Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 193,892
Positions
16,488 74,779 16,564 49,468 19,197 4,501 38,963 30,778 20,732 9,892 3,976 47 37,236 23,317
Changes from: September 3, 2019 Total Change is: 13,935
-7,904 7,584 10,523 9,496 -6,930 175 -3,865 4,524 4,943 -767 -2 13 1,322 -6,895
Percent of Open Interest Represented by Each Category of Trader
8.5 38.6 8.5 25.5 9.9 2.3 20.1 15.9 10.7 5.1 2.1 0.0 19.2 12.0
Number of Traders in Each Category Total Traders: 106
10 5 13 16 14 10 24 23 14 9 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 65,148
Positions
23,965 6,718 5,796 1,917 15,998 922 19,164 9,102 2,205 931 1,590 0 10,247 22,817
Changes from: September 3, 2019 Total Change is: 2,475
-497 -564 4,660 -614 -323 -394 -739 -2,105 417 0 272 0 -358 512
Percent of Open Interest Represented by Each Category of Trader
36.8 10.3 8.9 2.9 24.6 1.4 29.4 14.0 3.4 1.4 2.4 0.0 15.7 35.0
Number of Traders in Each Category Total Traders: 44
4 4 4 . 11 . 10 9 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 304,604
Positions
152,803 4,729 20,804 44,279 114,974 6,457 27,486 76,001 26,068 0 9,565 274 26,433 45,733
Changes from: September 3, 2019 Total Change is: -2,093
-3,713 -1,738 10,534 339 -7,719 -3,580 -128 9,240 -3,419 -500 -717 104 -1,730 -4,799
Percent of Open Interest Represented by Each Category of Trader
50.2 1.6 6.8 14.5 37.7 2.1 9.0 25.0 8.6 0.0 3.1 0.1 8.7 15.0
Number of Traders in Each Category Total Traders: 127
10 4 9 12 34 15 25 37 22 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 174,895
Positions
6,010 53,336 8,964 38,410 37,780 10,666 48,742 13,607 22,116 5,703 1,166 151 34,133 27,110
Changes from: September 3, 2019 Total Change is: -13,397
2,153 -4,295 -1,610 -2,183 3,543 -1,913 -50 -7,295 -864 -2,546 311 -114 -6,270 -1,159
Percent of Open Interest Represented by Each Category of Trader
3.4 30.5 5.1 22.0 21.6 6.1 27.9 7.8 12.6 3.3 0.7 0.1 19.5 15.5
Number of Traders in Each Category Total Traders: 108
4 10 10 24 15 16 22 24 17 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 653,359
Positions
49,210 101,965 73,963 300,124 166,171 37,559 31,153 136,788 54,428 21,126 13,723 1,714 84,082 67,047
Changes from: September 3, 2019 Total Change is: 1,198
5,490 -12,029 39,206 -10,055 459 -6,934 -7,544 -5,468 -14,469 2,553 1,309 -961 -6,086 87
Percent of Open Interest Represented by Each Category of Trader
7.5 15.6 11.3 45.9 25.4 5.7 4.8 20.9 8.3 3.2 2.1 0.3 12.9 10.3
Number of Traders in Each Category Total Traders: 295
20 10 20 85 44 50 29 57 31 26 21 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 27,700
Positions
472 11,276 948 8,643 3,195 2,710 529 2,469 493 0 589 2 13,903 6,018
Changes from: September 3, 2019 Total Change is: 1,084
-106 1,314 948 -378 -472 168 -393 -1,190 459 0 0 0 386 -143
Percent of Open Interest Represented by Each Category of Trader
1.7 40.7 3.4 31.2 11.5 9.8 1.9 8.9 1.8 0.0 2.1 0.0 50.2 21.7
Number of Traders in Each Category Total Traders: 21
. . . 11 . 9 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 28,501
Positions
3,941 2,997 4,171 4,262 10,957 3,950 4,769 0 645 0 0 0 6,763 5,781
Changes from: September 3, 2019 Total Change is: 4,530
-97 -23 3,668 27 416 54 -353 0 641 0 0 0 590 -226
Percent of Open Interest Represented by Each Category of Trader
13.8 10.5 14.6 15.0 38.4 13.9 16.7 0.0 2.3 0.0 0.0 0.0 23.7 20.3
Number of Traders in Each Category Total Traders: 23
. . . 5 9 8 5 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 194,003
Positions
84,869 12,415 9,081 15,450 47,209 3,928 33,266 64,056 15,639 0 2,301 213 31,557 39,161
Changes from: September 3, 2019 Total Change is: 2,025
-1,551 2,604 457 727 -7,481 -540 2,338 6,194 2,658 -56 202 -159 -1,848 -1,911
Percent of Open Interest Represented by Each Category of Trader
43.7 6.4 4.7 8.0 24.3 2.0 17.1 33.0 8.1 0.0 1.2 0.1 16.3 20.2
Number of Traders in Each Category Total Traders: 99
7 5 8 13 21 12 17 32 17 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 72,925
Positions
1,777 48,953 10 52,936 0 2,500 5,749 11,094 2,013 440 1,140 943 6,557 6,272
Changes from: September 3, 2019 Total Change is: 8,950
-287 -3 10 1,030 -111 2,436 -1,958 -687 1,694 0 -100 943 5,082 4,768
Percent of Open Interest Represented by Each Category of Trader
2.4 67.1 0.0 72.6 0.0 3.4 7.9 15.2 2.8 0.6 1.6 1.3 9.0 8.6
Number of Traders in Each Category Total Traders: 36
. 5 . 8 0 . 11 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 198,260
Positions
6,887 130,297 1,078 93,591 8,918 740 70,740 23,731 12,697 5,159 16,049 4 7,364 4,746
Changes from: September 3, 2019 Total Change is: 8,890
594 1,353 -28 -2,852 -618 490 -3,172 -2,112 8,496 3,551 716 -13 1,823 605
Percent of Open Interest Represented by Each Category of Trader
3.5 65.7 0.5 47.2 4.5 0.4 35.7 12.0 6.4 2.6 8.1 0.0 3.7 2.4
Number of Traders in Each Category Total Traders: 139
4 9 4 20 14 5 42 29 17 9 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 49,275
Positions
24,086 555 0 2,694 36,037 0 18,976 9,336 266 905 972 0 2,348 2,109
Changes from: September 3, 2019 Total Change is: -25,680
22,561 -8,333 -22,857 -705 6,158 0 -23,859 -652 -133 11 87 0 -698 50
Percent of Open Interest Represented by Each Category of Trader
48.9 1.1 0.0 5.5 73.1 0.0 38.5 18.9 0.5 1.8 2.0 0.0 4.8 4.3
Number of Traders in Each Category Total Traders: 51
. . 0 . 8 0 10 18 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 73,281
Positions
39,546 0 2,573 3,180 31,932 976 21,285 27,285 2,405 862 2,413 58 2,396 5,639
Changes from: September 3, 2019 Total Change is: 5,420
-665 0 2,460 -29 508 464 2,935 -546 1,138 -326 -35 53 -610 1,378
Percent of Open Interest Represented by Each Category of Trader
54.0 0.0 3.5 4.3 43.6 1.3 29.0 37.2 3.3 1.2 3.3 0.1 3.3 7.7
Number of Traders in Each Category Total Traders: 108
10 0 . 7 28 . 26 25 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 14,378
Positions
3,295 2,731 0 4,006 2,950 0 6,026 5,760 463 0 303 0 588 2,171
Changes from: September 3, 2019 Total Change is: -483
-56 -1,366 0 -2,303 690 0 1,622 -422 372 -120 110 0 2 133
Percent of Open Interest Represented by Each Category of Trader
22.9 19.0 0.0 27.9 20.5 0.0 41.9 40.1 3.2 0.0 2.1 0.0 4.1 15.1
Number of Traders in Each Category Total Traders: 26
. . 0 . 4 0 5 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 44,951
Positions
7,007 26,405 1,923 14,373 1,494 451 11,815 3,940 552 1,092 1,217 0 7,739 8,969
Changes from: September 3, 2019 Total Change is: 3,969
222 1,452 821 3,112 -169 -92 -258 1,977 85 -7 17 0 87 -122
Percent of Open Interest Represented by Each Category of Trader
15.6 58.7 4.3 32.0 3.3 1.0 26.3 8.8 1.2 2.4 2.7 0.0 17.2 20.0
Number of Traders in Each Category Total Traders: 94
12 24 8 15 . . 23 10 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 89,902
Positions
14,013 52,810 3,846 28,745 2,987 902 23,631 7,880 1,104 2,183 2,434 0 15,478 17,939
Changes from: September 3, 2019 Total Change is: 7,938
444 2,905 1,642 6,224 -338 -184 -517 3,955 169 -15 34 0 174 -245
Percent of Open Interest Represented by Each Category of Trader
15.6 58.7 4.3 32.0 3.3 1.0 26.3 8.8 1.2 2.4 2.7 0.0 17.2 20.0
Number of Traders in Each Category Total Traders: 94
12 24 8 15 . . 23 10 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 38,710
Positions
0 34,058 265 34,457 0 575 535 1,246 0 1,000 1,404 0 1,878 1,162
Changes from: September 3, 2019 Total Change is: 487
0 603 0 671 0 -20 25 -58 0 0 0 0 -189 -38
Percent of Open Interest Represented by Each Category of Trader
0.0 88.0 0.7 89.0 0.0 1.5 1.4 3.2 0.0 2.6 3.6 0.0 4.9 3.0
Number of Traders in Each Category Total Traders: 23
0 6 . 12 0 . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 818,993
Positions
51,343 101,173 62,685 286,487 133,388 66,466 35,947 90,497 179,218 18,402 71,629 19,376 99,069 94,561
Changes from: September 3, 2019 Total Change is: 18,603
1,911 15,872 10,660 5,062 -6,748 -3,819 6,156 4,991 4,699 -89 2,875 -7,992 2,016 -1,934
Percent of Open Interest Represented by Each Category of Trader
6.3 12.4 7.7 35.0 16.3 8.1 4.4 11.0 21.9 2.2 8.7 2.4 12.1 11.5
Number of Traders in Each Category Total Traders: 615
32 39 49 159 95 127 78 103 103 47 62 52
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 74,468
Positions
6,142 12,610 1,526 4,574 1,340 2,336 9,901 6,234 20,621 55 11 326 28,986 29,463
Changes from: September 3, 2019 Total Change is: 4,299
-4,411 1,787 -176 121 222 -515 1,400 -1,143 4,503 18 -62 -399 3,759 84
Percent of Open Interest Represented by Each Category of Trader
8.2 16.9 2.0 6.1 1.8 3.1 13.3 8.4 27.7 0.1 0.0 0.4 38.9 39.6
Number of Traders in Each Category Total Traders: 47
4 9 5 . . . 10 12 20 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 14,469
Positions
7,370 9,555 0 3,177 2,450 1,106 670 643 0 0 0 0 2,146 715
Changes from: September 3, 2019 Total Change is: -1,516
1,367 -848 0 -1,004 0 -579 -654 -197 0 0 0 0 -646 108
Percent of Open Interest Represented by Each Category of Trader
50.9 66.0 0.0 22.0 16.9 7.6 4.6 4.4 0.0 0.0 0.0 0.0 14.8 4.9
Number of Traders in Each Category Total Traders: 20
5 6 0 4 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 3,722,626
Positions
267,370 484,175 264,429 1,417,421 668,096 312,796 185,478 476,562 737,740 91,734 358,093 95,246 350,411 325,488
Changes from: September 3, 2019 Total Change is: 71,519
24,090 62,910 61,699 24,761 -34,795 -16,574 25,563 32,452 -805 -536 14,683 -37,963 -8,717 -10,088
Percent of Open Interest Represented by Each Category of Trader
7.2 13.0 7.1 38.1 17.9 8.4 5.0 12.8 19.8 2.5 9.6 2.6 9.4 8.7
Number of Traders in Each Category Total Traders: 602
33 38 46 160 93 126 79 96 97 42 61 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 18,223
Positions
8,268 12,855 0 6,613 0 742 247 837 0 0 357 0 2,353 3,432
Changes from: September 3, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.4 70.5 0.0 36.3 0.0 4.1 1.4 4.6 0.0 0.0 2.0 0.0 12.9 18.8
Number of Traders in Each Category Total Traders: 20
5 7 0 4 0 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,559
Positions
9,589 6,614 0 2,876 7,582 792 631 486 14 0 0 0 2,657 1,071
Changes from: September 3, 2019 Total Change is: 1,114
1,155 779 0 -20 482 -27 -203 486 14 0 0 0 195 -620
Percent of Open Interest Represented by Each Category of Trader
57.9 39.9 0.0 17.4 45.8 4.8 3.8 2.9 0.1 0.0 0.0 0.0 16.0 6.5
Number of Traders in Each Category Total Traders: 24
5 9 0 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 66,659
Positions
10,118 11,937 614 42,571 37,331 2,377 1,556 2,662 337 0 7,229 0 9,086 4,172
Changes from: September 3, 2019 Total Change is: -1,860
-931 -86 162 1,226 -2,470 -744 -1,318 854 325 0 -162 0 -580 261
Percent of Open Interest Represented by Each Category of Trader
15.2 17.9 0.9 63.9 56.0 3.6 2.3 4.0 0.5 0.0 10.8 0.0 13.6 6.3
Number of Traders in Each Category Total Traders: 76
5 9 . 33 17 12 5 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 44,978
Positions
7,777 9,254 950 16,001 8,549 727 7,125 10,707 4,278 777 2,291 178 7,164 8,044
Changes from: September 3, 2019 Total Change is: 801
-1,498 931 174 -743 209 -318 2,931 530 -2 152 94 28 78 -844
Percent of Open Interest Represented by Each Category of Trader
17.3 20.6 2.1 35.6 19.0 1.6 15.8 23.8 9.5 1.7 5.1 0.4 15.9 17.9
Number of Traders in Each Category Total Traders: 246
20 22 8 53 36 28 28 55 28 13 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 224,890
Positions
38,887 46,271 4,750 80,006 42,743 3,637 35,626 53,534 21,388 3,886 11,457 889 35,821 40,220
Changes from: September 3, 2019 Total Change is: 4,007
-7,489 4,654 869 -3,716 1,047 -1,592 14,657 2,650 -12 759 469 142 390 -4,220
Percent of Open Interest Represented by Each Category of Trader
17.3 20.6 2.1 35.6 19.0 1.6 15.8 23.8 9.5 1.7 5.1 0.4 15.9 17.9
Number of Traders in Each Category Total Traders: 246
20 22 8 53 36 28 28 55 28 13 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 471,475
Positions
106,751 49,149 15,324 213,457 240,562 35,810 54,417 67,473 12,767 12,292 27,342 25 20,632 23,022
Changes from: September 3, 2019 Total Change is: 2,546
-632 14,572 5,016 1,888 -3,489 613 -5,159 -14,782 724 1,047 -1,535 20 -970 1,408
Percent of Open Interest Represented by Each Category of Trader
22.6 10.4 3.3 45.3 51.0 7.6 11.5 14.3 2.7 2.6 5.8 0.0 4.4 4.9
Number of Traders in Each Category Total Traders: 292
23 19 10 76 60 46 38 50 29 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 44,995
Positions
3,611 3,882 596 10,674 985 38 8,930 23,460 7,222 1,563 0 1,150 11,211 7,662
Changes from: September 3, 2019 Total Change is: 12,382
-959 83 484 1,133 -51 -6 -247 2,349 5,831 -703 0 1,150 5,699 2,542
Percent of Open Interest Represented by Each Category of Trader
8.0 8.6 1.3 23.7 2.2 0.1 19.8 52.1 16.1 3.5 0.0 2.6 24.9 17.0
Number of Traders in Each Category Total Traders: 38
. . . 12 . . 7 6 9 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 75,267
Positions
6,859 23,528 3,547 15,094 16,428 1,175 29,709 12,760 7,919 0 2,012 939 10,025 6,959
Changes from: September 3, 2019 Total Change is: 10,691
1,039 4,041 2,997 941 -1,426 409 1,500 -2,684 6,077 -559 -28 939 -2,652 366
Percent of Open Interest Represented by Each Category of Trader
9.1 31.3 4.7 20.1 21.8 1.6 39.5 17.0 10.5 0.0 2.7 1.2 13.3 9.2
Number of Traders in Each Category Total Traders: 75
11 13 8 13 8 9 16 10 13 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 325,464
Positions
34,312 154,487 1,660 238,161 109,526 28,293 11,713 16,450 397 2,356 8,626 0 8,572 6,025
Changes from: September 3, 2019 Total Change is: 460
2,231 9,222 225 -1,590 -15,978 645 -1,491 6,863 -239 144 -60 0 535 -218
Percent of Open Interest Represented by Each Category of Trader
10.5 47.5 0.5 73.2 33.7 8.7 3.6 5.1 0.1 0.7 2.7 0.0 2.6 1.9
Number of Traders in Each Category Total Traders: 170
13 13 4 62 42 33 12 20 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 1,203,763
Positions
85,740 623,262 4,575 849,071 352,457 108,557 77,120 67,080 2,171 42,075 19,240 5,691 28,763 20,730
Changes from: September 3, 2019 Total Change is: 5,432
1,999 1,961 1,969 10,021 -10,661 -6,311 -1,658 16,306 -57 4,008 4,889 -165 -4,374 -2,499
Percent of Open Interest Represented by Each Category of Trader
7.1 51.8 0.4 70.5 29.3 9.0 6.4 5.6 0.2 3.5 1.6 0.5 2.4 1.7
Number of Traders in Each Category Total Traders: 418
26 21 12 159 84 88 50 38 16 26 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 115,374
Positions
46,326 72,811 41,217 8,690 0 980 16,279 0 306 1,550 0 0 26 60
Changes from: September 3, 2019 Total Change is: -2,700
1,351 4,454 -7,154 2,683 -420 420 -1 0 0 0 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
40.2 63.1 35.7 7.5 0.0 0.8 14.1 0.0 0.3 1.3 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 37
5 17 11 8 0 . 5 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 1,244,642
Positions
5,520 124,209 53,399 445,825 278,025 213,018 62,913 188,841 177,884 78,000 37,604 18,012 190,072 153,651
Changes from: September 3, 2019 Total Change is: 67,349
-2,428 9,161 20,522 15,000 19,706 -6,226 -7,476 458 28,391 9,859 -7,175 6,039 3,669 -3,527
Percent of Open Interest Represented by Each Category of Trader
0.4 10.0 4.3 35.8 22.3 17.1 5.1 15.2 14.3 6.3 3.0 1.4 15.3 12.3
Number of Traders in Each Category Total Traders: 205
6 19 17 57 35 57 33 33 48 15 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 1,174,608
Positions
33,295 155,545 2,982 661,964 44,725 190,058 28,087 647,623 33,486 41,641 10,102 0 183,094 90,087
Changes from: September 3, 2019 Total Change is: 4,149
5,851 16,691 923 131 -397 5,252 -2,068 4,181 -14,104 3,013 -5,034 -199 5,349 -3,165
Percent of Open Interest Represented by Each Category of Trader
2.8 13.2 0.3 56.4 3.8 16.2 2.4 55.1 2.9 3.5 0.9 0.0 15.6 7.7
Number of Traders in Each Category Total Traders: 129
5 11 5 65 14 53 7 21 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 3,552,843
Positions
125,485 280,983 18,061 1,513,981 546,608 237,768 796,321 2,031,612 160,102 448,178 145,801 10,013 242,934 121,895
Changes from: September 3, 2019 Total Change is: 4,577
-27,656 12,995 -8,295 4,531 19,615 -12,344 17,400 -2,024 4,615 -5,611 -2,179 466 31,471 -8,272
Percent of Open Interest Represented by Each Category of Trader
3.5 7.9 0.5 42.6 15.4 6.7 22.4 57.2 4.5 12.6 4.1 0.3 6.8 3.4
Number of Traders in Each Category Total Traders: 356
23 31 11 114 33 71 59 56 50 27 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 4,437,760
Positions
173,239 222,541 191,120 1,487,713 642,196 913,734 296,579 1,190,690 551,628 259,723 213,738 85,629 478,395 426,484
Changes from: September 3, 2019 Total Change is: 51,000
12,891 8,168 -2,675 -154,107 -79,604 130,400 2,347 24,700 1,437 23,226 -44,462 29,375 8,105 -16,341
Percent of Open Interest Represented by Each Category of Trader
3.9 5.0 4.3 33.5 14.5 20.6 6.7 26.8 12.4 5.9 4.8 1.9 10.8 9.6
Number of Traders in Each Category Total Traders: 401
24 33 41 97 69 107 55 70 81 29 24 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 819,095
Positions
73,086 35,758 7,610 264,506 265,017 149,911 125,427 154,924 26,390 53,277 20,374 0 118,888 159,111
Changes from: September 3, 2019 Total Change is: -12,261
1,202 -12,401 -2,357 -26,646 33,083 -3,494 15,733 -19,564 -6,052 2,696 -4,284 0 6,657 2,808
Percent of Open Interest Represented by Each Category of Trader
8.9 4.4 0.9 32.3 32.4 18.3 15.3 18.9 3.2 6.5 2.5 0.0 14.5 19.4
Number of Traders in Each Category Total Traders: 108
5 8 . 28 35 39 15 10 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 4,615,208
Positions
85,980 395,413 148,050 1,900,465 618,484 963,007 462,174 1,574,020 320,850 404,324 245,937 22,334 308,024 327,114
Changes from: September 3, 2019 Total Change is: 139,345
1,687 3,104 1,121 154,271 22,565 18,889 -41,297 44,552 4,727 15,894 38,161 6,192 -22,139 34
Percent of Open Interest Represented by Each Category of Trader
1.9 8.6 3.2 41.2 13.4 20.9 10.0 34.1 7.0 8.8 5.3 0.5 6.7 7.1
Number of Traders in Each Category Total Traders: 321
15 32 25 89 47 82 34 66 55 22 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 2,016,859
Positions
412,106 255,860 579,122 9,273 97,504 37,393 382,332 525,698 442,073 108,795 27,936 9,380 36,385 41,893
Changes from: September 3, 2019 Total Change is: 95,768
-25,269 19,646 28,619 -12,717 4,648 44 98,782 23,904 10,980 -2,860 4,584 215 -2,026 3,128
Percent of Open Interest Represented by Each Category of Trader
20.4 12.7 28.7 0.5 4.8 1.9 19.0 26.1 21.9 5.4 1.4 0.5 1.8 2.1
Number of Traders in Each Category Total Traders: 172
35 28 47 4 8 5 44 36 50 8 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 is29,596,351
Positions
2,847,236 1,912,974 6,053,217 514,222 2,639,371 1,723,318 1,680,341 396,772 15,624,661 166,220 137,514 166,412 820,725 942,113
Changes from: September 3, 2019 Total Change is:-1,238,481
200,151 49,861 22,995 12,754 146,935 -26,426 -120,339 -51,840 -1,264,561 10,476 4,555 -94,318 20,787 -25,682
Percent of Open Interest Represented by Each Category of Trader
9.6 6.5 20.5 1.7 8.9 5.8 5.7 1.3 52.8 0.6 0.5 0.6 2.8 3.2
Number of Traders in Each Category Total Traders: 305
38 40 73 20 25 30 72 63 114 22 22 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 125,005
Positions
11,777 56,264 15,686 6,051 5,015 4,875 55,680 13,663 27,978 826 0 1,086 1,046 438
Changes from: September 3, 2019 Total Change is: 8,728
1,347 5,204 3,210 -241 1,000 694 3,750 -666 -106 522 -234 -234 -214 -140
Percent of Open Interest Represented by Each Category of Trader
9.4 45.0 12.5 4.8 4.0 3.9 44.5 10.9 22.4 0.7 0.0 0.9 0.8 0.4
Number of Traders in Each Category Total Traders: 47
. 12 9 . . . 11 14 17 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 140,274
Positions
16,764 12,536 23,455 2,515 12,321 6,099 59,655 59,078 25,444 5,067 272 687 588 382
Changes from: September 3, 2019 Total Change is: 7,387
580 2,988 5,435 236 -3,799 153 908 3,544 -92 1,540 227 74 -1,447 -1,143
Percent of Open Interest Represented by Each Category of Trader
12.0 8.9 16.7 1.8 8.8 4.3 42.5 42.1 18.1 3.6 0.2 0.5 0.4 0.3
Number of Traders in Each Category Total Traders: 63
11 7 11 . . . 12 22 27 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 50,275
Positions
40 17,396 10,290 1,193 4,644 0 15,232 4,489 10,273 13,228 1,107 0 19 2,076
Changes from: September 3, 2019 Total Change is: 21,209
-36 947 10,290 146 449 0 -5,480 -238 10,203 6,090 -45 0 -4 -397
Percent of Open Interest Represented by Each Category of Trader
0.1 34.6 20.5 2.4 9.2 0.0 30.3 8.9 20.4 26.3 2.2 0.0 0.0 4.1
Number of Traders in Each Category Total Traders: 30
. 5 . . 9 0 4 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 12,810
Positions
3,525 2,194 1,923 1,029 581 0 4,037 3,723 2,282 0 0 0 14 2,107
Changes from: September 3, 2019 Total Change is: 4,843
-609 -39 1,923 67 82 0 1,195 589 2,273 0 0 0 -6 15
Percent of Open Interest Represented by Each Category of Trader
27.5 17.1 15.0 8.0 4.5 0.0 31.5 29.1 17.8 0.0 0.0 0.0 0.1 16.4
Number of Traders in Each Category Total Traders: 23
. . . . 6 0 . 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 52,608
Positions
15,961 130 16,597 0 180 0 2,654 16,367 13,620 780 2,710 2,996 0 8
Changes from: September 3, 2019 Total Change is: 514
-1,785 -100 0 0 20 0 1,300 -250 999 0 -125 0 0 -30
Percent of Open Interest Represented by Each Category of Trader
30.3 0.2 31.5 0.0 0.3 0.0 5.0 31.1 25.9 1.5 5.2 5.7 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 4,128
Positions
31 50 0 244 190 0 1,692 2,233 142 480 951 111 1,428 451
Changes from: September 3, 2019 Total Change is: -365
0 0 0 -80 27 0 -287 -234 106 59 -270 -7 -156 13
Percent of Open Interest Represented by Each Category of Trader
0.8 1.2 0.0 5.9 4.6 0.0 41.0 54.1 3.4 11.6 23.0 2.7 34.6 10.9
Number of Traders in Each Category Total Traders: 48
. . 0 . . 0 11 16 4 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 64,921
Positions
853 31,486 5,697 27,496 2,164 478 19,721 18,167 1,192 2,389 839 191 6,905 4,708
Changes from: September 3, 2019 Total Change is: 2,584
-50 1,194 5,697 -424 51 -2 -4,482 -5,254 -901 11 -296 -42 2,777 2,137
Percent of Open Interest Represented by Each Category of Trader
1.3 48.5 8.8 42.4 3.3 0.7 30.4 28.0 1.8 3.7 1.3 0.3 10.6 7.3
Number of Traders in Each Category Total Traders: 98
. . . 15 6 . 32 15 10 19 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 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 360,284
Positions
67,067 17,202 19,478 118,452 83,278 21,254 44,178 124,750 51,829 7,789 3,644 10,352 19,885 28,497
Changes from: September 3, 2019 Total Change is: 5,035
4,500 -13,625 -2,108 -8,555 16,124 91 4,721 -4,375 11,273 130 -708 -1,863 -3,154 226
Percent of Open Interest Represented by Each Category of Trader
18.6 4.8 5.4 32.9 23.1 5.9 12.3 34.6 14.4 2.2 1.0 2.9 5.5 7.9
Number of Traders in Each Category Total Traders: 188
14 14 21 22 29 20 31 58 50 8 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 10, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 23,116
Positions
2,453 1,358 1,214 7,225 4,933 1,014 8,215 12,255 2,045 763 261 0 187 36
Changes from: September 3, 2019 Total Change is: -3,797
-967 730 -42 -1,457 -9,340 -1,088 -2,094 4,001 1,944 -68 -22 0 -25 20
Percent of Open Interest Represented by Each Category of Trader
10.6 5.9 5.3 31.3 21.3 4.4 35.5 53.0 8.8 3.3 1.1 0.0 0.8 0.2
Number of Traders in Each Category Total Traders: 42
. . . 8 6 . . 9 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 13, 2019