Traders in Financial Futures - Futures Only Positions as of April 2, 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 151,140
Positions
40,915 169 622 41,971 36,036 5,538 17,897 67,225 5,987 11,000 1,563 52 27,158 33,948
Changes from: March 26, 2019 Total Change is: 6,829
2,618 -343 -289 -719 1,810 404 3,980 7,102 -249 -208 0 5 1,287 -1,611
Percent of Open Interest Represented by Each Category of Trader
27.1 0.1 0.4 27.8 23.8 3.7 11.8 44.5 4.0 7.3 1.0 0.0 18.0 22.5
Number of Traders in Each Category Total Traders: 100
11 . . 14 18 11 18 25 13 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 73,617
Positions
45,507 2,435 259 1,466 24,034 680 16,427 20,157 481 676 919 0 8,121 24,652
Changes from: March 26, 2019 Total Change is: 1,078
480 -134 -118 -1,541 -1,229 338 2,552 290 164 0 0 0 -797 1,767
Percent of Open Interest Represented by Each Category of Trader
61.8 3.3 0.4 2.0 32.6 0.9 22.3 27.4 0.7 0.9 1.2 0.0 11.0 33.5
Number of Traders in Each Category Total Traders: 53
4 4 . . 17 . 11 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 147,431
Positions
19,087 5,664 2,437 53,343 62,582 4,218 34,003 27,361 5,549 3,433 10,073 0 25,361 29,547
Changes from: March 26, 2019 Total Change is: 4,474
5,551 -4,186 -488 719 4,084 -199 4,052 1,845 839 -4,232 1,797 0 -1,768 782
Percent of Open Interest Represented by Each Category of Trader
12.9 3.8 1.7 36.2 42.4 2.9 23.1 18.6 3.8 2.3 6.8 0.0 17.2 20.0
Number of Traders in Each Category Total Traders: 104
8 4 5 17 22 11 18 27 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 156,838
Positions
58,983 3,157 641 36,797 66,828 6,679 22,099 39,940 3,550 3,743 1,522 0 24,346 34,521
Changes from: March 26, 2019 Total Change is: -307
2,828 -454 -238 3,045 5,796 -1,044 -3,144 -5,502 -1,049 -400 -15 0 -305 2,199
Percent of Open Interest Represented by Each Category of Trader
37.6 2.0 0.4 23.5 42.6 4.3 14.1 25.5 2.3 2.4 1.0 0.0 15.5 22.0
Number of Traders in Each Category Total Traders: 113
11 . . 20 28 8 14 32 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 497,717
Positions
37,759 66,177 2,612 289,108 181,139 28,167 29,983 133,701 6,296 19,022 18,829 334 84,436 60,462
Changes from: March 26, 2019 Total Change is: 10,913
6,384 -13,757 611 -782 11,949 158 2,919 18,124 611 1,270 -2,030 119 -377 -4,872
Percent of Open Interest Represented by Each Category of Trader
7.6 13.3 0.5 58.1 36.4 5.7 6.0 26.9 1.3 3.8 3.8 0.1 17.0 12.1
Number of Traders in Each Category Total Traders: 278
18 10 10 90 42 38 30 50 16 22 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 27,768
Positions
0 7,603 0 11,327 8,981 2,786 1,608 1,041 0 0 583 8 12,039 6,766
Changes from: March 26, 2019 Total Change is: 1,057
0 1,582 0 969 -356 -96 1,072 0 0 0 0 0 -888 -73
Percent of Open Interest Represented by Each Category of Trader
0.0 27.4 0.0 40.8 32.3 10.0 5.8 3.7 0.0 0.0 2.1 0.0 43.4 24.4
Number of Traders in Each Category Total Traders: 24
0 . 0 11 6 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 149,828
Positions
66,785 2,988 775 14,926 55,458 3,789 29,773 42,424 3,208 5,494 2,240 0 25,078 38,946
Changes from: March 26, 2019 Total Change is: 8,506
-1,817 368 687 -798 7,291 727 6,301 680 70 -40 -2,011 0 3,376 694
Percent of Open Interest Represented by Each Category of Trader
44.6 2.0 0.5 10.0 37.0 2.5 19.9 28.3 2.1 3.7 1.5 0.0 16.7 26.0
Number of Traders in Each Category Total Traders: 89
10 . . 13 21 12 21 18 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 58,867
Positions
0 46,105 500 54,268 0 0 2,191 9,831 0 299 1,103 0 1,609 1,328
Changes from: March 26, 2019 Total Change is: 1,115
0 -6 0 2,025 0 0 -728 768 0 0 81 0 -182 272
Percent of Open Interest Represented by Each Category of Trader
0.0 78.3 0.8 92.2 0.0 0.0 3.7 16.7 0.0 0.5 1.9 0.0 2.7 2.3
Number of Traders in Each Category Total Traders: 29
0 4 . 9 0 0 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 227,327
Positions
1,253 139,683 800 132,138 11,462 880 82,022 39,771 772 2,797 30,846 0 6,665 3,113
Changes from: March 26, 2019 Total Change is: -12,199
461 -2,943 -93 -882 -2,800 347 -11,230 -7,599 328 -469 -69 0 -661 630
Percent of Open Interest Represented by Each Category of Trader
0.6 61.4 0.4 58.1 5.0 0.4 36.1 17.5 0.3 1.2 13.6 0.0 2.9 1.4
Number of Traders in Each Category Total Traders: 157
. 9 . 32 9 . 50 26 5 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 29,848
Positions
12,760 0 0 838 22,895 0 14,024 4,635 259 145 575 0 1,822 1,484
Changes from: March 26, 2019 Total Change is: -4,295
10,242 -1,518 -9,639 -99 6,524 0 -3,926 340 -154 10 60 0 -729 92
Percent of Open Interest Represented by Each Category of Trader
42.7 0.0 0.0 2.8 76.7 0.0 47.0 15.5 0.9 0.5 1.9 0.0 6.1 5.0
Number of Traders in Each Category Total Traders: 32
. 0 0 . 4 0 10 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 39,164
Positions
11,074 6,118 0 13,791 10,711 828 8,533 13,743 1,769 177 1,334 0 2,992 4,661
Changes from: March 26, 2019 Total Change is: -3,476
-31 -694 0 -1,762 582 234 -258 -2,947 -219 -172 -970 0 -1,268 538
Percent of Open Interest Represented by Each Category of Trader
28.3 15.6 0.0 35.2 27.3 2.1 21.8 35.1 4.5 0.5 3.4 0.0 7.6 11.9
Number of Traders in Each Category Total Traders: 80
5 6 0 12 11 4 14 27 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 39,880
Positions
6,187 21,068 1,042 8,688 1,757 2,790 11,609 3,426 530 1,351 1,668 0 7,685 7,601
Changes from: March 26, 2019 Total Change is: 785
94 -45 93 -1,203 164 409 1,258 454 167 -125 -23 0 93 -433
Percent of Open Interest Represented by Each Category of Trader
15.5 52.8 2.6 21.8 4.4 7.0 29.1 8.6 1.3 3.4 4.2 0.0 19.3 19.1
Number of Traders in Each Category Total Traders: 97
10 20 . 17 4 5 25 11 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 79,760
Positions
12,374 42,135 2,083 17,376 3,514 5,580 23,218 6,851 1,059 2,701 3,336 0 15,369 15,202
Changes from: March 26, 2019 Total Change is: 1,569
188 -90 186 -2,406 328 817 2,516 907 333 -250 -46 0 185 -866
Percent of Open Interest Represented by Each Category of Trader
15.5 52.8 2.6 21.8 4.4 7.0 29.1 8.6 1.3 3.4 4.2 0.0 19.3 19.1
Number of Traders in Each Category Total Traders: 97
10 20 . 17 4 5 25 11 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 24,577
Positions
2,217 19,211 0 20,021 1,346 625 370 2,157 0 0 452 0 1,344 786
Changes from: March 26, 2019 Total Change is: 2,452
-300 1,392 0 2,789 -121 189 -269 920 0 0 0 0 43 72
Percent of Open Interest Represented by Each Category of Trader
9.0 78.2 0.0 81.5 5.5 2.5 1.5 8.8 0.0 0.0 1.8 0.0 5.5 3.2
Number of Traders in Each Category Total Traders: 25
. 7 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 533,116
Positions
52,865 137,775 6,204 274,615 119,906 55,503 43,609 76,874 10,523 15,173 53,229 2,328 72,295 70,772
Changes from: March 26, 2019 Total Change is: 7,057
5,142 1,683 197 3,084 831 -727 -1,441 7,167 424 -595 -1,328 563 411 -1,752
Percent of Open Interest Represented by Each Category of Trader
9.9 25.8 1.2 51.5 22.5 10.4 8.2 14.4 2.0 2.8 10.0 0.4 13.6 13.3
Number of Traders in Each Category Total Traders: 557
29 40 23 169 91 120 68 97 51 32 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 27,563
Positions
2,446 15,103 0 3,711 1,097 0 3,456 1,137 800 90 0 0 17,060 9,426
Changes from: March 26, 2019 Total Change is: 2,346
608 1,787 0 48 0 0 -1,132 405 800 90 0 0 1,932 -646
Percent of Open Interest Represented by Each Category of Trader
8.9 54.8 0.0 13.5 4.0 0.0 12.5 4.1 2.9 0.3 0.0 0.0 61.9 34.2
Number of Traders in Each Category Total Traders: 26
. 10 0 . . 0 6 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 14,240
Positions
5,013 11,507 0 6,709 857 221 229 469 45 0 0 0 2,023 1,141
Changes from: March 26, 2019 Total Change is: -110
590 -402 0 -381 0 -47 -311 17 45 0 0 0 -6 277
Percent of Open Interest Represented by Each Category of Trader
35.2 80.8 0.0 47.1 6.0 1.6 1.6 3.3 0.3 0.0 0.0 0.0 14.2 8.0
Number of Traders in Each Category Total Traders: 22
6 5 0 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 2,527,763
Positions
258,123 619,386 24,993 1,360,005 599,532 272,031 213,888 391,808 35,495 75,863 266,596 11,191 276,174 306,731
Changes from: March 26, 2019 Total Change is: 23,557
23,165 -26 489 15,178 4,156 -3,635 -6,987 28,365 3,565 -2,975 -6,190 2,363 -7,606 -5,530
Percent of Open Interest Represented by Each Category of Trader
10.2 24.5 1.0 53.8 23.7 10.8 8.5 15.5 1.4 3.0 10.5 0.4 10.9 12.1
Number of Traders in Each Category Total Traders: 554
29 38 20 169 91 120 67 97 49 32 31 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 33,568
Positions
2,113 11,004 18,000 10,379 1,267 1,127 0 1,081 0 0 0 0 1,949 1,089
Changes from: March 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.3 32.8 53.6 30.9 3.8 3.4 0.0 3.2 0.0 0.0 0.0 0.0 5.8 3.2
Number of Traders in Each Category Total Traders: 22
4 8 . 4 . . 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 10,186
Positions
1,103 9,365 1 6,549 281 0 891 218 0 0 0 0 1,642 321
Changes from: March 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
10.8 91.9 0.0 64.3 2.8 0.0 8.7 2.1 0.0 0.0 0.0 0.0 16.1 3.2
Number of Traders in Each Category Total Traders: 22
. 11 . 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 11,664
Positions
3,301 4,751 0 3,580 3,457 1,044 1,237 0 0 0 0 0 2,502 2,412
Changes from: March 26, 2019 Total Change is: 1,520
1,466 -361 -112 -31 216 -63 127 0 0 0 0 0 133 1,840
Percent of Open Interest Represented by Each Category of Trader
28.3 40.7 0.0 30.7 29.6 9.0 10.6 0.0 0.0 0.0 0.0 0.0 21.5 20.7
Number of Traders in Each Category Total Traders: 20
. 6 0 4 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 61,433
Positions
7,016 12,593 629 39,231 35,852 3,003 731 2,581 80 266 3,521 0 10,477 3,174
Changes from: March 26, 2019 Total Change is: -1,384
-845 -267 -256 -698 -770 390 -78 728 -399 0 -527 0 502 -283
Percent of Open Interest Represented by Each Category of Trader
11.4 20.5 1.0 63.9 58.4 4.9 1.2 4.2 0.1 0.4 5.7 0.0 17.1 5.2
Number of Traders in Each Category Total Traders: 78
7 8 . 33 18 13 . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 39,308
Positions
11,025 9,687 65 14,093 9,089 937 4,927 10,158 529 1,892 1,523 15 5,826 7,306
Changes from: March 26, 2019 Total Change is: 583
982 472 29 430 -542 271 -1,031 709 -165 153 102 -2 -83 -290
Percent of Open Interest Represented by Each Category of Trader
28.0 24.6 0.2 35.9 23.1 2.4 12.5 25.8 1.3 4.8 3.9 0.0 14.8 18.6
Number of Traders in Each Category Total Traders: 232
22 21 . 53 32 25 27 48 11 9 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 196,541
Positions
55,124 48,433 327 70,463 45,443 4,685 24,633 50,789 2,645 9,462 7,617 74 29,128 36,528
Changes from: March 26, 2019 Total Change is: 2,917
4,908 2,361 143 2,152 -2,712 1,353 -5,155 3,546 -824 766 509 -9 -417 -1,450
Percent of Open Interest Represented by Each Category of Trader
28.0 24.6 0.2 35.9 23.1 2.4 12.5 25.8 1.3 4.8 3.9 0.0 14.8 18.6
Number of Traders in Each Category Total Traders: 232
22 21 . 53 32 25 27 48 11 9 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 439,956
Positions
74,675 58,584 4,518 228,277 214,164 40,200 58,800 64,281 7,173 7,055 31,618 30 19,228 19,388
Changes from: March 26, 2019 Total Change is: -17,065
2,325 -6,984 -484 -13,620 -1,307 323 -6,541 -9,953 686 -148 -856 -48 442 1,558
Percent of Open Interest Represented by Each Category of Trader
17.0 13.3 1.0 51.9 48.7 9.1 13.4 14.6 1.6 1.6 7.2 0.0 4.4 4.4
Number of Traders in Each Category Total Traders: 277
30 14 4 67 52 41 40 50 25 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 25,560
Positions
4,973 0 0 11,519 1,723 662 2,576 18,863 27 1,421 471 0 4,382 3,814
Changes from: March 26, 2019 Total Change is: 1,570
3,060 0 0 1,131 -31 218 -2,116 388 17 352 106 0 -1,092 872
Percent of Open Interest Represented by Each Category of Trader
19.5 0.0 0.0 45.1 6.7 2.6 10.1 73.8 0.1 5.6 1.8 0.0 17.1 14.9
Number of Traders in Each Category Total Traders: 35
4 0 0 12 5 4 5 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 61,506
Positions
5,538 18,111 287 16,833 5,855 2,075 27,740 4,721 519 522 792 0 7,992 29,146
Changes from: March 26, 2019 Total Change is: 6,756
1,932 2,620 274 1,737 1,018 -261 2,728 -3,822 427 522 392 0 -603 6,108
Percent of Open Interest Represented by Each Category of Trader
9.0 29.4 0.5 27.4 9.5 3.4 45.1 7.7 0.8 0.8 1.3 0.0 13.0 47.4
Number of Traders in Each Category Total Traders: 65
11 10 4 14 6 7 16 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 320,234
Positions
32,544 190,691 3,620 238,044 81,719 17,645 12,362 17,916 130 5,549 1,409 0 10,340 7,104
Changes from: March 26, 2019 Total Change is: 2,794
3,377 435 -35 2,553 76 -798 -1,813 3,305 -25 -1,224 0 0 759 -164
Percent of Open Interest Represented by Each Category of Trader
10.2 59.5 1.1 74.3 25.5 5.5 3.9 5.6 0.0 1.7 0.4 0.0 3.2 2.2
Number of Traders in Each Category Total Traders: 167
16 12 6 66 35 26 13 18 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 1,278,468
Positions
64,250 902,519 2,337 959,526 171,682 103,805 80,723 71,192 1,973 28,141 12,391 1,554 36,159 11,015
Changes from: March 26, 2019 Total Change is: -10,454
815 1,260 274 -11,347 -3,158 2,714 3,388 -5,731 333 -3,902 -1,639 -9 -2,720 -4,498
Percent of Open Interest Represented by Each Category of Trader
5.0 70.6 0.2 75.1 13.4 8.1 6.3 5.6 0.2 2.2 1.0 0.1 2.8 0.9
Number of Traders in Each Category Total Traders: 417
24 20 7 188 56 79 57 30 14 34 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 93,308
Positions
34,390 53,489 39,128 6,049 0 280 12,426 0 300 700 0 0 35 111
Changes from: March 26, 2019 Total Change is: 2,378
-60 914 1,439 0 0 -25 1,014 0 0 0 0 0 10 50
Percent of Open Interest Represented by Each Category of Trader
36.9 57.3 41.9 6.5 0.0 0.3 13.3 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 16 8 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 959,773
Positions
13,781 70,445 2,727 445,927 360,266 182,285 110,226 160,012 8,084 26,836 22,540 3,802 166,105 149,612
Changes from: March 26, 2019 Total Change is: -25,094
5,053 -27,177 -169 -3,937 2,467 5,803 -17,170 2,595 682 -156 -5,317 -768 -14,432 -3,210
Percent of Open Interest Represented by Each Category of Trader
1.4 7.3 0.3 46.5 37.5 19.0 11.5 16.7 0.8 2.8 2.3 0.4 17.3 15.6
Number of Traders in Each Category Total Traders: 183
8 16 4 59 26 48 28 30 10 6 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 1,171,236
Positions
8,191 200,701 190 703,230 50,038 202,558 30,123 606,429 11,774 44,288 225 1,729 169,153 97,592
Changes from: March 26, 2019 Total Change is: 31,024
-583 5,543 -8 18,121 2,958 12,619 -1,356 23,964 -3,938 478 -6,690 0 5,691 -3,424
Percent of Open Interest Represented by Each Category of Trader
0.7 17.1 0.0 60.0 4.3 17.3 2.6 51.8 1.0 3.8 0.0 0.1 14.4 8.3
Number of Traders in Each Category Total Traders: 130
. 13 . 63 16 52 8 23 7 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 3,305,001
Positions
120,957 323,452 12,905 1,657,887 448,228 248,321 592,780 1,915,876 61,550 417,376 165,254 15,697 177,528 113,718
Changes from: March 26, 2019 Total Change is: 171,238
-2,757 17,989 6,405 65,651 -22,315 21,921 80,500 141,426 20,226 -4,074 -3,763 -9,330 -7,304 -1,321
Percent of Open Interest Represented by Each Category of Trader
3.7 9.8 0.4 50.2 13.6 7.5 17.9 58.0 1.9 12.6 5.0 0.5 5.4 3.4
Number of Traders in Each Category Total Traders: 347
17 28 9 117 30 74 54 59 28 25 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 3,856,274
Positions
231,449 213,908 46,730 1,665,238 909,452 684,462 358,916 1,270,036 92,381 288,504 210,668 22,083 466,511 406,554
Changes from: March 26, 2019 Total Change is: -89,981
-3,678 -26,995 -3,546 -66,973 -61,095 -4,264 -31,275 4,176 2,620 9,161 -3,310 686 7,288 1,747
Percent of Open Interest Represented by Each Category of Trader
6.0 5.5 1.2 43.2 23.6 17.7 9.3 32.9 2.4 7.5 5.5 0.6 12.1 10.5
Number of Traders in Each Category Total Traders: 382
30 24 8 107 67 92 44 74 32 18 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 732,789
Positions
25,528 59,995 1,230 307,775 323,889 82,986 124,568 100,481 11,511 65,453 8,908 500 113,238 143,289
Changes from: March 26, 2019 Total Change is: 18,736
-6,141 -396 71 3,896 16,759 7,787 6,755 2,401 1,860 3,560 0 0 948 -9,746
Percent of Open Interest Represented by Each Category of Trader
3.5 8.2 0.2 42.0 44.2 11.3 17.0 13.7 1.6 8.9 1.2 0.1 15.5 19.6
Number of Traders in Each Category Total Traders: 109
5 9 . 26 33 36 18 11 10 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 4,251,886
Positions
88,193 353,259 43,899 2,202,474 752,793 732,959 478,645 1,717,597 68,400 273,311 247,990 3,096 360,909 331,893
Changes from: March 26, 2019 Total Change is: -16,590
-3,260 -23,833 10,203 -167,024 -33,241 149,982 12,080 -65,999 -7,652 42,232 -19,932 -1,645 -51,506 -24,473
Percent of Open Interest Represented by Each Category of Trader
2.1 8.3 1.0 51.8 17.7 17.2 11.3 40.4 1.6 6.4 5.8 0.1 8.5 7.8
Number of Traders in Each Category Total Traders: 337
13 32 7 91 50 81 50 65 32 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,773,289
Positions
588,960 260,381 392,370 46,456 11,860 49,570 158,343 590,595 375,179 104,537 17,674 22,314 35,560 53,346
Changes from: March 26, 2019 Total Change is: -54,951
26,866 -19,328 -59,831 9,676 1,451 -7,834 -30,857 35,425 13,863 -993 -11,351 -4,722 -1,119 -2,624
Percent of Open Interest Represented by Each Category of Trader
33.2 14.7 22.1 2.6 0.7 2.8 8.9 33.3 21.2 5.9 1.0 1.3 2.0 3.0
Number of Traders in Each Category Total Traders: 144
23 31 49 . 6 . 17 45 47 4 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 is12,539,905
Positions
2,633,634 1,718,594 2,757,223 519,059 1,486,625 837,185 1,503,519 1,183,602 3,100,971 366,177 226,313 154,156 667,981 1,075,236
Changes from: March 26, 2019 Total Change is: 178,041
-57,028 241,543 169,719 13,517 -89,002 -87,430 39,359 -25,525 -13,567 102,661 -15,929 -5,179 15,989 3,411
Percent of Open Interest Represented by Each Category of Trader
21.0 13.7 22.0 4.1 11.9 6.7 12.0 9.4 24.7 2.9 1.8 1.2 5.3 8.6
Number of Traders in Each Category Total Traders: 261
25 39 59 13 33 36 51 58 92 10 18 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 63,901
Positions
8,001 20,859 2,829 1,107 0 0 30,652 18,848 19,870 0 0 0 1,442 1,495
Changes from: March 26, 2019 Total Change is: 3,072
1,559 40 -740 0 0 0 -1,673 -160 2,714 0 0 0 1,212 1,218
Percent of Open Interest Represented by Each Category of Trader
12.5 32.6 4.4 1.7 0.0 0.0 48.0 29.5 31.1 0.0 0.0 0.0 2.3 2.3
Number of Traders in Each Category Total Traders: 32
. 9 6 . 0 0 12 8 15 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 47,180
Positions
9,563 11,556 5,945 3,447 1,200 0 21,716 22,179 5,841 400 0 0 268 459
Changes from: March 26, 2019 Total Change is: -31,126
-1,687 -14,697 -4,340 312 0 -500 -22,740 -10,139 -1,366 -808 0 0 3 -84
Percent of Open Interest Represented by Each Category of Trader
20.3 24.5 12.6 7.3 2.5 0.0 46.0 47.0 12.4 0.8 0.0 0.0 0.6 1.0
Number of Traders in Each Category Total Traders: 51
7 8 8 . . 0 15 17 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 20,875
Positions
2,370 5,048 0 1,362 5,957 0 9,949 7,192 71 7,112 1,200 0 11 1,407
Changes from: March 26, 2019 Total Change is: -2,403
-5 741 0 96 -673 0 -2,040 -556 -12 -433 0 0 -9 -1,903
Percent of Open Interest Represented by Each Category of Trader
11.4 24.2 0.0 6.5 28.5 0.0 47.7 34.5 0.3 34.1 5.7 0.0 0.1 6.7
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 . 6 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 17,946
Positions
2,851 8,029 0 755 2,329 9 14,284 5,706 0 0 271 0 47 1,602
Changes from: March 26, 2019 Total Change is: 2,801
8 3,681 0 193 188 0 2,575 -359 0 0 34 0 25 -743
Percent of Open Interest Represented by Each Category of Trader
15.9 44.7 0.0 4.2 13.0 0.1 79.6 31.8 0.0 0.0 1.5 0.0 0.3 8.9
Number of Traders in Each Category Total Traders: 28
. 5 0 . 8 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 48,540
Positions
10,763 4,214 15,507 0 220 0 8,220 8,689 13,710 64 5,895 246 30 59
Changes from: March 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.2 8.7 31.9 0.0 0.5 0.0 16.9 17.9 28.2 0.1 12.1 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 5 . . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,227
Positions
55 0 0 0 0 0 351 1,862 68 1,047 934 50 1,656 313
Changes from: March 26, 2019 Total Change is: 190
0 0 0 0 -27 0 122 -27 -69 -125 150 50 212 113
Percent of Open Interest Represented by Each Category of Trader
1.7 0.0 0.0 0.0 0.0 0.0 10.9 57.7 2.1 32.4 28.9 1.5 51.3 9.7
Number of Traders in Each Category Total Traders: 24
. 0 0 0 0 0 5 6 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 4,000
Positions
0 158 0 315 89 35 1,517 2,598 416 598 440 20 1,099 244
Changes from: March 26, 2019 Total Change is: 572
0 34 0 280 -152 35 279 493 140 -89 352 -242 169 -88
Percent of Open Interest Represented by Each Category of Trader
0.0 4.0 0.0 7.9 2.2 0.9 37.9 65.0 10.4 15.0 11.0 0.5 27.5 6.1
Number of Traders in Each Category Total Traders: 45
0 . 0 . . . 10 20 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 50,702
Positions
442 25,584 0 22,910 2,650 392 19,505 18,341 1,083 2,322 706 147 3,901 1,799
Changes from: March 26, 2019 Total Change is: 7,900
250 0 0 4,071 0 -1 3,256 6,745 261 31 432 112 -80 351
Percent of Open Interest Represented by Each Category of Trader
0.9 50.5 0.0 45.2 5.2 0.8 38.5 36.2 2.1 4.6 1.4 0.3 7.7 3.5
Number of Traders in Each Category Total Traders: 107
. . 0 14 6 . 35 20 11 18 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 377,403
Positions
69,269 7,034 18,882 123,597 100,173 26,932 40,836 129,001 48,167 10,884 3,253 12,725 26,111 31,236
Changes from: March 26, 2019 Total Change is: 40,587
16,033 -6,559 4,947 8,652 14,598 1,103 1,969 20,188 4,046 502 552 1,064 2,271 648
Percent of Open Interest Represented by Each Category of Trader
18.4 1.9 5.0 32.7 26.5 7.1 10.8 34.2 12.8 2.9 0.9 3.4 6.9 8.3
Number of Traders in Each Category Total Traders: 201
19 7 15 21 34 28 35 54 54 13 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 2, 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 28,544
Positions
1,355 640 1,143 24,235 4,255 204 167 21,431 100 1,145 369 0 195 402
Changes from: March 26, 2019 Total Change is: 4,157
0 0 0 4,147 447 0 -15 3,473 0 0 -11 0 25 248
Percent of Open Interest Represented by Each Category of Trader
4.7 2.2 4.0 84.9 14.9 0.7 0.6 75.1 0.4 4.0 1.3 0.0 0.7 1.4
Number of Traders in Each Category Total Traders: 40
. . . 11 4 . . 10 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 5, 2019