Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 168,456
Positions
17,583 71,454 5,311 41,442 17,203 3,825 36,700 21,611 15,329 11,657 4,766 1,237 35,372 27,720
Changes from: August 13, 2019 Total Change is: -4,116
2,564 -6,719 -25 -4,046 3,537 -90 -2,390 -4,177 326 152 362 -155 -451 2,825
Percent of Open Interest Represented by Each Category of Trader
10.4 42.4 3.2 24.6 10.2 2.3 21.8 12.8 9.1 6.9 2.8 0.7 21.0 16.5
Number of Traders in Each Category Total Traders: 103
10 5 9 15 13 12 22 20 13 11 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 56,745
Positions
21,946 10,555 407 4,419 10,806 803 16,436 12,634 702 931 904 110 10,992 19,826
Changes from: August 13, 2019 Total Change is: 794
-381 2,452 3 1,663 -1,305 176 -4 -635 125 0 -14 27 -815 -35
Percent of Open Interest Represented by Each Category of Trader
38.7 18.6 0.7 7.8 19.0 1.4 29.0 22.3 1.2 1.6 1.6 0.2 19.4 34.9
Number of Traders in Each Category Total Traders: 48
. 7 4 6 8 . 10 11 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 302,136
Positions
161,152 5,764 8,408 43,034 126,705 9,406 26,261 65,174 22,995 30 10,161 2,751 28,099 50,772
Changes from: August 13, 2019 Total Change is: -3,586
1,843 -846 -542 -920 -1,718 -600 1,991 -2,410 -651 -1,430 -598 -546 -2,729 4,326
Percent of Open Interest Represented by Each Category of Trader
53.3 1.9 2.8 14.2 41.9 3.1 8.7 21.6 7.6 0.0 3.4 0.9 9.3 16.8
Number of Traders in Each Category Total Traders: 135
11 5 8 12 33 14 25 42 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 184,918
Positions
3,689 64,922 8,759 42,468 32,566 11,468 48,081 11,631 19,485 8,249 1,035 6,222 36,497 28,830
Changes from: August 13, 2019 Total Change is: -3,747
-1,571 7,322 1,455 -2,752 1,895 -1,311 -406 -9,894 -4,046 1,793 -73 698 2,393 207
Percent of Open Interest Represented by Each Category of Trader
2.0 35.1 4.7 23.0 17.6 6.2 26.0 6.3 10.5 4.5 0.6 3.4 19.7 15.6
Number of Traders in Each Category Total Traders: 116
. 11 9 25 18 15 31 20 20 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 613,127
Positions
38,593 135,960 18,997 337,978 167,097 32,818 25,151 127,412 44,402 17,860 11,927 9,068 88,259 65,445
Changes from: August 13, 2019 Total Change is: -698
-3,559 5,142 1,179 -4,608 1,099 -66 1,841 -10,587 2,977 111 1,486 1,458 -31 -3,385
Percent of Open Interest Represented by Each Category of Trader
6.3 22.2 3.1 55.1 27.3 5.4 4.1 20.8 7.2 2.9 1.9 1.5 14.4 10.7
Number of Traders in Each Category Total Traders: 291
18 14 17 83 45 48 27 60 27 23 20 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 27,654
Positions
584 9,919 0 9,998 3,744 2,619 517 4,463 7 0 589 2 13,927 6,311
Changes from: August 13, 2019 Total Change is: -538
-11 -60 0 -230 -1,012 878 0 -604 3 0 0 0 -1,178 257
Percent of Open Interest Represented by Each Category of Trader
2.1 35.9 0.0 36.2 13.5 9.5 1.9 16.1 0.0 0.0 2.1 0.0 50.4 22.8
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 August 20, 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 24,899
Positions
3,995 3,172 497 4,320 10,777 3,954 5,989 0 2 0 0 0 6,142 6,497
Changes from: August 13, 2019 Total Change is: -551
8 -71 -4 -32 -491 379 -237 -407 0 0 0 0 -665 43
Percent of Open Interest Represented by Each Category of Trader
16.0 12.7 2.0 17.4 43.3 15.9 24.1 0.0 0.0 0.0 0.0 0.0 24.7 26.1
Number of Traders in Each Category Total Traders: 21
. . . 5 9 8 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 185,430
Positions
88,009 8,602 3,740 13,586 54,362 3,979 30,292 56,216 12,399 22 2,445 1,464 31,938 42,222
Changes from: August 13, 2019 Total Change is: -5,549
-667 -291 5 137 -1,949 394 -4,105 -3,112 -380 13 324 626 -1,572 -1,165
Percent of Open Interest Represented by Each Category of Trader
47.5 4.6 2.0 7.3 29.3 2.1 16.3 30.3 6.7 0.0 1.3 0.8 17.2 22.8
Number of Traders in Each Category Total Traders: 92
8 6 7 11 19 10 16 27 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 65,031
Positions
1,960 49,157 0 53,029 0 103 7,149 12,989 99 610 1,228 0 2,081 1,455
Changes from: August 13, 2019 Total Change is: -1,023
1,477 -21 0 -974 0 -305 -1,336 -884 -206 231 26 0 90 367
Percent of Open Interest Represented by Each Category of Trader
3.0 75.6 0.0 81.5 0.0 0.2 11.0 20.0 0.2 0.9 1.9 0.0 3.2 2.2
Number of Traders in Each Category Total Traders: 37
. 6 0 8 0 . 10 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 198,616
Positions
1,834 138,892 848 103,171 8,887 1,106 81,063 28,124 1,511 2,801 15,439 219 6,063 3,590
Changes from: August 13, 2019 Total Change is: -14,765
-486 -17,322 -52 -15,789 -170 286 1,232 2,130 -12 -198 -1 197 56 179
Percent of Open Interest Represented by Each Category of Trader
0.9 69.9 0.4 51.9 4.5 0.6 40.8 14.2 0.8 1.4 7.8 0.1 3.1 1.8
Number of Traders in Each Category Total Traders: 149
. 9 . 28 8 4 50 33 11 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 40,933
Positions
1,400 8,459 0 3,391 21,342 0 33,110 8,946 13 996 633 0 2,023 1,540
Changes from: August 13, 2019 Total Change is: 10,586
0 430 0 319 9,275 0 10,515 594 -72 70 163 0 -246 196
Percent of Open Interest Represented by Each Category of Trader
3.4 20.7 0.0 8.3 52.1 0.0 80.9 21.9 0.0 2.4 1.5 0.0 4.9 3.8
Number of Traders in Each Category Total Traders: 43
. . 0 . 4 0 10 15 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 62,813
Positions
35,584 1,597 93 2,832 27,607 388 17,716 21,453 2,321 1,135 2,842 67 2,677 6,445
Changes from: August 13, 2019 Total Change is: 2,817
2,283 -3,474 83 -342 3,919 -25 852 2,103 54 -30 264 -69 12 -38
Percent of Open Interest Represented by Each Category of Trader
56.7 2.5 0.1 4.5 44.0 0.6 28.2 34.2 3.7 1.8 4.5 0.1 4.3 10.3
Number of Traders in Each Category Total Traders: 110
10 . . 6 22 . 22 33 11 6 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 16,895
Positions
3,521 4,153 0 8,054 2,064 180 4,544 7,973 16 113 296 0 467 2,213
Changes from: August 13, 2019 Total Change is: 893
911 0 0 -4,427 -211 180 4,165 735 15 113 20 0 -64 154
Percent of Open Interest Represented by Each Category of Trader
20.8 24.6 0.0 47.7 12.2 1.1 26.9 47.2 0.1 0.7 1.8 0.0 2.8 13.1
Number of Traders in Each Category Total Traders: 28
. . 0 4 . . . 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 41,554
Positions
6,693 25,933 1,352 11,610 2,003 732 12,176 1,628 576 1,224 1,298 0 7,190 8,032
Changes from: August 13, 2019 Total Change is: -4,583
900 -3,624 -21 -3,589 -106 131 -1,146 -480 -162 21 220 -64 -654 -478
Percent of Open Interest Represented by Each Category of Trader
16.1 62.4 3.3 27.9 4.8 1.8 29.3 3.9 1.4 2.9 3.1 0.0 17.3 19.3
Number of Traders in Each Category Total Traders: 90
10 20 5 15 7 4 20 8 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 83,108
Positions
13,386 51,866 2,705 23,220 4,005 1,464 24,351 3,256 1,153 2,449 2,596 0 14,380 16,064
Changes from: August 13, 2019 Total Change is: -9,166
1,799 -7,247 -42 -7,177 -212 262 -2,292 -960 -323 42 441 -128 -1,308 -957
Percent of Open Interest Represented by Each Category of Trader
16.1 62.4 3.3 27.9 4.8 1.8 29.3 3.9 1.4 2.9 3.1 0.0 17.3 19.3
Number of Traders in Each Category Total Traders: 90
10 20 5 15 7 4 20 8 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 39,445
Positions
0 32,434 265 28,667 0 521 510 1,634 0 0 1,404 0 9,482 3,187
Changes from: August 13, 2019 Total Change is: 3,334
0 678 0 -4,352 0 25 0 -169 0 0 60 0 7,661 2,740
Percent of Open Interest Represented by Each Category of Trader
0.0 82.2 0.7 72.7 0.0 1.3 1.3 4.1 0.0 0.0 3.6 0.0 24.0 8.1
Number of Traders in Each Category Total Traders: 23
0 7 . 11 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 786,490
Positions
52,451 98,411 48,574 280,422 149,704 68,920 30,756 73,411 176,437 18,784 63,577 18,830 91,316 88,628
Changes from: August 13, 2019 Total Change is: -1,358
5,326 -1,193 63 -5,033 13,781 1,243 1,920 -4,708 -6,272 525 -3,075 -3,069 3,938 1,871
Percent of Open Interest Represented by Each Category of Trader
6.7 12.5 6.2 35.7 19.0 8.8 3.9 9.3 22.4 2.4 8.1 2.4 11.6 11.3
Number of Traders in Each Category Total Traders: 623
35 37 50 156 107 130 68 116 100 47 57 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 60,560
Positions
7,785 11,292 1,630 3,428 1,060 2,004 5,843 4,180 13,914 41 81 769 25,146 25,630
Changes from: August 13, 2019 Total Change is: 1,380
1,686 -709 -27 -382 -126 799 -275 -515 -1,242 17 26 107 698 3,067
Percent of Open Interest Represented by Each Category of Trader
12.9 18.6 2.7 5.7 1.8 3.3 9.6 6.9 23.0 0.1 0.1 1.3 41.5 42.3
Number of Traders in Each Category Total Traders: 41
7 8 5 . . . 10 7 16 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 15,085
Positions
6,388 10,538 0 4,401 2,450 1,106 1,173 412 1 0 0 0 2,016 578
Changes from: August 13, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
42.3 69.9 0.0 29.2 16.2 7.3 7.8 2.7 0.0 0.0 0.0 0.0 13.4 3.8
Number of Traders in Each Category Total Traders: 21
4 7 0 5 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 7,949
Positions
2,567 7,004 1 2,927 0 45 613 229 0 0 0 0 1,796 670
Changes from: August 13, 2019 Total Change is: 103
46 443 0 -314 0 0 32 -202 0 0 0 0 339 -138
Percent of Open Interest Represented by Each Category of Trader
32.3 88.1 0.0 36.8 0.0 0.6 7.7 2.9 0.0 0.0 0.0 0.0 22.6 8.4
Number of Traders in Each Category Total Traders: 20
5 7 . 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 3,629,652
Positions
254,512 466,771 203,538 1,388,511 746,760 331,037 149,225 370,812 787,956 93,716 317,481 90,307 330,850 314,991
Changes from: August 13, 2019 Total Change is: -13,692
22,699 2,082 -4,049 -22,790 69,997 1,754 8,704 -23,236 -22,878 2,545 -15,503 -15,880 16,203 -5,980
Percent of Open Interest Represented by Each Category of Trader
7.0 12.9 5.6 38.3 20.6 9.1 4.1 10.2 21.7 2.6 8.7 2.5 9.1 8.7
Number of Traders in Each Category Total Traders: 609
36 34 48 157 105 129 65 113 94 43 56 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 17,592
Positions
6,672 12,746 0 7,397 0 742 524 1,043 0 0 322 0 2,257 2,739
Changes from: August 13, 2019 Total Change is: -274
0 -257 0 -367 0 0 292 206 0 0 20 0 -199 -243
Percent of Open Interest Represented by Each Category of Trader
37.9 72.5 0.0 42.0 0.0 4.2 3.0 5.9 0.0 0.0 1.8 0.0 12.8 15.6
Number of Traders in Each Category Total Traders: 20
. 7 0 5 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 19,646
Positions
5,741 14,058 0 11,717 0 0 216 905 0 0 0 0 1,972 4,683
Changes from: August 13, 2019 Total Change is: 980
1,103 585 0 -17 0 0 -209 274 0 0 0 0 103 121
Percent of Open Interest Represented by Each Category of Trader
29.2 71.6 0.0 59.6 0.0 0.0 1.1 4.6 0.0 0.0 0.0 0.0 10.0 23.8
Number of Traders in Each Category Total Traders: 20
4 6 0 6 0 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 15,354
Positions
8,213 5,499 0 2,825 8,181 832 1,105 0 1 0 0 0 2,378 841
Changes from: August 13, 2019 Total Change is: 91
238 -77 0 45 276 -242 -108 0 0 0 0 0 158 134
Percent of Open Interest Represented by Each Category of Trader
53.5 35.8 0.0 18.4 53.3 5.4 7.2 0.0 0.0 0.0 0.0 0.0 15.5 5.5
Number of Traders in Each Category Total Traders: 25
6 7 0 . 5 . 4 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 68,327
Positions
9,367 11,638 602 44,244 39,278 2,496 1,716 2,094 385 0 7,816 0 9,517 4,018
Changes from: August 13, 2019 Total Change is: -1,251
413 208 -123 -1,227 479 46 67 -1,907 48 0 0 0 -475 -2
Percent of Open Interest Represented by Each Category of Trader
13.7 17.0 0.9 64.8 57.5 3.7 2.5 3.1 0.6 0.0 11.4 0.0 13.9 5.9
Number of Traders in Each Category Total Traders: 76
6 7 . 34 18 11 4 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 42,974
Positions
8,887 7,237 616 16,509 7,247 1,196 3,738 10,691 4,466 791 2,439 160 6,612 8,923
Changes from: August 13, 2019 Total Change is: -748
1,258 -1,336 20 -786 191 108 -895 1,174 -337 128 -619 -82 -162 134
Percent of Open Interest Represented by Each Category of Trader
20.7 16.8 1.4 38.4 16.9 2.8 8.7 24.9 10.4 1.8 5.7 0.4 15.4 20.8
Number of Traders in Each Category Total Traders: 252
23 24 8 54 35 25 20 59 27 14 23 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 214,868
Positions
44,433 36,183 3,079 82,543 36,237 5,978 18,690 53,453 22,328 3,957 12,194 799 33,062 44,617
Changes from: August 13, 2019 Total Change is: -3,742
6,288 -6,678 98 -3,929 955 538 -4,474 5,869 -1,684 640 -3,097 -411 -808 668
Percent of Open Interest Represented by Each Category of Trader
20.7 16.8 1.4 38.4 16.9 2.8 8.7 24.9 10.4 1.8 5.7 0.4 15.4 20.8
Number of Traders in Each Category Total Traders: 252
23 24 8 54 35 25 20 59 27 14 23 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 458,080
Positions
97,970 37,458 11,038 213,139 236,573 33,444 63,222 76,661 9,685 10,538 30,640 208 18,836 22,372
Changes from: August 13, 2019 Total Change is: 2,822
1,021 -2,968 1,651 -2,933 6,464 -241 10,106 3,179 -6,348 521 -1,011 200 -1,156 1,895
Percent of Open Interest Represented by Each Category of Trader
21.4 8.2 2.4 46.5 51.6 7.3 13.8 16.7 2.1 2.3 6.7 0.0 4.1 4.9
Number of Traders in Each Category Total Traders: 300
25 19 9 74 62 42 42 52 24 9 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 30,898
Positions
4,316 3,799 112 10,486 667 40 8,104 20,893 1,077 1,500 0 0 5,263 4,310
Changes from: August 13, 2019 Total Change is: 2,062
2,142 0 -217 -953 77 11 1,114 1,513 4 -322 0 0 283 674
Percent of Open Interest Represented by Each Category of Trader
14.0 12.3 0.4 33.9 2.2 0.1 26.2 67.6 3.5 4.9 0.0 0.0 17.0 13.9
Number of Traders in Each Category Total Traders: 34
6 . . 13 . . 5 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 58,818
Positions
4,967 16,219 50 14,207 16,159 944 26,809 16,371 1,926 1,145 1,446 0 8,770 5,703
Changes from: August 13, 2019 Total Change is: 1,615
-1,443 1,933 -117 810 -465 120 1,101 6,881 -172 0 167 0 1,316 -6,732
Percent of Open Interest Represented by Each Category of Trader
8.4 27.6 0.1 24.2 27.5 1.6 45.6 27.8 3.3 1.9 2.5 0.0 14.9 9.7
Number of Traders in Each Category Total Traders: 80
7 10 . 14 10 10 14 19 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 343,167
Positions
33,316 172,245 2,154 243,515 117,634 31,070 23,565 7,831 321 1,065 6,264 0 8,161 5,648
Changes from: August 13, 2019 Total Change is: -4,473
-4,307 -14,604 695 -8,457 8,638 4,520 3,242 124 -55 0 -2,046 0 -111 -1,745
Percent of Open Interest Represented by Each Category of Trader
9.7 50.2 0.6 71.0 34.3 9.1 6.9 2.3 0.1 0.3 1.8 0.0 2.4 1.6
Number of Traders in Each Category Total Traders: 172
11 13 6 67 41 32 21 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,244,209
Positions
102,245 658,435 2,969 830,754 385,815 115,248 117,491 41,553 3,142 34,681 13,723 5,474 32,205 17,850
Changes from: August 13, 2019 Total Change is: 1,053
5,315 -44,363 -393 -27,313 30,567 8,260 7,353 11,962 -878 8,519 -29 46 144 -4,119
Percent of Open Interest Represented by Each Category of Trader
8.2 52.9 0.2 66.8 31.0 9.3 9.4 3.3 0.3 2.8 1.1 0.4 2.6 1.4
Number of Traders in Each Category Total Traders: 422
28 20 7 158 89 93 52 35 17 27 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 116,556
Positions
45,212 68,031 47,134 5,907 420 560 15,862 0 306 1,550 0 0 25 105
Changes from: August 13, 2019 Total Change is: -2,241
-800 -257 -1,984 3 0 0 540 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.8 58.4 40.4 5.1 0.4 0.5 13.6 0.0 0.3 1.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 18 10 5 . . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 1,360,910
Positions
4,723 128,307 57,025 416,522 259,087 270,162 75,595 167,921 260,440 65,126 32,766 15,857 195,460 169,347
Changes from: August 13, 2019 Total Change is: 47,425
-471 3,005 12,312 -18,755 -29,470 9,047 -805 -3,517 34,722 5,245 351 2,136 3,993 18,839
Percent of Open Interest Represented by Each Category of Trader
0.3 9.4 4.2 30.6 19.0 19.9 5.6 12.3 19.1 4.8 2.4 1.2 14.4 12.4
Number of Traders in Each Category Total Traders: 197
10 18 24 59 30 55 31 31 45 13 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 1,215,454
Positions
18,542 166,606 6,123 698,797 27,932 179,323 26,381 668,861 59,309 39,573 10,424 0 187,405 96,876
Changes from: August 13, 2019 Total Change is: -10,321
5,093 -40,656 -1,006 -46,154 2,878 8,224 -2,109 -13,538 20,744 -1,623 5,043 0 6,509 7,990
Percent of Open Interest Represented by Each Category of Trader
1.5 13.7 0.5 57.5 2.3 14.8 2.2 55.0 4.9 3.3 0.9 0.0 15.4 8.0
Number of Traders in Each Category Total Traders: 133
. 12 5 67 12 54 10 25 20 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 3,994,388
Positions
163,795 279,755 57,288 1,858,532 609,995 204,200 647,783 2,180,522 350,079 474,593 176,047 8,737 229,380 127,765
Changes from: August 13, 2019 Total Change is: -58,507
3,711 26,893 -7,050 -65,518 -35,678 693 5,086 3,159 -38,216 32,635 -4,134 1,113 9,039 -5,287
Percent of Open Interest Represented by Each Category of Trader
4.1 7.0 1.4 46.5 15.3 5.1 16.2 54.6 8.8 11.9 4.4 0.2 5.7 3.2
Number of Traders in Each Category Total Traders: 369
26 29 22 121 31 77 57 62 55 26 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 5,307,944
Positions
179,054 293,189 381,904 1,716,499 734,860 1,066,083 292,045 1,190,748 869,768 245,250 271,448 68,456 488,884 431,488
Changes from: August 13, 2019 Total Change is: 196,993
-15,741 33,433 80,139 2,842 10,834 75,590 -14,932 -84,314 70,953 5,636 2,929 6,010 -13,505 1,420
Percent of Open Interest Represented by Each Category of Trader
3.4 5.5 7.2 32.3 13.8 20.1 5.5 22.4 16.4 4.6 5.1 1.3 9.2 8.1
Number of Traders in Each Category Total Traders: 421
27 39 50 102 67 113 71 59 89 31 25 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 799,512
Positions
74,461 54,646 3,413 316,232 253,104 127,585 93,896 172,893 10,818 54,947 19,497 0 118,160 157,556
Changes from: August 13, 2019 Total Change is: 2,374
26,425 2,009 2,056 -16,594 -27,363 6,875 -14,904 24,054 166 0 231 0 -1,650 -5,654
Percent of Open Interest Represented by Each Category of Trader
9.3 6.8 0.4 39.6 31.7 16.0 11.7 21.6 1.4 6.9 2.4 0.0 14.8 19.7
Number of Traders in Each Category Total Traders: 112
5 11 . 31 30 41 11 19 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 5,208,586
Positions
90,139 436,855 223,871 1,981,192 745,722 985,617 394,766 1,436,120 697,522 398,823 234,798 45,085 391,572 402,996
Changes from: August 13, 2019 Total Change is: 91,754
-5,462 37,579 10,372 -29,566 -1,958 -9,491 9,236 -108,680 78,983 -7,870 -17,149 20,195 25,355 81,902
Percent of Open Interest Represented by Each Category of Trader
1.7 8.4 4.3 38.0 14.3 18.9 7.6 27.6 13.4 7.7 4.5 0.9 7.5 7.7
Number of Traders in Each Category Total Traders: 339
16 38 31 91 50 84 39 69 69 19 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,926,985
Positions
429,044 306,762 644,166 15,331 52,931 43,023 249,638 404,056 395,970 98,809 22,971 9,838 41,165 47,268
Changes from: August 13, 2019 Total Change is: 67,665
-14,315 17,513 16,246 4,979 15,956 -525 18,435 -19,911 41,742 1,014 -158 481 -393 -3,679
Percent of Open Interest Represented by Each Category of Trader
22.3 15.9 33.4 0.8 2.7 2.2 13.0 21.0 20.5 5.1 1.2 0.5 2.1 2.5
Number of Traders in Each Category Total Traders: 157
30 33 48 . 5 4 34 36 56 9 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 is30,059,933
Positions
2,675,262 1,668,984 5,963,857 472,307 2,526,640 1,611,273 1,625,481 414,847 16,558,406 128,227 139,150 232,871 792,247 943,904
Changes from: August 13, 2019 Total Change is: -87,477
40,187 -6,101 -92,008 -4,350 -45,044 -39,595 -213,269 -64,103 239,824 3,373 -5,345 -9,183 -12,455 -65,921
Percent of Open Interest Represented by Each Category of Trader
8.9 5.6 19.8 1.6 8.4 5.4 5.4 1.4 55.1 0.4 0.5 0.8 2.6 3.1
Number of Traders in Each Category Total Traders: 305
34 45 71 18 25 29 70 66 115 21 21 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 104,687
Positions
9,137 44,657 11,994 9,073 1,824 114 42,312 13,769 29,627 305 799 948 1,177 955
Changes from: August 13, 2019 Total Change is: 6,579
5,184 5,710 -1,723 232 0 9 3,204 2,591 -478 -16 134 13 154 323
Percent of Open Interest Represented by Each Category of Trader
8.7 42.7 11.5 8.7 1.7 0.1 40.4 13.2 28.3 0.3 0.8 0.9 1.1 0.9
Number of Traders in Each Category Total Traders: 47
. 12 9 . . . 9 15 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 136,741
Positions
27,871 16,707 14,059 2,265 13,981 10,194 54,762 55,085 25,656 1,018 162 519 397 378
Changes from: August 13, 2019 Total Change is: 12,187
3,450 -300 363 0 -3,654 2,972 7,192 15,206 -2,686 416 -151 284 196 153
Percent of Open Interest Represented by Each Category of Trader
20.4 12.2 10.3 1.7 10.2 7.5 40.0 40.3 18.8 0.7 0.1 0.4 0.3 0.3
Number of Traders in Each Category Total Traders: 70
11 9 13 . . . 15 24 27 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 26,943
Positions
80 15,424 0 1,266 4,190 0 20,589 4,502 67 4,908 1,152 0 33 1,608
Changes from: August 13, 2019 Total Change is: 343
0 98 0 12 114 0 487 276 0 -165 -50 0 9 -95
Percent of Open Interest Represented by Each Category of Trader
0.3 57.2 0.0 4.7 15.6 0.0 76.4 16.7 0.2 18.2 4.3 0.0 0.1 6.0
Number of Traders in Each Category Total Traders: 30
. 4 0 . 9 0 . 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 9,684
Positions
4,138 2,711 0 1,182 1,437 0 4,312 3,228 0 0 207 0 52 2,101
Changes from: August 13, 2019 Total Change is: -57
-19 -147 0 0 -73 0 -56 130 0 0 0 0 18 33
Percent of Open Interest Represented by Each Category of Trader
42.7 28.0 0.0 12.2 14.8 0.0 44.5 33.3 0.0 0.0 2.1 0.0 0.5 21.7
Number of Traders in Each Category Total Traders: 26
. . 0 . 8 0 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 48,848
Positions
17,746 312 16,597 0 160 0 0 13,175 12,729 30 4,085 1,746 0 44
Changes from: August 13, 2019 Total Change is: -96
-90 0 0 0 40 0 0 -167 0 0 0 0 -6 31
Percent of Open Interest Represented by Each Category of Trader
36.3 0.6 34.0 0.0 0.3 0.0 0.0 27.0 26.1 0.1 8.4 3.6 0.0 0.1
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 0 11 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 4,485
Positions
0 50 0 266 224 5 1,836 2,209 13 463 1,350 206 1,696 428
Changes from: August 13, 2019 Total Change is: -244
0 0 0 44 0 5 -166 -271 -7 -184 4 116 -52 -91
Percent of Open Interest Represented by Each Category of Trader
0.0 1.1 0.0 5.9 5.0 0.1 40.9 49.3 0.3 10.3 30.1 4.6 37.8 9.5
Number of Traders in Each Category Total Traders: 43
0 . 0 4 . . 10 12 . 9 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 56,112
Positions
603 29,364 0 26,627 2,323 474 20,945 19,546 1,572 1,728 779 179 3,984 1,876
Changes from: August 13, 2019 Total Change is: 1,086
0 107 0 1,620 5 -1 -962 1,369 -631 535 31 4 521 202
Percent of Open Interest Represented by Each Category of Trader
1.1 52.3 0.0 47.5 4.1 0.8 37.3 34.8 2.8 3.1 1.4 0.3 7.1 3.3
Number of Traders in Each Category Total Traders: 97
. . 0 15 6 . 32 18 11 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 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 399,983
Positions
76,912 30,717 26,993 128,666 67,845 18,887 34,070 140,377 71,497 8,654 4,567 12,493 21,811 26,607
Changes from: August 13, 2019 Total Change is: -4,207
-3,913 6,537 4,891 -9,405 749 -2,335 1,500 -17,615 5,996 494 -702 -717 -718 -1,011
Percent of Open Interest Represented by Each Category of Trader
19.2 7.7 6.7 32.2 17.0 4.7 8.5 35.1 17.9 2.2 1.1 3.1 5.5 6.7
Number of Traders in Each Category Total Traders: 202
14 16 20 31 24 25 29 58 53 9 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 20, 2019
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 26,402
Positions
2,906 648 1,236 7,763 14,224 2,631 10,670 7,232 101 920 293 0 175 37
Changes from: August 13, 2019 Total Change is: -1,332
-510 104 -104 -609 -437 -90 -30 -826 0 2 31 0 9 -10
Percent of Open Interest Represented by Each Category of Trader
11.0 2.5 4.7 29.4 53.9 10.0 40.4 27.4 0.4 3.5 1.1 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 46
. . . 9 6 . 4 8 . 12 . 0
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Updated August 23, 2019