Traders in Financial Futures - Futures Only Positions as of June 4, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 151,970
Positions
40,441 1,501 9,201 28,867 39,214 3,589 13,174 52,931 11,983 14,706 1,942 1 30,008 31,608
Changes from: May 28, 2019 Total Change is: 11,521
-2,906 165 8,384 828 -2,295 -116 1,832 6,776 1,669 1,530 -75 -3 303 -2,984
Percent of Open Interest Represented by Each Category of Trader
26.6 1.0 6.1 19.0 25.8 2.4 8.7 34.8 7.9 9.7 1.3 0.0 19.7 20.8
Number of Traders in Each Category Total Traders: 108
12 . 5 10 22 9 17 32 13 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 82,843
Positions
54,347 3,769 2 1,404 23,966 900 14,301 27,669 860 919 1,482 0 10,110 24,195
Changes from: May 28, 2019 Total Change is: -2,817
-5,366 1,357 0 419 -4,109 192 -311 2,388 598 0 -34 0 1,651 -3,209
Percent of Open Interest Represented by Each Category of Trader
65.6 4.5 0.0 1.7 28.9 1.1 17.3 33.4 1.0 1.1 1.8 0.0 12.2 29.2
Number of Traders in Each Category Total Traders: 56
6 5 . . 18 . 9 13 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 220,728
Positions
91,201 3,359 1,787 52,351 112,764 6,169 34,822 39,698 10,625 0 6,814 0 23,773 39,512
Changes from: May 28, 2019 Total Change is: 6,798
11,761 16 1,242 -2,485 5,437 1,095 -6,263 -1,470 1,119 0 -320 0 329 -321
Percent of Open Interest Represented by Each Category of Trader
41.3 1.5 0.8 23.7 51.1 2.8 15.8 18.0 4.8 0.0 3.1 0.0 10.8 17.9
Number of Traders in Each Category Total Traders: 125
11 . 5 14 31 10 30 34 20 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 167,810
Positions
43,400 23,360 3,117 36,529 51,168 8,745 32,818 41,800 6,169 6,507 2,773 0 30,525 30,678
Changes from: May 28, 2019 Total Change is: -1,980
-15,392 6,305 2,401 5,898 -4,102 -108 1,431 -6,173 1,439 367 161 0 1,984 -1,903
Percent of Open Interest Represented by Each Category of Trader
25.9 13.9 1.9 21.8 30.5 5.2 19.6 24.9 3.7 3.9 1.7 0.0 18.2 18.3
Number of Traders in Each Category Total Traders: 120
8 7 4 23 24 13 22 29 16 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 517,428
Positions
31,491 101,255 7,422 295,762 163,488 29,240 42,983 134,965 7,954 17,506 15,029 143 84,927 57,932
Changes from: May 28, 2019 Total Change is: -19,370
-4,178 11,449 -13,207 -726 -1,852 -179 6,449 -5,532 -6,576 1,027 -2,511 -189 -1,791 -773
Percent of Open Interest Represented by Each Category of Trader
6.1 19.6 1.4 57.2 31.6 5.7 8.3 26.1 1.5 3.4 2.9 0.0 16.4 11.2
Number of Traders in Each Category Total Traders: 288
19 13 10 85 42 43 43 53 20 15 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 26,602
Positions
0 7,422 83 8,628 5,937 3,195 530 4,291 0 0 583 8 14,158 5,083
Changes from: May 28, 2019 Total Change is: 137
0 975 83 302 -1,658 -333 0 1,670 -2 0 0 0 87 -598
Percent of Open Interest Represented by Each Category of Trader
0.0 27.9 0.3 32.4 22.3 12.0 2.0 16.1 0.0 0.0 2.2 0.0 53.2 19.1
Number of Traders in Each Category Total Traders: 22
0 . . 10 5 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 27,384
Positions
4,422 4,007 552 7,967 13,746 2,164 4,404 957 48 0 950 0 7,827 4,960
Changes from: May 28, 2019 Total Change is: -43
92 -157 -17 -139 890 -145 -1,684 0 45 0 950 0 1,805 -1,609
Percent of Open Interest Represented by Each Category of Trader
16.1 14.6 2.0 29.1 50.2 7.9 16.1 3.5 0.2 0.0 3.5 0.0 28.6 18.1
Number of Traders in Each Category Total Traders: 24
. . . 6 9 8 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 170,251
Positions
76,431 4,931 2,582 14,828 65,833 2,623 39,379 44,954 5,050 2,764 2,583 6 26,588 41,689
Changes from: May 28, 2019 Total Change is: -9,739
-6,361 381 -560 -1,849 -5,402 -670 800 -3,868 1,530 -440 131 6 -2,195 -1,287
Percent of Open Interest Represented by Each Category of Trader
44.9 2.9 1.5 8.7 38.7 1.5 23.1 26.4 3.0 1.6 1.5 0.0 15.6 24.5
Number of Traders in Each Category Total Traders: 98
9 . 7 12 19 11 26 21 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 63,797
Positions
0 52,041 50 50,109 0 0 3,135 9,330 475 7,847 400 0 2,181 1,501
Changes from: May 28, 2019 Total Change is: 948
0 631 0 431 0 0 -318 -668 475 164 -8 0 196 518
Percent of Open Interest Represented by Each Category of Trader
0.0 81.6 0.1 78.5 0.0 0.0 4.9 14.6 0.7 12.3 0.6 0.0 3.4 2.4
Number of Traders in Each Category Total Traders: 38
0 6 . 7 0 0 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 242,090
Positions
1,911 144,826 804 146,841 15,929 218 75,206 37,307 8,059 2,086 30,627 0 6,965 4,320
Changes from: May 28, 2019 Total Change is: -32,909
1,645 -11,929 4 -18,313 -1,099 208 -17,255 -22,401 1,598 -909 -529 0 113 1,239
Percent of Open Interest Represented by Each Category of Trader
0.8 59.8 0.3 60.7 6.6 0.1 31.1 15.4 3.3 0.9 12.7 0.0 2.9 1.8
Number of Traders in Each Category Total Traders: 149
. 10 . 32 7 . 41 33 11 7 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 43,687
Positions
29,579 0 873 1,233 32,006 0 8,227 7,348 1,155 682 560 125 1,813 1,620
Changes from: May 28, 2019 Total Change is: -9,702
5,941 0 808 335 -5,926 -3,808 -11,557 394 -668 -489 -150 125 -389 -477
Percent of Open Interest Represented by Each Category of Trader
67.7 0.0 2.0 2.8 73.3 0.0 18.8 16.8 2.6 1.6 1.3 0.3 4.1 3.7
Number of Traders in Each Category Total Traders: 44
. 0 . . 5 0 11 16 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 68,760
Positions
36,149 1,081 3,198 3,715 32,371 417 17,825 18,149 3,942 623 3,683 5 2,886 5,914
Changes from: May 28, 2019 Total Change is: 6,799
3,352 -147 3,198 -30 2,924 201 -1,747 -701 1,821 -40 19 0 44 -516
Percent of Open Interest Represented by Each Category of Trader
52.6 1.6 4.7 5.4 47.1 0.6 25.9 26.4 5.7 0.9 5.4 0.0 4.2 8.6
Number of Traders in Each Category Total Traders: 103
10 . . 7 21 . 24 30 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 15,250
Positions
6,020 3,398 2,116 3,744 2,235 0 2,438 5,036 48 122 135 0 762 2,282
Changes from: May 28, 2019 Total Change is: 432
69 0 347 -118 -1 0 -128 -54 44 122 18 0 96 78
Percent of Open Interest Represented by Each Category of Trader
39.5 22.3 13.9 24.6 14.7 0.0 16.0 33.0 0.3 0.8 0.9 0.0 5.0 15.0
Number of Traders in Each Category Total Traders: 21
. . . . . 0 . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 39,206
Positions
14,395 14,133 1,363 5,864 1,985 1,968 5,753 7,971 988 1,613 1,361 0 7,264 9,438
Changes from: May 28, 2019 Total Change is: -488
4,816 -2,830 247 -1,408 1,371 -1,575 -1,552 746 14 -177 -266 0 -854 1,805
Percent of Open Interest Represented by Each Category of Trader
36.7 36.0 3.5 15.0 5.1 5.0 14.7 20.3 2.5 4.1 3.5 0.0 18.5 24.1
Number of Traders in Each Category Total Traders: 97
14 14 4 17 6 5 18 17 9 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 78,412
Positions
28,790 28,266 2,726 11,727 3,969 3,936 11,505 15,942 1,975 3,226 2,722 0 14,527 18,876
Changes from: May 28, 2019 Total Change is: -976
9,631 -5,659 493 -2,815 2,742 -3,149 -3,104 1,491 28 -353 -531 0 -1,707 3,609
Percent of Open Interest Represented by Each Category of Trader
36.7 36.0 3.5 15.0 5.1 5.0 14.7 20.3 2.5 4.1 3.5 0.0 18.5 24.1
Number of Traders in Each Category Total Traders: 97
14 14 4 17 6 5 18 17 9 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 25,853
Positions
1,888 19,972 0 20,615 1,441 591 435 1,266 0 796 1,112 0 1,528 1,471
Changes from: May 28, 2019 Total Change is: -1,544
0 -863 0 -1,652 -41 142 0 -546 0 0 660 0 -34 -896
Percent of Open Interest Represented by Each Category of Trader
7.3 77.3 0.0 79.7 5.6 2.3 1.7 4.9 0.0 3.1 4.3 0.0 5.9 5.7
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 581,678
Positions
51,998 131,400 29,176 273,738 130,265 55,923 60,620 74,944 21,137 21,698 63,094 3,583 63,804 72,155
Changes from: May 28, 2019 Total Change is: -181
-4,664 -5,344 5,790 4,080 1,332 1,635 10,001 598 -1,803 -2,456 761 -2,924 -9,840 -226
Percent of Open Interest Represented by Each Category of Trader
8.9 22.6 5.0 47.1 22.4 9.6 10.4 12.9 3.6 3.7 10.8 0.6 11.0 12.4
Number of Traders in Each Category Total Traders: 586
33 36 33 170 101 129 90 91 64 26 39 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 38,852
Positions
11,020 17,606 0 4,554 1,097 0 7,569 8,184 635 0 0 0 15,074 11,330
Changes from: May 28, 2019 Total Change is: -3,838
347 -2,965 0 -367 0 0 977 -2,159 155 0 0 0 -4,950 1,131
Percent of Open Interest Represented by Each Category of Trader
28.4 45.3 0.0 11.7 2.8 0.0 19.5 21.1 1.6 0.0 0.0 0.0 38.8 29.2
Number of Traders in Each Category Total Traders: 33
5 10 0 . . 0 6 8 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 17,284
Positions
8,432 11,285 1,057 3,524 1,607 1,607 561 421 2 0 300 0 2,101 1,005
Changes from: May 28, 2019 Total Change is: 2,193
1,480 -111 1,057 95 1,607 0 -393 -435 -232 0 0 0 186 307
Percent of Open Interest Represented by Each Category of Trader
48.8 65.3 6.1 20.4 9.3 9.3 3.2 2.4 0.0 0.0 1.7 0.0 12.2 5.8
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 14,595
Positions
4,666 12,453 908 6,793 0 29 0 441 45 323 0 0 1,831 719
Changes from: May 28, 2019 Total Change is: 344
-842 -38 908 319 0 7 0 -12 0 0 0 0 -48 -521
Percent of Open Interest Represented by Each Category of Trader
32.0 85.3 6.2 46.5 0.0 0.2 0.0 3.0 0.3 2.2 0.0 0.0 12.5 4.9
Number of Traders in Each Category Total Traders: 20
5 6 . 6 0 . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 2,714,128
Positions
218,625 582,704 132,149 1,349,709 649,626 275,826 309,488 378,037 58,276 108,490 315,470 17,916 243,649 304,124
Changes from: May 28, 2019 Total Change is: 18,287
-32,242 -19,080 36,135 21,845 6,267 8,569 33,764 2,430 1,567 -12,278 3,805 -14,621 -24,452 -6,785
Percent of Open Interest Represented by Each Category of Trader
8.1 21.5 4.9 49.7 23.9 10.2 11.4 13.9 2.1 4.0 11.6 0.7 9.0 11.2
Number of Traders in Each Category Total Traders: 583
32 35 30 171 100 129 89 91 63 26 39 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 27,200
Positions
2,493 11,860 12,730 7,993 0 785 789 528 0 0 0 0 2,410 1,297
Changes from: May 28, 2019 Total Change is: -3,399
0 1,622 -3,112 -445 -1,107 -110 564 0 -89 0 0 0 -207 -603
Percent of Open Interest Represented by Each Category of Trader
9.2 43.6 46.8 29.4 0.0 2.9 2.9 1.9 0.0 0.0 0.0 0.0 8.9 4.8
Number of Traders in Each Category Total Traders: 24
4 9 4 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 16,777
Positions
8,644 4,610 0 3,244 9,692 860 595 264 0 0 253 0 3,434 1,098
Changes from: May 28, 2019 Total Change is: 556
394 604 0 63 564 3 -15 -307 0 0 0 0 111 -308
Percent of Open Interest Represented by Each Category of Trader
51.5 27.5 0.0 19.3 57.8 5.1 3.5 1.6 0.0 0.0 1.5 0.0 20.5 6.5
Number of Traders in Each Category Total Traders: 24
6 5 0 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 65,889
Positions
5,653 10,802 930 42,923 37,884 2,601 1,740 2,104 58 2,567 7,597 0 9,417 3,913
Changes from: May 28, 2019 Total Change is: 1,374
1,833 -1,642 390 838 -23 20 -121 1,049 53 392 -47 0 -2,031 1,574
Percent of Open Interest Represented by Each Category of Trader
8.6 16.4 1.4 65.1 57.5 3.9 2.6 3.2 0.1 3.9 11.5 0.0 14.3 5.9
Number of Traders in Each Category Total Traders: 74
6 6 5 34 15 12 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 44,544
Positions
11,693 8,097 143 15,332 9,595 1,256 8,095 14,755 664 1,040 2,699 10 6,311 7,325
Changes from: May 28, 2019 Total Change is: -199
822 -999 50 -466 713 51 224 160 -12 -219 136 0 -649 -299
Percent of Open Interest Represented by Each Category of Trader
26.3 18.2 0.3 34.4 21.5 2.8 18.2 33.1 1.5 2.3 6.1 0.0 14.2 16.4
Number of Traders in Each Category Total Traders: 254
20 22 4 50 33 26 33 70 15 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 222,720
Positions
58,465 40,486 713 76,661 47,976 6,279 40,475 73,773 3,322 5,198 13,496 50 31,557 36,625
Changes from: May 28, 2019 Total Change is: -993
4,110 -4,993 252 -2,328 3,565 257 1,120 802 -60 -1,097 682 -1 -3,246 -1,497
Percent of Open Interest Represented by Each Category of Trader
26.3 18.2 0.3 34.4 21.5 2.8 18.2 33.1 1.5 2.3 6.1 0.0 14.2 16.4
Number of Traders in Each Category Total Traders: 254
20 22 4 50 33 26 33 70 15 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 421,937
Positions
65,280 52,709 5,332 218,405 188,485 41,952 52,567 72,097 6,856 10,702 32,585 0 20,843 21,921
Changes from: May 28, 2019 Total Change is: -2,960
644 -9,603 1,483 -11,184 2,136 3,311 -1,074 -3,696 3,046 -16 -1,488 0 830 1,851
Percent of Open Interest Represented by Each Category of Trader
15.5 12.5 1.3 51.8 44.7 9.9 12.5 17.1 1.6 2.5 7.7 0.0 4.9 5.2
Number of Traders in Each Category Total Traders: 287
26 20 7 67 52 44 46 53 21 10 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 27,877
Positions
6,031 0 0 10,080 974 246 3,884 22,431 60 1,461 0 6 6,109 4,160
Changes from: May 28, 2019 Total Change is: 1,237
287 -253 0 -1,180 386 24 2,754 2,251 -450 -83 0 -395 280 -326
Percent of Open Interest Represented by Each Category of Trader
21.6 0.0 0.0 36.2 3.5 0.9 13.9 80.5 0.2 5.2 0.0 0.0 21.9 14.9
Number of Traders in Each Category Total Traders: 29
4 0 0 11 . . 4 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 76,132
Positions
7,999 17,222 514 21,827 16,311 554 35,397 10,781 505 1,171 1,315 3 8,162 28,927
Changes from: May 28, 2019 Total Change is: 10,490
3,451 -984 -330 1,537 2,247 49 5,977 2,456 -73 1,171 225 -385 -907 7,285
Percent of Open Interest Represented by Each Category of Trader
10.5 22.6 0.7 28.7 21.4 0.7 46.5 14.2 0.7 1.5 1.7 0.0 10.7 38.0
Number of Traders in Each Category Total Traders: 82
12 14 . 14 10 6 15 13 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 333,060
Positions
33,185 185,555 4,867 239,568 99,527 23,607 10,370 7,085 396 10,460 3,971 0 10,607 8,052
Changes from: May 28, 2019 Total Change is: 784
-3,488 -7,003 557 831 -592 3,402 -2,605 -102 158 1,008 2,517 0 921 1,847
Percent of Open Interest Represented by Each Category of Trader
10.0 55.7 1.5 71.9 29.9 7.1 3.1 2.1 0.1 3.1 1.2 0.0 3.2 2.4
Number of Traders in Each Category Total Traders: 161
14 13 8 61 40 32 12 10 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 1,268,910
Positions
64,739 807,516 10,756 883,660 236,658 116,516 71,220 54,585 2,739 81,245 8,962 4,461 33,574 26,717
Changes from: May 28, 2019 Total Change is: 59,008
-4,761 34,344 9,516 40,258 22,187 -20,947 -6,840 5,324 -1,339 43,646 1,820 238 -763 7,865
Percent of Open Interest Represented by Each Category of Trader
5.1 63.6 0.8 69.6 18.7 9.2 5.6 4.3 0.2 6.4 0.7 0.4 2.6 2.1
Number of Traders in Each Category Total Traders: 415
23 25 7 164 70 87 50 39 18 32 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 109,996
Positions
42,203 50,741 47,930 4,409 420 425 13,386 500 267 800 9,102 551 25 60
Changes from: May 28, 2019 Total Change is: 1,829
1,484 -146 121 0 0 0 492 500 32 0 1,622 -300 0 0
Percent of Open Interest Represented by Each Category of Trader
38.4 46.1 43.6 4.0 0.4 0.4 12.2 0.5 0.2 0.7 8.3 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 18 8 5 . . 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 981,140
Positions
7,845 94,990 11,459 426,181 321,564 174,539 114,537 149,912 29,573 25,106 49,171 4,420 187,480 145,512
Changes from: May 28, 2019 Total Change is: -41,094
1,397 -5,688 523 11 -9,813 -20,108 -1,584 2,986 -24,086 3,872 -1,373 3,561 -4,680 12,904
Percent of Open Interest Represented by Each Category of Trader
0.8 9.7 1.2 43.4 32.8 17.8 11.7 15.3 3.0 2.6 5.0 0.5 19.1 14.8
Number of Traders in Each Category Total Traders: 180
5 15 7 58 25 46 34 27 16 7 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 1,154,524
Positions
4,366 140,974 1,301 725,824 29,009 177,148 10,777 639,537 29,562 28,466 49,582 489 176,591 86,922
Changes from: May 28, 2019 Total Change is: -100,999
87 -23,203 100 -24,994 -5,765 -3,900 -8,839 -4,367 -53,649 -8,111 -886 145 -1,838 -9,474
Percent of Open Interest Represented by Each Category of Trader
0.4 12.2 0.1 62.9 2.5 15.3 0.9 55.4 2.6 2.5 4.3 0.0 15.3 7.5
Number of Traders in Each Category Total Traders: 133
. 14 4 70 12 51 5 25 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 3,581,553
Positions
82,135 292,986 20,094 1,739,747 679,558 261,851 722,268 1,953,199 37,444 531,824 206,229 16,732 169,458 113,460
Changes from: May 28, 2019 Total Change is: -221,958
-56,402 -41,558 -71,049 -74,622 113,866 -35,917 87,039 -88,422 -61,300 17,826 -25,336 -1,360 -26,173 -10,882
Percent of Open Interest Represented by Each Category of Trader
2.3 8.2 0.6 48.6 19.0 7.3 20.2 54.5 1.0 14.8 5.8 0.5 4.7 3.2
Number of Traders in Each Category Total Traders: 367
21 35 10 117 34 76 60 62 30 23 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,934,810
Positions
209,280 249,429 52,761 1,677,125 778,795 709,442 358,092 1,283,609 136,575 295,825 277,230 28,909 466,801 418,060
Changes from: May 28, 2019 Total Change is: -574,748
10,492 -23,328 -36,381 482 -33,514 -4,823 -29,382 28,472 -433,142 29,051 17,890 -27,445 -83,600 -62,477
Percent of Open Interest Represented by Each Category of Trader
5.3 6.3 1.3 42.6 19.8 18.0 9.1 32.6 3.5 7.5 7.0 0.7 11.9 10.6
Number of Traders in Each Category Total Traders: 404
31 32 16 107 63 91 61 64 42 21 25 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 729,092
Positions
20,131 87,083 1,843 326,121 270,054 92,349 121,840 95,270 7,028 52,441 26,157 0 107,339 149,308
Changes from: May 28, 2019 Total Change is: -49,131
1,024 24,151 -14,428 7,510 -5,068 -6,226 13,462 -5,342 -19,929 -5,641 -800 -2,020 -22,883 -19,469
Percent of Open Interest Represented by Each Category of Trader
2.8 11.9 0.3 44.7 37.0 12.7 16.7 13.1 1.0 7.2 3.6 0.0 14.7 20.5
Number of Traders in Each Category Total Traders: 104
. 11 4 26 31 35 17 9 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 4,646,931
Positions
79,615 533,170 29,201 2,443,468 837,965 753,577 471,407 1,710,363 122,586 389,834 331,010 2,747 354,496 326,312
Changes from: May 28, 2019 Total Change is: -353,291
27,085 -3,213 -65,189 54,937 47,614 -11,161 -44,006 29,272 -289,011 50,732 -3,406 -582 -76,096 -57,615
Percent of Open Interest Represented by Each Category of Trader
1.7 11.5 0.6 52.6 18.0 16.2 10.1 36.8 2.6 8.4 7.1 0.1 7.6 7.0
Number of Traders in Each Category Total Traders: 327
14 35 13 86 53 84 40 65 37 13 21 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 2,165,934
Positions
546,019 183,308 649,983 37,511 83,154 31,197 265,512 657,502 455,396 122,471 30,103 24,987 32,858 50,304
Changes from: May 28, 2019 Total Change is: -237,461
-146,262 -18,099 -4,809 33,330 -8,614 -23,089 51,232 -56,650 -138,689 -9,040 10,133 3,171 -3,305 -815
Percent of Open Interest Represented by Each Category of Trader
25.2 8.5 30.0 1.7 3.8 1.4 12.3 30.4 21.0 5.7 1.4 1.2 1.5 2.3
Number of Traders in Each Category Total Traders: 154
24 35 44 6 6 . 23 42 46 6 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 is13,198,799
Positions
1,756,152 2,501,201 3,001,131 462,221 918,442 736,453 2,238,567 849,013 3,770,338 419,971 224,032 157,180 656,786 1,041,009
Changes from: May 28, 2019 Total Change is: 95,081
-168,424 196,613 146,009 -176,526 -158,226 -28,860 192,836 -165,131 134,596 -20,978 -40,341 -20,030 36,458 30,451
Percent of Open Interest Represented by Each Category of Trader
13.3 19.0 22.7 3.5 7.0 5.6 17.0 6.4 28.6 3.2 1.7 1.2 5.0 7.9
Number of Traders in Each Category Total Traders: 272
29 46 70 13 29 32 67 47 94 11 19 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 74,450
Positions
7,618 17,532 6,695 679 3,972 1,350 34,541 21,164 22,785 0 56 0 782 896
Changes from: May 28, 2019 Total Change is: -2,772
400 -1,817 1,361 0 0 0 -466 1,703 -3,531 0 0 0 -536 -488
Percent of Open Interest Represented by Each Category of Trader
10.2 23.5 9.0 0.9 5.3 1.8 46.4 28.4 30.6 0.0 0.1 0.0 1.1 1.2
Number of Traders in Each Category Total Traders: 39
5 7 8 . . . 12 8 19 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 77,193
Positions
11,500 15,339 13,705 5,276 1,200 285 22,846 24,071 20,817 330 1,150 0 2,434 626
Changes from: May 28, 2019 Total Change is: -1,296
-4,912 -454 3,280 -78 1,200 0 2,545 -2,503 -3,811 -320 1,150 0 2,000 -158
Percent of Open Interest Represented by Each Category of Trader
14.9 19.9 17.8 6.8 1.6 0.4 29.6 31.2 27.0 0.4 1.5 0.0 3.2 0.8
Number of Traders in Each Category Total Traders: 51
9 6 10 . . . 11 19 22 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 27,264
Positions
2,398 12,781 0 1,209 4,112 0 16,965 6,980 71 6,576 1,242 0 45 2,078
Changes from: May 28, 2019 Total Change is: 2,974
1 2,715 0 -75 -158 0 3,844 438 -15 -780 22 0 -1 -28
Percent of Open Interest Represented by Each Category of Trader
8.8 46.9 0.0 4.4 15.1 0.0 62.2 25.6 0.3 24.1 4.6 0.0 0.2 7.6
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 4 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 21,131
Positions
2,877 9,666 0 1,153 2,016 0 17,022 6,665 67 0 237 0 12 2,480
Changes from: May 28, 2019 Total Change is: 1,358
-2 1,145 0 -56 -40 -9 1,375 -96 67 0 0 0 -17 291
Percent of Open Interest Represented by Each Category of Trader
13.6 45.7 0.0 5.5 9.5 0.0 80.6 31.5 0.3 0.0 1.1 0.0 0.1 11.7
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 0 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 48,975
Positions
11,263 5,129 15,827 0 40 0 7,467 7,701 14,122 30 5,905 246 20 5
Changes from: May 28, 2019 Total Change is: -2,029
0 -35 320 0 -30 0 -2,760 -2,676 411 0 0 0 0 -19
Percent of Open Interest Represented by Each Category of Trader
23.0 10.5 32.3 0.0 0.1 0.0 15.2 15.7 28.8 0.1 12.1 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 June 4, 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 4,436
Positions
0 0 0 300 56 0 2,321 2,698 211 213 1,043 0 1,391 428
Changes from: May 28, 2019 Total Change is: -754
0 -123 0 -19 56 0 -388 -65 -160 -25 -534 0 -162 72
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 6.8 1.3 0.0 52.3 60.8 4.8 4.8 23.5 0.0 31.4 9.6
Number of Traders in Each Category Total Traders: 42
0 0 0 . . 0 14 16 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 46,897
Positions
508 26,476 0 21,261 2,805 432 16,481 12,012 1,243 1,875 1,590 148 4,949 2,191
Changes from: May 28, 2019 Total Change is: -3,191
206 0 0 126 200 36 -2,758 -4,187 -375 -107 692 -143 -176 586
Percent of Open Interest Represented by Each Category of Trader
1.1 56.5 0.0 45.3 6.0 0.9 35.1 25.6 2.7 4.0 3.4 0.3 10.6 4.7
Number of Traders in Each Category Total Traders: 96
. . 0 14 6 . 25 19 10 17 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 385,854
Positions
42,142 24,755 19,435 150,330 73,475 23,401 30,098 129,372 67,314 10,520 2,710 14,046 28,568 31,346
Changes from: May 28, 2019 Total Change is: 19,659
-8,547 7,101 989 11,428 -4,864 242 4,249 5,271 5,560 -2,246 -621 1,857 6,127 4,124
Percent of Open Interest Represented by Each Category of Trader
10.9 6.4 5.0 39.0 19.0 6.1 7.8 33.5 17.4 2.7 0.7 3.6 7.4 8.1
Number of Traders in Each Category Total Traders: 203
13 18 19 32 24 23 36 49 51 8 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 4, 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 31,852
Positions
1,935 4,962 1,151 13,055 18,297 73 14,166 6,435 110 1,180 171 0 182 653
Changes from: May 28, 2019 Total Change is: -72
-20 4,305 0 -1,397 -1,572 73 1,258 -3,436 8 -3 -68 0 9 618
Percent of Open Interest Represented by Each Category of Trader
6.1 15.6 3.6 41.0 57.4 0.2 44.5 20.2 0.3 3.7 0.5 0.0 0.6 2.1
Number of Traders in Each Category Total Traders: 45
4 . . 11 6 . 5 8 . 8 . 0
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Updated June 7, 2019