Traders in Financial Futures - Futures Only Positions as of May 14, 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 148,058
Positions
42,642 1,042 1,051 36,161 47,505 6,216 13,347 48,248 7,846 12,426 1,963 58 28,311 34,129
Changes from: May 7, 2019 Total Change is: -3,200
-1,144 1,042 -70 -1,337 -891 -13 415 -1,297 -550 -62 -17 6 -445 -1,410
Percent of Open Interest Represented by Each Category of Trader
28.8 0.7 0.7 24.4 32.1 4.2 9.0 32.6 5.3 8.4 1.3 0.0 19.1 23.1
Number of Traders in Each Category Total Traders: 103
12 . 6 12 19 12 16 28 11 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 93,782
Positions
65,664 2,829 13 1,560 32,043 341 16,506 31,598 239 919 858 0 8,540 25,861
Changes from: May 7, 2019 Total Change is: -7,813
-2,673 -46 0 -138 -398 -3 -4,879 -4,833 2 0 0 0 -122 -2,535
Percent of Open Interest Represented by Each Category of Trader
70.0 3.0 0.0 1.7 34.2 0.4 17.6 33.7 0.3 1.0 0.9 0.0 9.1 27.6
Number of Traders in Each Category Total Traders: 63
7 . . . 20 . 11 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 156,893
Positions
24,830 4,347 816 60,132 78,114 4,453 37,005 23,467 6,114 0 7,374 0 23,543 32,208
Changes from: May 7, 2019 Total Change is: 1,902
1,727 -2,673 -108 -3,477 4,406 -33 5,038 -318 195 -517 -415 0 -923 848
Percent of Open Interest Represented by Each Category of Trader
15.8 2.8 0.5 38.3 49.8 2.8 23.6 15.0 3.9 0.0 4.7 0.0 15.0 20.5
Number of Traders in Each Category Total Traders: 108
8 . . 14 28 9 25 28 16 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 180,573
Positions
63,039 7,220 1,016 34,122 61,029 10,352 37,735 60,994 3,073 4,019 1,456 0 27,217 35,433
Changes from: May 7, 2019 Total Change is: -20,889
-35,519 5,532 797 104 -21,646 1,585 11,407 -3,073 661 764 -440 0 -688 -4,305
Percent of Open Interest Represented by Each Category of Trader
34.9 4.0 0.6 18.9 33.8 5.7 20.9 33.8 1.7 2.2 0.8 0.0 15.1 19.6
Number of Traders in Each Category Total Traders: 119
7 6 . 22 24 13 22 32 15 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 504,460
Positions
35,439 83,982 6,747 295,911 156,229 30,862 30,438 142,131 6,331 16,516 15,479 237 81,979 62,462
Changes from: May 7, 2019 Total Change is: -11,822
-3,069 5,228 93 -3,943 -8,271 504 -1,814 -4,713 -899 -293 -3,207 -1 -2,400 -556
Percent of Open Interest Represented by Each Category of Trader
7.0 16.6 1.3 58.7 31.0 6.1 6.0 28.2 1.3 3.3 3.1 0.0 16.3 12.4
Number of Traders in Each Category Total Traders: 284
18 14 10 91 38 40 32 58 18 16 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 27,790
Positions
0 7,016 0 9,701 9,676 3,505 1,331 0 0 0 583 8 13,245 7,002
Changes from: May 7, 2019 Total Change is: -434
0 -448 0 -1,111 -5 -33 -139 0 -4 0 0 0 853 56
Percent of Open Interest Represented by Each Category of Trader
0.0 25.2 0.0 34.9 34.8 12.6 4.8 0.0 0.0 0.0 2.1 0.0 47.7 25.2
Number of Traders in Each Category Total Traders: 24
0 . 0 11 8 8 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 26,438
Positions
4,332 4,803 574 8,618 11,805 2,441 4,851 996 3 0 0 0 5,619 5,816
Changes from: May 7, 2019 Total Change is: 1,867
12 34 -34 413 922 -146 2,108 996 3 0 0 0 -489 92
Percent of Open Interest Represented by Each Category of Trader
16.4 18.2 2.2 32.6 44.7 9.2 18.3 3.8 0.0 0.0 0.0 0.0 21.3 22.0
Number of Traders in Each Category Total Traders: 23
. . . 6 9 8 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 165,582
Positions
77,240 3,494 2,529 16,512 60,946 3,244 30,913 43,988 4,047 1,700 5,076 0 29,397 42,258
Changes from: May 7, 2019 Total Change is: 3,003
1,340 0 1,584 1,031 1,106 -394 -2,439 2,267 -627 -3,048 384 0 5,556 -1,317
Percent of Open Interest Represented by Each Category of Trader
46.6 2.1 1.5 10.0 36.8 2.0 18.7 26.6 2.4 1.0 3.1 0.0 17.8 25.5
Number of Traders in Each Category Total Traders: 92
10 . 4 12 19 12 20 21 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 60,421
Positions
0 51,449 550 53,636 0 0 4,041 6,523 0 299 1,077 0 1,895 822
Changes from: May 7, 2019 Total Change is: -4,159
0 -36 50 -5,197 0 0 755 -4,030 0 0 -32 0 233 -111
Percent of Open Interest Represented by Each Category of Trader
0.0 85.2 0.9 88.8 0.0 0.0 6.7 10.8 0.0 0.5 1.8 0.0 3.1 1.4
Number of Traders in Each Category Total Traders: 36
0 4 . 8 0 0 14 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 265,513
Positions
266 157,248 800 163,802 17,872 10 90,971 54,485 662 2,342 31,118 43 6,617 3,275
Changes from: May 7, 2019 Total Change is: 1,844
-113 988 0 5,533 5,915 0 -3,374 -4,069 434 -38 -1,040 -158 -440 -226
Percent of Open Interest Represented by Each Category of Trader
0.1 59.2 0.3 61.7 6.7 0.0 34.3 20.5 0.2 0.9 11.7 0.0 2.5 1.2
Number of Traders in Each Category Total Traders: 169
. 13 . 35 7 . 52 32 6 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 42,849
Positions
23,763 0 0 999 33,513 0 14,102 6,856 58 2,006 540 0 1,921 1,882
Changes from: May 7, 2019 Total Change is: 4,927
0 0 0 -64 5,065 0 4,915 -37 -114 93 -80 0 97 93
Percent of Open Interest Represented by Each Category of Trader
55.5 0.0 0.0 2.3 78.2 0.0 32.9 16.0 0.1 4.7 1.3 0.0 4.5 4.4
Number of Traders in Each Category Total Traders: 43
. 0 0 . 7 0 9 18 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 50,262
Positions
24,230 1,300 159 4,098 24,498 277 16,203 15,131 2,221 332 710 5 2,737 5,961
Changes from: May 7, 2019 Total Change is: 1,870
-318 123 159 497 1,362 -280 1,609 519 131 174 100 5 -107 -249
Percent of Open Interest Represented by Each Category of Trader
48.2 2.6 0.3 8.2 48.7 0.6 32.2 30.1 4.4 0.7 1.4 0.0 5.4 11.9
Number of Traders in Each Category Total Traders: 92
8 . . 7 19 . 20 29 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,562
Positions
6,515 2,167 3,000 2,178 2,248 0 935 4,173 2 140 190 0 792 1,782
Changes from: May 7, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.0 16.0 22.1 16.1 16.6 0.0 6.9 30.8 0.0 1.0 1.4 0.0 5.8 13.1
Number of Traders in Each Category Total Traders: 21
. . . . . 0 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 40,445
Positions
5,789 20,055 1,084 15,473 564 789 7,296 8,444 538 1,604 1,089 0 7,874 7,884
Changes from: May 7, 2019 Total Change is: -963
914 -2,929 110 186 173 397 -505 4,441 -874 110 -651 0 -1,301 -1,629
Percent of Open Interest Represented by Each Category of Trader
14.3 49.6 2.7 38.3 1.4 1.9 18.0 20.9 1.3 4.0 2.7 0.0 19.5 19.5
Number of Traders in Each Category Total Traders: 97
11 17 . 16 . 5 22 21 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 80,889
Positions
11,577 40,110 2,167 30,946 1,127 1,577 14,591 16,887 1,076 3,208 2,178 0 15,747 15,767
Changes from: May 7, 2019 Total Change is: -1,926
1,828 -5,858 220 372 345 793 -1,009 8,881 -1,748 220 -1,302 0 -2,602 -3,257
Percent of Open Interest Represented by Each Category of Trader
14.3 49.6 2.7 38.3 1.4 1.9 18.0 20.9 1.3 4.0 2.7 0.0 19.5 19.5
Number of Traders in Each Category Total Traders: 97
11 17 . 16 . 5 22 21 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 27,769
Positions
1,888 21,486 0 22,708 1,378 434 435 1,982 0 796 452 0 1,508 2,037
Changes from: May 7, 2019 Total Change is: 228
-796 -138 0 457 33 187 0 65 0 796 0 0 -416 81
Percent of Open Interest Represented by Each Category of Trader
6.8 77.4 0.0 81.8 5.0 1.6 1.6 7.1 0.0 2.9 1.6 0.0 5.4 7.3
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 571,543
Positions
57,597 142,876 21,134 268,819 124,160 54,071 48,584 74,155 18,979 21,707 57,891 5,090 75,563 73,188
Changes from: May 7, 2019 Total Change is: 2,932
-595 -6,467 2,485 -6,613 2,735 -129 323 8,867 -452 7,004 -1,929 1,803 -896 -3,981
Percent of Open Interest Represented by Each Category of Trader
10.1 25.0 3.7 47.0 21.7 9.5 8.5 13.0 3.3 3.8 10.1 0.9 13.2 12.8
Number of Traders in Each Category Total Traders: 593
34 35 25 173 96 129 67 112 56 38 37 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 39,478
Positions
8,988 19,885 74 3,929 1,097 0 6,038 9,330 530 0 0 0 19,919 8,562
Changes from: May 7, 2019 Total Change is: -565
260 211 74 172 0 0 1,416 681 -24 -120 0 0 -2,343 -1,507
Percent of Open Interest Represented by Each Category of Trader
22.8 50.4 0.2 10.0 2.8 0.0 15.3 23.6 1.3 0.0 0.0 0.0 50.5 21.7
Number of Traders in Each Category Total Traders: 34
4 11 . . . 0 5 11 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 14,446
Positions
4,580 11,840 0 6,132 857 40 297 595 52 323 0 0 3,022 1,062
Changes from: May 7, 2019 Total Change is: 323
-822 583 0 -11 0 -90 15 0 0 323 0 0 908 -170
Percent of Open Interest Represented by Each Category of Trader
31.7 82.0 0.0 42.4 5.9 0.3 2.1 4.1 0.4 2.2 0.0 0.0 20.9 7.4
Number of Traders in Each Category Total Traders: 20
4 5 0 6 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 2,660,327
Positions
264,305 636,211 84,042 1,328,718 619,585 266,084 260,831 372,226 44,144 108,533 289,457 25,450 278,220 323,128
Changes from: May 7, 2019 Total Change is: 17,484
-4,752 -33,869 12,534 -34,379 13,220 -191 -6,853 39,540 -749 35,621 -9,647 9,016 7,237 -12,370
Percent of Open Interest Represented by Each Category of Trader
9.9 23.9 3.2 49.9 23.3 10.0 9.8 14.0 1.7 4.1 10.9 1.0 10.5 12.1
Number of Traders in Each Category Total Traders: 590
33 35 22 174 95 129 65 112 51 38 37 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 32,301
Positions
1,914 9,468 17,779 8,594 1,107 895 314 757 0 0 256 0 2,805 2,039
Changes from: May 7, 2019 Total Change is: 91
-11 0 11 153 0 -95 0 229 0 0 -85 0 33 31
Percent of Open Interest Represented by Each Category of Trader
5.9 29.3 55.0 26.6 3.4 2.8 1.0 2.3 0.0 0.0 0.8 0.0 8.7 6.3
Number of Traders in Each Category Total Traders: 24
4 7 . 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 13,855
Positions
5,954 4,006 0 3,155 6,801 891 597 229 0 0 253 0 3,258 1,675
Changes from: May 7, 2019 Total Change is: -154
115 -523 0 11 318 -336 -17 0 0 0 253 0 73 134
Percent of Open Interest Represented by Each Category of Trader
43.0 28.9 0.0 22.8 49.1 6.4 4.3 1.7 0.0 0.0 1.8 0.0 23.5 12.1
Number of Traders in Each Category Total Traders: 20
5 . 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 65,771
Positions
3,835 13,200 518 43,837 37,548 2,849 1,425 711 259 2,175 7,644 0 10,873 3,042
Changes from: May 7, 2019 Total Change is: -981
-2,919 -393 284 -136 731 -53 -260 -435 -74 2,175 0 0 2 -1,041
Percent of Open Interest Represented by Each Category of Trader
5.8 20.1 0.8 66.7 57.1 4.3 2.2 1.1 0.4 3.3 11.6 0.0 16.5 4.6
Number of Traders in Each Category Total Traders: 78
. 9 4 40 16 14 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 43,292
Positions
11,721 7,501 53 13,494 7,565 2,193 7,988 14,994 567 801 2,391 10 6,465 8,020
Changes from: May 7, 2019 Total Change is: 1,516
1,390 -1,364 -91 -484 -3,072 994 -207 4,048 68 9 332 0 -164 599
Percent of Open Interest Represented by Each Category of Trader
27.1 17.3 0.1 31.2 17.5 5.1 18.5 34.6 1.3 1.9 5.5 0.0 14.9 18.5
Number of Traders in Each Category Total Traders: 242
24 18 . 54 30 26 30 56 11 9 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 216,460
Positions
58,605 37,505 265 67,469 37,823 10,965 39,940 74,969 2,833 4,007 11,953 49 32,327 40,098
Changes from: May 7, 2019 Total Change is: 7,578
6,949 -6,818 -455 -2,419 -15,359 4,971 -1,036 20,238 341 44 1,662 1 -818 2,997
Percent of Open Interest Represented by Each Category of Trader
27.1 17.3 0.1 31.2 17.5 5.1 18.5 34.6 1.3 1.9 5.5 0.0 14.9 18.5
Number of Traders in Each Category Total Traders: 242
24 18 . 54 30 26 30 56 11 9 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 424,824
Positions
62,470 67,776 3,908 232,058 192,138 39,698 50,359 70,114 4,071 10,847 29,115 0 21,413 18,004
Changes from: May 7, 2019 Total Change is: -11,784
-1,483 -5,249 -73 -8,791 1,927 -443 -2,395 -2,806 -849 3,801 -2,279 0 -1,551 -2,012
Percent of Open Interest Represented by Each Category of Trader
14.7 16.0 0.9 54.6 45.2 9.3 11.9 16.5 1.0 2.6 6.9 0.0 5.0 4.2
Number of Traders in Each Category Total Traders: 283
23 19 9 73 52 45 42 53 22 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 24,823
Positions
5,992 0 0 11,941 922 273 525 19,873 9 876 497 0 5,207 3,249
Changes from: May 7, 2019 Total Change is: -1,477
-64 0 0 -247 279 23 -740 -1,741 -6 173 45 0 -616 -77
Percent of Open Interest Represented by Each Category of Trader
24.1 0.0 0.0 48.1 3.7 1.1 2.1 80.1 0.0 3.5 2.0 0.0 21.0 13.1
Number of Traders in Each Category Total Traders: 32
4 0 0 14 . . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 64,818
Positions
5,431 17,301 1,243 18,814 9,428 627 29,192 4,766 87 547 400 0 8,877 30,966
Changes from: May 7, 2019 Total Change is: 2,643
2,207 -4,959 861 1,641 3,350 -139 -1,255 1,077 -135 -386 0 0 -151 2,588
Percent of Open Interest Represented by Each Category of Trader
8.4 26.7 1.9 29.0 14.5 1.0 45.0 7.4 0.1 0.8 0.6 0.0 13.7 47.8
Number of Traders in Each Category Total Traders: 68
11 11 . 12 9 7 15 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 334,082
Positions
43,596 196,018 3,757 234,243 96,520 21,779 12,137 7,259 522 8,554 1,849 0 9,494 6,378
Changes from: May 7, 2019 Total Change is: -2,506
-1,266 -3,532 -522 -18 -378 1,286 -3,148 664 40 1,470 407 0 -348 -471
Percent of Open Interest Represented by Each Category of Trader
13.0 58.7 1.1 70.1 28.9 6.5 3.6 2.2 0.2 2.6 0.6 0.0 2.8 1.9
Number of Traders in Each Category Total Traders: 163
17 12 7 65 35 28 14 11 5 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 1,233,012
Positions
78,271 820,230 2,163 883,779 207,889 117,203 80,745 52,532 2,504 32,476 12,745 4,277 31,594 13,469
Changes from: May 7, 2019 Total Change is: -68,291
2,436 -67,584 -665 -61,867 23,398 1,068 -6,949 -13,655 -1,201 2,385 -8,942 1,476 -4,974 -2,186
Percent of Open Interest Represented by Each Category of Trader
6.3 66.5 0.2 71.7 16.9 9.5 6.5 4.3 0.2 2.6 1.0 0.3 2.6 1.1
Number of Traders in Each Category Total Traders: 411
24 20 7 169 74 84 47 36 15 30 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 107,155
Positions
37,571 48,752 49,467 6,154 420 425 12,452 0 140 800 7,770 121 25 60
Changes from: May 7, 2019 Total Change is: 2,994
-498 -8,798 3,321 -110 420 120 0 0 40 0 7,770 121 0 0
Percent of Open Interest Represented by Each Category of Trader
35.1 45.5 46.2 5.7 0.4 0.4 11.6 0.0 0.1 0.7 7.3 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 34
4 18 7 6 . . . 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,003,504
Positions
12,885 90,206 2,152 432,438 331,714 187,145 123,968 161,787 36,785 24,461 52,395 3,172 180,498 138,148
Changes from: May 7, 2019 Total Change is: 25,181
2,132 -1,297 601 6,533 5,193 -1,931 -515 8,420 14,480 -1,374 14,266 -1,059 6,314 -13,492
Percent of Open Interest Represented by Each Category of Trader
1.3 9.0 0.2 43.1 33.1 18.6 12.4 16.1 3.7 2.4 5.2 0.3 18.0 13.8
Number of Traders in Each Category Total Traders: 191
9 18 6 59 26 45 30 35 28 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 1,256,482
Positions
7,903 176,844 22,376 750,376 27,358 175,791 22,216 646,064 62,562 37,289 55,588 5,015 172,954 84,884
Changes from: May 7, 2019 Total Change is: 31,663
857 -40,016 4,222 13,219 -5,397 -1,067 -4,415 19,171 10,500 -112 54,964 4,036 4,423 -14,750
Percent of Open Interest Represented by Each Category of Trader
0.6 14.1 1.8 59.7 2.2 14.0 1.8 51.4 5.0 3.0 4.4 0.4 13.8 6.8
Number of Traders in Each Category Total Traders: 141
5 14 14 68 14 52 8 27 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 4,356,601
Positions
107,335 296,357 94,616 1,951,469 620,457 250,912 767,882 2,326,243 411,320 574,874 224,387 13,694 184,499 118,615
Changes from: May 7, 2019 Total Change is: 193,109
-2,728 -40,850 8,118 -18,673 -7,270 -1,925 80,848 107,874 49,055 71,412 60,458 6,876 126 10,773
Percent of Open Interest Represented by Each Category of Trader
2.5 6.8 2.2 44.8 14.2 5.8 17.6 53.4 9.4 13.2 5.2 0.3 4.2 2.7
Number of Traders in Each Category Total Traders: 364
20 27 15 121 30 74 60 63 44 25 18 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 4,164,768
Positions
203,574 207,084 73,577 1,781,827 905,132 751,767 387,151 1,368,982 159,986 306,348 249,544 25,200 475,338 423,496
Changes from: May 7, 2019 Total Change is: 149,257
5,978 33,101 14,191 74,481 -49,037 -15,931 30,747 108,993 31,707 -11,638 19,981 1,740 17,982 4,512
Percent of Open Interest Represented by Each Category of Trader
4.9 5.0 1.8 42.8 21.7 18.1 9.3 32.9 3.8 7.4 6.0 0.6 11.4 10.2
Number of Traders in Each Category Total Traders: 403
26 26 17 106 72 104 65 64 51 21 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 765,965
Positions
28,300 56,344 1,107 320,003 301,549 108,307 121,655 117,410 11,752 62,420 22,302 0 112,421 147,194
Changes from: May 7, 2019 Total Change is: 20,126
439 -2,501 447 6,134 7,032 7,145 5,958 -6,840 3,351 -297 5,974 -10 -3,041 5,528
Percent of Open Interest Represented by Each Category of Trader
3.7 7.4 0.1 41.8 39.4 14.1 15.9 15.3 1.5 8.1 2.9 0.0 14.7 19.2
Number of Traders in Each Category Total Traders: 110
5 8 . 26 31 35 20 12 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 4,911,838
Positions
71,116 499,753 88,733 2,437,621 817,710 735,341 496,481 1,742,494 362,459 366,330 328,669 3,614 350,143 333,065
Changes from: May 7, 2019 Total Change is: 125,717
15,435 -6,241 13,830 48,287 -1,513 -31,666 -3,661 45,850 80,747 -7,476 33,203 478 9,743 -8,971
Percent of Open Interest Represented by Each Category of Trader
1.4 10.2 1.8 49.6 16.6 15.0 10.1 35.5 7.4 7.5 6.7 0.1 7.1 6.8
Number of Traders in Each Category Total Traders: 347
11 36 15 97 55 87 43 65 49 16 24 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,126,418
Positions
627,352 229,252 575,024 19,099 88,478 38,727 192,493 552,892 546,326 73,862 20,394 20,221 33,314 55,104
Changes from: May 7, 2019 Total Change is: 140,103
8,089 -5,718 -3,217 16,923 37,853 -912 66,105 35,033 57,051 -2,255 10,468 2,910 -4,591 6,635
Percent of Open Interest Represented by Each Category of Trader
29.5 10.8 27.0 0.9 4.2 1.8 9.1 26.0 25.7 3.5 1.0 1.0 1.6 2.6
Number of Traders in Each Category Total Traders: 145
22 35 44 4 5 5 26 37 42 5 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 is12,762,276
Positions
2,317,797 2,064,960 2,569,892 612,656 1,375,246 779,697 1,768,983 1,028,410 3,492,377 394,433 241,472 161,691 664,750 1,048,531
Changes from: May 7, 2019 Total Change is: -352,441
-72,985 240,228 -218,620 29,060 -324,139 -67,165 -137,350 -50,495 58,200 39,412 -37,906 34,491 -17,484 12,965
Percent of Open Interest Represented by Each Category of Trader
18.2 16.2 20.1 4.8 10.8 6.1 13.9 8.1 27.4 3.1 1.9 1.3 5.2 8.2
Number of Traders in Each Category Total Traders: 272
27 45 67 16 28 33 58 57 96 10 21 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 70,853
Positions
6,743 20,673 4,952 261 2,963 1,350 35,476 18,802 20,898 0 56 0 1,173 1,159
Changes from: May 7, 2019 Total Change is: 2,901
-510 1,409 404 4 155 500 3,031 972 -909 0 56 0 381 314
Percent of Open Interest Represented by Each Category of Trader
9.5 29.2 7.0 0.4 4.2 1.9 50.1 26.5 29.5 0.0 0.1 0.0 1.7 1.6
Number of Traders in Each Category Total Traders: 37
4 6 8 . . . 10 11 17 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 73,983
Positions
8,072 13,002 17,428 3,488 0 542 19,441 18,373 23,982 650 0 0 380 656
Changes from: May 7, 2019 Total Change is: 11,030
-1,980 -710 4,063 1,038 0 482 1,714 1,455 7,508 0 0 0 -1,795 -1,768
Percent of Open Interest Represented by Each Category of Trader
10.9 17.6 23.6 4.7 0.0 0.7 26.3 24.8 32.4 0.9 0.0 0.0 0.5 0.9
Number of Traders in Each Category Total Traders: 52
7 9 10 . 0 . 15 17 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 23,660
Positions
2,391 9,747 0 1,273 4,705 0 12,510 5,839 75 7,405 1,200 0 6 2,094
Changes from: May 7, 2019 Total Change is: -700
13 -557 0 3 30 0 -722 215 0 6 0 0 0 -388
Percent of Open Interest Represented by Each Category of Trader
10.1 41.2 0.0 5.4 19.9 0.0 52.9 24.7 0.3 31.3 5.1 0.0 0.0 8.9
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 14, 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 18,321
Positions
2,883 8,199 0 1,208 2,050 9 14,208 6,405 0 0 237 0 13 1,421
Changes from: May 7, 2019 Total Change is: 940
38 217 0 3 -36 0 891 1,027 0 0 0 0 8 -268
Percent of Open Interest Represented by Each Category of Trader
15.7 44.8 0.0 6.6 11.2 0.0 77.6 35.0 0.0 0.0 1.3 0.0 0.1 7.8
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 14, 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 49,520
Positions
10,763 3,479 15,507 0 70 0 9,263 10,435 13,711 30 6,067 246 0 5
Changes from: May 7, 2019 Total Change is: 1,257
0 631 0 0 0 0 1,267 605 0 0 28 0 -10 -7
Percent of Open Interest Represented by Each Category of Trader
21.7 7.0 31.3 0.0 0.1 0.0 18.7 21.1 27.7 0.1 12.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . 0 . 0 7 . . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 4,447
Positions
0 123 0 199 0 15 2,289 2,455 274 317 1,218 0 1,353 362
Changes from: May 7, 2019 Total Change is: 59
0 0 0 -87 0 -14 348 -237 195 -402 2 0 19 113
Percent of Open Interest Represented by Each Category of Trader
0.0 2.8 0.0 4.5 0.0 0.3 51.5 55.2 6.2 7.1 27.4 0.0 30.4 8.1
Number of Traders in Each Category Total Traders: 41
0 . 0 4 0 . 12 15 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 48,083
Positions
487 26,476 0 18,783 2,605 388 19,944 14,519 1,307 1,987 1,013 280 4,907 1,495
Changes from: May 7, 2019 Total Change is: -6,727
65 0 0 -3,287 71 -12 -2,789 -6,477 -171 -435 -33 230 -328 -335
Percent of Open Interest Represented by Each Category of Trader
1.0 55.1 0.0 39.1 5.4 0.8 41.5 30.2 2.7 4.1 2.1 0.6 10.2 3.1
Number of Traders in Each Category Total Traders: 95
. . 0 14 6 . 32 16 8 16 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 382,565
Positions
50,369 30,655 16,750 140,978 59,926 23,451 37,450 139,879 66,106 8,693 3,751 13,944 24,824 28,103
Changes from: May 7, 2019 Total Change is: -42,532
-29,346 11,859 232 -2,474 -37,463 -3,538 -2,913 -11,041 -1,435 -719 1,364 3,905 -6,244 -6,415
Percent of Open Interest Represented by Each Category of Trader
13.2 8.0 4.4 36.9 15.7 6.1 9.8 36.6 17.3 2.3 1.0 3.6 6.5 7.3
Number of Traders in Each Category Total Traders: 195
10 18 17 32 20 19 31 55 52 6 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 14, 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 37,060
Positions
4,369 597 1,147 16,012 21,960 0 14,110 13,050 102 1,136 180 0 184 24
Changes from: May 7, 2019 Total Change is: 4,547
-227 -65 1 -3,191 8,092 0 7,971 -3,498 2 6 30 0 -15 -15
Percent of Open Interest Represented by Each Category of Trader
11.8 1.6 3.1 43.2 59.3 0.0 38.1 35.2 0.3 3.1 0.5 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 45
4 . . 13 4 0 5 8 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 17, 2019