Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 170,081
Positions
20,817 70,591 4,470 41,279 20,685 3,961 37,673 24,364 13,825 11,383 4,110 12 36,661 28,063
Changes from: August 20, 2019 Total Change is: 1,625
3,234 -863 -841 -162 3,482 136 972 2,753 -1,503 -274 -656 -1,225 1,289 343
Percent of Open Interest Represented by Each Category of Trader
12.2 41.5 2.6 24.3 12.2 2.3 22.1 14.3 8.1 6.7 2.4 0.0 21.6 16.5
Number of Traders in Each Category Total Traders: 101
10 5 9 15 14 12 19 21 14 11 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 57,128
Positions
22,089 8,438 467 3,551 12,800 1,037 17,298 10,916 1,281 931 924 94 10,380 21,172
Changes from: August 20, 2019 Total Change is: 383
143 -2,117 60 -868 1,994 234 862 -1,718 579 0 20 -15 -612 1,346
Percent of Open Interest Represented by Each Category of Trader
38.7 14.8 0.8 6.2 22.4 1.8 30.3 19.1 2.2 1.6 1.6 0.2 18.2 37.1
Number of Traders in Each Category Total Traders: 47
. 5 4 6 9 5 9 12 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 302,954
Positions
164,109 4,753 9,763 43,845 123,425 9,292 24,665 67,195 26,665 0 10,268 134 24,481 51,458
Changes from: August 20, 2019 Total Change is: 818
2,957 -1,011 1,355 811 -3,280 -114 -1,596 2,021 3,669 -29 108 -2,617 -3,618 686
Percent of Open Interest Represented by Each Category of Trader
54.2 1.6 3.2 14.5 40.7 3.1 8.1 22.2 8.8 0.0 3.4 0.0 8.1 17.0
Number of Traders in Each Category Total Traders: 137
11 5 9 11 34 15 25 45 21 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 192,721
Positions
4,002 59,152 10,983 41,089 34,280 12,090 53,295 17,995 25,849 8,260 1,870 448 36,705 30,054
Changes from: August 20, 2019 Total Change is: 7,803
313 -5,769 2,224 -1,379 1,714 623 5,214 6,364 6,364 12 835 -5,774 208 1,223
Percent of Open Interest Represented by Each Category of Trader
2.1 30.7 5.7 21.3 17.8 6.3 27.7 9.3 13.4 4.3 1.0 0.2 19.0 15.6
Number of Traders in Each Category Total Traders: 121
. 12 10 23 19 16 32 24 20 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 600,158
Positions
39,774 122,691 22,464 314,852 164,652 34,810 26,620 124,138 52,502 18,272 11,902 2,420 88,445 64,580
Changes from: August 20, 2019 Total Change is: -12,969
1,180 -13,269 3,467 -23,126 -2,445 1,992 1,469 -3,274 8,099 412 -25 -6,648 186 -865
Percent of Open Interest Represented by Each Category of Trader
6.6 20.4 3.7 52.5 27.4 5.8 4.4 20.7 8.7 3.0 2.0 0.4 14.7 10.8
Number of Traders in Each Category Total Traders: 282
19 12 17 83 43 48 30 53 27 24 17 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 27,232
Positions
587 9,963 0 10,107 3,726 2,651 522 4,036 0 0 589 2 13,363 6,265
Changes from: August 20, 2019 Total Change is: -422
3 44 0 109 -18 32 5 -427 -7 0 0 0 -564 -46
Percent of Open Interest Represented by Each Category of Trader
2.2 36.6 0.0 37.1 13.7 9.7 1.9 14.8 0.0 0.0 2.2 0.0 49.1 23.0
Number of Traders in Each Category Total Traders: 24
. . 0 13 4 9 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 24,455
Positions
4,035 3,075 498 4,323 10,585 3,837 5,598 0 13 0 0 0 6,151 6,447
Changes from: August 20, 2019 Total Change is: -444
40 -97 1 3 -192 -117 -391 0 11 0 0 0 9 -50
Percent of Open Interest Represented by Each Category of Trader
16.5 12.6 2.0 17.7 43.3 15.7 22.9 0.0 0.1 0.0 0.0 0.0 25.2 26.4
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 27, 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 182,881
Positions
86,170 7,561 3,764 13,738 55,463 3,905 30,222 53,670 11,723 32 2,307 240 33,087 44,247
Changes from: August 20, 2019 Total Change is: -2,549
-1,839 -1,041 24 152 1,101 -74 -71 -2,546 -676 9 -138 -1,224 1,149 2,025
Percent of Open Interest Represented by Each Category of Trader
47.1 4.1 2.1 7.5 30.3 2.1 16.5 29.3 6.4 0.0 1.3 0.1 18.1 24.2
Number of Traders in Each Category Total Traders: 96
8 5 6 11 20 10 19 29 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 65,164
Positions
2,124 49,194 0 51,841 0 160 8,501 12,559 426 440 1,523 0 1,672 1,302
Changes from: August 20, 2019 Total Change is: 133
164 37 0 -1,188 0 57 1,352 -430 327 -170 295 0 -409 -153
Percent of Open Interest Represented by Each Category of Trader
3.3 75.5 0.0 79.6 0.0 0.2 13.0 19.3 0.7 0.7 2.3 0.0 2.6 2.0
Number of Traders in Each Category Total Traders: 39
. 6 0 8 0 . 11 8 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 190,351
Positions
3,128 129,730 1,200 101,084 9,253 1,450 73,295 27,719 1,940 1,974 15,254 15 6,266 3,791
Changes from: August 20, 2019 Total Change is: -8,265
1,294 -9,162 352 -2,087 366 344 -7,768 -405 428 -827 -185 -204 203 201
Percent of Open Interest Represented by Each Category of Trader
1.6 68.2 0.6 53.1 4.9 0.8 38.5 14.6 1.0 1.0 8.0 0.0 3.3 2.0
Number of Traders in Each Category Total Traders: 146
5 8 . 24 11 5 46 35 13 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 70,744
Positions
1,600 8,757 22,857 2,842 27,292 0 39,744 8,737 293 733 913 100 2,575 1,795
Changes from: August 20, 2019 Total Change is: 29,811
200 298 22,857 -549 5,950 0 6,634 -209 280 -263 280 100 552 255
Percent of Open Interest Represented by Each Category of Trader
2.3 12.4 32.3 4.0 38.6 0.0 56.2 12.4 0.4 1.0 1.3 0.1 3.6 2.5
Number of Traders in Each Category Total Traders: 47
. . . . 5 0 11 16 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 64,711
Positions
37,354 0 91 3,349 28,509 484 16,961 25,662 1,013 985 2,792 14 4,459 6,146
Changes from: August 20, 2019 Total Change is: 1,898
1,770 -1,597 -2 517 902 96 -755 4,209 -1,308 -150 -50 -53 1,782 -299
Percent of Open Interest Represented by Each Category of Trader
57.7 0.0 0.1 5.2 44.1 0.7 26.2 39.7 1.6 1.5 4.3 0.0 6.9 9.5
Number of Traders in Each Category Total Traders: 110
11 0 . 7 25 . 21 32 9 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 15,108
Positions
3,351 4,097 0 5,764 2,309 250 5,205 6,077 27 0 156 0 511 2,192
Changes from: August 20, 2019 Total Change is: -1,787
-170 -56 0 -2,290 245 70 661 -1,896 11 -113 -140 0 44 -21
Percent of Open Interest Represented by Each Category of Trader
22.2 27.1 0.0 38.2 15.3 1.7 34.5 40.2 0.2 0.0 1.0 0.0 3.4 14.5
Number of Traders in Each Category Total Traders: 28
. . 0 . 5 . 4 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 40,645
Positions
6,892 25,029 936 11,047 1,806 637 12,191 1,824 495 1,206 1,093 0 7,241 8,825
Changes from: August 20, 2019 Total Change is: -910
199 -904 -417 -563 -197 -96 16 196 -82 -18 -205 0 51 793
Percent of Open Interest Represented by Each Category of Trader
17.0 61.6 2.3 27.2 4.4 1.6 30.0 4.5 1.2 3.0 2.7 0.0 17.8 21.7
Number of Traders in Each Category Total Traders: 85
11 19 5 14 5 4 19 9 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 81,289
Positions
13,783 50,058 1,871 22,094 3,612 1,273 24,383 3,649 990 2,413 2,186 0 14,482 17,650
Changes from: August 20, 2019 Total Change is: -1,819
397 -1,808 -833 -1,126 -393 -191 31 393 -163 -36 -410 0 102 1,586
Percent of Open Interest Represented by Each Category of Trader
17.0 61.6 2.3 27.2 4.4 1.6 30.0 4.5 1.2 3.0 2.7 0.0 17.8 21.7
Number of Traders in Each Category Total Traders: 85
11 19 5 14 5 4 19 9 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 39,017
Positions
0 33,800 265 34,504 0 555 510 1,672 0 1,000 1,404 0 2,183 1,321
Changes from: August 20, 2019 Total Change is: -428
0 1,366 0 5,837 0 34 0 38 0 1,000 0 0 -7,299 -1,866
Percent of Open Interest Represented by Each Category of Trader
0.0 86.6 0.7 88.4 0.0 1.4 1.3 4.3 0.0 2.6 3.6 0.0 5.6 3.4
Number of Traders in Each Category Total Traders: 24
0 7 . 11 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 805,368
Positions
51,939 92,934 50,156 284,007 143,136 71,708 28,926 78,425 186,781 19,146 65,325 23,754 88,951 93,149
Changes from: August 20, 2019 Total Change is: 18,878
-513 -5,477 1,582 3,585 -6,567 2,789 -1,830 5,014 10,345 362 1,748 4,924 -2,366 4,521
Percent of Open Interest Represented by Each Category of Trader
6.4 11.5 6.2 35.3 17.8 8.9 3.6 9.7 23.2 2.4 8.1 2.9 11.0 11.6
Number of Traders in Each Category Total Traders: 629
34 39 53 154 107 128 70 113 106 50 61 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 63,481
Positions
9,735 11,351 1,783 4,377 1,145 1,526 6,116 5,593 14,034 44 122 904 24,962 27,024
Changes from: August 20, 2019 Total Change is: 2,921
1,951 58 153 949 85 -478 272 1,413 120 3 41 135 -184 1,394
Percent of Open Interest Represented by Each Category of Trader
15.3 17.9 2.8 6.9 1.8 2.4 9.6 8.8 22.1 0.1 0.2 1.4 39.3 42.6
Number of Traders in Each Category Total Traders: 46
8 9 6 . . . 8 9 16 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 15,088
Positions
6,421 10,547 0 4,414 2,450 1,106 1,183 412 1 0 0 0 1,963 572
Changes from: August 20, 2019 Total Change is: 3
33 9 0 13 0 0 10 0 0 0 0 0 -53 -6
Percent of Open Interest Represented by Each Category of Trader
42.6 69.9 0.0 29.3 16.2 7.3 7.8 2.7 0.0 0.0 0.0 0.0 13.0 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 27, 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 8,331
Positions
2,572 6,997 0 2,930 0 45 953 457 0 0 0 0 1,831 832
Changes from: August 20, 2019 Total Change is: 382
5 -7 -1 3 0 0 340 228 0 0 0 0 35 162
Percent of Open Interest Represented by Each Category of Trader
30.9 84.0 0.0 35.2 0.0 0.5 11.4 5.5 0.0 0.0 0.0 0.0 22.0 10.0
Number of Traders in Each Category Total Traders: 22
5 7 0 5 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 3,709,437
Positions
256,428 453,328 196,452 1,406,109 717,914 342,952 147,763 397,869 830,028 95,512 326,015 114,251 319,942 330,627
Changes from: August 20, 2019 Total Change is: 79,785
1,916 -13,443 -7,086 17,598 -28,846 11,916 -1,462 27,058 42,072 1,796 8,534 23,944 -10,909 15,636
Percent of Open Interest Represented by Each Category of Trader
6.9 12.2 5.3 37.9 19.4 9.2 4.0 10.7 22.4 2.6 8.8 3.1 8.6 8.9
Number of Traders in Each Category Total Traders: 617
35 38 48 155 105 127 68 110 100 46 59 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 21,313
Positions
5,741 14,048 0 12,805 0 0 216 889 3 0 0 0 2,548 6,373
Changes from: August 20, 2019 Total Change is: 1,667
0 -10 0 1,088 0 0 0 -16 3 0 0 0 576 1,690
Percent of Open Interest Represented by Each Category of Trader
26.9 65.9 0.0 60.1 0.0 0.0 1.0 4.2 0.0 0.0 0.0 0.0 12.0 29.9
Number of Traders in Each Category Total Traders: 20
4 6 0 6 0 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 14,707
Positions
7,950 5,159 0 2,845 7,431 834 631 0 0 0 0 0 2,447 1,283
Changes from: August 20, 2019 Total Change is: -647
-263 -340 0 20 -750 2 -474 0 -1 0 0 0 69 442
Percent of Open Interest Represented by Each Category of Trader
54.1 35.1 0.0 19.3 50.5 5.7 4.3 0.0 0.0 0.0 0.0 0.0 16.6 8.7
Number of Traders in Each Category Total Traders: 22
5 8 0 . 4 . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 69,981
Positions
10,725 12,202 611 44,285 40,006 2,506 2,272 1,817 8 0 8,604 0 9,574 4,227
Changes from: August 20, 2019 Total Change is: 1,654
1,358 564 9 41 728 10 556 -277 -377 0 788 0 57 209
Percent of Open Interest Represented by Each Category of Trader
15.3 17.4 0.9 63.3 57.2 3.6 3.2 2.6 0.0 0.0 12.3 0.0 13.7 6.0
Number of Traders in Each Category Total Traders: 79
7 8 . 33 20 12 6 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 44,556
Positions
9,846 7,431 687 16,729 8,108 1,161 3,876 10,510 4,542 671 2,345 192 6,853 9,581
Changes from: August 20, 2019 Total Change is: 1,583
959 194 71 220 860 -35 138 -180 76 -120 -94 32 241 658
Percent of Open Interest Represented by Each Category of Trader
22.1 16.7 1.5 37.5 18.2 2.6 8.7 23.6 10.2 1.5 5.3 0.4 15.4 21.5
Number of Traders in Each Category Total Traders: 250
22 20 7 53 34 30 23 63 29 11 24 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 222,781
Positions
49,229 37,153 3,435 83,644 40,538 5,805 19,379 52,552 22,710 3,355 11,725 958 34,266 47,906
Changes from: August 20, 2019 Total Change is: 7,913
4,796 971 356 1,101 4,301 -173 689 -901 382 -602 -470 159 1,205 3,289
Percent of Open Interest Represented by Each Category of Trader
22.1 16.7 1.5 37.5 18.2 2.6 8.7 23.6 10.2 1.5 5.3 0.4 15.4 21.5
Number of Traders in Each Category Total Traders: 250
22 20 7 53 34 30 23 63 29 11 24 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 476,614
Positions
107,540 37,966 12,644 216,395 245,975 33,443 65,240 82,076 11,429 9,147 28,837 8 20,769 24,236
Changes from: August 20, 2019 Total Change is: 18,534
9,570 508 1,606 3,256 9,402 -1 2,018 5,416 1,743 -1,391 -1,803 -200 1,933 1,863
Percent of Open Interest Represented by Each Category of Trader
22.6 8.0 2.7 45.4 51.6 7.0 13.7 17.2 2.4 1.9 6.1 0.0 4.4 5.1
Number of Traders in Each Category Total Traders: 297
23 18 8 71 65 48 41 56 23 8 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 30,963
Positions
3,516 3,799 339 10,473 667 45 7,979 20,786 810 1,666 0 0 6,135 4,517
Changes from: August 20, 2019 Total Change is: 65
-800 0 227 -13 0 5 -125 -107 -267 166 0 0 872 207
Percent of Open Interest Represented by Each Category of Trader
11.4 12.3 1.1 33.8 2.2 0.1 25.8 67.1 2.6 5.4 0.0 0.0 19.8 14.6
Number of Traders in Each Category Total Traders: 32
5 . . 13 . . 5 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 57,093
Positions
5,653 15,386 280 13,687 18,214 809 27,216 13,583 1,080 1,245 1,403 0 7,123 6,338
Changes from: August 20, 2019 Total Change is: -1,725
686 -833 230 -520 2,055 -135 407 -2,788 -846 100 -43 0 -1,647 635
Percent of Open Interest Represented by Each Category of Trader
9.9 26.9 0.5 24.0 31.9 1.4 47.7 23.8 1.9 2.2 2.5 0.0 12.5 11.1
Number of Traders in Each Category Total Traders: 72
10 8 . 14 9 9 14 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 340,115
Positions
43,204 159,052 2,375 233,262 130,277 28,497 22,617 7,068 827 1,067 6,264 0 8,266 5,755
Changes from: August 20, 2019 Total Change is: -3,052
9,888 -13,193 221 -10,253 12,643 -2,573 -948 -763 506 2 0 0 105 107
Percent of Open Interest Represented by Each Category of Trader
12.7 46.8 0.7 68.6 38.3 8.4 6.6 2.1 0.2 0.3 1.8 0.0 2.4 1.7
Number of Traders in Each Category Total Traders: 172
13 12 5 65 41 32 19 15 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 1,186,104
Positions
85,388 593,174 3,797 800,868 371,670 121,187 101,169 38,493 2,880 34,345 29,136 5,273 31,197 20,494
Changes from: August 20, 2019 Total Change is: -58,105
-16,857 -65,261 828 -29,886 -14,145 5,939 -16,322 -3,060 -262 -336 15,413 -201 -1,008 2,644
Percent of Open Interest Represented by Each Category of Trader
7.2 50.0 0.3 67.5 31.3 10.2 8.5 3.2 0.2 2.9 2.5 0.4 2.6 1.7
Number of Traders in Each Category Total Traders: 432
29 21 7 161 91 95 52 35 16 27 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 117,277
Positions
45,163 68,355 47,566 5,907 420 560 16,200 0 306 1,550 0 0 25 70
Changes from: August 20, 2019 Total Change is: 721
-49 324 432 0 0 0 338 0 0 0 0 0 0 -35
Percent of Open Interest Represented by Each Category of Trader
38.5 58.3 40.6 5.0 0.4 0.5 13.8 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 27, 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 1,206,777
Positions
3,503 118,951 44,223 419,596 248,338 214,871 69,514 185,176 169,095 66,500 34,304 9,475 210,000 182,344
Changes from: August 20, 2019 Total Change is: -154,133
-1,220 -9,356 -12,802 3,074 -10,749 -55,291 -6,081 17,255 -91,345 1,373 1,539 -6,381 14,540 12,997
Percent of Open Interest Represented by Each Category of Trader
0.3 9.9 3.7 34.8 20.6 17.8 5.8 15.3 14.0 5.5 2.8 0.8 17.4 15.1
Number of Traders in Each Category Total Traders: 194
6 16 15 60 28 55 27 36 45 13 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 1,225,332
Positions
23,198 142,778 15,596 665,711 37,828 193,460 23,741 643,616 59,677 38,919 13,284 0 205,030 119,093
Changes from: August 20, 2019 Total Change is: 9,878
4,656 -23,828 9,473 -33,086 9,896 14,137 -2,640 -25,245 368 -654 2,860 0 17,624 22,217
Percent of Open Interest Represented by Each Category of Trader
1.9 11.7 1.3 54.3 3.1 15.8 1.9 52.5 4.9 3.2 1.1 0.0 16.7 9.7
Number of Traders in Each Category Total Traders: 122
. 9 6 63 10 55 9 24 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 3,732,119
Positions
178,372 284,319 39,067 1,686,945 494,064 241,639 589,200 2,049,962 231,979 458,170 162,060 9,847 296,901 219,182
Changes from: August 20, 2019 Total Change is: -262,269
14,576 4,564 -18,221 -171,587 -115,931 37,439 -58,583 -130,560 -118,099 -16,423 -13,987 1,109 67,520 91,417
Percent of Open Interest Represented by Each Category of Trader
4.8 7.6 1.0 45.2 13.2 6.5 15.8 54.9 6.2 12.3 4.3 0.3 8.0 5.9
Number of Traders in Each Category Total Traders: 357
24 30 23 116 28 75 58 57 61 26 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 4,581,377
Positions
181,894 225,641 230,122 1,599,632 759,319 798,013 288,251 1,156,344 630,406 241,401 253,184 59,747 551,910 468,602
Changes from: August 20, 2019 Total Change is: -726,567
2,840 -67,548 -151,782 -116,867 24,459 -268,071 -3,794 -34,404 -239,362 -3,849 -18,265 -8,709 63,026 37,114
Percent of Open Interest Represented by Each Category of Trader
4.0 4.9 5.0 34.9 16.6 17.4 6.3 25.2 13.8 5.3 5.5 1.3 12.0 10.2
Number of Traders in Each Category Total Traders: 381
27 28 40 89 66 103 56 64 78 31 20 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 882,468
Positions
76,756 45,647 17,133 267,293 237,772 169,922 106,184 146,892 66,371 53,981 21,093 0 124,828 177,638
Changes from: August 20, 2019 Total Change is: 82,956
2,295 -8,999 13,720 -48,939 -15,332 42,337 12,288 -26,001 55,553 -966 1,596 0 6,668 20,082
Percent of Open Interest Represented by Each Category of Trader
8.7 5.2 1.9 30.3 26.9 19.3 12.0 16.6 7.5 6.1 2.4 0.0 14.1 20.1
Number of Traders in Each Category Total Traders: 111
5 8 5 29 33 43 14 15 17 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 4,852,944
Positions
80,577 404,198 187,749 1,761,298 644,754 951,826 488,015 1,397,225 572,381 391,221 219,398 20,976 398,903 454,438
Changes from: August 20, 2019 Total Change is: -355,642
-9,562 -32,657 -36,122 -219,894 -100,968 -33,791 93,248 -38,895 -125,141 -7,603 -15,400 -24,110 7,331 51,442
Percent of Open Interest Represented by Each Category of Trader
1.7 8.3 3.9 36.3 13.3 19.6 10.1 28.8 11.8 8.1 4.5 0.4 8.2 9.4
Number of Traders in Each Category Total Traders: 322
16 33 26 86 49 79 40 62 64 20 16 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 2,226,772
Positions
535,292 301,534 645,255 53,700 73,003 34,132 326,846 611,599 472,415 100,662 24,112 10,959 47,511 53,763
Changes from: August 20, 2019 Total Change is: 299,787
106,248 -5,228 1,089 38,369 20,072 -8,891 77,208 207,544 76,445 1,853 1,141 1,121 6,346 6,495
Percent of Open Interest Represented by Each Category of Trader
24.0 13.5 29.0 2.4 3.3 1.5 14.7 27.5 21.2 4.5 1.1 0.5 2.1 2.4
Number of Traders in Each Category Total Traders: 176
32 36 51 5 6 6 42 36 55 11 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 is30,443,344
Positions
2,620,386 1,752,958 6,015,597 485,775 2,513,869 1,659,431 1,724,773 397,728 16,736,484 117,997 147,915 256,690 826,211 962,672
Changes from: August 20, 2019 Total Change is: 383,411
-54,876 83,974 51,740 13,468 -12,771 48,158 99,292 -17,119 178,077 -10,230 8,765 23,819 33,964 18,768
Percent of Open Interest Represented by Each Category of Trader
8.6 5.8 19.8 1.6 8.3 5.5 5.7 1.3 55.0 0.4 0.5 0.8 2.7 3.2
Number of Traders in Each Category Total Traders: 308
33 47 72 19 26 30 65 67 115 21 25 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 110,881
Positions
10,300 48,743 12,033 5,719 3,715 4,124 49,641 13,487 26,981 304 334 1,009 770 455
Changes from: August 20, 2019 Total Change is: 6,194
1,163 4,086 39 -3,354 1,891 4,010 7,329 -282 -2,646 -1 -465 61 -407 -500
Percent of Open Interest Represented by Each Category of Trader
9.3 44.0 10.9 5.2 3.4 3.7 44.8 12.2 24.3 0.3 0.3 0.9 0.7 0.4
Number of Traders in Each Category Total Traders: 48
5 11 9 . . . 9 15 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 160,229
Positions
26,891 15,185 17,201 2,265 21,747 7,325 72,454 66,494 31,160 1,920 192 558 455 367
Changes from: August 20, 2019 Total Change is: 23,488
-980 -1,522 3,142 0 7,766 -2,869 17,692 11,409 5,504 902 30 39 58 -11
Percent of Open Interest Represented by Each Category of Trader
16.8 9.5 10.7 1.4 13.6 4.6 45.2 41.5 19.4 1.2 0.1 0.3 0.3 0.2
Number of Traders in Each Category Total Traders: 72
14 8 13 . . . 11 28 27 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 27,486
Positions
75 15,380 0 1,265 4,169 0 18,868 4,485 57 7,197 1,152 0 24 2,243
Changes from: August 20, 2019 Total Change is: 543
-5 -44 0 -1 -21 0 -1,721 -17 -10 2,289 0 0 -9 635
Percent of Open Interest Represented by Each Category of Trader
0.3 56.0 0.0 4.6 15.2 0.0 68.6 16.3 0.2 26.2 4.2 0.0 0.1 8.2
Number of Traders in Each Category Total Traders: 32
. 4 0 . 9 0 4 4 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 9,052
Positions
4,130 2,538 0 1,182 501 0 3,705 3,784 0 0 0 0 35 2,229
Changes from: August 20, 2019 Total Change is: -632
-8 -173 0 0 -936 0 -607 556 0 0 -207 0 -17 128
Percent of Open Interest Represented by Each Category of Trader
45.6 28.0 0.0 13.1 5.5 0.0 40.9 41.8 0.0 0.0 0.0 0.0 0.4 24.6
Number of Traders in Each Category Total Traders: 23
. . 0 . 6 0 . 7 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #343601 Open Interest is 112,844
Positions
0 27,211 22,375 630 0 0 7,882 55,272 7,773 74,184 189 0 0 24
Changes from: August 20, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 24.1 19.8 0.6 0.0 0.0 7.0 49.0 6.9 65.7 0.2 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
0 5 . . 0 0 . 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 48,740
Positions
17,746 322 16,597 0 160 0 0 13,171 12,621 30 4,085 1,746 0 38
Changes from: August 20, 2019 Total Change is: -108
0 10 0 0 0 0 0 -4 -108 0 0 0 0 -6
Percent of Open Interest Represented by Each Category of Trader
36.4 0.7 34.1 0.0 0.3 0.0 0.0 27.0 25.9 0.1 8.4 3.6 0.0 0.1
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 0 12 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 4,091
Positions
0 50 0 237 222 0 1,739 2,093 13 309 1,131 68 1,725 514
Changes from: August 20, 2019 Total Change is: -394
0 0 0 -29 -2 -5 -97 -116 0 -154 -219 -138 29 86
Percent of Open Interest Represented by Each Category of Trader
0.0 1.2 0.0 5.8 5.4 0.0 42.5 51.2 0.3 7.6 27.6 1.7 42.2 12.6
Number of Traders in Each Category Total Traders: 38
0 . 0 . . 0 10 13 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 55,298
Positions
893 29,790 0 27,159 2,373 483 19,702 17,988 1,682 1,431 844 222 3,725 1,916
Changes from: August 20, 2019 Total Change is: -814
290 426 0 532 50 9 -1,243 -1,558 110 -297 65 44 -259 40
Percent of Open Interest Represented by Each Category of Trader
1.6 53.9 0.0 49.1 4.3 0.9 35.6 32.5 3.0 2.6 1.5 0.4 6.7 3.5
Number of Traders in Each Category Total Traders: 95
. . 0 16 6 . 30 17 12 14 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 371,498
Positions
66,977 29,128 18,203 131,924 62,324 21,585 35,710 136,716 54,537 7,795 5,543 12,971 21,796 30,491
Changes from: August 20, 2019 Total Change is: -28,485
-9,935 -1,589 -8,790 3,258 -5,521 2,698 1,640 -3,661 -16,960 -859 976 478 -15 3,884
Percent of Open Interest Represented by Each Category of Trader
18.0 7.8 4.9 35.5 16.8 5.8 9.6 36.8 14.7 2.1 1.5 3.5 5.9 8.2
Number of Traders in Each Category Total Traders: 187
12 16 17 28 23 23 26 53 42 7 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 27, 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 26,705
Positions
3,096 628 1,256 8,296 15,130 2,102 10,796 7,230 101 873 242 0 185 16
Changes from: August 20, 2019 Total Change is: 303
190 -20 20 533 906 -529 126 -2 0 -47 -51 0 10 -21
Percent of Open Interest Represented by Each Category of Trader
11.6 2.4 4.7 31.1 56.7 7.9 40.4 27.1 0.4 3.3 0.9 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 46
4 . . 9 6 . 4 8 . 11 . 0
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Updated August 30, 2019