Traders in Financial Futures - Futures Only Positions as of May 28, 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 140,449
Positions
43,347 1,336 817 28,039 41,509 3,705 11,342 46,155 10,314 13,176 2,017 4 29,705 34,592
Changes from: May 21, 2019 Total Change is: -233
351 -213 -377 347 -2,018 93 315 1,496 494 244 -16 -45 -1,655 353
Percent of Open Interest Represented by Each Category of Trader
30.9 1.0 0.6 20.0 29.6 2.6 8.1 32.9 7.3 9.4 1.4 0.0 21.2 24.6
Number of Traders in Each Category Total Traders: 100
12 . 5 9 20 9 15 29 12 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 85,660
Positions
59,713 2,412 2 985 28,075 708 14,612 25,281 262 919 1,516 0 8,459 27,404
Changes from: May 21, 2019 Total Change is: -2,623
-2,292 -176 -11 0 -2,216 384 -512 -1,663 21 0 15 0 -213 1,023
Percent of Open Interest Represented by Each Category of Trader
69.7 2.8 0.0 1.1 32.8 0.8 17.1 29.5 0.3 1.1 1.8 0.0 9.9 32.0
Number of Traders in Each Category Total Traders: 55
6 . . . 19 . 9 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 213,930
Positions
79,440 3,343 545 54,836 107,327 5,074 41,085 41,168 9,506 0 7,134 0 23,444 39,833
Changes from: May 21, 2019 Total Change is: 23,739
19,912 -473 -26 -3,468 12,028 633 7,856 6,801 377 0 0 0 -1,545 4,399
Percent of Open Interest Represented by Each Category of Trader
37.1 1.6 0.3 25.6 50.2 2.4 19.2 19.2 4.4 0.0 3.3 0.0 11.0 18.6
Number of Traders in Each Category Total Traders: 120
10 4 . 13 29 12 28 34 19 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 169,790
Positions
58,792 17,055 716 30,631 55,270 8,853 31,387 47,973 4,730 6,140 2,612 0 28,541 32,581
Changes from: May 21, 2019 Total Change is: -1,044
-3,849 4,883 366 -1,110 -2,760 210 -1,939 -2,286 365 1,620 270 0 3,293 -2,092
Percent of Open Interest Represented by Each Category of Trader
34.6 10.0 0.4 18.0 32.6 5.2 18.5 28.3 2.8 3.6 1.5 0.0 16.8 19.2
Number of Traders in Each Category Total Traders: 120
8 5 4 19 25 14 19 36 13 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 536,798
Positions
35,669 89,806 20,629 296,488 165,340 29,419 36,534 140,497 14,530 16,479 17,540 332 86,718 58,705
Changes from: May 21, 2019 Total Change is: 20,676
513 2,324 12,506 -4,078 1,952 759 1,124 -2,323 7,474 -376 344 141 2,613 -2,501
Percent of Open Interest Represented by Each Category of Trader
6.6 16.7 3.8 55.2 30.8 5.5 6.8 26.2 2.7 3.1 3.3 0.1 16.2 10.9
Number of Traders in Each Category Total Traders: 286
18 13 11 87 41 42 34 58 20 15 19 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 26,465
Positions
0 6,447 0 8,326 7,595 3,528 530 2,621 2 0 583 8 14,071 5,681
Changes from: May 21, 2019 Total Change is: -230
0 17 0 -386 -813 48 0 1,149 2 0 0 0 106 -633
Percent of Open Interest Represented by Each Category of Trader
0.0 24.4 0.0 31.5 28.7 13.3 2.0 9.9 0.0 0.0 2.2 0.0 53.2 21.5
Number of Traders in Each Category Total Traders: 22
0 . 0 9 7 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 27,427
Positions
4,330 4,164 569 8,106 12,856 2,309 6,088 957 3 0 0 0 6,022 6,569
Changes from: May 21, 2019 Total Change is: 643
-2 -640 -4 -507 630 -22 1,034 -39 -9 0 0 0 153 727
Percent of Open Interest Represented by Each Category of Trader
15.8 15.2 2.1 29.6 46.9 8.4 22.2 3.5 0.0 0.0 0.0 0.0 22.0 24.0
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 28, 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 179,990
Positions
82,792 4,550 3,142 16,677 71,235 3,293 38,579 48,822 3,520 3,204 2,452 0 28,783 42,976
Changes from: May 21, 2019 Total Change is: -3,257
1,005 -363 1,182 -1,277 2,206 85 -1,803 -1,811 -310 102 -3,140 0 -2,241 -1,106
Percent of Open Interest Represented by Each Category of Trader
46.0 2.5 1.7 9.3 39.6 1.8 21.4 27.1 2.0 1.8 1.4 0.0 16.0 23.9
Number of Traders in Each Category Total Traders: 100
9 . 6 12 21 13 21 26 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 62,849
Positions
0 51,410 50 49,678 0 0 3,453 9,998 0 7,683 408 0 1,985 983
Changes from: May 21, 2019 Total Change is: 4,023
-114 -44 0 3,607 0 0 -325 3,870 0 602 -54 0 253 251
Percent of Open Interest Represented by Each Category of Trader
0.0 81.8 0.1 79.0 0.0 0.0 5.5 15.9 0.0 12.2 0.6 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 34
0 4 . 7 0 0 11 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 274,999
Positions
266 156,755 800 165,154 17,028 10 92,461 59,708 6,461 2,995 31,156 0 6,852 3,081
Changes from: May 21, 2019 Total Change is: 3,449
0 -2,289 0 1,245 -1,067 0 -2,919 2,381 5,014 13 -529 -23 119 -38
Percent of Open Interest Represented by Each Category of Trader
0.1 57.0 0.3 60.1 6.2 0.0 33.6 21.7 2.3 1.1 11.3 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 171
. 12 . 34 7 . 51 35 9 13 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 53,389
Positions
23,638 0 65 898 37,932 3,808 19,784 6,954 1,823 1,171 710 0 2,202 2,097
Changes from: May 21, 2019 Total Change is: 8,076
-5 0 65 8 4,258 3,808 2,087 -1,989 1,820 160 100 0 133 14
Percent of Open Interest Represented by Each Category of Trader
44.3 0.0 0.1 1.7 71.0 7.1 37.1 13.0 3.4 2.2 1.3 0.0 4.1 3.9
Number of Traders in Each Category Total Traders: 48
. 0 . . 8 . 10 19 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 61,961
Positions
32,797 1,228 0 3,745 29,447 216 19,572 18,850 2,121 663 3,664 5 2,842 6,430
Changes from: May 21, 2019 Total Change is: 3,413
6,287 -198 -197 232 3,578 -15 -2,967 258 -98 251 299 0 -80 -214
Percent of Open Interest Represented by Each Category of Trader
52.9 2.0 0.0 6.0 47.5 0.3 31.6 30.4 3.4 1.1 5.9 0.0 4.6 10.4
Number of Traders in Each Category Total Traders: 98
10 . 0 6 19 . 22 31 6 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 14,818
Positions
5,951 3,398 1,769 3,862 2,236 0 2,566 5,090 4 0 117 0 666 2,204
Changes from: May 21, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.2 22.9 11.9 26.1 15.1 0.0 17.3 34.4 0.0 0.0 0.8 0.0 4.5 14.9
Number of Traders in Each Category Total Traders: 21
. . . . . 0 . 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,694
Positions
9,580 16,963 1,117 7,271 614 3,543 7,305 7,226 974 1,790 1,627 0 8,117 7,634
Changes from: May 21, 2019 Total Change is: 1,033
2,464 709 -156 -4,487 143 1,821 320 -1,228 523 -10 319 0 559 -1,097
Percent of Open Interest Represented by Each Category of Trader
24.1 42.7 2.8 18.3 1.5 8.9 18.4 18.2 2.5 4.5 4.1 0.0 20.4 19.2
Number of Traders in Each Category Total Traders: 98
13 15 4 14 5 6 20 17 10 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 79,388
Positions
19,159 33,925 2,233 14,542 1,227 7,085 14,609 14,451 1,947 3,579 3,253 0 16,234 15,267
Changes from: May 21, 2019 Total Change is: 2,066
4,927 1,417 -311 -8,973 285 3,642 639 -2,456 1,045 -20 637 0 1,117 -2,193
Percent of Open Interest Represented by Each Category of Trader
24.1 42.7 2.8 18.3 1.5 8.9 18.4 18.2 2.5 4.5 4.1 0.0 20.4 19.2
Number of Traders in Each Category Total Traders: 98
13 15 4 14 5 6 20 17 10 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 27,397
Positions
1,888 20,835 0 22,267 1,482 449 435 1,812 0 796 452 0 1,562 2,367
Changes from: May 21, 2019 Total Change is: -1,508
0 -1,337 0 -1,330 132 -132 0 -248 0 0 0 0 -46 77
Percent of Open Interest Represented by Each Category of Trader
6.9 76.0 0.0 81.3 5.4 1.6 1.6 6.6 0.0 2.9 1.6 0.0 5.7 8.6
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 581,858
Positions
56,662 136,744 23,387 269,658 128,933 54,287 50,619 74,346 22,940 24,154 62,333 6,507 73,644 72,381
Changes from: May 21, 2019 Total Change is: 10,015
183 2,176 -614 1,388 2,764 1,342 4,143 -679 2,021 902 1,149 1,506 -854 349
Percent of Open Interest Represented by Each Category of Trader
9.7 23.5 4.0 46.3 22.2 9.3 8.7 12.8 3.9 4.2 10.7 1.1 12.7 12.4
Number of Traders in Each Category Total Traders: 588
32 36 34 168 101 126 73 107 59 38 33 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 42,690
Positions
10,673 20,571 0 4,921 1,097 0 6,592 10,343 480 0 0 0 20,024 10,199
Changes from: May 21, 2019 Total Change is: 1,549
200 -107 0 993 0 0 869 794 -479 0 0 0 -34 1,341
Percent of Open Interest Represented by Each Category of Trader
25.0 48.2 0.0 11.5 2.6 0.0 15.4 24.2 1.1 0.0 0.0 0.0 46.9 23.9
Number of Traders in Each Category Total Traders: 35
5 11 0 . . 0 5 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 15,091
Positions
6,952 11,396 0 3,429 0 1,607 954 856 234 0 300 0 1,915 698
Changes from: May 21, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
46.1 75.5 0.0 22.7 0.0 10.6 6.3 5.7 1.6 0.0 2.0 0.0 12.7 4.6
Number of Traders in Each Category Total Traders: 21
5 7 0 . 0 . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 14,251
Positions
5,508 12,491 0 6,474 0 22 0 453 45 323 0 0 1,879 1,240
Changes from: May 21, 2019 Total Change is: 39
-52 -81 0 48 0 0 0 -142 0 0 0 0 43 262
Percent of Open Interest Represented by Each Category of Trader
38.6 87.6 0.0 45.4 0.0 0.2 0.0 3.2 0.3 2.3 0.0 0.0 13.2 8.7
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 28, 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 2,695,841
Positions
250,867 601,784 96,014 1,327,864 643,359 267,257 275,724 375,607 56,709 120,768 311,665 32,537 268,101 310,909
Changes from: May 21, 2019 Total Change is: 42,331
-3,747 7,757 588 1,975 13,823 6,707 25,071 1,338 3,799 4,509 5,747 7,531 -4,102 -4,959
Percent of Open Interest Represented by Each Category of Trader
9.3 22.3 3.6 49.3 23.9 9.9 10.2 13.9 2.1 4.5 11.6 1.2 9.9 11.5
Number of Traders in Each Category Total Traders: 584
34 33 29 169 100 126 71 106 56 38 33 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 30,599
Positions
2,493 10,238 15,842 8,438 1,107 895 225 528 89 0 0 0 2,617 1,900
Changes from: May 21, 2019 Total Change is: -2,393
0 -86 -2,158 -100 0 0 -89 0 89 0 0 0 -135 -238
Percent of Open Interest Represented by Each Category of Trader
8.1 33.5 51.8 27.6 3.6 2.9 0.7 1.7 0.3 0.0 0.0 0.0 8.6 6.2
Number of Traders in Each Category Total Traders: 24
4 9 4 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 16,221
Positions
8,250 4,006 0 3,181 9,128 857 610 571 0 0 253 0 3,323 1,406
Changes from: May 21, 2019 Total Change is: 367
240 0 0 -3 260 -20 13 342 0 0 0 0 137 -215
Percent of Open Interest Represented by Each Category of Trader
50.9 24.7 0.0 19.6 56.3 5.3 3.8 3.5 0.0 0.0 1.6 0.0 20.5 8.7
Number of Traders in Each Category Total Traders: 22
5 . 0 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 64,515
Positions
3,820 12,444 540 42,085 37,907 2,581 1,861 1,055 5 2,175 7,644 0 11,448 2,339
Changes from: May 21, 2019 Total Change is: -982
24 -1,230 93 -1,384 601 42 162 -330 -66 0 0 0 147 -92
Percent of Open Interest Represented by Each Category of Trader
5.9 19.3 0.8 65.2 58.8 4.0 2.9 1.6 0.0 3.4 11.8 0.0 17.7 3.6
Number of Traders in Each Category Total Traders: 70
. 7 . 34 16 13 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 44,743
Positions
10,871 9,096 92 15,798 8,882 1,204 7,871 14,594 676 1,259 2,563 10 6,961 7,624
Changes from: May 21, 2019 Total Change is: 1,487
124 -308 36 1,161 1,814 -296 -186 296 236 -21 -77 0 433 -215
Percent of Open Interest Represented by Each Category of Trader
24.3 20.3 0.2 35.3 19.9 2.7 17.6 32.6 1.5 2.8 5.7 0.0 15.6 17.0
Number of Traders in Each Category Total Traders: 250
19 24 . 50 33 22 34 56 12 11 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 223,713
Positions
54,355 45,479 461 78,989 44,411 6,022 39,355 72,971 3,382 6,295 12,814 51 34,803 38,122
Changes from: May 21, 2019 Total Change is: 7,433
620 -1,541 178 5,805 9,072 -1,479 -932 1,481 1,179 -105 -383 0 2,167 -1,074
Percent of Open Interest Represented by Each Category of Trader
24.3 20.3 0.2 35.3 19.9 2.7 17.6 32.6 1.5 2.8 5.7 0.0 15.6 17.0
Number of Traders in Each Category Total Traders: 250
19 24 . 50 33 22 34 56 12 11 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 424,897
Positions
64,636 62,312 3,849 229,589 186,349 38,641 53,641 75,793 3,810 10,718 34,073 0 20,013 20,070
Changes from: May 21, 2019 Total Change is: -1,676
-664 -6,489 504 -4,758 939 516 6,081 1,374 -520 -1,356 1,547 0 -1,479 453
Percent of Open Interest Represented by Each Category of Trader
15.2 14.7 0.9 54.0 43.9 9.1 12.6 17.8 0.9 2.5 8.0 0.0 4.7 4.7
Number of Traders in Each Category Total Traders: 287
23 21 5 71 50 45 44 53 21 10 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 26,640
Positions
5,744 253 0 11,260 588 222 1,130 20,180 510 1,544 0 401 5,829 4,486
Changes from: May 21, 2019 Total Change is: 1,911
0 253 0 -206 -73 -3 900 320 21 106 0 401 692 992
Percent of Open Interest Represented by Each Category of Trader
21.6 0.9 0.0 42.3 2.2 0.8 4.2 75.8 1.9 5.8 0.0 1.5 21.9 16.8
Number of Traders in Each Category Total Traders: 30
. . 0 12 . . . 5 4 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 65,642
Positions
4,548 18,206 844 20,290 14,064 505 29,420 8,325 578 0 1,090 388 9,069 21,642
Changes from: May 21, 2019 Total Change is: -768
-1,411 -102 69 -211 1,508 -87 673 2,760 105 0 112 388 -294 -5,521
Percent of Open Interest Represented by Each Category of Trader
6.9 27.7 1.3 30.9 21.4 0.8 44.8 12.7 0.9 0.0 1.7 0.6 13.8 33.0
Number of Traders in Each Category Total Traders: 73
8 13 . 13 9 6 14 13 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 332,276
Positions
36,673 192,558 4,310 238,737 100,119 20,205 12,975 7,187 238 9,452 1,454 0 9,686 6,205
Changes from: May 21, 2019 Total Change is: -3,683
-4,425 -4,082 498 -556 2,041 445 281 -1,889 -34 276 29 0 -168 -691
Percent of Open Interest Represented by Each Category of Trader
11.0 58.0 1.3 71.8 30.1 6.1 3.9 2.2 0.1 2.8 0.4 0.0 2.9 1.9
Number of Traders in Each Category Total Traders: 162
14 12 7 64 37 28 13 13 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,209,902
Positions
69,500 773,172 1,240 843,402 214,471 137,463 78,060 49,261 4,078 37,599 7,142 4,223 34,337 18,852
Changes from: May 21, 2019 Total Change is: -970
4,181 -14,989 -485 -34,682 10,061 18,564 8,548 -12,357 1,570 2,877 -939 -48 -1,495 -2,347
Percent of Open Interest Represented by Each Category of Trader
5.7 63.9 0.1 69.7 17.7 11.4 6.5 4.1 0.3 3.1 0.6 0.3 2.8 1.6
Number of Traders in Each Category Total Traders: 420
26 22 6 168 73 90 52 34 20 35 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 108,167
Positions
40,719 50,887 47,809 4,409 420 425 12,894 0 235 800 7,480 851 25 60
Changes from: May 21, 2019 Total Change is: -11
2,683 1,834 -2,551 0 0 0 411 0 47 0 1,260 -601 0 0
Percent of Open Interest Represented by Each Category of Trader
37.6 47.0 44.2 4.1 0.4 0.4 11.9 0.0 0.2 0.7 6.9 0.8 0.0 0.1
Number of Traders in Each Category Total Traders: 34
4 18 8 5 . . 4 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,022,234
Positions
6,448 100,678 10,936 426,170 331,377 194,647 116,121 146,926 53,659 21,234 50,544 859 192,160 132,608
Changes from: May 21, 2019 Total Change is: -16,096
-4,130 7,811 -19,716 -2,650 -163 6,531 -6,107 -16,275 9,604 -5,260 2,399 -194 5,826 -6,093
Percent of Open Interest Represented by Each Category of Trader
0.6 9.8 1.1 41.7 32.4 19.0 11.4 14.4 5.2 2.1 4.9 0.1 18.8 13.0
Number of Traders in Each Category Total Traders: 182
7 14 7 56 27 48 35 25 28 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 1,255,523
Positions
4,279 164,177 1,201 750,818 34,774 181,048 19,616 643,904 83,211 36,577 50,468 344 178,429 96,396
Changes from: May 21, 2019 Total Change is: -9,424
-2,733 -9,193 -20,555 1,329 888 3,139 -548 -425 7,382 -2,642 -3,513 -161 5,365 13,014
Percent of Open Interest Represented by Each Category of Trader
0.3 13.1 0.1 59.8 2.8 14.4 1.6 51.3 6.6 2.9 4.0 0.0 14.2 7.7
Number of Traders in Each Category Total Traders: 133
. 13 4 67 13 53 6 27 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,803,511
Positions
138,537 334,544 91,143 1,814,369 565,692 297,768 635,229 2,041,621 98,744 513,998 231,565 18,092 195,631 124,342
Changes from: May 21, 2019 Total Change is: -244,005
29,504 47,796 -12,727 -66,171 -41,779 22,895 -77,418 -131,044 -143,304 5,916 1,014 5,709 -8,409 7,435
Percent of Open Interest Represented by Each Category of Trader
3.6 8.8 2.4 47.7 14.9 7.8 16.7 53.7 2.6 13.5 6.1 0.5 5.1 3.3
Number of Traders in Each Category Total Traders: 372
23 31 20 120 30 74 64 59 42 25 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 4,509,558
Positions
198,788 272,757 89,142 1,676,643 812,309 714,265 387,474 1,255,137 569,717 266,774 259,340 56,354 550,401 480,537
Changes from: May 21, 2019 Total Change is: 273,888
-30,913 41,429 -6,356 -63,025 -98,015 -13,504 -3,398 -106,917 348,721 -34,941 8,957 29,738 47,566 69,835
Percent of Open Interest Represented by Each Category of Trader
4.4 6.0 2.0 37.2 18.0 15.8 8.6 27.8 12.6 5.9 5.8 1.2 12.2 10.7
Number of Traders in Each Category Total Traders: 379
25 33 23 103 59 98 63 56 56 16 24 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 778,223
Positions
19,107 62,932 16,271 318,611 275,122 98,575 108,378 100,612 26,957 58,082 26,957 2,020 130,222 168,777
Changes from: May 21, 2019 Total Change is: 8,051
-4,738 100 15,598 -9,408 -7,682 -11,182 -9,466 -16,705 12,394 -2,158 3,925 2,020 14,991 9,583
Percent of Open Interest Represented by Each Category of Trader
2.5 8.1 2.1 40.9 35.4 12.7 13.9 12.9 3.5 7.5 3.5 0.3 16.7 21.7
Number of Traders in Each Category Total Traders: 107
5 8 6 23 30 32 21 10 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 5,000,222
Positions
52,530 536,383 94,390 2,388,531 790,351 764,738 515,413 1,681,091 411,597 339,102 334,416 3,329 430,592 383,927
Changes from: May 21, 2019 Total Change is: 54,505
2,400 67,615 -9,863 -54,511 -20,804 -45,378 27,870 -76,371 89,095 -39,540 22,443 -3,364 87,796 31,132
Percent of Open Interest Represented by Each Category of Trader
1.1 10.7 1.9 47.8 15.8 15.3 10.3 33.6 8.2 6.8 6.7 0.1 8.6 7.7
Number of Traders in Each Category Total Traders: 330
13 34 18 90 52 81 44 60 63 14 22 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 2,403,395
Positions
692,281 201,407 654,792 4,181 91,768 54,286 214,280 714,152 594,085 131,511 19,970 21,816 36,163 51,119
Changes from: May 21, 2019 Total Change is: 102,839
39,670 -24,484 24,497 -986 1,270 604 19,423 89,327 7,103 7,852 859 441 4,235 3,222
Percent of Open Interest Represented by Each Category of Trader
28.8 8.4 27.2 0.2 3.8 2.3 8.9 29.7 24.7 5.5 0.8 0.9 1.5 2.1
Number of Traders in Each Category Total Traders: 151
26 32 47 . 6 6 28 34 46 7 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is13,103,718
Positions
1,924,576 2,304,588 2,855,122 638,747 1,076,668 765,313 2,045,731 1,014,144 3,635,742 440,949 264,373 177,210 620,328 1,010,558
Changes from: May 21, 2019 Total Change is: 324,207
-204,153 151,356 160,100 89,061 -94,244 -68,340 185,268 -4,630 162,540 18,536 21,679 15,823 -34,628 -20,077
Percent of Open Interest Represented by Each Category of Trader
14.7 17.6 21.8 4.9 8.2 5.8 15.6 7.7 27.7 3.4 2.0 1.4 4.7 7.7
Number of Traders in Each Category Total Traders: 280
28 48 70 16 28 32 62 55 99 13 20 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 77,222
Positions
7,218 19,349 5,334 679 3,972 1,350 35,007 19,461 26,316 0 56 0 1,318 1,384
Changes from: May 21, 2019 Total Change is: 2,925
461 -250 342 0 203 0 -51 432 2,052 0 0 0 121 146
Percent of Open Interest Represented by Each Category of Trader
9.3 25.1 6.9 0.9 5.1 1.7 45.3 25.2 34.1 0.0 0.1 0.0 1.7 1.8
Number of Traders in Each Category Total Traders: 40
4 7 8 . . . 13 9 20 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 78,489
Positions
16,412 15,793 10,425 5,354 0 285 20,301 26,574 24,628 650 0 0 434 784
Changes from: May 21, 2019 Total Change is: 396
1,731 39 -2,830 25 0 -125 1,048 2,643 436 0 0 0 111 233
Percent of Open Interest Represented by Each Category of Trader
20.9 20.1 13.3 6.8 0.0 0.4 25.9 33.9 31.4 0.8 0.0 0.0 0.6 1.0
Number of Traders in Each Category Total Traders: 54
7 10 10 . 0 . 16 16 23 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 24,290
Positions
2,397 10,066 0 1,284 4,270 0 13,121 6,542 86 7,356 1,220 0 46 2,106
Changes from: May 21, 2019 Total Change is: 631
9 210 0 9 45 0 495 295 11 67 0 0 40 70
Percent of Open Interest Represented by Each Category of Trader
9.9 41.4 0.0 5.3 17.6 0.0 54.0 26.9 0.4 30.3 5.0 0.0 0.2 8.7
Number of Traders in Each Category Total Traders: 34
. 4 0 . 10 0 4 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 19,773
Positions
2,879 8,521 0 1,209 2,056 9 15,647 6,761 0 0 237 0 29 2,189
Changes from: May 21, 2019 Total Change is: 1,000
21 87 0 0 0 0 977 688 0 0 0 0 2 225
Percent of Open Interest Represented by Each Category of Trader
14.6 43.1 0.0 6.1 10.4 0.0 79.1 34.2 0.0 0.0 1.2 0.0 0.1 11.1
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 . 4 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 51,004
Positions
11,263 5,164 15,507 0 70 0 10,227 10,377 13,711 30 5,905 246 20 24
Changes from: May 21, 2019 Total Change is: 115
250 58 0 0 0 0 -155 217 0 0 -179 0 20 19
Percent of Open Interest Represented by Each Category of Trader
22.1 10.1 30.4 0.0 0.1 0.0 20.1 20.3 26.9 0.1 11.6 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 5 5 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 5,190
Positions
0 123 0 319 0 0 2,709 2,763 371 238 1,577 0 1,553 356
Changes from: May 21, 2019 Total Change is: 540
0 0 0 96 0 0 355 265 -13 -30 326 0 132 -38
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.0 6.1 0.0 0.0 52.2 53.2 7.1 4.6 30.4 0.0 29.9 6.9
Number of Traders in Each Category Total Traders: 47
0 . 0 4 0 0 18 15 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,088
Positions
302 26,476 0 21,135 2,605 396 19,239 16,199 1,618 1,982 898 291 5,125 1,605
Changes from: May 21, 2019 Total Change is: -1,742
-45 0 0 48 0 1 -1,611 -1,890 238 -71 100 70 -372 -261
Percent of Open Interest Represented by Each Category of Trader
0.6 52.9 0.0 42.2 5.2 0.8 38.4 32.3 3.2 4.0 1.8 0.6 10.2 3.2
Number of Traders in Each Category Total Traders: 98
. . 0 14 6 . 32 18 11 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 366,195
Positions
50,689 17,654 18,446 138,902 78,339 23,159 25,849 124,101 61,754 12,766 3,331 12,189 22,441 27,222
Changes from: May 21, 2019 Total Change is: -3,788
868 -2,486 -4,897 12,842 4,451 -2,802 -9,582 5,005 -2,889 1,711 147 923 38 -1,240
Percent of Open Interest Represented by Each Category of Trader
13.8 4.8 5.0 37.9 21.4 6.3 7.1 33.9 16.9 3.5 0.9 3.3 6.1 7.4
Number of Traders in Each Category Total Traders: 193
12 14 18 30 22 21 32 50 46 11 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 28, 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 31,924
Positions
1,955 657 1,151 14,452 19,869 0 12,908 9,871 102 1,183 239 0 173 35
Changes from: May 21, 2019 Total Change is: -1,007
-270 10 4 -15 925 0 -788 -1,946 0 56 -1 0 6 1
Percent of Open Interest Represented by Each Category of Trader
6.1 2.1 3.6 45.3 62.2 0.0 40.4 30.9 0.3 3.7 0.7 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 11 4 0 5 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 31, 2019