Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 199,020
Positions
12,615 77,900 22,250 43,135 17,646 4,041 49,362 27,824 16,367 14,153 4,017 20 37,077 28,955
Changes from: September 10, 2019 Total Change is: 5,128
-3,873 3,121 5,686 -6,333 -1,551 -460 10,399 -2,954 -4,366 4,261 40 -27 -159 5,639
Percent of Open Interest Represented by Each Category of Trader
6.3 39.1 11.2 21.7 8.9 2.0 24.8 14.0 8.2 7.1 2.0 0.0 18.6 14.5
Number of Traders in Each Category Total Traders: 108
9 6 9 16 12 9 24 25 18 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 53,726
Positions
19,026 1,569 276 1,349 18,819 1,168 20,682 8,902 745 968 1,510 0 9,511 20,736
Changes from: September 10, 2019 Total Change is: -11,422
-4,939 -5,148 -5,520 -568 2,821 246 1,518 -200 -1,460 37 -80 0 -736 -2,081
Percent of Open Interest Represented by Each Category of Trader
35.4 2.9 0.5 2.5 35.0 2.2 38.5 16.6 1.4 1.8 2.8 0.0 17.7 38.6
Number of Traders in Each Category Total Traders: 49
5 . . . 13 . 11 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 255,642
Positions
130,506 4,483 6,561 42,464 115,242 6,240 25,196 52,516 18,859 802 9,521 392 24,623 41,829
Changes from: September 10, 2019 Total Change is: -48,962
-22,297 -246 -14,243 -1,815 269 -217 -2,290 -23,485 -7,209 802 -44 117 -1,810 -3,905
Percent of Open Interest Represented by Each Category of Trader
51.1 1.8 2.6 16.6 45.1 2.4 9.9 20.5 7.4 0.3 3.7 0.2 9.6 16.4
Number of Traders in Each Category Total Traders: 116
8 4 6 9 36 11 21 32 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 157,029
Positions
8,579 38,917 8,360 31,234 45,445 12,368 43,903 9,168 17,998 4,384 1,155 215 29,987 23,403
Changes from: September 10, 2019 Total Change is: -17,866
2,568 -14,419 -604 -7,176 7,665 1,703 -4,838 -4,438 -4,118 -1,319 -11 64 -4,146 -3,707
Percent of Open Interest Represented by Each Category of Trader
5.5 24.8 5.3 19.9 28.9 7.9 28.0 5.8 11.5 2.8 0.7 0.1 19.1 14.9
Number of Traders in Each Category Total Traders: 102
6 5 6 21 17 15 28 15 17 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 578,380
Positions
47,267 95,746 18,964 293,538 166,985 36,167 26,727 140,045 44,936 26,880 15,645 2,536 81,366 57,355
Changes from: September 10, 2019 Total Change is: -74,979
-1,943 -6,219 -54,999 -6,586 813 -1,392 -4,427 3,257 -9,492 5,754 1,922 822 -2,716 -9,692
Percent of Open Interest Represented by Each Category of Trader
8.2 16.6 3.3 50.8 28.9 6.3 4.6 24.2 7.8 4.6 2.7 0.4 14.1 9.9
Number of Traders in Each Category Total Traders: 294
21 8 15 83 47 52 29 55 28 28 23 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 25,062
Positions
426 8,726 0 9,248 5,245 2,723 939 1,866 0 0 587 2 11,724 5,913
Changes from: September 10, 2019 Total Change is: -2,638
-46 -2,550 -948 605 2,050 13 410 -603 -493 0 -2 0 -2,179 -105
Percent of Open Interest Represented by Each Category of Trader
1.7 34.8 0.0 36.9 20.9 10.9 3.7 7.4 0.0 0.0 2.3 0.0 46.8 23.6
Number of Traders in Each Category Total Traders: 23
. . 0 12 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 28,840
Positions
4,008 2,983 5,315 6,152 9,815 2,300 3,287 1,712 1,016 0 0 0 6,762 5,699
Changes from: September 10, 2019 Total Change is: 339
67 -14 1,144 1,890 -1,142 -1,650 -1,482 1,712 371 0 0 0 -1 -82
Percent of Open Interest Represented by Each Category of Trader
13.9 10.3 18.4 21.3 34.0 8.0 11.4 5.9 3.5 0.0 0.0 0.0 23.4 19.8
Number of Traders in Each Category Total Traders: 22
. . . 5 8 8 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 151,239
Positions
63,852 3,236 2,046 14,698 44,368 3,801 30,065 49,249 9,011 0 3,411 270 27,497 35,848
Changes from: September 10, 2019 Total Change is: -42,764
-21,017 -9,179 -7,035 -753 -2,841 -127 -3,201 -14,807 -6,628 0 1,109 57 -4,061 -3,313
Percent of Open Interest Represented by Each Category of Trader
42.2 2.1 1.4 9.7 29.3 2.5 19.9 32.6 6.0 0.0 2.3 0.2 18.2 23.7
Number of Traders in Each Category Total Traders: 89
7 4 7 12 20 11 13 29 14 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 64,740
Positions
0 44,639 0 57,537 0 0 5,049 15,658 0 440 3,354 0 1,714 1,089
Changes from: September 10, 2019 Total Change is: -8,185
-1,777 -4,314 -10 4,601 0 -2,500 -700 4,564 -2,013 0 2,214 -943 -4,843 -5,183
Percent of Open Interest Represented by Each Category of Trader
0.0 69.0 0.0 88.9 0.0 0.0 7.8 24.2 0.0 0.7 5.2 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 38
0 5 0 10 0 0 12 6 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 189,456
Positions
145 105,983 827 97,287 6,530 485 76,561 52,513 2,778 5,459 17,099 4 5,911 3,236
Changes from: September 10, 2019 Total Change is: -8,804
-6,742 -24,314 -251 3,696 -2,388 -255 5,821 28,783 -9,919 300 1,050 0 -1,454 -1,510
Percent of Open Interest Represented by Each Category of Trader
0.1 55.9 0.4 51.4 3.4 0.3 40.4 27.7 1.5 2.9 9.0 0.0 3.1 1.7
Number of Traders in Each Category Total Traders: 150
. 12 . 25 10 . 47 29 9 10 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 46,970
Positions
24,086 616 0 2,708 34,218 0 16,625 8,920 119 902 952 0 2,531 2,145
Changes from: September 10, 2019 Total Change is: -2,305
0 61 0 14 -1,819 0 -2,351 -415 -147 -3 -20 0 183 36
Percent of Open Interest Represented by Each Category of Trader
51.3 1.3 0.0 5.8 72.9 0.0 35.4 19.0 0.3 1.9 2.0 0.0 5.4 4.6
Number of Traders in Each Category Total Traders: 48
. . 0 . 7 0 10 16 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 68,594
Positions
45,186 0 16 2,447 29,866 467 15,789 28,808 766 1,291 2,682 29 2,602 5,959
Changes from: September 10, 2019 Total Change is: -4,687
5,640 0 -2,557 -733 -2,066 -509 -5,496 1,523 -1,639 429 269 -29 207 320
Percent of Open Interest Represented by Each Category of Trader
65.9 0.0 0.0 3.6 43.5 0.7 23.0 42.0 1.1 1.9 3.9 0.0 3.8 8.7
Number of Traders in Each Category Total Traders: 105
10 0 . 4 28 . 23 26 7 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 14,469
Positions
1,506 1,500 0 11,809 3,026 0 358 7,560 0 0 313 0 796 2,070
Changes from: September 10, 2019 Total Change is: 91
-1,789 -1,231 0 7,803 76 0 -5,668 1,800 -463 0 10 0 208 -101
Percent of Open Interest Represented by Each Category of Trader
10.4 10.4 0.0 81.6 20.9 0.0 2.5 52.2 0.0 0.0 2.2 0.0 5.5 14.3
Number of Traders in Each Category Total Traders: 22
. . 0 4 4 0 . 9 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 60,322
Positions
8,455 28,942 12,400 14,850 3,256 645 13,080 3,610 1,338 1,091 1,097 7 8,457 9,028
Changes from: September 10, 2019 Total Change is: 15,371
1,449 2,537 10,477 477 1,763 194 1,265 -330 786 -1 -121 7 718 59
Percent of Open Interest Represented by Each Category of Trader
14.0 48.0 20.6 24.6 5.4 1.1 21.7 6.0 2.2 1.8 1.8 0.0 14.0 15.0
Number of Traders in Each Category Total Traders: 98
11 24 16 14 4 4 25 12 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 120,644
Positions
16,910 57,883 24,799 29,699 6,512 1,290 26,160 7,220 2,676 2,182 2,193 14 16,914 18,057
Changes from: September 10, 2019 Total Change is: 30,742
2,897 5,073 20,953 954 3,525 388 2,529 -660 1,572 -1 -241 14 1,436 118
Percent of Open Interest Represented by Each Category of Trader
14.0 48.0 20.6 24.6 5.4 1.1 21.7 6.0 2.2 1.8 1.8 0.0 14.0 15.0
Number of Traders in Each Category Total Traders: 98
11 24 16 14 4 4 25 12 11 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 63,366
Positions
0 35,007 20,576 36,774 0 149 535 2,479 2,381 1,000 1,288 0 1,951 1,486
Changes from: September 10, 2019 Total Change is: 24,656
0 949 20,311 2,317 0 -426 0 1,233 2,381 0 -116 0 73 324
Percent of Open Interest Represented by Each Category of Trader
0.0 55.2 32.5 58.0 0.0 0.2 0.8 3.9 3.8 1.6 2.0 0.0 3.1 2.3
Number of Traders in Each Category Total Traders: 29
0 8 4 13 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 878,396
Positions
50,477 108,025 86,031 274,637 133,417 78,350 42,288 84,858 206,428 17,493 72,865 11,263 111,429 97,160
Changes from: September 10, 2019 Total Change is: 59,403
-866 6,853 23,346 -11,851 28 11,884 6,342 -5,639 27,210 -908 1,235 -8,113 12,360 2,599
Percent of Open Interest Represented by Each Category of Trader
5.7 12.3 9.8 31.3 15.2 8.9 4.8 9.7 23.5 2.0 8.3 1.3 12.7 11.1
Number of Traders in Each Category Total Traders: 602
33 38 57 153 99 129 74 101 107 42 62 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 80,491
Positions
5,213 15,970 4,724 2,019 1,226 3,708 11,989 6,020 21,008 7 15 463 31,361 27,358
Changes from: September 10, 2019 Total Change is: 6,023
-929 3,360 3,197 -2,555 -114 1,371 2,088 -214 387 -48 4 136 2,375 -2,105
Percent of Open Interest Represented by Each Category of Trader
6.5 19.8 5.9 2.5 1.5 4.6 14.9 7.5 26.1 0.0 0.0 0.6 39.0 34.0
Number of Traders in Each Category Total Traders: 47
. 12 7 . . . 9 12 20 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 15,387
Positions
8,721 10,646 1,237 2,806 1,348 685 291 694 0 0 0 0 1,647 777
Changes from: September 10, 2019 Total Change is: 918
1,351 1,091 1,237 -371 -1,102 -421 -379 51 0 0 0 0 -499 62
Percent of Open Interest Represented by Each Category of Trader
56.7 69.2 8.0 18.2 8.8 4.5 1.9 4.5 0.0 0.0 0.0 0.0 10.7 5.0
Number of Traders in Each Category Total Traders: 20
7 6 . . . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 11,185
Positions
2,015 5,809 3,120 2,447 0 249 963 272 35 0 0 0 2,356 1,700
Changes from: September 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.0 51.9 27.9 21.9 0.0 2.2 8.6 2.4 0.3 0.0 0.0 0.0 21.1 15.2
Number of Traders in Each Category Total Traders: 20
5 5 5 6 0 . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 3,989,525
Positions
279,988 513,944 352,867 1,370,935 668,801 365,366 217,556 460,249 861,042 87,434 364,248 54,000 400,337 349,007
Changes from: September 10, 2019 Total Change is: 266,899
12,618 29,769 88,438 -46,486 706 52,569 32,078 -16,313 123,302 -4,300 6,155 -41,246 49,926 23,518
Percent of Open Interest Represented by Each Category of Trader
7.0 12.9 8.8 34.4 16.8 9.2 5.5 11.5 21.6 2.2 9.1 1.4 10.0 8.7
Number of Traders in Each Category Total Traders: 589
34 36 54 154 97 128 75 94 101 39 60 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 24,815
Positions
8,462 12,418 6,690 5,857 0 979 247 1,175 239 0 357 0 2,341 2,957
Changes from: September 10, 2019 Total Change is: 6,592
194 -437 6,690 -756 0 237 0 338 239 0 0 0 -12 -475
Percent of Open Interest Represented by Each Category of Trader
34.1 50.0 27.0 23.6 0.0 3.9 1.0 4.7 1.0 0.0 1.4 0.0 9.4 11.9
Number of Traders in Each Category Total Traders: 22
6 7 6 . 0 . . 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 26,747
Positions
5,514 14,246 1,197 12,646 228 0 421 764 1,348 0 0 0 5,621 8,964
Changes from: September 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.6 53.3 4.5 47.3 0.9 0.0 1.6 2.9 5.0 0.0 0.0 0.0 21.0 33.5
Number of Traders in Each Category Total Traders: 21
. 8 . 4 . 0 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 12,292
Positions
4,774 7,546 2,707 2,746 316 0 237 0 0 0 0 0 1,828 1,723
Changes from: September 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
38.8 61.4 22.0 22.3 2.6 0.0 1.9 0.0 0.0 0.0 0.0 0.0 14.9 14.0
Number of Traders in Each Category Total Traders: 20
5 9 . 4 . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,983
Positions
3,592 4,634 5,076 2,933 983 0 211 2,359 0 0 0 0 2,171 931
Changes from: September 10, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
25.7 33.1 36.3 21.0 7.0 0.0 1.5 16.9 0.0 0.0 0.0 0.0 15.5 6.7
Number of Traders in Each Category Total Traders: 20
5 6 4 . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 23,056
Positions
9,411 5,590 6,568 2,888 7,500 804 389 931 21 0 0 0 2,975 1,642
Changes from: September 10, 2019 Total Change is: 6,497
-178 -1,024 6,568 12 -82 12 -242 445 7 0 0 0 318 571
Percent of Open Interest Represented by Each Category of Trader
40.8 24.2 28.5 12.5 32.5 3.5 1.7 4.0 0.1 0.0 0.0 0.0 12.9 7.1
Number of Traders in Each Category Total Traders: 24
6 8 7 . . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 66,558
Positions
9,224 12,009 562 40,337 36,128 3,239 2,029 2,725 827 0 7,229 0 10,340 3,839
Changes from: September 10, 2019 Total Change is: -101
-894 72 -52 -2,234 -1,203 862 473 63 490 0 0 0 1,254 -333
Percent of Open Interest Represented by Each Category of Trader
13.9 18.0 0.8 60.6 54.3 4.9 3.0 4.1 1.2 0.0 10.9 0.0 15.5 5.8
Number of Traders in Each Category Total Traders: 75
6 7 4 33 16 12 6 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 54,203
Positions
7,189 9,989 3,023 17,658 9,209 3,089 8,727 10,985 6,253 791 2,287 206 7,267 9,162
Changes from: September 10, 2019 Total Change is: 9,225
-588 735 2,073 1,657 660 2,362 1,602 279 1,975 14 -4 28 103 1,118
Percent of Open Interest Represented by Each Category of Trader
13.3 18.4 5.6 32.6 17.0 5.7 16.1 20.3 11.5 1.5 4.2 0.4 13.4 16.9
Number of Traders in Each Category Total Traders: 248
18 26 21 53 37 37 33 47 36 15 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 271,017
Positions
35,945 49,947 15,116 88,292 46,044 15,445 43,635 54,926 31,263 3,957 11,437 1,030 36,335 45,808
Changes from: September 10, 2019 Total Change is: 46,127
-2,942 3,676 10,367 8,286 3,301 11,808 8,009 1,393 9,875 72 -20 140 514 5,588
Percent of Open Interest Represented by Each Category of Trader
13.3 18.4 5.6 32.6 17.0 5.7 16.1 20.3 11.5 1.5 4.2 0.4 13.4 16.9
Number of Traders in Each Category Total Traders: 248
18 26 21 53 37 37 33 47 36 15 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 522,134
Positions
83,185 78,070 45,427 234,148 211,918 43,347 58,883 73,266 21,168 12,267 27,127 150 23,559 21,662
Changes from: September 10, 2019 Total Change is: 50,659
-23,566 28,921 30,103 20,691 -28,644 7,537 4,466 5,792 8,400 -25 -215 125 2,928 -1,360
Percent of Open Interest Represented by Each Category of Trader
15.9 15.0 8.7 44.8 40.6 8.3 11.3 14.0 4.1 2.3 5.2 0.0 4.5 4.1
Number of Traders in Each Category Total Traders: 300
25 23 24 76 59 45 39 49 36 13 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 20,093
Positions
1,511 4,008 0 11,536 985 26 782 11,403 45 848 659 0 5,345 2,967
Changes from: September 10, 2019 Total Change is: -24,902
-2,100 126 -596 862 0 -12 -8,148 -12,057 -7,177 -715 659 -1,150 -5,866 -4,695
Percent of Open Interest Represented by Each Category of Trader
7.5 19.9 0.0 57.4 4.9 0.1 3.9 56.8 0.2 4.2 3.3 0.0 26.6 14.8
Number of Traders in Each Category Total Traders: 31
. . 0 13 . . . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 41,836
Positions
1,096 10,755 235 14,600 14,980 423 14,487 8,048 206 1,013 2,674 0 9,776 4,515
Changes from: September 10, 2019 Total Change is: -33,431
-5,763 -12,773 -3,312 -494 -1,448 -752 -15,222 -4,712 -7,713 1,013 662 -939 -249 -2,444
Percent of Open Interest Represented by Each Category of Trader
2.6 25.7 0.6 34.9 35.8 1.0 34.6 19.2 0.5 2.4 6.4 0.0 23.4 10.8
Number of Traders in Each Category Total Traders: 58
. 13 . 13 8 6 10 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 412,787
Positions
40,955 158,705 75,829 236,849 111,463 27,046 13,575 16,979 1,268 2,437 8,626 0 14,828 12,871
Changes from: September 10, 2019 Total Change is: 87,323
6,643 4,218 74,169 -1,312 1,937 -1,247 1,862 529 871 81 0 0 6,256 6,846
Percent of Open Interest Represented by Each Category of Trader
9.9 38.4 18.4 57.4 27.0 6.6 3.3 4.1 0.3 0.6 2.1 0.0 3.6 3.1
Number of Traders in Each Category Total Traders: 169
13 13 11 62 40 31 15 18 6 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 1,546,537
Positions
86,309 645,156 175,953 860,088 318,190 108,457 81,012 89,167 6,807 42,623 22,820 7,658 177,630 172,329
Changes from: September 10, 2019 Total Change is: 342,774
569 21,894 171,378 11,017 -34,267 -100 3,892 22,087 4,636 548 3,580 1,967 148,867 151,599
Percent of Open Interest Represented by Each Category of Trader
5.6 41.7 11.4 55.6 20.6 7.0 5.2 5.8 0.4 2.8 1.5 0.5 11.5 11.1
Number of Traders in Each Category Total Traders: 412
26 22 27 157 81 93 47 39 24 25 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 116,185
Positions
45,702 75,187 39,652 11,690 0 980 16,279 0 306 1,550 0 0 26 60
Changes from: September 10, 2019 Total Change is: 811
-624 2,376 -1,565 3,000 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
39.3 64.7 34.1 10.1 0.0 0.8 14.0 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 17, 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 1,310,714
Positions
7,254 149,395 78,731 474,243 260,050 212,168 52,111 191,374 210,493 72,304 36,793 21,392 182,017 150,319
Changes from: September 10, 2019 Total Change is: 66,072
1,735 25,186 25,332 28,418 -17,975 -850 -10,801 2,533 32,610 -5,696 -811 3,380 -8,055 -3,332
Percent of Open Interest Represented by Each Category of Trader
0.6 11.4 6.0 36.2 19.8 16.2 4.0 14.6 16.1 5.5 2.8 1.6 13.9 11.5
Number of Traders in Each Category Total Traders: 196
6 19 17 58 30 54 26 38 45 12 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 1,167,492
Positions
42,203 158,311 2,318 646,098 42,260 190,578 33,080 652,228 26,366 43,097 9,712 0 183,752 85,718
Changes from: September 10, 2019 Total Change is: -7,116
8,908 2,766 -664 -15,866 -2,465 520 4,993 4,605 -7,120 1,456 -390 0 657 -4,368
Percent of Open Interest Represented by Each Category of Trader
3.6 13.6 0.2 55.3 3.6 16.3 2.8 55.9 2.3 3.7 0.8 0.0 15.7 7.3
Number of Traders in Each Category Total Traders: 133
6 11 5 67 12 55 9 22 16 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 3,638,213
Positions
92,577 286,893 18,000 1,566,474 592,282 239,041 852,602 2,056,260 170,739 491,419 163,822 14,386 192,977 96,792
Changes from: September 10, 2019 Total Change is: 85,370
-32,908 5,910 -61 52,493 45,674 1,272 56,281 24,649 10,636 43,241 18,020 4,373 -49,957 -25,103
Percent of Open Interest Represented by Each Category of Trader
2.5 7.9 0.5 43.1 16.3 6.6 23.4 56.5 4.7 13.5 4.5 0.4 5.3 2.7
Number of Traders in Each Category Total Traders: 373
22 30 11 115 34 75 63 64 55 30 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 4,595,448
Positions
175,195 252,886 233,400 1,398,141 623,608 1,011,713 347,772 1,110,808 647,919 249,768 212,688 82,825 448,717 419,602
Changes from: September 10, 2019 Total Change is: 157,688
1,956 30,345 42,280 -89,572 -18,587 97,979 51,192 -79,882 96,290 -9,956 -1,050 -2,804 -29,678 -6,882
Percent of Open Interest Represented by Each Category of Trader
3.8 5.5 5.1 30.4 13.6 22.0 7.6 24.2 14.1 5.4 4.6 1.8 9.8 9.1
Number of Traders in Each Category Total Traders: 410
25 34 43 96 70 107 67 65 81 32 21 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 818,327
Positions
93,127 49,965 2,171 252,494 261,424 143,075 131,608 150,409 24,928 49,277 20,198 0 121,647 166,157
Changes from: September 10, 2019 Total Change is: -768
20,041 14,207 -5,439 -12,012 -3,593 -6,836 6,181 -4,515 -1,462 -4,000 -176 0 2,759 7,046
Percent of Open Interest Represented by Each Category of Trader
11.4 6.1 0.3 30.9 31.9 17.5 16.1 18.4 3.0 6.0 2.5 0.0 14.9 20.3
Number of Traders in Each Category Total Traders: 101
5 7 . 26 33 38 14 10 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 4,635,040
Positions
66,040 403,340 170,725 1,958,649 648,889 936,085 438,292 1,570,062 328,700 414,936 230,970 24,687 296,926 321,582
Changes from: September 10, 2019 Total Change is: 19,832
-19,940 7,927 22,675 58,184 30,406 -26,922 -23,882 -3,959 7,850 10,612 -14,967 2,353 -11,098 -5,532
Percent of Open Interest Represented by Each Category of Trader
1.4 8.7 3.7 42.3 14.0 20.2 9.5 33.9 7.1 9.0 5.0 0.5 6.4 6.9
Number of Traders in Each Category Total Traders: 325
13 32 24 88 52 86 36 64 55 23 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 2,153,441
Positions
388,755 327,462 660,927 14,216 151,242 21,101 493,881 515,066 403,265 121,406 22,500 8,916 40,975 42,962
Changes from: September 10, 2019 Total Change is: 136,582
-23,351 71,602 81,805 4,943 53,738 -16,292 111,549 -10,632 -38,808 12,611 -5,436 -464 4,589 1,069
Percent of Open Interest Represented by Each Category of Trader
18.1 15.2 30.7 0.7 7.0 1.0 22.9 23.9 18.7 5.6 1.0 0.4 1.9 2.0
Number of Traders in Each Category Total Traders: 174
30 35 50 . 9 6 45 34 55 10 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 is24,371,738
Positions
2,781,334 1,568,354 4,944,716 537,694 2,653,745 1,419,819 1,317,882 317,653 12,242,963 160,124 124,610 226,109 741,096 873,769
Changes from: September 10, 2019 Total Change is:-5,224,613
-65,902 -344,619 -1,108,501 23,472 14,374 -303,498 -362,460 -79,119 -3,381,698 -6,095 -12,904 59,697 -79,629 -68,344
Percent of Open Interest Represented by Each Category of Trader
11.4 6.4 20.3 2.2 10.9 5.8 5.4 1.3 50.2 0.7 0.5 0.9 3.0 3.6
Number of Traders in Each Category Total Traders: 297
39 36 72 20 22 27 76 54 108 24 22 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 146,348
Positions
16,825 62,221 20,980 5,573 6,065 6,017 69,880 25,812 23,026 442 269 1,459 2,146 499
Changes from: September 10, 2019 Total Change is: 21,343
5,048 5,957 5,294 -478 1,050 1,142 14,200 12,149 -4,952 -384 269 373 1,100 61
Percent of Open Interest Represented by Each Category of Trader
11.5 42.5 14.3 3.8 4.1 4.1 47.7 17.6 15.7 0.3 0.2 1.0 1.5 0.3
Number of Traders in Each Category Total Traders: 48
. 14 7 . . . 11 14 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 205,314
Positions
37,289 25,834 20,444 3,115 20,156 9,984 103,773 102,053 23,006 6,708 0 597 398 3,240
Changes from: September 10, 2019 Total Change is: 65,040
20,525 13,298 -3,011 600 7,835 3,885 44,118 42,975 -2,438 1,641 -272 -90 -190 2,858
Percent of Open Interest Represented by Each Category of Trader
18.2 12.6 10.0 1.5 9.8 4.9 50.5 49.7 11.2 3.3 0.0 0.3 0.2 1.6
Number of Traders in Each Category Total Traders: 69
12 8 12 . 4 . 15 22 27 5 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 56,275
Positions
0 28,778 0 1,193 4,662 0 26,048 4,174 15,699 13,288 1,107 0 47 1,855
Changes from: September 10, 2019 Total Change is: 6,000
-40 11,382 -10,290 0 18 0 10,816 -315 5,426 60 0 0 28 -221
Percent of Open Interest Represented by Each Category of Trader
0.0 51.1 0.0 2.1 8.3 0.0 46.3 7.4 27.9 23.6 2.0 0.0 0.1 3.3
Number of Traders in Each Category Total Traders: 30
0 5 0 . 9 0 4 4 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 10,860
Positions
1,043 4,137 0 1,029 741 0 8,140 3,132 634 0 0 0 14 2,216
Changes from: September 10, 2019 Total Change is: -1,950
-2,482 1,943 -1,923 0 160 0 4,103 -591 -1,648 0 0 0 0 109
Percent of Open Interest Represented by Each Category of Trader
9.6 38.1 0.0 9.5 6.8 0.0 75.0 28.8 5.8 0.0 0.0 0.0 0.1 20.4
Number of Traders in Each Category Total Traders: 21
. . 0 . 5 0 4 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 52,281
Positions
15,306 70 16,597 0 180 0 5,254 21,091 11,346 3,530 2,710 246 2 41
Changes from: September 10, 2019 Total Change is: -327
-655 -60 0 0 0 0 2,600 4,724 -2,274 2,750 0 -2,750 2 33
Percent of Open Interest Represented by Each Category of Trader
29.3 0.1 31.7 0.0 0.3 0.0 10.0 40.3 21.7 6.8 5.2 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 9 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,174
Positions
31 50 0 262 201 0 1,688 2,254 164 521 1,093 55 1,453 357
Changes from: September 10, 2019 Total Change is: 46
0 0 0 18 11 0 -4 21 22 41 142 -56 25 -94
Percent of Open Interest Represented by Each Category of Trader
0.7 1.2 0.0 6.3 4.8 0.0 40.4 54.0 3.9 12.5 26.2 1.3 34.8 8.6
Number of Traders in Each Category Total Traders: 49
. . 0 4 . 0 11 16 5 12 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 55,851
Positions
813 41,794 0 27,209 2,018 469 19,960 8,072 864 2,595 882 134 3,807 1,619
Changes from: September 10, 2019 Total Change is: -9,070
-40 10,308 -5,697 -287 -146 -9 239 -10,095 -328 207 42 -56 -3,098 -3,089
Percent of Open Interest Represented by Each Category of Trader
1.5 74.8 0.0 48.7 3.6 0.8 35.7 14.5 1.5 4.6 1.6 0.2 6.8 2.9
Number of Traders in Each Category Total Traders: 89
. . 0 15 5 . 30 11 6 18 6 .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 402,718
Positions
84,322 13,833 20,649 113,218 103,375 22,970 47,225 125,952 71,697 8,952 4,272 10,907 22,778 29,063
Changes from: September 10, 2019 Total Change is: 42,434
17,255 -3,369 1,171 -5,234 20,097 1,716 3,047 1,202 19,868 1,163 628 555 2,893 566
Percent of Open Interest Represented by Each Category of Trader
20.9 3.4 5.1 28.1 25.7 5.7 11.7 31.3 17.8 2.2 1.1 2.7 5.7 7.2
Number of Traders in Each Category Total Traders: 200
16 11 20 15 33 19 36 65 55 9 6 9
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Traders in Financial Futures - Options and Futures Combined Positions as of September 17, 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 20,703
Positions
2,453 1,700 1,186 7,884 1,207 1,305 6,306 14,099 738 593 178 0 238 290
Changes from: September 10, 2019 Total Change is: -2,413
0 342 -28 659 -3,726 291 -1,909 1,844 -1,307 -170 -83 0 51 254
Percent of Open Interest Represented by Each Category of Trader
11.8 8.2 5.7 38.1 5.8 6.3 30.5 68.1 3.6 2.9 0.9 0.0 1.1 1.4
Number of Traders in Each Category Total Traders: 40
. . . 10 . . . 8 . 8 . 0
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Updated September 20, 2019