 22 15 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 3,664,289
Positions
105,014 283,710 40,113 1,848,555 593,586 227,768 589,033 2,051,190 166,029 470,143 179,760 8,620 209,014 113,513
Changes from: July 9, 2019 Total Change is: 87,357
17,240 -17,246 7,401 27,892 74,035 -9,982 9,427 -1,532 38,465 -12,619 -3,231 3,078 6,456 -3,630
Percent of Open Interest Represented by Each Category of Trader
2.9 7.7 1.1 50.4 16.2 6.2 16.1 56.0 4.5 12.8 4.9 0.2 5.7 3.1
Number of Traders in Each Category Total Traders: 365
26 29 17 116 29 69 59 61 52 28 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,656,866
Positions
187,219 225,520 250,661 1,624,247 675,904 892,669 283,843 1,263,815 590,794 255,320 238,194 72,700 499,413 446,610
Changes from: July 9, 2019 Total Change is: 81,928
-17,636 14,959 13,367 7,166 -20,599 14,107 -44,455 -825 52,514 49,967 -13,160 10,744 -3,845 10,821
Percent of Open Interest Represented by Each Category of Trader
4.0 4.8 5.4 34.9 14.5 19.2 6.1 27.1 12.7 5.5 5.1 1.6 10.7 9.6
Number of Traders in Each Category Total Traders: 420
30 31 46 101 70 104 68 65 91 32 23 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 768,816
Positions
25,386 76,695 758 301,747 311,463 107,813 148,072 84,008 13,434 50,359 22,716 0 121,247 151,929
Changes from: July 9, 2019 Total Change is: 10,582
175 16,023 279 1,738 -3,668 -1,750 -2,498 -12,956 1,194 1,075 1,020 0 10,369 10,440
Percent of Open Interest Represented by Each Category of Trader
3.3 10.0 0.1 39.2 40.5 14.0 19.3 10.9 1.7 6.6 3.0 0.0 15.8 19.8
Number of Traders in Each Category Total Traders: 103
4 10 . 25 34 40 17 7 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 4,912,305
Positions
86,670 432,905 227,938 2,185,554 732,162 844,748 405,562 1,707,454 324,959 445,274 301,274 21,298 370,301 319,566
Changes from: July 9, 2019 Total Change is: 132,417
1,919 34,812 11,726 22,510 28,629 11,244 -34,981 -17,719 79,894 32,080 3,967 1,482 6,542 -21,619
Percent of Open Interest Represented by Each Category of Trader
1.8 8.8 4.6 44.5 14.9 17.2 8.3 34.8 6.6 9.1 6.1 0.4 7.5 6.5
Number of Traders in Each Category Total Traders: 333
16 37 24 82 57 81 37 66 64 22 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 2,202,761
Positions
540,250 386,935 628,851 8,632 71,565 48,623 334,244 512,178 436,278 163,954 53,977 10,377 31,552 53,977
Changes from: July 9, 2019 Total Change is: 102,217
66,911 5,031 26,243 5,077 -1,958 -6,854 9,153 30,051 38,593 -26,263 11,203 3,103 -13,746 -3,196
Percent of Open Interest Represented by Each Category of Trader
24.5 17.6 28.5 0.4 3.2 2.2 15.2 23.3 19.8 7.4 2.5 0.5 1.4 2.5
Number of Traders in Each Category Total Traders: 174
20 45 50 . 10 6 32 43 53 7 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 is27,564,395
Positions
2,697,599 1,798,640 5,589,612 554,988 2,260,072 1,486,150 1,497,349 465,413 14,722,683 86,246 125,461 169,624 760,144 946,739
Changes from: July 9, 2019 Total Change is:-1,327,423
96,442 86,482 -247,397 -26,239 55,956 -76,102 -31,634 -59,421 -1,038,878 -11,815 -16,070 2,274 5,926 -34,266
Percent of Open Interest Represented by Each Category of Trader
9.8 6.5 20.3 2.0 8.2 5.4 5.4 1.7 53.4 0.3 0.5 0.6 2.8 3.4
Number of Traders in Each Category Total Traders: 308
38 35 70 16 35 37 70 69 119 19 22 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 61,839
Positions
12,267 9,769 6,868 2,757 1,324 1,498 12,572 17,411 23,133 324 0 656 1,764 1,180
Changes from: July 9, 2019 Total Change is: 3,925
-121 -4,333 2,193 327 0 389 -3,544 1,622 3,279 100 0 219 1,083 556
Percent of Open Interest Represented by Each Category of Trader
19.8 15.8 11.1 4.5 2.1 2.4 20.3 28.2 37.4 0.5 0.0 1.1 2.9 1.9
Number of Traders in Each Category Total Traders: 45
4 12 8 . . . 15 7 17 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 97,546
Positions
31,340 8,369 15,175 541 4,452 5,882 19,424 39,307 23,583 988 0 277 336 501
Changes from: July 9, 2019 Total Change is: 12,816
16,587 302 -3,025 -1,200 1,785 1,733 -9,985 3,119 8,591 24 0 134 -43 177
Percent of Open Interest Represented by Each Category of Trader
32.1 8.6 15.6 0.6 4.6 6.0 19.9 40.3 24.2 1.0 0.0 0.3 0.3 0.5
Number of Traders in Each Category Total Traders: 62
10 8 11 . . . 13 23 24 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 19,605
Positions
52 7,650 0 1,136 3,968 0 12,485 4,391 69 5,820 1,132 0 43 2,395
Changes from: July 9, 2019 Total Change is: -824
-4 21 0 0 160 0 -836 -1,244 0 5 -60 0 11 299
Percent of Open Interest Represented by Each Category of Trader
0.3 39.0 0.0 5.8 20.2 0.0 63.7 22.4 0.4 29.7 5.8 0.0 0.2 12.2
Number of Traders in Each Category Total Traders: 32
. 5 0 . 9 0 . 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 11,106
Positions
4,098 2,015 0 1,149 1,544 0 5,808 5,928 0 0 207 0 51 1,412
Changes from: July 9, 2019 Total Change is: 552
-15 -241 0 0 30 0 564 877 0 0 0 0 3 -114
Percent of Open Interest Represented by Each Category of Trader
36.9 18.1 0.0 10.3 13.9 0.0 52.3 53.4 0.0 0.0 1.9 0.0 0.5 12.7
Number of Traders in Each Category Total Traders: 27
. . 0 . 9 0 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 49,802
Positions
16,947 100 16,597 0 40 0 4,433 14,094 11,549 30 7,150 246 0 26
Changes from: July 9, 2019 Total Change is: -2,693
-1,888 -99 0 0 0 0 -783 -2,604 0 0 0 0 -22 10
Percent of Open Interest Represented by Each Category of Trader
34.0 0.2 33.3 0.0 0.1 0.0 8.9 28.3 23.2 0.1 14.4 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 8 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 5,322
Positions
39 0 0 211 151 0 2,566 3,394 120 506 1,157 91 1,789 409
Changes from: July 9, 2019 Total Change is: -753
-18 0 0 -38 42 -15 -667 -336 -16 -119 -554 61 59 65
Percent of Open Interest Represented by Each Category of Trader
0.7 0.0 0.0 4.0 2.8 0.0 48.2 63.8 2.3 9.5 21.7 1.7 33.6 7.7
Number of Traders in Each Category Total Traders: 51
. 0 0 . . 0 14 17 4 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 42,510
Positions
673 26,061 0 18,795 3,693 482 16,394 7,729 1,470 1,419 472 250 3,027 2,353
Changes from: July 9, 2019 Total Change is: 547
245 276 0 228 267 -12 -398 -227 96 167 -60 82 139 126
Percent of Open Interest Represented by Each Category of Trader
1.6 61.3 0.0 44.2 8.7 1.1 38.6 18.2 3.5 3.3 1.1 0.6 7.1 5.5
Number of Traders in Each Category Total Traders: 96
. . 0 13 12 . 24 21 10 17 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 452,201
Positions
100,190 21,204 20,327 120,957 125,324 23,710 61,832 137,044 78,639 15,049 4,969 9,421 22,076 31,563
Changes from: July 9, 2019 Total Change is: 32,859
4,322 -439 1,799 -6,391 17,851 1,217 22,611 4,272 8,629 1,720 1,401 -802 -246 -1,069
Percent of Open Interest Represented by Each Category of Trader
22.2 4.7 4.5 26.7 27.7 5.2 13.7 30.3 17.4 3.3 1.1 2.1 4.9 7.0
Number of Traders in Each Category Total Traders: 228
16 15 23 17 37 21 46 60 52 15 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 16, 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 22,187
Positions
3,209 722 1,146 13,115 1,854 1,650 1,548 16,479 100 1,148 195 0 271 41
Changes from: July 9, 2019 Total Change is: 733
-4 0 0 416 -22 -130 521 874 0 -71 -9 0 1 20
Percent of Open Interest Represented by Each Category of Trader
14.5 3.3 5.2 59.1 8.4 7.4 7.0 74.3 0.5 5.2 0.9 0.0 1.2 0.2
Number of Traders in Each Category Total Traders: 44
4 . . 11 4 . 5 8 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 19, 2019