Traders in Financial Futures - Futures Only Positions as of May 7, 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 151,258
Positions
43,786 0 1,121 37,498 48,396 6,229 12,932 49,545 8,396 12,488 1,980 52 28,756 35,539
Changes from: April 30, 2019 Total Change is: -3,307
-3,799 -226 25 -1,038 667 53 513 -1,458 -202 247 -527 2 892 -1,641
Percent of Open Interest Represented by Each Category of Trader
28.9 0.0 0.7 24.8 32.0 4.1 8.5 32.8 5.6 8.3 1.3 0.0 19.0 23.5
Number of Traders in Each Category Total Traders: 103
13 0 6 13 18 11 15 29 12 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 101,595
Positions
68,337 2,875 13 1,698 32,441 344 21,385 36,431 237 919 858 0 8,662 28,396
Changes from: April 30, 2019 Total Change is: -1,127
369 146 0 0 1,319 31 -1,601 -836 -14 0 -13 0 88 -1,760
Percent of Open Interest Represented by Each Category of Trader
67.3 2.8 0.0 1.7 31.9 0.3 21.0 35.9 0.2 0.9 0.8 0.0 8.5 28.0
Number of Traders in Each Category Total Traders: 67
8 . . . 20 . 12 20 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 154,991
Positions
23,103 7,020 924 63,609 73,708 4,486 31,967 23,785 5,919 517 7,789 0 24,466 31,360
Changes from: April 30, 2019 Total Change is: -6,773
-1,631 -131 391 82 -6,140 661 -5,695 2,225 450 -308 -2,301 0 -723 -1,928
Percent of Open Interest Represented by Each Category of Trader
14.9 4.5 0.6 41.0 47.6 2.9 20.6 15.3 3.8 0.3 5.0 0.0 15.8 20.2
Number of Traders in Each Category Total Traders: 107
7 6 . 16 27 11 24 23 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 201,462
Positions
98,558 1,688 219 34,018 82,675 8,767 26,328 64,067 2,412 3,255 1,896 0 27,905 39,738
Changes from: April 30, 2019 Total Change is: -1,861
-5,959 97 54 507 -6,313 1,701 4,226 1,866 266 56 357 0 -2,712 111
Percent of Open Interest Represented by Each Category of Trader
48.9 0.8 0.1 16.9 41.0 4.4 13.1 31.8 1.2 1.6 0.9 0.0 13.9 19.7
Number of Traders in Each Category Total Traders: 120
11 . . 22 28 11 19 31 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 516,282
Positions
38,508 78,754 6,654 299,854 164,500 30,358 32,252 146,844 7,230 16,809 18,686 238 84,379 63,018
Changes from: April 30, 2019 Total Change is: -1,653
2,848 5,641 -150 1,632 -8,276 -337 -3,396 1,671 -188 -71 414 -77 -1,914 -351
Percent of Open Interest Represented by Each Category of Trader
7.5 15.3 1.3 58.1 31.9 5.9 6.2 28.4 1.4 3.3 3.6 0.0 16.3 12.2
Number of Traders in Each Category Total Traders: 284
19 12 10 91 40 39 34 56 17 16 16 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 28,224
Positions
0 7,464 0 10,812 9,681 3,538 1,470 0 4 0 583 8 12,392 6,946
Changes from: April 30, 2019 Total Change is: 732
0 0 0 -92 631 2 284 0 3 0 0 0 535 96
Percent of Open Interest Represented by Each Category of Trader
0.0 26.4 0.0 38.3 34.3 12.5 5.2 0.0 0.0 0.0 2.1 0.0 43.9 24.6
Number of Traders in Each Category Total Traders: 24
0 . 0 11 8 8 . 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,571
Positions
4,320 4,769 608 8,205 10,883 2,587 2,743 0 0 0 0 0 6,108 5,724
Changes from: April 30, 2019 Total Change is: 504
-20 13 -13 5 416 71 29 0 0 0 0 0 432 17
Percent of Open Interest Represented by Each Category of Trader
17.6 19.4 2.5 33.4 44.3 10.5 11.2 0.0 0.0 0.0 0.0 0.0 24.9 23.3
Number of Traders in Each Category Total Traders: 20
. . . 6 9 8 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 162,579
Positions
75,900 3,494 945 15,481 59,840 3,638 33,352 41,721 4,674 4,748 4,692 0 23,841 43,575
Changes from: April 30, 2019 Total Change is: 2,722
933 500 98 -456 -558 -7 -309 639 1,092 -145 0 0 1,516 958
Percent of Open Interest Represented by Each Category of Trader
46.7 2.1 0.6 9.5 36.8 2.2 20.5 25.7 2.9 2.9 2.9 0.0 14.7 26.8
Number of Traders in Each Category Total Traders: 93
10 . . 13 18 13 20 23 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 64,580
Positions
0 51,485 500 58,833 0 0 3,286 10,553 0 299 1,109 0 1,662 933
Changes from: April 30, 2019 Total Change is: 1,950
0 2,979 0 2,789 0 0 -700 -1,070 0 0 70 0 -139 -29
Percent of Open Interest Represented by Each Category of Trader
0.0 79.7 0.8 91.1 0.0 0.0 5.1 16.3 0.0 0.5 1.7 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 37
0 4 . 9 0 0 12 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 263,669
Positions
379 156,260 800 158,269 11,957 10 94,345 58,554 228 2,380 32,158 201 7,057 3,501
Changes from: April 30, 2019 Total Change is: 5,118
-22 3,047 0 4,960 1,008 10 612 -259 201 -240 809 158 -561 144
Percent of Open Interest Represented by Each Category of Trader
0.1 59.3 0.3 60.0 4.5 0.0 35.8 22.2 0.1 0.9 12.2 0.1 2.7 1.3
Number of Traders in Each Category Total Traders: 177
. 13 . 35 8 . 54 33 6 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 37,922
Positions
23,763 0 0 1,063 28,448 0 9,187 6,893 172 1,913 620 0 1,824 1,789
Changes from: April 30, 2019 Total Change is: -9,560
9,194 -271 -10,736 -17 1,446 0 -7,884 511 -63 301 -605 0 -355 158
Percent of Open Interest Represented by Each Category of Trader
62.7 0.0 0.0 2.8 75.0 0.0 24.2 18.2 0.5 5.0 1.6 0.0 4.8 4.7
Number of Traders in Each Category Total Traders: 42
. 0 0 . 6 0 8 19 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 48,392
Positions
24,548 1,177 0 3,601 23,136 557 14,594 14,612 2,090 158 610 0 2,844 6,210
Changes from: April 30, 2019 Total Change is: -874
276 120 0 441 324 16 -2,098 -1,434 72 -127 -131 0 546 159
Percent of Open Interest Represented by Each Category of Trader
50.7 2.4 0.0 7.4 47.8 1.2 30.2 30.2 4.3 0.3 1.3 0.0 5.9 12.8
Number of Traders in Each Category Total Traders: 88
10 . 0 6 19 . 22 24 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 41,408
Positions
4,875 22,984 974 15,287 391 392 7,800 4,003 1,412 1,494 1,740 0 9,175 9,512
Changes from: April 30, 2019 Total Change is: 345
-587 3,263 -267 4,236 -291 -2,092 -2,085 -1,592 300 0 -112 0 839 1,135
Percent of Open Interest Represented by Each Category of Trader
11.8 55.5 2.4 36.9 0.9 0.9 18.8 9.7 3.4 3.6 4.2 0.0 22.2 23.0
Number of Traders in Each Category Total Traders: 103
12 20 . 17 . 5 23 17 10 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 82,815
Positions
9,749 45,968 1,947 30,574 782 784 15,600 8,006 2,824 2,988 3,480 0 18,349 19,024
Changes from: April 30, 2019 Total Change is: 689
-1,173 6,525 -533 8,472 -581 -4,184 -4,169 -3,184 599 0 -223 0 1,677 2,270
Percent of Open Interest Represented by Each Category of Trader
11.8 55.5 2.4 36.9 0.9 0.9 18.8 9.7 3.4 3.6 4.2 0.0 22.2 23.0
Number of Traders in Each Category Total Traders: 103
12 20 . 17 . 5 23 17 10 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 27,541
Positions
2,684 21,624 0 22,251 1,345 247 435 1,917 0 0 452 0 1,924 1,956
Changes from: April 30, 2019 Total Change is: 979
-200 850 0 828 112 -208 55 98 0 0 0 0 504 127
Percent of Open Interest Represented by Each Category of Trader
9.7 78.5 0.0 80.8 4.9 0.9 1.6 7.0 0.0 0.0 1.6 0.0 7.0 7.1
Number of Traders in Each Category Total Traders: 23
. 7 0 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 568,612
Positions
58,192 149,343 18,649 275,432 121,426 54,199 48,261 65,288 19,430 14,702 59,821 3,287 76,459 77,169
Changes from: April 30, 2019 Total Change is: -2,604
3,825 -9,138 747 -6,698 -252 3,451 -1,325 -1,722 -400 -1,312 1,989 -376 -517 3,097
Percent of Open Interest Represented by Each Category of Trader
10.2 26.3 3.3 48.4 21.4 9.5 8.5 11.5 3.4 2.6 10.5 0.6 13.4 13.6
Number of Traders in Each Category Total Traders: 564
34 37 24 170 90 118 71 98 60 32 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 40,043
Positions
8,728 19,674 0 3,757 1,097 0 4,622 8,649 554 120 0 0 22,262 10,069
Changes from: April 30, 2019 Total Change is: -3,390
434 -2,964 0 -9 0 0 -3,432 319 154 120 0 0 -657 -899
Percent of Open Interest Represented by Each Category of Trader
21.8 49.1 0.0 9.4 2.7 0.0 11.5 21.6 1.4 0.3 0.0 0.0 55.6 25.1
Number of Traders in Each Category Total Traders: 33
4 11 0 . . 0 5 9 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 14,123
Positions
5,402 11,257 0 6,143 857 130 282 595 52 0 0 0 2,114 1,232
Changes from: April 30, 2019 Total Change is: -74
0 11 0 -176 0 -77 282 -217 7 0 0 0 -110 202
Percent of Open Interest Represented by Each Category of Trader
38.2 79.7 0.0 43.5 6.1 0.9 2.0 4.2 0.4 0.0 0.0 0.0 15.0 8.7
Number of Traders in Each Category Total Traders: 20
6 4 0 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 2,642,843
Positions
269,057 670,080 71,508 1,363,097 606,365 266,275 267,684 332,686 44,893 72,912 299,104 16,434 270,983 335,498
Changes from: April 30, 2019 Total Change is: 3,929
10,988 -36,839 9,703 -33,656 -1,469 17,463 5,896 -14,845 1,871 -7,159 9,945 -1,879 702 19,979
Percent of Open Interest Represented by Each Category of Trader
10.2 25.4 2.7 51.6 22.9 10.1 10.1 12.6 1.7 2.8 11.3 0.6 10.3 12.7
Number of Traders in Each Category Total Traders: 560
35 34 19 171 89 118 72 96 55 31 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 32,210
Positions
1,925 9,468 17,768 8,441 1,107 990 314 528 0 0 341 0 2,772 2,008
Changes from: April 30, 2019 Total Change is: 1,313
7 163 372 1,245 150 -112 0 0 0 0 3 0 -199 737
Percent of Open Interest Represented by Each Category of Trader
6.0 29.4 55.2 26.2 3.4 3.1 1.0 1.6 0.0 0.0 1.1 0.0 8.6 6.2
Number of Traders in Each Category Total Traders: 23
4 7 . 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 14,009
Positions
5,839 4,529 0 3,144 6,483 1,227 614 229 0 0 0 0 3,185 1,541
Changes from: April 30, 2019 Total Change is: -2,794
-2,364 -462 0 0 -2,366 -12 -380 0 0 0 0 0 -38 46
Percent of Open Interest Represented by Each Category of Trader
41.7 32.3 0.0 22.4 46.3 8.8 4.4 1.6 0.0 0.0 0.0 0.0 22.7 11.0
Number of Traders in Each Category Total Traders: 20
5 4 0 . 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 66,752
Positions
6,754 13,593 234 43,973 36,817 2,902 1,685 1,146 333 0 7,644 0 10,871 4,083
Changes from: April 30, 2019 Total Change is: 1,255
-140 -975 0 1,160 204 61 502 -941 -27 -266 2,264 0 -35 669
Percent of Open Interest Represented by Each Category of Trader
10.1 20.4 0.4 65.9 55.2 4.3 2.5 1.7 0.5 0.0 11.5 0.0 16.3 6.1
Number of Traders in Each Category Total Traders: 79
5 7 . 38 17 14 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 41,776
Positions
10,331 8,865 144 13,978 10,636 1,199 8,195 10,946 498 793 2,058 10 6,629 7,420
Changes from: April 30, 2019 Total Change is: -2,213
-319 -1,962 -33 -712 -168 203 -511 -246 -204 -802 673 0 165 -476
Percent of Open Interest Represented by Each Category of Trader
24.7 21.2 0.3 33.5 25.5 2.9 19.6 26.2 1.2 1.9 4.9 0.0 15.9 17.8
Number of Traders in Each Category Total Traders: 238
21 20 . 54 33 27 28 52 11 8 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 208,882
Positions
51,656 44,323 720 69,888 53,182 5,994 40,976 54,731 2,492 3,963 10,291 48 33,145 37,101
Changes from: April 30, 2019 Total Change is: -11,063
-1,594 -9,810 -165 -3,558 -841 1,017 -2,555 -1,228 -1,022 -4,011 3,364 2 823 -2,380
Percent of Open Interest Represented by Each Category of Trader
24.7 21.2 0.3 33.5 25.5 2.9 19.6 26.2 1.2 1.9 4.9 0.0 15.9 17.8
Number of Traders in Each Category Total Traders: 238
21 20 . 54 33 27 28 52 11 8 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 436,608
Positions
63,953 73,025 3,981 240,849 190,211 40,141 52,754 72,920 4,920 7,046 31,394 0 22,964 20,016
Changes from: April 30, 2019 Total Change is: 9,036
3,212 4,784 906 1,700 -2,989 154 3,570 4,995 -1,715 -174 1,944 0 1,383 957
Percent of Open Interest Represented by Each Category of Trader
14.6 16.7 0.9 55.2 43.6 9.2 12.1 16.7 1.1 1.6 7.2 0.0 5.3 4.6
Number of Traders in Each Category Total Traders: 283
23 19 6 72 51 43 46 52 21 9 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 26,300
Positions
6,056 0 0 12,188 643 250 1,265 21,614 15 703 452 0 5,823 3,326
Changes from: April 30, 2019 Total Change is: 788
311 0 0 -69 0 1 -113 558 -8 0 126 0 666 111
Percent of Open Interest Represented by Each Category of Trader
23.0 0.0 0.0 46.3 2.4 1.0 4.8 82.2 0.1 2.7 1.7 0.0 22.1 12.6
Number of Traders in Each Category Total Traders: 33
4 0 0 14 . . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 62,175
Positions
3,224 22,260 382 17,173 6,078 766 30,447 3,689 222 933 400 0 9,028 28,378
Changes from: April 30, 2019 Total Change is: -1,671
-299 -1,697 11 -3,116 1,122 -117 -128 -362 14 933 0 0 1,031 -642
Percent of Open Interest Represented by Each Category of Trader
5.2 35.8 0.6 27.6 9.8 1.2 49.0 5.9 0.4 1.5 0.6 0.0 14.5 45.6
Number of Traders in Each Category Total Traders: 70
7 14 . 11 8 6 21 6 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 336,588
Positions
44,862 199,550 4,279 234,261 96,898 20,493 15,285 6,595 482 7,084 1,442 0 9,842 6,849
Changes from: April 30, 2019 Total Change is: -3,565
-47 -1,191 -520 3,687 2,756 -506 -7,115 -3,702 142 1,527 0 0 -733 -544
Percent of Open Interest Represented by Each Category of Trader
13.3 59.3 1.3 69.6 28.8 6.1 4.5 2.0 0.1 2.1 0.4 0.0 2.9 2.0
Number of Traders in Each Category Total Traders: 165
16 12 7 65 37 28 17 10 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 1,301,303
Positions
75,835 887,814 2,828 945,646 184,491 116,135 87,694 66,187 3,705 30,091 21,687 2,801 36,568 15,655
Changes from: April 30, 2019 Total Change is: -2,279
4,250 -19,219 625 -19,035 16,754 8,975 -314 -12,260 943 1,835 876 -26 468 1,053
Percent of Open Interest Represented by Each Category of Trader
5.8 68.2 0.2 72.7 14.2 8.9 6.7 5.1 0.3 2.3 1.7 0.2 2.8 1.2
Number of Traders in Each Category Total Traders: 422
28 18 6 182 61 80 61 28 17 31 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 104,161
Positions
38,069 57,550 46,146 6,264 0 305 12,452 0 100 800 0 0 25 60
Changes from: April 30, 2019 Total Change is: 2,508
1,768 1,868 640 0 0 0 100 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
36.5 55.3 44.3 6.0 0.0 0.3 12.0 0.0 0.1 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
4 18 8 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 978,323
Positions
10,753 91,503 1,551 425,905 326,521 189,076 124,483 153,367 22,305 25,835 38,129 4,231 174,184 151,640
Changes from: April 30, 2019 Total Change is: 32,439
2,692 11,666 -777 1,582 -5,368 2,068 11,845 9,979 11,358 -834 473 141 4,364 2,899
Percent of Open Interest Represented by Each Category of Trader
1.1 9.4 0.2 43.5 33.4 19.3 12.7 15.7 2.3 2.6 3.9 0.4 17.8 15.5
Number of Traders in Each Category Total Traders: 182
10 16 6 59 26 47 29 27 22 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 1,224,819
Positions
7,046 216,860 18,154 737,157 32,755 176,858 26,631 626,893 52,062 37,401 624 979 168,531 99,634
Changes from: April 30, 2019 Total Change is: 26,535
-1,952 12,876 9,076 8,452 -3,449 -5,390 5,883 3,846 6,527 -12 0 0 3,951 3,049
Percent of Open Interest Represented by Each Category of Trader
0.6 17.7 1.5 60.2 2.7 14.4 2.2 51.2 4.3 3.1 0.1 0.1 13.8 8.1
Number of Traders in Each Category Total Traders: 135
4 15 10 67 14 52 10 22 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 4,163,492
Positions
110,063 337,207 86,498 1,970,142 627,727 252,837 687,034 2,218,369 362,265 503,462 163,929 6,818 184,373 107,842
Changes from: April 30, 2019 Total Change is: 101,756
-66,207 -19,818 29,148 93,828 -10,850 6,622 -12,834 62,514 58,326 -2,632 -9,848 -4,308 -187 -10,030
Percent of Open Interest Represented by Each Category of Trader
2.6 8.1 2.1 47.3 15.1 6.1 16.5 53.3 8.7 12.1 3.9 0.2 4.4 2.6
Number of Traders in Each Category Total Traders: 365
21 29 13 125 30 75 56 65 40 22 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 4,015,511
Positions
197,596 173,983 59,386 1,707,346 954,169 767,698 356,404 1,259,989 128,279 317,986 229,563 23,460 457,356 418,984
Changes from: April 30, 2019 Total Change is: 7,169
-13,577 -47,959 -1,640 -13,413 -15,151 34,831 -24,987 29,727 13,777 14,784 -4,345 -2,863 257 792
Percent of Open Interest Represented by Each Category of Trader
4.9 4.3 1.5 42.5 23.8 19.1 8.9 31.4 3.2 7.9 5.7 0.6 11.4 10.4
Number of Traders in Each Category Total Traders: 392
25 26 13 95 77 100 65 61 55 23 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 745,839
Positions
27,861 58,845 660 313,869 294,517 101,162 115,697 124,250 8,401 62,717 16,328 10 115,462 141,666
Changes from: April 30, 2019 Total Change is: -19,284
-4,086 -7,269 -395 -9,413 -14,725 2,839 -14,040 3,125 554 -606 0 0 5,863 -3,413
Percent of Open Interest Represented by Each Category of Trader
3.7 7.9 0.1 42.1 39.5 13.6 15.5 16.7 1.1 8.4 2.2 0.0 15.5 19.0
Number of Traders in Each Category Total Traders: 106
5 9 . 24 33 35 15 13 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 4,786,121
Positions
55,681 505,994 74,903 2,389,334 819,223 767,007 500,142 1,696,644 281,712 373,806 295,466 3,136 340,400 342,036
Changes from: April 30, 2019 Total Change is: 1,173
-16,389 29,727 -13,071 -35,088 -6,640 24,694 -32,748 -99,037 60,000 12,695 -4,272 0 1,080 9,772
Percent of Open Interest Represented by Each Category of Trader
1.2 10.6 1.6 49.9 17.1 16.0 10.4 35.4 5.9 7.8 6.2 0.1 7.1 7.1
Number of Traders in Each Category Total Traders: 345
12 35 15 96 57 89 43 67 44 14 21 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 1,986,315
Positions
619,263 234,970 578,241 2,176 50,625 39,639 126,388 517,859 489,275 76,117 9,926 17,311 37,905 48,469
Changes from: April 30, 2019 Total Change is: -130,352
-11,834 -8,737 -13,616 -57,583 -3,788 -248 -11,373 -99,470 -5,903 -31,941 -2,236 -1,752 3,898 5,398
Percent of Open Interest Represented by Each Category of Trader
31.2 11.8 29.1 0.1 2.5 2.0 6.4 26.1 24.6 3.8 0.5 0.9 1.9 2.4
Number of Traders in Each Category Total Traders: 143
25 31 49 . 5 4 23 40 44 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 is13,114,717
Positions
2,390,782 1,824,732 2,788,512 583,596 1,699,385 846,862 1,906,333 1,078,905 3,434,177 355,021 279,378 127,200 682,234 1,035,566
Changes from: April 30, 2019 Total Change is: 98,205
-54,324 146,364 -3,902 20,662 43,765 -83,505 63,671 -83,480 95,331 66,379 2,779 6,216 -12,323 -25,363
Percent of Open Interest Represented by Each Category of Trader
18.2 13.9 21.3 4.4 13.0 6.5 14.5 8.2 26.2 2.7 2.1 1.0 5.2 7.9
Number of Traders in Each Category Total Traders: 269
27 45 66 13 31 33 63 51 99 10 16 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 67,952
Positions
7,253 19,264 4,548 257 2,808 850 32,445 17,830 21,807 0 0 0 792 845
Changes from: April 30, 2019 Total Change is: 5,810
252 1,168 -443 -850 2,808 850 4,056 -565 1,342 0 0 0 603 650
Percent of Open Interest Represented by Each Category of Trader
10.7 28.3 6.7 0.4 4.1 1.3 47.7 26.2 32.1 0.0 0.0 0.0 1.2 1.2
Number of Traders in Each Category Total Traders: 37
. 8 6 . . . 15 8 17 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 62,953
Positions
10,052 13,712 13,365 2,450 0 60 17,727 16,918 16,474 650 0 0 2,175 2,424
Changes from: April 30, 2019 Total Change is: -486
-1,093 1,527 2,995 -2,271 -2,928 10 -3,416 -5,426 1,274 -50 0 0 2,065 2,062
Percent of Open Interest Represented by Each Category of Trader
16.0 21.8 21.2 3.9 0.0 0.1 28.2 26.9 26.2 1.0 0.0 0.0 3.5 3.9
Number of Traders in Each Category Total Traders: 50
8 8 9 . 0 . 13 17 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 24,360
Positions
2,378 10,304 0 1,270 4,675 0 13,232 5,624 75 7,399 1,200 0 6 2,482
Changes from: April 30, 2019 Total Change is: 899
-5 860 0 -92 0 0 919 185 0 77 0 0 0 -146
Percent of Open Interest Represented by Each Category of Trader
9.8 42.3 0.0 5.2 19.2 0.0 54.3 23.1 0.3 30.4 4.9 0.0 0.0 10.2
Number of Traders in Each Category Total Traders: 36
. 4 0 . 10 0 5 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 17,381
Positions
2,845 7,982 0 1,205 2,086 9 13,317 5,378 0 0 237 0 5 1,689
Changes from: April 30, 2019 Total Change is: 1,464
23 533 0 464 -10 0 1,007 952 0 0 0 0 -30 -11
Percent of Open Interest Represented by Each Category of Trader
16.4 45.9 0.0 6.9 12.0 0.1 76.6 30.9 0.0 0.0 1.4 0.0 0.0 9.7
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 48,263
Positions
10,763 2,848 15,507 0 70 0 7,996 9,830 13,711 30 6,039 246 10 12
Changes from: April 30, 2019 Total Change is: -451
0 -1,416 0 0 0 0 -445 948 0 0 12 0 -6 5
Percent of Open Interest Represented by Each Category of Trader
22.3 5.9 32.1 0.0 0.1 0.0 16.6 20.4 28.4 0.1 12.5 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 5 . . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 2,607
Positions
55 0 0 0 0 0 226 887 240 899 1,244 0 1,187 236
Changes from: April 30, 2019 Total Change is: -314
0 0 0 0 0 0 59 -537 -124 -177 327 0 -72 20
Percent of Open Interest Represented by Each Category of Trader
2.1 0.0 0.0 0.0 0.0 0.0 8.7 34.0 9.2 34.5 47.7 0.0 45.5 9.1
Number of Traders in Each Category Total Traders: 19
. 0 0 0 0 0 . 5 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 4,388
Positions
0 123 0 286 0 29 1,941 2,692 79 719 1,216 0 1,334 249
Changes from: April 30, 2019 Total Change is: 571
0 0 0 32 -72 -6 152 317 16 261 274 0 116 42
Percent of Open Interest Represented by Each Category of Trader
0.0 2.8 0.0 6.5 0.0 0.7 44.2 61.3 1.8 16.4 27.7 0.0 30.4 5.7
Number of Traders in Each Category Total Traders: 47
0 . 0 4 0 . 11 16 . 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 54,810
Positions
422 26,476 0 22,070 2,534 400 22,733 20,996 1,478 2,422 1,046 50 5,235 1,830
Changes from: April 30, 2019 Total Change is: -4,175
-65 0 0 -1,837 0 -29 -2,956 -3,742 85 680 -237 -97 44 -155
Percent of Open Interest Represented by Each Category of Trader
0.8 48.3 0.0 40.3 4.6 0.7 41.5 38.3 2.7 4.4 1.9 0.1 9.6 3.3
Number of Traders in Each Category Total Traders: 96
. . 0 14 6 . 33 16 10 17 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 425,097
Positions
79,715 18,796 16,518 143,452 97,389 26,989 40,363 150,920 67,541 9,412 2,387 10,039 31,068 34,518
Changes from: April 30, 2019 Total Change is: -23,741
-5,773 9,867 -3,570 -5,605 -28,679 -3,429 1,131 2,503 -1,056 -6,513 -536 -3,885 4,959 5,044
Percent of Open Interest Represented by Each Category of Trader
18.8 4.4 3.9 33.7 22.9 6.3 9.5 35.5 15.9 2.2 0.6 2.4 7.3 8.1
Number of Traders in Each Category Total Traders: 198
12 13 17 29 31 27 38 50 53 7 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 7, 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 32,513
Positions
4,596 662 1,146 19,203 13,868 0 6,139 16,548 100 1,130 150 0 199 39
Changes from: April 30, 2019 Total Change is: 4,187
2,738 -30 3 -4,485 6,837 -39 5,981 -2,595 0 -25 -5 0 14 16
Percent of Open Interest Represented by Each Category of Trader
14.1 2.0 3.5 59.1 42.7 0.0 18.9 50.9 0.3 3.5 0.5 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 13 4 0 5 8 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 10, 2019