Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 197,808
Positions
10,348 103,557 3,763 61,171 8,300 3,600 43,671 35,493 15,446 18,279 2,033 1,049 40,479 24,566
Changes from: July 16, 2019 Total Change is: 4,671
-2,070 6,294 201 3,421 -1,108 -49 4,603 1,558 1,311 485 -5,728 724 -3,955 1,467
Percent of Open Interest Represented by Each Category of Trader
5.2 52.4 1.9 30.9 4.2 1.8 22.1 17.9 7.8 9.2 1.0 0.5 20.5 12.4
Number of Traders in Each Category Total Traders: 112
6 7 7 24 9 12 21 27 16 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 54,908
Positions
22,401 4,278 603 1,537 13,941 888 16,859 13,336 617 931 1,060 0 11,072 20,184
Changes from: July 16, 2019 Total Change is: 1,244
-831 -835 -422 553 861 27 950 1,983 27 0 -4 0 940 -393
Percent of Open Interest Represented by Each Category of Trader
40.8 7.8 1.1 2.8 25.4 1.6 30.7 24.3 1.1 1.7 1.9 0.0 20.2 36.8
Number of Traders in Each Category Total Traders: 46
. 6 4 . 13 4 9 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 275,678
Positions
130,103 5,704 6,674 52,361 115,196 11,950 23,999 56,030 22,021 631 7,711 1,395 26,544 48,997
Changes from: July 16, 2019 Total Change is: -2,568
438 78 1,280 -2,286 -4,445 1,642 727 -3,624 -266 -3,719 -201 204 -588 2,764
Percent of Open Interest Represented by Each Category of Trader
47.2 2.1 2.4 19.0 41.8 4.3 8.7 20.3 8.0 0.2 2.8 0.5 9.6 17.8
Number of Traders in Each Category Total Traders: 137
11 7 11 12 35 12 17 48 22 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 158,780
Positions
4,293 35,294 6,093 43,757 35,926 11,266 36,827 21,204 16,359 6,820 3,397 3,096 30,269 26,145
Changes from: July 16, 2019 Total Change is: 9,414
-2,074 1,984 1,518 2,590 1,543 483 2,345 1,696 1,973 -7 -1,030 994 1,591 253
Percent of Open Interest Represented by Each Category of Trader
2.7 22.2 3.8 27.6 22.6 7.1 23.2 13.4 10.3 4.3 2.1 1.9 19.1 16.5
Number of Traders in Each Category Total Traders: 119
. 10 9 28 18 15 26 25 20 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 610,661
Positions
44,344 131,674 15,965 320,004 161,148 37,287 29,915 135,701 41,549 18,831 10,856 8,202 94,563 68,278
Changes from: July 16, 2019 Total Change is: 14,666
5,246 -7,020 325 4,511 3,213 794 181 7,529 3,363 -3,671 -647 1,542 2,376 5,569
Percent of Open Interest Represented by Each Category of Trader
7.3 21.6 2.6 52.4 26.4 6.1 4.9 22.2 6.8 3.1 1.8 1.3 15.5 11.2
Number of Traders in Each Category Total Traders: 289
18 13 17 88 39 52 32 54 27 26 19 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 27,705
Positions
524 10,110 0 11,022 5,717 2,391 521 2,666 0 0 589 2 13,245 6,230
Changes from: July 16, 2019 Total Change is: 788
58 10 0 1,314 269 -23 3 582 0 0 0 0 -564 -50
Percent of Open Interest Represented by Each Category of Trader
1.9 36.5 0.0 39.8 20.6 8.6 1.9 9.6 0.0 0.0 2.1 0.0 47.8 22.5
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 23, 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 28,062
Positions
3,936 4,509 527 6,805 11,087 2,346 8,040 940 2 0 2,837 33 6,373 5,781
Changes from: July 16, 2019 Total Change is: 409
0 37 -37 -77 19 50 812 0 0 0 140 0 -339 200
Percent of Open Interest Represented by Each Category of Trader
14.0 16.1 1.9 24.2 39.5 8.4 28.7 3.3 0.0 0.0 10.1 0.1 22.7 20.6
Number of Traders in Each Category Total Traders: 23
. . . 5 8 8 4 . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 161,642
Positions
65,891 18,352 3,302 15,045 36,825 4,792 32,493 50,424 9,161 151 2,724 514 30,293 35,548
Changes from: July 16, 2019 Total Change is: -7,147
-444 2,140 168 -2,180 -4,540 722 -3,604 -2,540 -269 -3,106 -2,557 72 1,492 -344
Percent of Open Interest Represented by Each Category of Trader
40.8 11.4 2.0 9.3 22.8 3.0 20.1 31.2 5.7 0.1 1.7 0.3 18.7 22.0
Number of Traders in Each Category Total Traders: 98
10 6 8 12 18 15 15 30 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 76,146
Positions
0 49,263 0 66,473 0 0 6,839 25,161 0 676 810 0 2,158 912
Changes from: July 16, 2019 Total Change is: 927
0 -1 0 1,288 0 0 162 870 0 -121 -10 0 -402 68
Percent of Open Interest Represented by Each Category of Trader
0.0 64.7 0.0 87.3 0.0 0.0 9.0 33.0 0.0 0.9 1.1 0.0 2.8 1.2
Number of Traders in Each Category Total Traders: 44
0 6 0 11 0 0 14 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 221,924
Positions
1,708 154,956 940 118,448 11,984 1,628 87,240 30,934 1,169 3,686 17,112 21 7,083 3,180
Changes from: July 16, 2019 Total Change is: -4,347
542 2,604 -12 -5,121 -6,338 1,616 1,185 -2,593 192 -2,044 -118 16 -722 286
Percent of Open Interest Represented by Each Category of Trader
0.8 69.8 0.4 53.4 5.4 0.7 39.3 13.9 0.5 1.7 7.7 0.0 3.2 1.4
Number of Traders in Each Category Total Traders: 168
. 9 . 34 8 . 55 31 9 15 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 29,826
Positions
5,000 4,110 3,222 6,347 1,650 9 11,691 18,349 390 618 822 12 2,537 1,262
Changes from: July 16, 2019 Total Change is: 1,341
0 226 0 1,313 377 -4 297 402 125 0 5 0 -390 210
Percent of Open Interest Represented by Each Category of Trader
16.8 13.8 10.8 21.3 5.5 0.0 39.2 61.5 1.3 2.1 2.8 0.0 8.5 4.2
Number of Traders in Each Category Total Traders: 49
. . . 7 . . 13 15 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 54,202
Positions
32,611 10,604 2 9,407 13,417 268 6,295 20,126 1,981 469 1,230 131 3,038 6,443
Changes from: July 16, 2019 Total Change is: 4,170
-1,758 6,079 0 6,156 -3,649 -323 766 1,783 21 -775 -657 128 -45 788
Percent of Open Interest Represented by Each Category of Trader
60.2 19.6 0.0 17.4 24.8 0.5 11.6 37.1 3.7 0.9 2.3 0.2 5.6 11.9
Number of Traders in Each Category Total Traders: 84
6 5 . 12 11 . 18 22 6 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 20,792
Positions
4,901 3,070 0 14,319 2,361 0 429 13,460 0 0 120 0 1,143 1,781
Changes from: July 16, 2019 Total Change is: 435
-528 0 0 1,005 -459 0 0 773 0 0 0 0 -42 121
Percent of Open Interest Represented by Each Category of Trader
23.6 14.8 0.0 68.9 11.4 0.0 2.1 64.7 0.0 0.0 0.6 0.0 5.5 8.6
Number of Traders in Each Category Total Traders: 27
. . 0 5 4 0 . 11 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 47,344
Positions
5,245 27,473 1,410 17,885 1,403 414 11,368 4,009 1,398 1,543 1,735 0 8,083 9,504
Changes from: July 16, 2019 Total Change is: -2,027
-90 -867 4 -2,422 212 49 379 -1,150 55 0 -51 0 -1 -278
Percent of Open Interest Represented by Each Category of Trader
11.1 58.0 3.0 37.8 3.0 0.9 24.0 8.5 3.0 3.3 3.7 0.0 17.1 20.1
Number of Traders in Each Category Total Traders: 95
10 22 4 15 . . 25 11 8 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 94,688
Positions
10,490 54,945 2,820 35,769 2,805 827 22,735 8,018 2,796 3,086 3,470 0 16,165 19,007
Changes from: July 16, 2019 Total Change is: -4,053
-179 -1,735 7 -4,844 423 98 758 -2,300 110 0 -101 0 -3 -556
Percent of Open Interest Represented by Each Category of Trader
11.1 58.0 3.0 37.8 3.0 0.9 24.0 8.5 3.0 3.3 3.7 0.0 17.1 20.1
Number of Traders in Each Category Total Traders: 95
10 22 4 15 . . 25 11 8 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 25,968
Positions
1,226 22,087 265 20,866 200 431 744 1,554 0 0 1,224 0 2,436 207
Changes from: July 16, 2019 Total Change is: -709
0 -327 0 -431 49 -58 -226 -90 0 0 0 0 6 -283
Percent of Open Interest Represented by Each Category of Trader
4.7 85.1 1.0 80.4 0.8 1.7 2.9 6.0 0.0 0.0 4.7 0.0 9.4 0.8
Number of Traders in Each Category Total Traders: 27
. 7 . 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 743,928
Positions
39,195 133,020 37,858 307,868 126,398 60,545 41,565 84,051 126,222 20,009 68,466 19,622 91,045 87,747
Changes from: July 16, 2019 Total Change is: -21,884
-401 1,808 1,352 -6,883 2,449 -2,477 2,868 -8,080 -17,281 349 440 -1,147 1,737 1,053
Percent of Open Interest Represented by Each Category of Trader
5.3 17.9 5.1 41.4 17.0 8.1 5.6 11.3 17.0 2.7 9.2 2.6 12.2 11.8
Number of Traders in Each Category Total Traders: 611
31 40 45 165 92 116 71 102 96 49 61 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 56,902
Positions
56 16,729 1,453 4,014 1,622 3,300 4,005 2,655 12,809 22 27 463 30,779 17,844
Changes from: July 16, 2019 Total Change is: -9,431
-38 685 -97 -17 178 -3,630 520 35 -7,752 -8 5 -10 1,601 1,155
Percent of Open Interest Represented by Each Category of Trader
0.1 29.4 2.6 7.1 2.9 5.8 7.0 4.7 22.5 0.0 0.0 0.8 54.1 31.4
Number of Traders in Each Category Total Traders: 40
. 10 5 . . . 8 10 15 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 3,435,130
Positions
211,558 597,321 166,159 1,523,319 627,924 282,176 207,044 426,227 547,818 99,932 342,196 95,795 301,330 349,514
Changes from: July 16, 2019 Total Change is: -62,265
7,002 14,427 -1,572 -34,351 11,337 5,786 17,471 -34,843 -53,380 1,784 2,177 -5,686 682 -510
Percent of Open Interest Represented by Each Category of Trader
6.2 17.4 4.8 44.3 18.3 8.2 6.0 12.4 15.9 2.9 10.0 2.8 8.8 10.2
Number of Traders in Each Category Total Traders: 598
34 36 43 166 90 115 71 98 90 45 58 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 14,801
Positions
3,530 11,670 0 7,924 205 742 0 528 0 0 302 0 2,605 1,354
Changes from: July 16, 2019 Total Change is: -310
332 169 0 -1 -527 0 -224 -448 0 0 35 0 -417 461
Percent of Open Interest Represented by Each Category of Trader
23.8 78.8 0.0 53.5 1.4 5.0 0.0 3.6 0.0 0.0 2.0 0.0 17.6 9.1
Number of Traders in Each Category Total Traders: 21
4 8 0 5 . . 0 . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 8,467
Positions
3,984 4,622 0 2,688 1,119 0 0 1,830 0 0 0 0 1,795 896
Changes from: July 16, 2019 Total Change is: -59
-64 65 0 -5 0 0 0 -244 0 0 0 0 10 120
Percent of Open Interest Represented by Each Category of Trader
47.1 54.6 0.0 31.7 13.2 0.0 0.0 21.6 0.0 0.0 0.0 0.0 21.2 10.6
Number of Traders in Each Category Total Traders: 20
5 7 0 . . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 64,742
Positions
5,818 10,180 98 42,754 36,958 2,662 1,560 3,794 443 0 7,442 2 11,405 3,163
Changes from: July 16, 2019 Total Change is: 82
-226 135 -208 -705 -278 30 789 118 -7 0 0 0 409 292
Percent of Open Interest Represented by Each Category of Trader
9.0 15.7 0.2 66.0 57.1 4.1 2.4 5.9 0.7 0.0 11.5 0.0 17.6 4.9
Number of Traders in Each Category Total Traders: 77
5 6 . 37 17 14 5 5 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 48,164
Positions
7,403 11,907 398 17,250 7,535 891 10,632 12,474 3,460 738 3,012 56 7,336 8,431
Changes from: July 16, 2019 Total Change is: 1,379
1,936 -28 -43 -276 500 180 -99 716 -106 -301 169 15 74 -24
Percent of Open Interest Represented by Each Category of Trader
15.4 24.7 0.8 35.8 15.6 1.8 22.1 25.9 7.2 1.5 6.3 0.1 15.2 17.5
Number of Traders in Each Category Total Traders: 240
22 20 4 50 35 25 32 49 21 13 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 240,818
Positions
37,014 59,533 1,992 86,251 37,677 4,453 53,159 62,369 17,298 3,691 15,058 282 36,678 42,155
Changes from: July 16, 2019 Total Change is: 6,894
9,680 -140 -217 -1,382 2,500 900 -493 3,581 -532 -1,507 847 77 369 -122
Percent of Open Interest Represented by Each Category of Trader
15.4 24.7 0.8 35.8 15.6 1.8 22.1 25.9 7.2 1.5 6.3 0.1 15.2 17.5
Number of Traders in Each Category Total Traders: 240
22 20 4 50 35 25 32 49 21 13 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 439,350
Positions
86,671 36,159 7,725 221,611 204,595 35,324 49,454 95,286 10,984 6,414 29,464 15 21,152 19,798
Changes from: July 16, 2019 Total Change is: 8,841
3,035 1,709 -471 4,597 636 806 2,156 6,385 -1,121 56 -127 5 -222 1,020
Percent of Open Interest Represented by Each Category of Trader
19.7 8.2 1.8 50.4 46.6 8.0 11.3 21.7 2.5 1.5 6.7 0.0 4.8 4.5
Number of Traders in Each Category Total Traders: 294
24 19 8 74 53 39 36 63 28 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 26,215
Positions
364 3,799 0 11,088 708 19 6,133 17,855 1,146 1,673 0 0 5,792 2,688
Changes from: July 16, 2019 Total Change is: -1,350
-259 0 0 -275 125 -6 -1,352 -1,476 17 -307 0 0 832 -10
Percent of Open Interest Represented by Each Category of Trader
1.4 14.5 0.0 42.3 2.7 0.1 23.4 68.1 4.4 6.4 0.0 0.0 22.1 10.3
Number of Traders in Each Category Total Traders: 30
. . 0 12 . . 8 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 56,776
Positions
5,734 12,754 209 16,636 16,414 1,462 23,790 11,393 1,567 0 1,340 0 7,378 11,637
Changes from: July 16, 2019 Total Change is: 1,028
681 1,388 15 477 -2,364 541 -1,379 -958 443 0 -368 0 250 2,331
Percent of Open Interest Represented by Each Category of Trader
10.1 22.5 0.4 29.3 28.9 2.6 41.9 20.1 2.8 0.0 2.4 0.0 13.0 20.5
Number of Traders in Each Category Total Traders: 73
7 13 . 14 9 9 12 15 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 313,726
Positions
27,014 171,214 3,220 233,058 101,414 18,825 14,485 9,531 115 7,564 1,323 0 9,445 8,084
Changes from: July 16, 2019 Total Change is: 2,596
-1,276 -2,743 2 539 2,654 -15 2,264 306 6 976 0 0 100 2,386
Percent of Open Interest Represented by Each Category of Trader
8.6 54.6 1.0 74.3 32.3 6.0 4.6 3.0 0.0 2.4 0.4 0.0 3.0 2.6
Number of Traders in Each Category Total Traders: 164
13 13 5 63 38 29 18 12 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 1,269,825
Positions
82,324 786,514 3,551 917,781 226,687 105,991 96,533 48,921 1,745 21,226 15,002 3,687 36,987 77,727
Changes from: July 16, 2019 Total Change is: 25,452
860 -52,067 784 29,338 13,260 -11,624 4,972 6,667 -531 -315 5,103 -339 2,307 64,199
Percent of Open Interest Represented by Each Category of Trader
6.5 61.9 0.3 72.3 17.9 8.3 7.6 3.9 0.1 1.7 1.2 0.3 2.9 6.1
Number of Traders in Each Category Total Traders: 411
26 20 8 173 63 89 57 30 12 31 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 120,350
Positions
45,734 67,694 50,265 5,850 420 560 16,810 1,000 306 800 0 0 25 105
Changes from: July 16, 2019 Total Change is: 80
480 943 -863 0 0 0 463 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.0 56.2 41.8 4.9 0.3 0.5 14.0 0.8 0.3 0.7 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 37
4 19 11 5 . . 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 1,088,023
Positions
3,154 106,039 26,571 465,398 318,555 183,992 63,675 166,543 113,225 43,076 21,655 5,776 183,157 145,668
Changes from: July 16, 2019 Total Change is: 8,732
1,078 -8,876 6,825 -6,831 -2,373 2,352 -1,073 8,619 3,278 2,759 -1,258 -884 1,228 1,049
Percent of Open Interest Represented by Each Category of Trader
0.3 9.7 2.4 42.8 29.3 16.9 5.9 15.3 10.4 4.0 2.0 0.5 16.8 13.4
Number of Traders in Each Category Total Traders: 187
6 19 17 61 31 48 29 25 35 11 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 1,156,334
Positions
4,701 203,157 179 711,117 30,312 179,123 29,395 633,764 11,129 41,719 5,751 0 178,971 92,919
Changes from: July 16, 2019 Total Change is: -1,907
-3,450 -5,331 103 -14,669 4,888 8,512 427 -8,955 1,122 2,461 -467 -990 4,577 -790
Percent of Open Interest Represented by Each Category of Trader
0.4 17.6 0.0 61.5 2.6 15.5 2.5 54.8 1.0 3.6 0.5 0.0 15.5 8.0
Number of Traders in Each Category Total Traders: 131
. 11 . 67 14 53 11 21 13 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 3,768,757
Positions
119,819 312,462 32,429 1,880,780 618,756 224,318 641,538 2,080,084 207,010 433,958 181,134 7,470 221,436 105,094
Changes from: July 16, 2019 Total Change is: 104,468
14,804 28,752 -7,684 32,226 25,169 -3,451 52,504 28,894 40,981 -36,185 1,374 -1,149 12,422 -8,419
Percent of Open Interest Represented by Each Category of Trader
3.2 8.3 0.9 49.9 16.4 6.0 17.0 55.2 5.5 11.5 4.8 0.2 5.9 2.8
Number of Traders in Each Category Total Traders: 380
29 30 16 122 29 73 62 63 58 29 16 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 4,676,094
Positions
190,029 237,614 239,453 1,698,365 593,977 907,457 282,855 1,385,089 601,497 215,312 237,890 55,744 485,382 417,374
Changes from: July 16, 2019 Total Change is: 19,228
2,810 12,094 -11,208 74,118 -81,927 14,788 -988 121,274 10,703 -40,009 -304 -16,956 -14,031 -29,236
Percent of Open Interest Represented by Each Category of Trader
4.1 5.1 5.1 36.3 12.7 19.4 6.0 29.6 12.9 4.6 5.1 1.2 10.4 8.9
Number of Traders in Each Category Total Traders: 426
29 34 46 110 67 109 60 75 91 29 22 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 768,692
Positions
24,772 71,846 1,556 307,439 318,565 106,377 158,107 87,991 12,658 50,560 23,352 0 107,223 146,347
Changes from: July 16, 2019 Total Change is: -124
-614 -4,849 798 5,692 7,102 -1,436 10,035 3,983 -776 201 636 0 -14,024 -5,582
Percent of Open Interest Represented by Each Category of Trader
3.2 9.3 0.2 40.0 41.4 13.8 20.6 11.4 1.6 6.6 3.0 0.0 13.9 19.0
Number of Traders in Each Category Total Traders: 105
4 9 . 27 34 41 19 6 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 5,006,725
Positions
89,889 457,093 222,750 2,235,807 720,962 857,935 388,385 1,687,361 414,233 423,341 296,578 20,655 353,731 329,160
Changes from: July 16, 2019 Total Change is: 94,420
3,218 24,188 -5,189 50,254 -11,201 13,187 -17,177 -20,093 89,273 -21,933 -4,696 -643 -16,570 9,594
Percent of Open Interest Represented by Each Category of Trader
1.8 9.1 4.4 44.7 14.4 17.1 7.8 33.7 8.3 8.5 5.9 0.4 7.1 6.6
Number of Traders in Each Category Total Traders: 344
17 36 26 93 55 90 40 68 67 19 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 2,238,935
Positions
583,964 362,689 661,697 4,402 49,844 43,263 311,704 561,201 442,403 145,893 54,026 6,801 38,808 57,010
Changes from: July 16, 2019 Total Change is: 36,174
43,713 -24,246 32,847 -4,230 -21,721 -5,360 -22,540 49,023 6,126 -18,061 49 -3,576 7,256 3,033
Percent of Open Interest Represented by Each Category of Trader
26.1 16.2 29.6 0.2 2.2 1.9 13.9 25.1 19.8 6.5 2.4 0.3 1.7 2.5
Number of Traders in Each Category Total Traders: 179
28 40 53 . 11 5 35 43 56 6 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 is27,839,094
Positions
2,933,668 1,798,431 5,586,690 542,516 2,349,233 1,524,736 1,346,852 492,264 14,823,003 101,352 122,726 173,841 806,436 968,170
Changes from: July 16, 2019 Total Change is: 274,699
236,069 -209 -2,922 -12,472 89,161 38,586 -150,497 26,851 100,319 15,106 -2,736 4,217 46,293 21,431
Percent of Open Interest Represented by Each Category of Trader
10.5 6.5 20.1 1.9 8.4 5.5 4.8 1.8 53.2 0.4 0.4 0.6 2.9 3.5
Number of Traders in Each Category Total Traders: 309
39 37 72 17 30 34 72 67 119 23 18 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 68,456
Positions
10,028 12,705 9,435 6,398 1,324 677 15,024 17,368 24,450 0 569 183 2,261 1,745
Changes from: July 16, 2019 Total Change is: 6,617
-2,239 2,936 2,567 3,641 0 -821 2,452 -43 1,317 -324 569 -473 497 565
Percent of Open Interest Represented by Each Category of Trader
14.6 18.6 13.8 9.3 1.9 1.0 21.9 25.4 35.7 0.0 0.8 0.3 3.3 2.5
Number of Traders in Each Category Total Traders: 46
5 11 9 . . . 14 9 17 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 115,389
Positions
28,123 11,357 19,759 920 2,244 12,096 33,259 49,807 19,617 1,166 0 58 391 451
Changes from: July 16, 2019 Total Change is: 17,843
-3,217 2,988 4,584 379 -2,208 6,214 13,835 10,500 -3,966 178 0 -219 55 -50
Percent of Open Interest Represented by Each Category of Trader
24.4 9.8 17.1 0.8 1.9 10.5 28.8 43.2 17.0 1.0 0.0 0.1 0.3 0.4
Number of Traders in Each Category Total Traders: 65
9 9 11 . . . 18 21 24 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 20,113
Positions
49 7,755 0 1,141 4,202 0 13,013 4,579 69 5,815 1,187 0 26 2,321
Changes from: July 16, 2019 Total Change is: 508
-3 105 0 5 234 0 528 188 0 -5 55 0 -17 -74
Percent of Open Interest Represented by Each Category of Trader
0.2 38.6 0.0 5.7 20.9 0.0 64.7 22.8 0.3 28.9 5.9 0.0 0.1 11.5
Number of Traders in Each Category Total Traders: 32
. 5 0 . 9 0 . 5 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 11,843
Positions
4,097 2,025 0 1,149 1,630 0 6,546 6,594 0 0 207 0 51 1,387
Changes from: July 16, 2019 Total Change is: 737
-1 10 0 0 86 0 738 666 0 0 0 0 0 -25
Percent of Open Interest Represented by Each Category of Trader
34.6 17.1 0.0 9.7 13.8 0.0 55.3 55.7 0.0 0.0 1.7 0.0 0.4 11.7
Number of Traders in Each Category Total Traders: 26
. . 0 . 9 0 . 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 52,129
Positions
18,387 150 16,597 0 40 0 5,320 16,366 11,549 30 7,150 246 0 31
Changes from: July 16, 2019 Total Change is: 2,327
1,440 50 0 0 0 0 887 2,272 0 0 0 0 0 5
Percent of Open Interest Represented by Each Category of Trader
35.3 0.3 31.8 0.0 0.1 0.0 10.2 31.4 22.2 0.1 13.7 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 23, 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 4,928
Positions
40 0 0 102 111 53 2,208 2,799 59 682 1,370 72 1,712 464
Changes from: July 16, 2019 Total Change is: -394
1 0 0 -109 -40 53 -358 -595 -61 176 213 -19 -77 55
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.0 2.1 2.3 1.1 44.8 56.8 1.2 13.8 27.8 1.5 34.7 9.4
Number of Traders in Each Category Total Traders: 43
. 0 0 . . . 13 13 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 48,074
Positions
673 26,297 0 20,288 3,396 525 20,773 13,081 1,429 1,323 583 215 2,849 2,548
Changes from: July 16, 2019 Total Change is: 5,564
0 236 0 1,493 -297 43 4,379 5,353 -42 -97 111 -35 -178 195
Percent of Open Interest Represented by Each Category of Trader
1.4 54.7 0.0 42.2 7.1 1.1 43.2 27.2 3.0 2.8 1.2 0.4 5.9 5.3
Number of Traders in Each Category Total Traders: 96
. . 0 13 10 . 27 20 11 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 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 440,189
Positions
104,925 10,154 16,393 130,085 122,740 25,786 50,276 149,113 73,199 14,282 2,694 9,826 15,417 30,284
Changes from: July 16, 2019 Total Change is: -12,012
4,735 -11,050 -3,934 9,128 -2,584 2,076 -11,556 12,069 -5,440 -767 -2,275 405 -6,659 -1,279
Percent of Open Interest Represented by Each Category of Trader
23.8 2.3 3.7 29.6 27.9 5.9 11.4 33.9 16.6 3.2 0.6 2.2 3.5 6.9
Number of Traders in Each Category Total Traders: 218
17 11 20 18 39 20 42 58 52 16 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 26,080
Positions
4,028 672 1,196 12,380 11,427 1,652 5,408 10,788 100 1,148 196 0 168 49
Changes from: July 16, 2019 Total Change is: 3,893
819 -50 50 -735 9,573 2 3,860 -5,691 0 0 1 0 -103 8
Percent of Open Interest Represented by Each Category of Trader
15.4 2.6 4.6 47.5 43.8 6.3 20.7 41.4 0.4 4.4 0.8 0.0 0.6 0.2
Number of Traders in Each Category Total Traders: 43
4 . . 10 5 . . 9 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 26, 2019