Open your weather app. Check a score. Play a round of something to kill five minutes. The second the ad loads, your phone does something you were never told about. It announces where you are to a room full of strangers.

Here, let me break it down for you. Most free apps pay for themselves by showing ads. To sell that ad space, the app runs an instant auction every time it loads. It sends out a request for bids and that request carries a lot more information than just the size of the ad slot. It carries your device ID, your internet address, and often your precise location. Thousands of companies receive that request at once. One of them wins the ad. All of them keep the data. The whole thing takes about a tenth of a second. It happens every time an ad loads. That is all day long. Some apps go further. Grant one background location and it can keep sending where you are even while it sits closed in your pocket.

That is the quiet part. Anyone who can pose as an advertiser can sit in these auctions and collect the stream. They do not have to buy a single ad. They just listen. One broker that regulators studied, Mobilewalla, had built files on more than a billion people. Roughly six in ten of those records came straight out of ad auctions like the ones running on your phone right now.

The buyers are not only marketers. Insurers want it, and so does the government. Federal agencies, among them the FBI, ICE, the IRS, and the Secret Service, have bought Americans' phone location from brokers instead of asking a judge for a warrant. It is cheaper, it is faster, and for now it is legal. This past spring a senator asked the FBI director whether he would stop buying this data. He would not commit to it. One firm even sells that same ad feed to ICE, the military, and police as a ready-made tracking tool.

You do not have to take anyone's word that this data leaks. Early last year a location broker called Gravy Analytics was hacked. Researchers who went through the stolen files pulled out the names of more than three thousand apps that had been feeding it. Not spy tools. Games. A dating app. The ordinary stuff on most phones. The records traced people to the places that give a private life away. A clinic. A church. Someone's home at night. There were millions of people in the file.

Regulators are trying. The Federal Trade Commission has banned one broker after another from selling sensitive location. The trouble is that there is always another broker and the auction underneath them all keeps running. You cannot really opt out of a system you were never asked to join.

None of this needs to ruin your morning. You are not the target of anything. You are one dot among millions, rented out by the second to whoever is paying. That is worth knowing, even if you never change a thing. The point is not to be afraid of your phone. The point is to stop assuming it works only for you. Aware, not consumed. That is the whole idea.

If you want to shut some of these doors, the Electronic Frontier Foundation has a plain, free walkthrough for locking down location on your phone: how to limit location tracking on your phone.