Traders in Financial Futures - Futures Only Positions as of May 21, 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 140,682
Positions
42,996 1,549 1,194 27,692 43,527 3,612 11,027 44,659 9,820 12,932 2,033 49 31,360 34,239
Changes from: May 14, 2019 Total Change is: -7,376
354 507 143 -8,469 -3,978 -2,604 -2,320 -3,589 1,974 506 70 -9 3,049 110
Percent of Open Interest Represented by Each Category of Trader
30.6 1.1 0.8 19.7 30.9 2.6 7.8 31.7 7.0 9.2 1.4 0.0 22.3 24.3
Number of Traders in Each Category Total Traders: 99
11 . 5 8 20 8 16 27 14 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 88,283
Positions
62,005 2,588 13 985 30,291 324 15,124 26,944 241 919 1,501 0 8,672 26,381
Changes from: May 14, 2019 Total Change is: -5,499
-3,659 -241 0 -575 -1,752 -17 -1,382 -4,654 2 0 643 0 132 520
Percent of Open Interest Represented by Each Category of Trader
70.2 2.9 0.0 1.1 34.3 0.4 17.1 30.5 0.3 1.0 1.7 0.0 9.8 29.9
Number of Traders in Each Category Total Traders: 58
7 . . . 19 . 9 16 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 190,191
Positions
59,528 3,816 571 58,304 95,299 4,441 33,229 34,367 9,129 0 7,134 0 24,989 35,434
Changes from: May 14, 2019 Total Change is: 33,298
34,698 -531 -245 -1,828 17,185 -12 -3,776 10,900 3,015 0 -240 0 1,446 3,226
Percent of Open Interest Represented by Each Category of Trader
31.3 2.0 0.3 30.7 50.1 2.3 17.5 18.1 4.8 0.0 3.8 0.0 13.1 18.6
Number of Traders in Each Category Total Traders: 116
9 5 4 14 28 10 26 32 20 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 170,834
Positions
62,641 12,172 350 31,741 58,030 8,643 33,326 50,259 4,365 4,520 2,342 0 25,248 34,673
Changes from: May 14, 2019 Total Change is: -9,739
-398 4,952 -666 -2,381 -2,999 -1,709 -4,409 -10,735 1,292 501 886 0 -1,969 -760
Percent of Open Interest Represented by Each Category of Trader
36.7 7.1 0.2 18.6 34.0 5.1 19.5 29.4 2.6 2.6 1.4 0.0 14.8 20.3
Number of Traders in Each Category Total Traders: 122
6 7 4 20 25 12 20 37 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 516,122
Positions
35,156 87,482 8,123 300,566 163,388 28,660 35,410 142,820 7,056 16,855 17,196 191 84,105 61,206
Changes from: May 14, 2019 Total Change is: 11,662
-283 3,500 1,376 4,655 7,159 -2,202 4,972 689 725 339 1,717 -46 2,126 -1,256
Percent of Open Interest Represented by Each Category of Trader
6.8 16.9 1.6 58.2 31.7 5.6 6.9 27.7 1.4 3.3 3.3 0.0 16.3 11.9
Number of Traders in Each Category Total Traders: 286
18 13 11 90 39 40 34 58 17 16 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 26,695
Positions
0 6,430 0 8,712 8,408 3,480 530 1,472 0 0 583 8 13,965 6,314
Changes from: May 14, 2019 Total Change is: -1,095
0 -586 0 -989 -1,268 -25 -801 1,472 0 0 0 0 720 -688
Percent of Open Interest Represented by Each Category of Trader
0.0 24.1 0.0 32.6 31.5 13.0 2.0 5.5 0.0 0.0 2.2 0.0 52.3 23.7
Number of Traders in Each Category Total Traders: 24
0 . 0 10 8 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 26,784
Positions
4,332 4,804 573 8,613 12,226 2,331 5,054 996 12 0 0 0 5,869 5,842
Changes from: May 14, 2019 Total Change is: 346
0 1 -1 -5 421 -110 203 0 9 0 0 0 250 26
Percent of Open Interest Represented by Each Category of Trader
16.2 17.9 2.1 32.2 45.6 8.7 18.9 3.7 0.0 0.0 0.0 0.0 21.9 21.8
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 21, 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 183,247
Positions
81,787 4,913 1,960 17,954 69,029 3,208 40,382 50,633 3,830 3,102 5,592 0 31,024 44,082
Changes from: May 14, 2019 Total Change is: 17,665
4,547 1,419 -569 1,442 8,083 -36 9,469 6,645 -217 1,402 516 0 1,627 1,824
Percent of Open Interest Represented by Each Category of Trader
44.6 2.7 1.1 9.8 37.7 1.8 22.0 27.6 2.1 1.7 3.1 0.0 16.9 24.1
Number of Traders in Each Category Total Traders: 103
9 . 4 12 20 13 23 27 9 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 58,826
Positions
114 51,454 50 46,071 0 0 3,778 6,128 0 7,081 462 0 1,732 732
Changes from: May 14, 2019 Total Change is: -1,595
114 5 -500 -7,565 0 0 -263 -395 0 6,782 -615 0 -163 -90
Percent of Open Interest Represented by Each Category of Trader
0.2 87.5 0.1 78.3 0.0 0.0 6.4 10.4 0.0 12.0 0.8 0.0 2.9 1.2
Number of Traders in Each Category Total Traders: 36
. 4 . 8 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 271,550
Positions
266 159,044 800 163,909 18,095 10 95,380 57,327 1,447 2,982 31,685 23 6,733 3,119
Changes from: May 14, 2019 Total Change is: 6,037
0 1,796 0 107 223 0 4,409 2,842 785 640 567 -20 116 -156
Percent of Open Interest Represented by Each Category of Trader
0.1 58.6 0.3 60.4 6.7 0.0 35.1 21.1 0.5 1.1 11.7 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 173
. 12 . 34 8 . 57 29 5 14 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 45,313
Positions
23,643 0 0 890 33,674 0 17,697 8,943 3 1,011 610 0 2,069 2,083
Changes from: May 14, 2019 Total Change is: 2,464
-120 0 0 -109 161 0 3,595 2,087 -55 -995 70 0 148 201
Percent of Open Interest Represented by Each Category of Trader
52.2 0.0 0.0 2.0 74.3 0.0 39.1 19.7 0.0 2.2 1.3 0.0 4.6 4.6
Number of Traders in Each Category Total Traders: 44
. 0 0 . 7 0 8 20 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 58,548
Positions
26,510 1,426 197 3,513 25,869 231 22,539 18,592 2,219 412 3,365 5 2,922 6,644
Changes from: May 14, 2019 Total Change is: 8,286
2,280 126 38 -585 1,371 -46 6,336 3,461 -2 80 2,655 0 185 683
Percent of Open Interest Represented by Each Category of Trader
45.3 2.4 0.3 6.0 44.2 0.4 38.5 31.8 3.8 0.7 5.7 0.0 5.0 11.3
Number of Traders in Each Category Total Traders: 95
8 4 . 6 18 . 20 32 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 38,661
Positions
7,116 16,254 1,272 11,758 471 1,722 6,985 8,454 451 1,800 1,308 0 7,559 8,730
Changes from: May 14, 2019 Total Change is: -1,784
1,328 -3,801 189 -3,716 -93 933 -311 10 -87 196 219 0 -315 847
Percent of Open Interest Represented by Each Category of Trader
18.4 42.0 3.3 30.4 1.2 4.5 18.1 21.9 1.2 4.7 3.4 0.0 19.6 22.6
Number of Traders in Each Category Total Traders: 97
12 16 4 18 4 5 21 16 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 77,322
Positions
14,232 32,508 2,544 23,515 942 3,443 13,970 16,907 902 3,599 2,616 0 15,117 17,460
Changes from: May 14, 2019 Total Change is: -3,567
2,655 -7,602 377 -7,431 -185 1,866 -621 20 -174 391 438 0 -630 1,693
Percent of Open Interest Represented by Each Category of Trader
18.4 42.0 3.3 30.4 1.2 4.5 18.1 21.9 1.2 4.7 3.4 0.0 19.6 22.6
Number of Traders in Each Category Total Traders: 97
12 16 4 18 4 5 21 16 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 28,905
Positions
1,888 22,172 0 23,597 1,350 581 435 2,060 0 796 452 0 1,608 2,290
Changes from: May 14, 2019 Total Change is: 1,136
0 686 0 889 -28 147 0 78 0 0 0 0 100 253
Percent of Open Interest Represented by Each Category of Trader
6.5 76.7 0.0 81.6 4.7 2.0 1.5 7.1 0.0 2.8 1.6 0.0 5.6 7.9
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 571,843
Positions
56,480 134,567 24,001 268,270 126,169 52,945 46,476 75,025 20,919 23,252 61,184 5,001 74,499 72,032
Changes from: May 14, 2019 Total Change is: 300
-1,118 -8,308 2,867 -548 2,009 -1,125 -2,108 870 1,940 1,545 3,292 -89 -1,064 -1,156
Percent of Open Interest Represented by Each Category of Trader
9.9 23.5 4.2 46.9 22.1 9.3 8.1 13.1 3.7 4.1 10.7 0.9 13.0 12.6
Number of Traders in Each Category Total Traders: 578
30 37 32 165 96 124 67 111 57 38 34 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 41,141
Positions
10,473 20,678 0 3,928 1,097 0 5,723 9,549 959 0 0 0 20,058 8,858
Changes from: May 14, 2019 Total Change is: 1,663
1,485 793 -74 -1 0 0 -315 219 429 0 0 0 139 296
Percent of Open Interest Represented by Each Category of Trader
25.5 50.3 0.0 9.5 2.7 0.0 13.9 23.2 2.3 0.0 0.0 0.0 48.8 21.5
Number of Traders in Each Category Total Traders: 33
5 11 0 . . 0 4 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 14,212
Positions
5,560 12,572 0 6,426 0 22 0 595 45 323 0 0 1,836 978
Changes from: May 14, 2019 Total Change is: -234
980 732 0 294 -857 -18 -297 0 -7 0 0 0 -1,186 -84
Percent of Open Interest Represented by Each Category of Trader
39.1 88.5 0.0 45.2 0.0 0.2 0.0 4.2 0.3 2.3 0.0 0.0 12.9 6.9
Number of Traders in Each Category Total Traders: 20
5 6 0 6 0 . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 2,653,510
Positions
254,614 594,027 95,426 1,325,889 629,536 260,550 250,653 374,269 52,910 116,259 305,918 25,006 272,203 315,868
Changes from: May 14, 2019 Total Change is: -6,817
-9,691 -42,184 11,384 -2,829 9,951 -5,534 -10,178 2,043 8,766 7,726 16,461 -444 -6,017 -7,260
Percent of Open Interest Represented by Each Category of Trader
9.6 22.4 3.6 50.0 23.7 9.8 9.4 14.1 2.0 4.4 11.5 0.9 10.3 11.9
Number of Traders in Each Category Total Traders: 575
32 33 27 166 95 124 67 110 55 38 34 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 32,992
Positions
2,493 10,324 18,000 8,538 1,107 895 314 528 0 0 0 0 2,752 2,138
Changes from: May 14, 2019 Total Change is: 691
579 856 221 -56 0 0 0 -229 0 0 -256 0 -53 99
Percent of Open Interest Represented by Each Category of Trader
7.6 31.3 54.6 25.9 3.4 2.7 1.0 1.6 0.0 0.0 0.0 0.0 8.3 6.5
Number of Traders in Each Category Total Traders: 23
4 8 . 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 15,854
Positions
8,010 4,006 0 3,184 8,868 877 597 229 0 0 253 0 3,186 1,621
Changes from: May 14, 2019 Total Change is: 1,999
2,056 0 0 29 2,067 -14 0 0 0 0 0 0 -72 -54
Percent of Open Interest Represented by Each Category of Trader
50.5 25.3 0.0 20.1 55.9 5.5 3.8 1.4 0.0 0.0 1.6 0.0 20.1 10.2
Number of Traders in Each Category Total Traders: 21
5 . 0 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 65,497
Positions
3,796 13,674 447 43,469 37,306 2,539 1,699 1,385 71 2,175 7,644 0 11,301 2,431
Changes from: May 14, 2019 Total Change is: -274
-39 474 -71 -368 -242 -310 274 674 -188 0 0 0 428 -611
Percent of Open Interest Represented by Each Category of Trader
5.8 20.9 0.7 66.4 57.0 3.9 2.6 2.1 0.1 3.3 11.7 0.0 17.3 3.7
Number of Traders in Each Category Total Traders: 77
. 9 . 37 16 13 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 43,256
Positions
10,747 9,404 57 14,637 7,068 1,500 8,057 14,298 441 1,280 2,639 10 6,527 7,839
Changes from: May 14, 2019 Total Change is: -36
-974 1,903 4 1,143 -497 -693 69 -696 -126 479 249 0 62 -180
Percent of Open Interest Represented by Each Category of Trader
24.8 21.7 0.1 33.8 16.3 3.5 18.6 33.1 1.0 3.0 6.1 0.0 15.1 18.1
Number of Traders in Each Category Total Traders: 241
23 19 5 50 29 21 34 53 10 11 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 216,280
Positions
53,735 47,020 283 73,184 35,339 7,501 40,287 71,490 2,203 6,400 13,197 51 32,636 39,196
Changes from: May 14, 2019 Total Change is: -180
-4,870 9,515 18 5,715 -2,484 -3,464 347 -3,479 -630 2,393 1,244 2 309 -902
Percent of Open Interest Represented by Each Category of Trader
24.8 21.7 0.1 33.8 16.3 3.5 18.6 33.1 1.0 3.0 6.1 0.0 15.1 18.1
Number of Traders in Each Category Total Traders: 241
23 19 5 50 29 21 34 53 10 11 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 426,573
Positions
65,300 68,801 3,345 234,347 185,410 38,125 47,560 74,419 4,330 12,074 32,526 0 21,492 19,617
Changes from: May 14, 2019 Total Change is: 1,749
2,830 1,025 -563 2,289 -6,728 -1,573 -2,799 4,305 259 1,227 3,411 0 79 1,613
Percent of Open Interest Represented by Each Category of Trader
15.3 16.1 0.8 54.9 43.5 8.9 11.1 17.4 1.0 2.8 7.6 0.0 5.0 4.6
Number of Traders in Each Category Total Traders: 283
24 19 6 72 50 45 39 56 24 11 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 24,729
Positions
5,744 0 0 11,466 661 225 230 19,860 489 1,438 0 0 5,137 3,494
Changes from: May 14, 2019 Total Change is: -94
-248 0 0 -475 -261 -48 -295 -13 480 562 -497 0 -70 245
Percent of Open Interest Represented by Each Category of Trader
23.2 0.0 0.0 46.4 2.7 0.9 0.9 80.3 2.0 5.8 0.0 0.0 20.8 14.1
Number of Traders in Each Category Total Traders: 28
. 0 0 12 . . . 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 66,410
Positions
5,959 18,308 775 20,501 12,556 592 28,747 5,565 473 0 978 0 9,363 27,163
Changes from: May 14, 2019 Total Change is: 1,592
528 1,007 -468 1,687 3,128 -35 -445 799 386 -547 578 0 486 -3,803
Percent of Open Interest Represented by Each Category of Trader
9.0 27.6 1.2 30.9 18.9 0.9 43.3 8.4 0.7 0.0 1.5 0.0 14.1 40.9
Number of Traders in Each Category Total Traders: 68
9 13 . 12 8 6 17 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 335,959
Positions
41,098 196,640 3,812 239,293 98,078 19,760 12,694 9,076 272 9,176 1,425 0 9,854 6,896
Changes from: May 14, 2019 Total Change is: 1,877
-2,498 622 55 5,050 1,558 -2,019 557 1,817 -250 622 -424 0 360 518
Percent of Open Interest Represented by Each Category of Trader
12.2 58.5 1.1 71.2 29.2 5.9 3.8 2.7 0.1 2.7 0.4 0.0 2.9 2.1
Number of Traders in Each Category Total Traders: 166
15 12 7 65 38 27 14 13 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 1,210,872
Positions
65,319 788,161 1,725 878,084 204,410 118,899 69,512 61,618 2,508 34,722 8,081 4,271 35,832 21,199
Changes from: May 14, 2019 Total Change is: -22,140
-12,952 -32,069 -438 -5,695 -3,479 1,696 -11,233 9,086 4 2,246 -4,664 -6 4,238 7,730
Percent of Open Interest Represented by Each Category of Trader
5.4 65.1 0.1 72.5 16.9 9.8 5.7 5.1 0.2 2.9 0.7 0.4 3.0 1.8
Number of Traders in Each Category Total Traders: 410
24 21 7 162 75 88 47 38 17 32 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 108,178
Positions
38,036 49,053 50,360 4,409 420 425 12,483 0 188 800 6,220 1,452 25 60
Changes from: May 14, 2019 Total Change is: 1,023
465 301 893 -1,745 0 0 31 0 48 0 -1,550 1,331 0 0
Percent of Open Interest Represented by Each Category of Trader
35.2 45.3 46.6 4.1 0.4 0.4 11.5 0.0 0.2 0.7 5.7 1.3 0.0 0.1
Number of Traders in Each Category Total Traders: 34
4 18 7 5 . . 4 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 1,038,330
Positions
10,578 92,867 30,652 428,820 331,540 188,116 122,228 163,201 44,055 26,494 48,145 1,053 186,334 138,701
Changes from: May 14, 2019 Total Change is: 34,826
-2,307 2,661 28,500 -3,618 -174 971 -1,740 1,414 7,270 2,033 -4,250 -2,119 5,836 553
Percent of Open Interest Represented by Each Category of Trader
1.0 8.9 3.0 41.3 31.9 18.1 11.8 15.7 4.2 2.6 4.6 0.1 17.9 13.4
Number of Traders in Each Category Total Traders: 189
10 19 9 58 27 47 30 30 28 5 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 1,264,947
Positions
7,012 173,370 21,756 749,489 33,886 177,909 20,164 644,329 75,829 39,219 53,981 505 173,064 83,382
Changes from: May 14, 2019 Total Change is: 8,465
-891 -3,474 -620 -887 6,528 2,118 -2,052 -1,735 13,267 1,930 -1,607 -4,510 110 -1,502
Percent of Open Interest Represented by Each Category of Trader
0.6 13.7 1.7 59.3 2.7 14.1 1.6 50.9 6.0 3.1 4.3 0.0 13.7 6.6
Number of Traders in Each Category Total Traders: 145
4 13 8 73 12 53 8 29 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 4,047,516
Positions
109,033 286,748 103,870 1,880,540 607,471 274,873 712,647 2,172,665 242,048 508,082 230,551 12,383 204,040 116,907
Changes from: May 14, 2019 Total Change is: -309,085
1,698 -9,609 9,254 -70,929 -12,986 23,961 -55,235 -153,578 -169,272 -66,792 6,164 -1,311 19,541 -1,708
Percent of Open Interest Represented by Each Category of Trader
2.7 7.1 2.6 46.5 15.0 6.8 17.6 53.7 6.0 12.6 5.7 0.3 5.0 2.9
Number of Traders in Each Category Total Traders: 362
23 29 17 117 28 71 61 61 40 24 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 4,235,670
Positions
229,701 231,328 95,498 1,739,668 910,324 727,769 390,872 1,362,054 220,996 301,715 250,383 26,616 502,835 410,702
Changes from: May 14, 2019 Total Change is: 70,902
26,127 24,244 21,921 -42,159 5,192 -23,998 3,721 -6,928 61,010 -4,633 839 1,416 27,497 -12,794
Percent of Open Interest Represented by Each Category of Trader
5.4 5.5 2.3 41.1 21.5 17.2 9.2 32.2 5.2 7.1 5.9 0.6 11.9 9.7
Number of Traders in Each Category Total Traders: 406
32 28 20 107 69 109 63 61 56 22 23 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 770,172
Positions
23,845 62,832 673 328,019 282,804 109,757 117,844 117,317 14,563 60,240 23,032 0 115,231 159,194
Changes from: May 14, 2019 Total Change is: 4,207
-4,455 6,488 -434 8,016 -18,745 1,450 -3,811 -93 2,811 -2,180 730 0 2,810 12,000
Percent of Open Interest Represented by Each Category of Trader
3.1 8.2 0.1 42.6 36.7 14.3 15.3 15.2 1.9 7.8 3.0 0.0 15.0 20.7
Number of Traders in Each Category Total Traders: 108
5 7 . 29 29 34 19 12 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 4,945,717
Positions
50,130 468,768 104,253 2,443,042 811,155 810,116 487,543 1,757,462 322,502 378,642 311,973 6,693 342,796 352,795
Changes from: May 14, 2019 Total Change is: 33,879
-20,986 -30,985 15,520 5,421 -6,555 74,775 -8,938 14,968 -39,957 12,312 -16,696 3,079 -7,347 19,730
Percent of Open Interest Represented by Each Category of Trader
1.0 9.5 2.1 49.4 16.4 16.4 9.9 35.5 6.5 7.7 6.3 0.1 6.9 7.1
Number of Traders in Each Category Total Traders: 344
12 39 20 97 53 88 40 66 52 16 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 2,300,556
Positions
652,611 225,891 630,295 5,167 90,498 53,682 194,857 624,825 586,982 123,659 19,111 21,375 31,928 47,897
Changes from: May 14, 2019 Total Change is: 174,138
25,259 -3,361 55,271 -13,932 2,020 14,955 2,364 71,933 40,656 49,797 -1,283 1,154 -1,386 -7,207
Percent of Open Interest Represented by Each Category of Trader
28.4 9.8 27.4 0.2 3.9 2.3 8.5 27.2 25.5 5.4 0.8 0.9 1.4 2.1
Number of Traders in Each Category Total Traders: 148
22 35 41 4 5 4 27 37 47 5 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 is12,779,511
Positions
2,128,729 2,153,232 2,695,022 549,686 1,170,912 833,653 1,860,463 1,018,774 3,473,202 422,413 242,694 161,387 654,956 1,030,635
Changes from: May 14, 2019 Total Change is: 17,235
-189,068 88,272 125,130 -62,970 -204,334 53,956 91,480 -9,636 -19,175 27,980 1,222 -304 -9,794 -17,896
Percent of Open Interest Represented by Each Category of Trader
16.7 16.8 21.1 4.3 9.2 6.5 14.6 8.0 27.2 3.3 1.9 1.3 5.1 8.1
Number of Traders in Each Category Total Traders: 280
29 48 70 16 27 31 63 55 106 11 19 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 74,297
Positions
6,757 19,599 4,992 679 3,769 1,350 35,058 19,029 24,264 0 56 0 1,197 1,238
Changes from: May 14, 2019 Total Change is: 3,444
14 -1,074 40 418 806 0 -418 227 3,366 0 0 0 24 79
Percent of Open Interest Represented by Each Category of Trader
9.1 26.4 6.7 0.9 5.1 1.8 47.2 25.6 32.7 0.0 0.1 0.0 1.6 1.7
Number of Traders in Each Category Total Traders: 39
4 7 8 . . . 12 9 19 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 78,093
Positions
14,681 15,754 13,255 5,329 0 410 19,253 23,931 24,192 650 0 0 323 551
Changes from: May 14, 2019 Total Change is: 4,110
6,609 2,752 -4,173 1,841 0 -132 -188 5,558 210 0 0 0 -57 -105
Percent of Open Interest Represented by Each Category of Trader
18.8 20.2 17.0 6.8 0.0 0.5 24.7 30.6 31.0 0.8 0.0 0.0 0.4 0.7
Number of Traders in Each Category Total Traders: 54
7 10 11 . 0 . 16 16 22 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 23,659
Positions
2,388 9,856 0 1,275 4,225 0 12,626 6,247 75 7,289 1,220 0 6 2,036
Changes from: May 14, 2019 Total Change is: -1
-3 109 0 2 -480 0 116 408 0 -116 20 0 0 -58
Percent of Open Interest Represented by Each Category of Trader
10.1 41.7 0.0 5.4 17.9 0.0 53.4 26.4 0.3 30.8 5.2 0.0 0.0 8.6
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 21, 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 18,773
Positions
2,858 8,434 0 1,209 2,056 9 14,670 6,073 0 0 237 0 27 1,964
Changes from: May 14, 2019 Total Change is: 452
-25 235 0 1 6 0 462 -332 0 0 0 0 14 543
Percent of Open Interest Represented by Each Category of Trader
15.2 44.9 0.0 6.4 11.0 0.0 78.1 32.3 0.0 0.0 1.3 0.0 0.1 10.5
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 21, 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 50,889
Positions
11,013 5,106 15,507 0 70 0 10,382 10,160 13,711 30 6,084 246 0 5
Changes from: May 14, 2019 Total Change is: 1,369
250 1,627 0 0 0 0 1,119 -275 0 0 17 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.6 10.0 30.5 0.0 0.1 0.0 20.4 20.0 26.9 0.1 12.0 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 6 . . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 4,650
Positions
0 123 0 223 0 0 2,354 2,498 384 268 1,251 0 1,421 394
Changes from: May 14, 2019 Total Change is: 203
0 0 0 24 0 -15 65 43 110 -49 33 0 68 32
Percent of Open Interest Represented by Each Category of Trader
0.0 2.6 0.0 4.8 0.0 0.0 50.6 53.7 8.3 5.8 26.9 0.0 30.6 8.5
Number of Traders in Each Category Total Traders: 44
0 . 0 4 0 0 15 14 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 51,830
Positions
347 26,476 0 21,087 2,605 395 20,850 18,089 1,380 2,053 798 221 5,497 1,866
Changes from: May 14, 2019 Total Change is: 3,747
-140 0 0 2,304 0 7 906 3,570 73 66 -215 -59 590 371
Percent of Open Interest Represented by Each Category of Trader
0.7 51.1 0.0 40.7 5.0 0.8 40.2 34.9 2.7 4.0 1.5 0.4 10.6 3.6
Number of Traders in Each Category Total Traders: 103
. . 0 13 6 . 38 17 8 18 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 369,983
Positions
49,821 20,140 23,343 126,060 73,888 25,961 35,431 119,096 64,643 11,055 3,184 11,266 22,403 28,462
Changes from: May 14, 2019 Total Change is: -12,582
-548 -10,515 6,593 -14,918 13,962 2,510 -2,019 -20,783 -1,463 2,362 -567 -2,678 -2,421 359
Percent of Open Interest Represented by Each Category of Trader
13.5 5.4 6.3 34.1 20.0 7.0 9.6 32.2 17.5 3.0 0.9 3.0 6.1 7.7
Number of Traders in Each Category Total Traders: 194
9 18 22 30 21 22 37 50 55 6 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 21, 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 32,931
Positions
2,225 647 1,147 14,467 18,944 0 13,696 11,817 102 1,127 240 0 167 34
Changes from: May 14, 2019 Total Change is: -4,129
-2,144 50 0 -1,545 -3,016 0 -414 -1,233 0 -9 60 0 -17 10
Percent of Open Interest Represented by Each Category of Trader
6.8 2.0 3.5 43.9 57.5 0.0 41.6 35.9 0.3 3.4 0.7 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 43
4 . . 11 4 0 5 8 . 7 . 0
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Updated May 24, 2019