Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 192,962
Positions
10,758 97,535 3,842 56,374 10,426 3,843 45,707 35,073 14,034 17,798 4,126 1,124 39,483 22,959
Changes from: July 23, 2019 Total Change is: -4,846
409 -6,022 79 -4,798 2,126 242 2,037 -420 -1,412 -482 2,093 75 -996 -1,607
Percent of Open Interest Represented by Each Category of Trader
5.6 50.5 2.0 29.2 5.4 2.0 23.7 18.2 7.3 9.2 2.1 0.6 20.5 11.9
Number of Traders in Each Category Total Traders: 112
7 8 7 22 10 11 20 26 13 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 59,328
Positions
24,323 2,345 1,239 1,457 18,529 912 20,695 15,535 659 931 1,014 80 9,032 19,014
Changes from: July 23, 2019 Total Change is: 4,420
1,922 -1,933 636 -80 4,588 24 3,836 2,199 42 0 -46 80 -2,040 -1,170
Percent of Open Interest Represented by Each Category of Trader
41.0 4.0 2.1 2.5 31.2 1.5 34.9 26.2 1.1 1.6 1.7 0.1 15.2 32.0
Number of Traders in Each Category Total Traders: 57
5 5 4 . 16 4 12 14 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 315,526
Positions
143,918 7,017 10,086 52,907 126,553 14,933 29,998 68,621 29,101 1,479 9,068 2,988 30,116 47,159
Changes from: July 23, 2019 Total Change is: 39,848
13,814 1,314 3,412 546 11,357 2,984 6,000 12,591 7,079 848 1,357 1,593 3,572 -1,839
Percent of Open Interest Represented by Each Category of Trader
45.6 2.2 3.2 16.8 40.1 4.7 9.5 21.7 9.2 0.5 2.9 0.9 9.5 14.9
Number of Traders in Each Category Total Traders: 142
10 7 9 14 35 12 20 47 24 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 159,067
Positions
4,465 35,224 5,125 42,561 44,407 11,885 38,699 14,702 14,653 8,291 2,397 2,748 30,641 27,927
Changes from: July 23, 2019 Total Change is: 287
172 -71 -968 -1,196 8,481 619 1,871 -6,502 -1,706 1,471 -1,000 -348 372 1,782
Percent of Open Interest Represented by Each Category of Trader
2.8 22.1 3.2 26.8 27.9 7.5 24.3 9.2 9.2 5.2 1.5 1.7 19.3 17.6
Number of Traders in Each Category Total Traders: 125
. 11 8 27 20 15 32 22 19 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 633,289
Positions
46,490 125,599 16,961 335,412 175,942 38,609 29,101 142,168 45,780 18,801 10,508 8,645 93,490 69,077
Changes from: July 23, 2019 Total Change is: 22,628
2,146 -6,075 996 15,408 14,794 1,321 -814 6,468 4,231 -30 -348 442 -1,072 799
Percent of Open Interest Represented by Each Category of Trader
7.3 19.8 2.7 53.0 27.8 6.1 4.6 22.4 7.2 3.0 1.7 1.4 14.8 10.9
Number of Traders in Each Category Total Traders: 292
19 12 17 85 42 49 34 58 28 25 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 28,357
Positions
600 10,112 0 10,870 5,660 2,449 517 3,368 3 0 589 2 13,916 6,174
Changes from: July 23, 2019 Total Change is: 652
76 2 0 -152 -57 58 -4 702 3 0 0 0 671 -56
Percent of Open Interest Represented by Each Category of Trader
2.1 35.7 0.0 38.3 20.0 8.6 1.8 11.9 0.0 0.0 2.1 0.0 49.1 21.8
Number of Traders in Each Category Total Traders: 24
. . 0 13 4 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 26,937
Positions
3,936 4,509 527 6,372 9,947 2,903 6,686 937 2 0 2,562 33 6,478 5,517
Changes from: July 23, 2019 Total Change is: -1,125
0 0 0 -433 -1,140 557 -1,354 -3 0 0 -275 0 105 -264
Percent of Open Interest Represented by Each Category of Trader
14.6 16.7 2.0 23.7 36.9 10.8 24.8 3.5 0.0 0.0 9.5 0.1 24.0 20.5
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 176,662
Positions
70,128 14,282 4,356 14,525 52,774 4,426 37,584 47,393 10,839 706 2,237 906 33,192 39,449
Changes from: July 23, 2019 Total Change is: 15,020
4,237 -4,071 1,054 -520 15,949 -366 5,091 -3,030 1,678 555 -487 392 2,900 3,901
Percent of Open Interest Represented by Each Category of Trader
39.7 8.1 2.5 8.2 29.9 2.5 21.3 26.8 6.1 0.4 1.3 0.5 18.8 22.3
Number of Traders in Each Category Total Traders: 100
9 6 7 11 18 13 21 30 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 77,701
Positions
0 49,238 0 68,433 0 0 6,497 26,690 0 727 705 0 2,044 1,068
Changes from: July 23, 2019 Total Change is: 1,555
0 -25 0 1,960 0 0 -342 1,529 0 51 -105 0 -114 156
Percent of Open Interest Represented by Each Category of Trader
0.0 63.4 0.0 88.1 0.0 0.0 8.4 34.3 0.0 0.9 0.9 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 42
0 6 0 11 0 0 14 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 221,780
Positions
958 158,638 961 121,795 12,592 714 85,881 28,108 1,160 3,482 16,732 24 6,805 2,851
Changes from: July 23, 2019 Total Change is: -144
-749 3,682 21 3,347 608 -914 -1,360 -2,826 -9 -205 -380 3 -279 -329
Percent of Open Interest Represented by Each Category of Trader
0.4 71.5 0.4 54.9 5.7 0.3 38.7 12.7 0.5 1.6 7.5 0.0 3.1 1.3
Number of Traders in Each Category Total Traders: 168
. 10 . 35 8 . 53 34 9 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 31,192
Positions
5,000 4,070 4,476 6,848 1,195 92 11,311 18,985 424 618 812 12 2,411 1,126
Changes from: July 23, 2019 Total Change is: 1,366
0 -40 1,254 501 -455 83 -380 636 34 0 -10 0 -126 -136
Percent of Open Interest Represented by Each Category of Trader
16.0 13.0 14.3 22.0 3.8 0.3 36.3 60.9 1.4 2.0 2.6 0.0 7.7 3.6
Number of Traders in Each Category Total Traders: 49
. . . 8 . . 14 13 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 53,386
Positions
32,391 10,253 6 8,462 15,209 320 6,475 17,271 2,447 431 2,114 207 2,648 5,560
Changes from: July 23, 2019 Total Change is: -816
-220 -350 3 -945 1,792 52 180 -2,855 466 -38 884 76 -390 -884
Percent of Open Interest Represented by Each Category of Trader
60.7 19.2 0.0 15.9 28.5 0.6 12.1 32.4 4.6 0.8 4.0 0.4 5.0 10.4
Number of Traders in Each Category Total Traders: 83
6 5 . 10 11 . 18 24 10 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 27,014
Positions
4,564 4,153 0 21,201 2,349 0 129 18,754 0 0 120 0 1,120 1,638
Changes from: July 23, 2019 Total Change is: 6,222
-337 1,083 0 6,882 -12 0 -300 5,294 0 0 0 0 -23 -143
Percent of Open Interest Represented by Each Category of Trader
16.9 15.4 0.0 78.5 8.7 0.0 0.5 69.4 0.0 0.0 0.4 0.0 4.1 6.1
Number of Traders in Each Category Total Traders: 25
. . 0 4 4 0 . 11 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 51,084
Positions
6,287 31,815 1,411 19,090 1,259 426 13,055 3,696 1,380 1,484 1,693 0 7,953 9,405
Changes from: July 23, 2019 Total Change is: 3,740
1,042 4,342 1 1,206 -144 12 1,687 -313 -18 -60 -42 0 -130 -99
Percent of Open Interest Represented by Each Category of Trader
12.3 62.3 2.8 37.4 2.5 0.8 25.6 7.2 2.7 2.9 3.3 0.0 15.6 18.4
Number of Traders in Each Category Total Traders: 100
10 25 4 16 . . 24 13 9 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 102,168
Positions
12,573 63,630 2,822 38,180 2,518 851 26,109 7,392 2,760 2,967 3,386 0 15,906 18,809
Changes from: July 23, 2019 Total Change is: 7,480
2,083 8,684 2 2,411 -287 24 3,374 -626 -36 -119 -84 0 -259 -198
Percent of Open Interest Represented by Each Category of Trader
12.3 62.3 2.8 37.4 2.5 0.8 25.6 7.2 2.7 2.9 3.3 0.0 15.6 18.4
Number of Traders in Each Category Total Traders: 100
10 25 4 16 . . 24 13 9 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 26,534
Positions
1,226 22,613 265 21,534 163 428 510 1,483 0 0 1,224 0 2,571 358
Changes from: July 23, 2019 Total Change is: 566
0 526 0 668 -37 -3 -234 -71 0 0 0 0 135 151
Percent of Open Interest Represented by Each Category of Trader
4.6 85.2 1.0 81.2 0.6 1.6 1.9 5.6 0.0 0.0 4.6 0.0 9.7 1.3
Number of Traders in Each Category Total Traders: 24
. 7 . 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 753,397
Positions
42,568 132,555 37,083 306,121 125,268 61,363 41,747 84,519 131,344 21,105 68,005 22,393 89,674 90,868
Changes from: July 23, 2019 Total Change is: 9,469
3,373 -466 -775 -1,748 -1,129 819 182 468 5,122 1,097 -461 2,770 -1,371 3,121
Percent of Open Interest Represented by Each Category of Trader
5.7 17.6 4.9 40.6 16.6 8.1 5.5 11.2 17.4 2.8 9.0 3.0 11.9 12.1
Number of Traders in Each Category Total Traders: 608
31 41 45 167 93 124 67 103 91 57 49 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 61,208
Positions
72 16,762 1,503 3,996 1,436 4,224 4,420 3,133 15,402 31 15 469 31,090 18,263
Changes from: July 23, 2019 Total Change is: 4,306
16 34 50 -18 -186 923 415 479 2,594 9 -12 6 311 419
Percent of Open Interest Represented by Each Category of Trader
0.1 27.4 2.5 6.5 2.3 6.9 7.2 5.1 25.2 0.1 0.0 0.8 50.8 29.8
Number of Traders in Each Category Total Traders: 45
. 12 6 . . . 8 12 17 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 15,392
Positions
6,656 8,947 0 4,322 3,493 1,607 994 478 0 0 0 0 1,813 867
Changes from: July 23, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
43.2 58.1 0.0 28.1 22.7 10.4 6.5 3.1 0.0 0.0 0.0 0.0 11.8 5.6
Number of Traders in Each Category Total Traders: 20
. 6 0 6 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 3,460,947
Positions
222,096 588,579 168,283 1,514,432 622,970 281,890 208,702 428,996 557,638 105,369 339,950 109,617 292,920 363,024
Changes from: July 23, 2019 Total Change is: 25,817
10,538 -8,742 2,123 -8,886 -4,954 -286 1,658 2,769 9,819 5,438 -2,245 13,822 -8,409 13,511
Percent of Open Interest Represented by Each Category of Trader
6.4 17.0 4.9 43.8 18.0 8.1 6.0 12.4 16.1 3.0 9.8 3.2 8.5 10.5
Number of Traders in Each Category Total Traders: 593
32 37 44 168 91 123 67 99 86 53 46 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 19,576
Positions
5,027 14,676 1 11,103 205 742 231 769 0 0 302 0 2,472 2,881
Changes from: July 23, 2019 Total Change is: 4,775
1,497 3,006 1 3,179 0 0 231 241 0 0 0 0 -133 1,527
Percent of Open Interest Represented by Each Category of Trader
25.7 75.0 0.0 56.7 1.0 3.8 1.2 3.9 0.0 0.0 1.5 0.0 12.6 14.7
Number of Traders in Each Category Total Traders: 26
4 8 . 8 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 14,473
Positions
1,675 9,052 0 10,314 0 0 425 638 0 0 0 0 2,059 4,783
Changes from: July 23, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
11.6 62.5 0.0 71.3 0.0 0.0 2.9 4.4 0.0 0.0 0.0 0.0 14.2 33.0
Number of Traders in Each Category Total Traders: 20
. 8 0 5 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 8,593
Positions
3,952 4,967 0 2,800 1,069 0 0 1,854 0 0 0 0 1,841 703
Changes from: July 23, 2019 Total Change is: 126
-32 345 0 112 -50 0 0 24 0 0 0 0 46 -193
Percent of Open Interest Represented by Each Category of Trader
46.0 57.8 0.0 32.6 12.4 0.0 0.0 21.6 0.0 0.0 0.0 0.0 21.4 8.2
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 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,036
Positions
8,637 5,236 0 2,855 8,794 1,031 941 207 0 0 0 0 2,572 768
Changes from: July 23, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
53.9 32.7 0.0 17.8 54.8 6.4 5.9 1.3 0.0 0.0 0.0 0.0 16.0 4.8
Number of Traders in Each Category Total Traders: 20
5 5 0 . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 68,337
Positions
7,480 13,178 197 44,593 36,591 2,609 2,564 4,374 103 0 7,442 2 10,789 3,841
Changes from: July 23, 2019 Total Change is: 3,595
1,662 2,998 99 1,839 -367 -53 1,004 580 -340 0 0 0 -616 678
Percent of Open Interest Represented by Each Category of Trader
10.9 19.3 0.3 65.3 53.5 3.8 3.8 6.4 0.2 0.0 10.9 0.0 15.8 5.6
Number of Traders in Each Category Total Traders: 83
6 8 . 38 16 13 7 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 49,045
Positions
7,746 11,597 640 18,107 7,750 1,068 10,069 12,924 3,696 714 2,906 45 6,959 8,419
Changes from: July 23, 2019 Total Change is: 882
343 -310 242 857 214 178 -562 450 237 -24 -105 -11 -377 -13
Percent of Open Interest Represented by Each Category of Trader
15.8 23.6 1.3 36.9 15.8 2.2 20.5 26.4 7.5 1.5 5.9 0.1 14.2 17.2
Number of Traders in Each Category Total Traders: 240
20 21 7 52 36 26 27 51 26 12 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 245,226
Positions
38,729 57,984 3,200 90,536 38,749 5,342 50,347 64,618 18,482 3,570 14,531 227 34,793 42,093
Changes from: July 23, 2019 Total Change is: 4,408
1,715 -1,549 1,208 4,285 1,072 889 -2,812 2,248 1,184 -121 -527 -55 -1,885 -63
Percent of Open Interest Represented by Each Category of Trader
15.8 23.6 1.3 36.9 15.8 2.2 20.5 26.4 7.5 1.5 5.9 0.1 14.2 17.2
Number of Traders in Each Category Total Traders: 240
20 21 7 52 36 26 27 51 26 12 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 444,144
Positions
81,556 46,715 7,679 227,132 202,918 35,422 52,368 90,489 11,810 6,443 29,525 15 21,719 19,571
Changes from: July 23, 2019 Total Change is: 4,794
-5,115 10,556 -46 5,521 -1,677 98 2,914 -4,797 825 29 61 0 567 -227
Percent of Open Interest Represented by Each Category of Trader
18.4 10.5 1.7 51.1 45.7 8.0 11.8 20.4 2.7 1.5 6.6 0.0 4.9 4.4
Number of Traders in Each Category Total Traders: 293
24 24 8 77 54 38 35 53 24 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 26,849
Positions
364 4,073 0 11,061 590 28 6,132 18,178 1,204 2,030 0 0 6,030 2,776
Changes from: July 23, 2019 Total Change is: 634
0 274 0 -27 -118 9 -1 323 58 357 0 0 238 88
Percent of Open Interest Represented by Each Category of Trader
1.4 15.2 0.0 41.2 2.2 0.1 22.8 67.7 4.5 7.6 0.0 0.0 22.5 10.3
Number of Traders in Each Category Total Traders: 31
. . 0 12 . . 7 . 4 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 58,707
Positions
6,944 13,739 207 17,126 14,040 1,840 23,612 11,681 1,391 0 2,489 0 7,587 13,320
Changes from: July 23, 2019 Total Change is: 1,931
1,210 985 -2 490 -2,374 378 -178 288 -176 0 1,149 0 209 1,683
Percent of Open Interest Represented by Each Category of Trader
11.8 23.4 0.4 29.2 23.9 3.1 40.2 19.9 2.4 0.0 4.2 0.0 12.9 22.7
Number of Traders in Each Category Total Traders: 79
8 14 . 15 9 10 13 16 6 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 324,859
Positions
32,677 173,738 3,141 240,352 107,309 19,824 16,692 8,460 126 2,794 1,275 0 9,253 10,986
Changes from: July 23, 2019 Total Change is: 11,133
5,663 2,524 -79 7,294 5,895 999 2,207 -1,071 11 -4,770 -48 0 -192 2,902
Percent of Open Interest Represented by Each Category of Trader
10.1 53.5 1.0 74.0 33.0 6.1 5.1 2.6 0.0 0.9 0.4 0.0 2.8 3.4
Number of Traders in Each Category Total Traders: 167
13 14 5 62 38 31 19 14 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 1,254,226
Positions
83,194 821,079 3,121 909,701 244,268 104,885 93,996 44,373 2,281 20,755 14,844 3,687 32,606 15,688
Changes from: July 23, 2019 Total Change is: -15,599
870 34,565 -430 -8,080 17,581 -1,106 -2,537 -4,548 536 -471 -158 0 -4,381 -62,039
Percent of Open Interest Represented by Each Category of Trader
6.6 65.5 0.2 72.5 19.5 8.4 7.5 3.5 0.2 1.7 1.2 0.3 2.6 1.3
Number of Traders in Each Category Total Traders: 416
27 21 9 170 65 89 59 33 15 30 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 120,938
Positions
44,978 66,824 51,723 5,850 420 560 15,910 1,000 306 1,000 0 0 611 105
Changes from: July 23, 2019 Total Change is: 588
-756 -870 1,458 0 0 0 -900 0 0 200 0 0 586 0
Percent of Open Interest Represented by Each Category of Trader
37.2 55.3 42.8 4.8 0.3 0.5 13.2 0.8 0.3 0.8 0.0 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 37
4 18 10 5 . . 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 1,055,189
Positions
3,816 108,097 23,503 459,017 309,193 184,225 69,246 167,219 89,868 44,334 21,663 3,848 177,333 147,573
Changes from: July 23, 2019 Total Change is: -32,834
662 2,059 -3,068 -6,380 -9,362 233 5,571 676 -23,357 1,258 8 -1,928 -5,825 1,905
Percent of Open Interest Represented by Each Category of Trader
0.4 10.2 2.2 43.5 29.3 17.5 6.6 15.8 8.5 4.2 2.1 0.4 16.8 14.0
Number of Traders in Each Category Total Traders: 178
5 17 15 58 32 49 26 27 35 8 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 1,159,532
Positions
4,912 204,442 783 712,427 32,525 177,560 25,790 632,464 15,983 42,719 5,251 0 179,358 90,524
Changes from: July 23, 2019 Total Change is: 3,198
211 1,285 604 1,310 2,213 -1,563 -3,605 -1,300 4,854 1,000 -500 0 387 -2,396
Percent of Open Interest Represented by Each Category of Trader
0.4 17.6 0.1 61.4 2.8 15.3 2.2 54.5 1.4 3.7 0.5 0.0 15.5 7.8
Number of Traders in Each Category Total Traders: 134
. 12 . 69 14 53 10 22 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 3,889,252
Positions
148,297 300,577 32,114 1,968,411 663,634 209,166 644,235 2,166,628 216,987 443,920 180,773 9,133 216,988 110,239
Changes from: July 23, 2019 Total Change is: 120,495
28,478 -11,886 -315 87,631 44,879 -15,151 2,698 86,544 9,977 9,962 -361 1,663 -4,447 5,145
Percent of Open Interest Represented by Each Category of Trader
3.8 7.7 0.8 50.6 17.1 5.4 16.6 55.7 5.6 11.4 4.6 0.2 5.6 2.8
Number of Traders in Each Category Total Traders: 381
28 29 17 122 28 76 66 61 55 30 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 4,502,120
Positions
199,503 219,095 163,277 1,723,491 563,916 893,256 286,821 1,471,563 497,361 208,641 234,353 50,535 479,234 408,764
Changes from: July 23, 2019 Total Change is: -173,974
9,474 -18,519 -76,175 25,126 -30,061 -14,202 3,966 86,474 -104,135 -6,671 -3,537 -5,209 -6,149 -8,610
Percent of Open Interest Represented by Each Category of Trader
4.4 4.9 3.6 38.3 12.5 19.8 6.4 32.7 11.0 4.6 5.2 1.1 10.6 9.1
Number of Traders in Each Category Total Traders: 403
29 30 39 105 67 104 61 65 83 26 20 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 772,495
Positions
25,117 61,001 1,638 293,702 320,374 106,786 164,775 90,285 13,668 50,033 23,494 0 116,776 155,249
Changes from: July 23, 2019 Total Change is: 3,803
345 -10,845 82 -13,737 1,809 409 6,668 2,294 1,010 -527 142 0 9,553 8,902
Percent of Open Interest Represented by Each Category of Trader
3.3 7.9 0.2 38.0 41.5 13.8 21.3 11.7 1.8 6.5 3.0 0.0 15.1 20.1
Number of Traders in Each Category Total Traders: 104
4 9 . 27 33 40 18 7 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 4,974,923
Positions
98,009 442,458 175,575 2,235,959 804,815 853,001 394,204 1,669,254 414,136 426,318 292,339 17,134 360,586 306,211
Changes from: July 23, 2019 Total Change is: -31,802
8,121 -14,636 -47,175 152 83,853 -4,934 5,819 -18,107 -97 2,978 -4,238 -3,520 6,855 -22,949
Percent of Open Interest Represented by Each Category of Trader
2.0 8.9 3.5 44.9 16.2 17.1 7.9 33.6 8.3 8.6 5.9 0.3 7.2 6.2
Number of Traders in Each Category Total Traders: 343
19 33 27 94 57 88 38 68 65 18 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 2,343,075
Positions
616,111 385,893 672,868 9,521 53,581 45,549 362,458 624,854 434,446 147,385 53,992 8,029 46,708 63,863
Changes from: July 23, 2019 Total Change is: 104,140
32,147 23,204 11,171 5,119 3,737 2,286 50,755 63,653 -7,957 1,492 -34 1,228 7,900 6,853
Percent of Open Interest Represented by Each Category of Trader
26.3 16.5 28.7 0.4 2.3 1.9 15.5 26.7 18.5 6.3 2.3 0.3 2.0 2.7
Number of Traders in Each Category Total Traders: 184
28 37 54 5 9 9 39 42 56 8 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 is27,809,218
Positions
3,058,486 1,566,961 5,690,675 529,418 2,448,065 1,547,242 1,160,468 566,168 14,712,212 91,694 135,615 177,206 841,817 965,074
Changes from: July 23, 2019 Total Change is: -29,876
124,818 -231,470 103,985 -13,098 98,832 22,506 -186,384 73,903 -110,791 -9,658 12,889 3,365 35,381 -3,096
Percent of Open Interest Represented by Each Category of Trader
11.0 5.6 20.5 1.9 8.8 5.6 4.2 2.0 52.9 0.3 0.5 0.6 3.0 3.5
Number of Traders in Each Category Total Traders: 318
42 32 70 17 31 34 63 79 123 24 21 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 80,469
Positions
8,128 24,540 11,427 8,807 1,574 681 26,571 18,376 22,852 831 0 431 741 588
Changes from: July 23, 2019 Total Change is: 12,013
-1,900 11,835 1,992 2,409 250 4 11,547 1,008 -1,598 831 -569 248 -1,520 -1,157
Percent of Open Interest Represented by Each Category of Trader
10.1 30.5 14.2 10.9 2.0 0.8 33.0 22.8 28.4 1.0 0.0 0.5 0.9 0.7
Number of Traders in Each Category Total Traders: 46
5 11 9 . . . 12 9 17 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 139,947
Positions
26,348 22,180 17,574 2,214 9,772 13,307 55,597 52,471 23,711 909 330 58 229 544
Changes from: July 23, 2019 Total Change is: 24,558
-1,775 10,823 -2,185 1,294 7,528 1,211 22,338 2,664 4,094 -257 330 0 -162 93
Percent of Open Interest Represented by Each Category of Trader
18.8 15.8 12.6 1.6 7.0 9.5 39.7 37.5 16.9 0.6 0.2 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 67
8 10 9 . . . 19 22 29 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 21,985
Positions
52 9,743 0 1,142 4,162 0 18,081 4,443 69 2,615 1,187 0 26 2,381
Changes from: July 23, 2019 Total Change is: 1,872
3 1,988 0 1 -40 0 5,068 -136 0 -3,200 0 0 0 60
Percent of Open Interest Represented by Each Category of Trader
0.2 44.3 0.0 5.2 18.9 0.0 82.2 20.2 0.3 11.9 5.4 0.0 0.1 10.8
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 30, 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 11,224
Positions
4,103 2,108 0 1,149 1,604 0 5,920 5,846 0 0 207 0 52 1,459
Changes from: July 23, 2019 Total Change is: -619
6 83 0 0 -26 0 -626 -748 0 0 0 0 1 72
Percent of Open Interest Represented by Each Category of Trader
36.6 18.8 0.0 10.2 14.3 0.0 52.7 52.1 0.0 0.0 1.8 0.0 0.5 13.0
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 30, 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 53,294
Positions
19,226 110 16,597 0 40 0 2,040 17,028 13,640 30 4,110 1,746 15 23
Changes from: July 23, 2019 Total Change is: 1,165
839 -40 0 0 0 0 -3,280 662 2,091 0 -3,040 1,500 15 -8
Percent of Open Interest Represented by Each Category of Trader
36.1 0.2 31.1 0.0 0.1 0.0 3.8 32.0 25.6 0.1 7.7 3.3 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 9 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 4,302
Positions
60 0 0 251 147 0 1,843 2,288 6 533 1,280 86 1,523 495
Changes from: July 23, 2019 Total Change is: -626
20 0 0 149 36 -53 -365 -511 -53 -149 -90 14 -189 31
Percent of Open Interest Represented by Each Category of Trader
1.4 0.0 0.0 5.8 3.4 0.0 42.8 53.2 0.1 12.4 29.8 2.0 35.4 11.5
Number of Traders in Each Category Total Traders: 45
. 0 0 4 . 0 10 15 . 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,859
Positions
673 27,522 0 24,505 3,137 523 23,740 19,589 1,505 1,249 881 222 3,442 2,479
Changes from: July 23, 2019 Total Change is: 7,785
0 1,225 0 4,217 -259 -2 2,967 6,508 76 -73 298 8 593 -69
Percent of Open Interest Represented by Each Category of Trader
1.2 49.3 0.0 43.9 5.6 0.9 42.5 35.1 2.7 2.2 1.6 0.4 6.2 4.4
Number of Traders in Each Category Total Traders: 91
. . 0 13 8 . 27 19 11 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 456,757
Positions
109,051 12,652 16,203 129,463 121,466 27,655 49,290 159,336 76,868 15,279 2,373 9,670 23,278 30,534
Changes from: July 23, 2019 Total Change is: 16,568
4,126 2,498 -190 -622 -1,274 1,869 -986 10,223 3,669 997 -321 -156 7,861 250
Percent of Open Interest Represented by Each Category of Trader
23.9 2.8 3.5 28.3 26.6 6.1 10.8 34.9 16.8 3.3 0.5 2.1 5.1 6.7
Number of Traders in Each Category Total Traders: 215
16 10 18 18 40 22 39 58 50 16 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 30, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 26,067
Positions
3,829 612 1,256 12,082 11,836 1,950 5,495 10,079 100 1,186 197 0 169 37
Changes from: July 23, 2019 Total Change is: -13
-199 -60 60 -298 409 298 87 -709 0 38 1 0 1 -12
Percent of Open Interest Represented by Each Category of Trader
14.7 2.3 4.8 46.3 45.4 7.5 21.1 38.7 0.4 4.5 0.8 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 9 6 . . 9 . 10 . 0
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Updated August 02, 2019