Traders in Financial Futures - Futures Only Positions as of June 18, 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 160,795
Positions
5,887 23,113 10,097 29,275 30,618 6,018 17,013 50,369 10,479 19,099 2,445 5 62,922 27,651
Changes from: June 11, 2019 Total Change is: 1,583
-22,210 10,452 -4,238 -3,669 -862 2,342 -1,624 -8,527 1,924 -522 14 -24 29,604 502
Percent of Open Interest Represented by Each Category of Trader
3.7 14.4 6.3 18.2 19.0 3.7 10.6 31.3 6.5 11.9 1.5 0.0 39.1 17.2
Number of Traders in Each Category Total Traders: 107
8 7 7 10 18 10 19 27 15 14 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 58,961
Positions
30,498 1,333 931 2,445 18,257 585 15,303 14,751 273 931 1,482 0 7,995 21,349
Changes from: June 11, 2019 Total Change is: -13,216
-9,698 -1,897 -3,847 912 2,671 -721 1,047 -8,294 4 0 -6 0 -913 -1,126
Percent of Open Interest Represented by Each Category of Trader
51.7 2.3 1.6 4.1 31.0 1.0 26.0 25.0 0.5 1.6 2.5 0.0 13.6 36.2
Number of Traders in Each Category Total Traders: 52
5 . . 4 17 . 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 210,421
Positions
86,449 3,693 330 54,233 106,245 4,661 30,524 39,404 10,603 640 7,340 0 22,981 38,145
Changes from: June 11, 2019 Total Change is: -10,760
3,131 -1,557 -16,933 1,461 3,752 -464 4,019 6,468 -1,319 500 526 0 -1,155 -1,233
Percent of Open Interest Represented by Each Category of Trader
41.1 1.8 0.2 25.8 50.5 2.2 14.5 18.7 5.0 0.3 3.5 0.0 10.9 18.1
Number of Traders in Each Category Total Traders: 129
11 . . 15 31 11 27 37 19 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 123,629
Positions
4,226 14,594 148 36,513 38,905 8,303 35,055 25,787 4,683 6,403 1,988 0 28,298 29,221
Changes from: June 11, 2019 Total Change is: -45,758
-34,393 -4,701 -14,808 741 -4,597 -749 8,648 -16,218 -3,729 6 0 0 -1,474 -956
Percent of Open Interest Represented by Each Category of Trader
3.4 11.8 0.1 29.5 31.5 6.7 28.4 20.9 3.8 5.2 1.6 0.0 22.9 23.6
Number of Traders in Each Category Total Traders: 112
. 8 . 24 22 13 25 25 14 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 503,825
Positions
33,650 122,836 2,043 291,949 152,022 29,403 35,140 123,984 5,286 24,130 11,218 143 82,081 56,890
Changes from: June 11, 2019 Total Change is: -38,985
-1,412 10,378 -24,111 -5,273 3,118 -4,246 3,974 -10,581 -4,992 4,134 -947 -2 -7,057 -7,602
Percent of Open Interest Represented by Each Category of Trader
6.7 24.4 0.4 57.9 30.2 5.8 7.0 24.6 1.0 4.8 2.2 0.0 16.3 11.3
Number of Traders in Each Category Total Traders: 272
17 13 9 86 40 41 28 54 13 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 25,075
Positions
0 9,587 0 9,015 5,763 2,343 1,024 1,606 0 0 589 2 12,691 5,185
Changes from: June 11, 2019 Total Change is: -1,579
0 2,041 -54 -298 186 -163 494 -2,322 -476 0 1 -1 -1,081 -791
Percent of Open Interest Represented by Each Category of Trader
0.0 38.2 0.0 36.0 23.0 9.3 4.1 6.4 0.0 0.0 2.3 0.0 50.6 20.7
Number of Traders in Each Category Total Traders: 21
0 . 0 11 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 28,648
Positions
4,375 4,528 1,459 7,554 10,613 2,298 5,057 957 1,916 0 1,850 0 5,989 5,027
Changes from: June 11, 2019 Total Change is: 1,554
-24 542 886 -831 84 51 1,318 10 115 0 300 0 39 -434
Percent of Open Interest Represented by Each Category of Trader
15.3 15.8 5.1 26.4 37.0 8.0 17.7 3.3 6.7 0.0 6.5 0.0 20.9 17.5
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 178,401
Positions
76,023 4,639 323 13,591 63,982 3,337 50,062 56,901 4,822 2,462 1,700 0 27,781 42,697
Changes from: June 11, 2019 Total Change is: -19,711
7,461 -179 -32,622 -512 5,668 695 14,500 10,740 -4,488 -2,461 -1,087 0 -2,284 1,562
Percent of Open Interest Represented by Each Category of Trader
42.6 2.6 0.2 7.6 35.9 1.9 28.1 31.9 2.7 1.4 1.0 0.0 15.6 23.9
Number of Traders in Each Category Total Traders: 101
9 4 . 10 21 12 25 29 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 61,735
Positions
0 44,430 0 54,267 0 0 4,233 15,520 0 1,183 1,030 0 2,052 755
Changes from: June 11, 2019 Total Change is: -1,443
0 -7,188 -1,000 6,036 0 0 1,054 6,736 -555 -6,638 630 0 -340 -66
Percent of Open Interest Represented by Each Category of Trader
0.0 72.0 0.0 87.9 0.0 0.0 6.9 25.1 0.0 1.9 1.7 0.0 3.3 1.2
Number of Traders in Each Category Total Traders: 37
0 4 0 8 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 202,744
Positions
131 132,530 800 126,963 17,738 183 65,357 32,504 281 2,439 15,947 0 6,590 2,761
Changes from: June 11, 2019 Total Change is: -19,259
-394 2,396 -1,386 -445 1,049 -373 -426 -3,143 -16,938 269 -1,130 0 434 266
Percent of Open Interest Represented by Each Category of Trader
0.1 65.4 0.4 62.6 8.7 0.1 32.2 16.0 0.1 1.2 7.9 0.0 3.3 1.4
Number of Traders in Each Category Total Traders: 139
. 6 . 26 10 . 49 28 . 9 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 42,961
Positions
27,677 0 3,350 1,267 12,727 315 7,042 23,656 903 575 460 0 1,832 1,550
Changes from: June 11, 2019 Total Change is: 877
-1,714 0 2,249 -29 -7,431 315 2,244 7,592 -1,763 -236 -10 0 -189 -75
Percent of Open Interest Represented by Each Category of Trader
64.4 0.0 7.8 2.9 29.6 0.7 16.4 55.1 2.1 1.3 1.1 0.0 4.3 3.6
Number of Traders in Each Category Total Traders: 40
. 0 . . 4 . 8 19 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 64,240
Positions
40,017 1,032 0 3,077 33,417 337 14,627 16,949 1,901 1,548 4,076 8 2,725 6,520
Changes from: June 11, 2019 Total Change is: 1,743
5,189 -2,105 -1,155 -70 4,241 -154 -353 572 -19 -1,056 218 3 -642 142
Percent of Open Interest Represented by Each Category of Trader
62.3 1.6 0.0 4.8 52.0 0.5 22.8 26.4 3.0 2.4 6.3 0.0 4.2 10.1
Number of Traders in Each Category Total Traders: 104
10 . 0 6 24 . 20 31 4 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 11,008
Positions
6,568 2,653 0 0 2,862 0 3,530 3,354 0 173 220 0 737 1,919
Changes from: June 11, 2019 Total Change is: -1,264
524 -1,123 0 -119 501 -2 -1,662 -296 0 4 -35 0 -9 -309
Percent of Open Interest Represented by Each Category of Trader
59.7 24.1 0.0 0.0 26.0 0.0 32.1 30.5 0.0 1.6 2.0 0.0 6.7 17.4
Number of Traders in Each Category Total Traders: 24
. . 0 0 5 0 8 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 43,795
Positions
10,103 18,322 4,960 9,228 723 721 6,894 5,793 1,331 2,109 1,532 57 8,394 10,359
Changes from: June 11, 2019 Total Change is: 6,455
-1,610 3,482 3,260 3,135 -540 -1,109 659 -751 630 515 201 57 920 1,226
Percent of Open Interest Represented by Each Category of Trader
23.1 41.8 11.3 21.1 1.7 1.6 15.7 13.2 3.0 4.8 3.5 0.1 19.2 23.7
Number of Traders in Each Category Total Traders: 99
15 15 12 15 4 5 21 17 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 87,590
Positions
20,205 36,643 9,920 18,456 1,446 1,441 13,787 11,585 2,662 4,218 3,063 113 16,788 20,717
Changes from: June 11, 2019 Total Change is: 12,909
-3,220 6,964 6,520 6,269 -1,080 -2,218 1,317 -1,502 1,259 1,030 402 113 1,839 2,451
Percent of Open Interest Represented by Each Category of Trader
23.1 41.8 11.3 21.1 1.7 1.6 15.7 13.2 3.0 4.8 3.5 0.1 19.2 23.7
Number of Traders in Each Category Total Traders: 99
15 15 12 15 4 5 21 17 11 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 33,276
Positions
1,948 21,803 3,932 22,632 639 654 814 1,205 0 796 1,224 0 2,500 3,819
Changes from: June 11, 2019 Total Change is: 4,928
329 858 3,932 -777 -805 74 379 -662 0 0 -8 0 991 1,539
Percent of Open Interest Represented by Each Category of Trader
5.9 65.5 11.8 68.0 1.9 2.0 2.4 3.6 0.0 2.4 3.7 0.0 7.5 11.5
Number of Traders in Each Category Total Traders: 26
. 6 . 12 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 663,913
Positions
49,078 128,516 65,139 289,401 127,222 65,375 45,931 88,833 36,320 18,651 62,538 8,561 85,456 81,409
Changes from: June 11, 2019 Total Change is: 76,981
1,096 -361 23,877 2,261 2,079 12,829 -805 4,657 16,071 -1,824 -365 4,994 18,482 13,202
Percent of Open Interest Represented by Each Category of Trader
7.4 19.4 9.8 43.6 19.2 9.8 6.9 13.4 5.5 2.8 9.4 1.3 12.9 12.3
Number of Traders in Each Category Total Traders: 571
35 37 42 165 94 117 79 99 77 31 29 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 50,711
Positions
6,060 22,513 6,706 5,550 1,096 0 11,358 10,084 159 0 0 0 20,878 10,153
Changes from: June 11, 2019 Total Change is: 9,787
-3,390 2,711 6,706 -1 -1 0 1,627 1,014 130 0 0 0 4,715 -773
Percent of Open Interest Represented by Each Category of Trader
12.0 44.4 13.2 10.9 2.2 0.0 22.4 19.9 0.3 0.0 0.0 0.0 41.2 20.0
Number of Traders in Each Category Total Traders: 35
. 11 . . . 0 7 10 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 23,284
Positions
10,589 13,060 2,353 5,601 3,876 1,607 1,313 932 0 0 300 0 1,821 1,156
Changes from: June 11, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.5 56.1 10.1 24.1 16.6 6.9 5.6 4.0 0.0 0.0 1.3 0.0 7.8 5.0
Number of Traders in Each Category Total Traders: 25
5 7 . 6 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 17,822
Positions
5,320 12,330 4,153 4,979 0 74 318 754 0 373 0 0 2,605 511
Changes from: June 11, 2019 Total Change is: 3,324
60 99 3,244 -482 0 0 63 200 0 50 0 0 389 -219
Percent of Open Interest Represented by Each Category of Trader
29.9 69.2 23.3 27.9 0.0 0.4 1.8 4.2 0.0 2.1 0.0 0.0 14.6 2.9
Number of Traders in Each Category Total Traders: 21
5 6 7 5 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 3,066,008
Positions
245,736 560,659 261,518 1,426,852 638,227 319,280 211,185 432,061 142,486 93,253 312,689 42,807 322,891 356,281
Changes from: June 11, 2019 Total Change is: 335,968
18,764 -19,029 89,521 4,716 3,802 70,740 -14,024 16,351 81,567 -9,118 -1,826 24,968 68,834 69,874
Percent of Open Interest Represented by Each Category of Trader
8.0 18.3 8.5 46.5 20.8 10.4 6.9 14.1 4.6 3.0 10.2 1.4 10.5 11.6
Number of Traders in Each Category Total Traders: 569
36 35 39 165 94 117 79 99 75 31 29 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 19,889
Positions
3,585 10,687 6,443 6,413 0 769 444 528 0 0 0 0 2,235 1,462
Changes from: June 11, 2019 Total Change is: -5,934
1,092 215 -6,287 -622 0 0 0 0 0 0 0 0 -117 138
Percent of Open Interest Represented by Each Category of Trader
18.0 53.7 32.4 32.2 0.0 3.9 2.2 2.7 0.0 0.0 0.0 0.0 11.2 7.4
Number of Traders in Each Category Total Traders: 24
4 9 5 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,503
Positions
232 7,184 2,001 8,194 1,060 0 438 532 0 250 0 0 2,388 2,726
Changes from: June 11, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.7 53.2 14.8 60.7 7.9 0.0 3.2 3.9 0.0 1.9 0.0 0.0 17.7 20.2
Number of Traders in Each Category Total Traders: 20
. 9 4 . . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 23,769
Positions
9,508 5,079 5,787 3,185 9,658 1,306 389 264 0 0 403 0 3,594 1,272
Changes from: June 11, 2019 Total Change is: 6,839
634 378 5,787 72 446 34 0 -209 0 0 0 0 312 403
Percent of Open Interest Represented by Each Category of Trader
40.0 21.4 24.3 13.4 40.6 5.5 1.6 1.1 0.0 0.0 1.7 0.0 15.1 5.4
Number of Traders in Each Category Total Traders: 23
6 5 4 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 72,482
Positions
7,256 10,246 5,794 42,379 37,196 1,978 520 1,738 165 2,450 7,597 4 11,936 7,764
Changes from: June 11, 2019 Total Change is: 8,317
837 -414 5,349 -784 26 -470 67 172 107 96 0 4 3,111 3,543
Percent of Open Interest Represented by Each Category of Trader
10.0 14.1 8.0 58.5 51.3 2.7 0.7 2.4 0.2 3.4 10.5 0.0 16.5 10.7
Number of Traders in Each Category Total Traders: 69
7 6 8 31 16 11 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 49,541
Positions
10,352 10,598 4,636 16,320 9,477 2,328 5,392 10,940 1,680 1,213 2,073 551 7,069 7,259
Changes from: June 11, 2019 Total Change is: 5,557
-747 1,522 4,396 -256 -590 1,308 -1,415 -2,187 1,201 198 183 541 330 -817
Percent of Open Interest Represented by Each Category of Trader
20.9 21.4 9.4 32.9 19.1 4.7 10.9 22.1 3.4 2.4 4.2 1.1 14.3 14.7
Number of Traders in Each Category Total Traders: 240
25 24 20 45 34 28 27 58 25 14 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 247,705
Positions
51,758 52,988 23,181 81,600 47,385 11,642 26,959 54,698 8,399 6,065 10,364 2,755 35,346 36,293
Changes from: June 11, 2019 Total Change is: 27,784
-3,737 7,608 21,982 -1,279 -2,951 6,541 -7,076 -10,936 6,006 992 914 2,705 1,650 -4,085
Percent of Open Interest Represented by Each Category of Trader
20.9 21.4 9.4 32.9 19.1 4.7 10.9 22.1 3.4 2.4 4.2 1.1 14.3 14.7
Number of Traders in Each Category Total Traders: 240
25 24 20 45 34 28 27 58 25 14 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 472,174
Positions
68,194 47,828 43,422 217,970 175,303 51,728 44,914 73,523 11,510 9,360 32,047 1,916 23,160 34,897
Changes from: June 11, 2019 Total Change is: 47,543
-1,003 -382 37,339 3,270 -20,946 10,080 -7,346 1,333 5,789 -565 248 1,916 -1,937 12,166
Percent of Open Interest Represented by Each Category of Trader
14.4 10.1 9.2 46.2 37.1 11.0 9.5 15.6 2.4 2.0 6.8 0.4 4.9 7.4
Number of Traders in Each Category Total Traders: 291
27 20 23 71 54 47 42 51 27 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 23,461
Positions
363 3,799 0 10,719 852 221 5,245 14,953 42 1,218 550 0 5,653 3,044
Changes from: June 11, 2019 Total Change is: -8,976
-5,678 3,799 -3,799 8 68 -2 1,168 -8,122 -541 -458 550 -98 424 -831
Percent of Open Interest Represented by Each Category of Trader
1.5 16.2 0.0 45.7 3.6 0.9 22.4 63.7 0.2 5.2 2.3 0.0 24.1 13.0
Number of Traders in Each Category Total Traders: 30
. . 0 11 . . 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 54,974
Positions
6,151 4,437 283 19,339 14,153 551 19,711 8,819 331 1,146 400 0 7,462 26,000
Changes from: June 11, 2019 Total Change is: -29,483
323 -16,591 -1,045 -5,017 -192 -112 -15,607 -558 -2,175 1,146 -1,902 -6 -6,990 -6,902
Percent of Open Interest Represented by Each Category of Trader
11.2 8.1 0.5 35.2 25.7 1.0 35.9 16.0 0.6 2.1 0.7 0.0 13.6 47.3
Number of Traders in Each Category Total Traders: 65
11 5 . 14 8 6 13 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 379,873
Positions
31,326 178,011 47,594 237,297 95,468 21,548 10,215 11,236 1,238 7,074 2,579 7,140 16,441 15,059
Changes from: June 11, 2019 Total Change is: 44,276
1,049 -9,684 38,957 -10,171 -1,196 3,533 -48 -1,975 922 -3,555 -1,220 7,140 6,449 7,799
Percent of Open Interest Represented by Each Category of Trader
8.2 46.9 12.5 62.5 25.1 5.7 2.7 3.0 0.3 1.9 0.7 1.9 4.3 4.0
Number of Traders in Each Category Total Traders: 163
14 13 13 62 37 34 14 13 5 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 1,452,457
Positions
75,598 761,623 181,293 839,083 216,999 147,300 68,430 53,508 6,355 38,451 8,249 5,010 90,937 72,120
Changes from: June 11, 2019 Total Change is: 151,780
10,179 -56,005 157,815 -36,652 -19,375 24,841 888 -12,717 868 -56,179 -142 634 49,386 55,861
Percent of Open Interest Represented by Each Category of Trader
5.2 52.4 12.5 57.8 14.9 10.1 4.7 3.7 0.4 2.6 0.6 0.3 6.3 5.0
Number of Traders in Each Category Total Traders: 413
23 25 20 160 74 95 53 34 24 34 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 114,113
Positions
41,836 48,084 52,832 4,409 420 425 13,436 1,500 299 800 10,442 51 25 60
Changes from: June 11, 2019 Total Change is: 2,346
-993 -1,783 3,857 0 0 0 -50 0 32 0 740 -500 0 0
Percent of Open Interest Represented by Each Category of Trader
36.7 42.1 46.3 3.9 0.4 0.4 11.8 1.3 0.3 0.7 9.2 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 18 9 5 . . 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 964,506
Positions
8,201 113,246 5,960 433,234 316,853 172,756 120,156 161,999 11,308 34,690 49,074 999 177,202 132,311
Changes from: June 11, 2019 Total Change is: -3,749
2,304 -4,171 -1,221 6,502 -2,555 4,999 -16,851 9,791 -2,397 5,934 -196 -645 -2,374 -7,354
Percent of Open Interest Represented by Each Category of Trader
0.9 11.7 0.6 44.9 32.9 17.9 12.5 16.8 1.2 3.6 5.1 0.1 18.4 13.7
Number of Traders in Each Category Total Traders: 180
7 15 5 56 29 45 30 25 10 10 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 1,154,982
Positions
3,982 151,684 919 719,725 23,159 172,893 22,967 644,698 15,271 39,610 53,350 489 179,126 92,519
Changes from: June 11, 2019 Total Change is: -4,191
-354 -5,866 475 -906 2,699 265 278 7,557 -9,602 3,897 -696 0 1,756 977
Percent of Open Interest Represented by Each Category of Trader
0.3 13.1 0.1 62.3 2.0 15.0 2.0 55.8 1.3 3.4 4.6 0.0 15.5 8.0
Number of Traders in Each Category Total Traders: 130
. 15 . 67 11 50 8 21 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 3,603,464
Positions
65,033 275,263 20,880 1,816,504 569,471 258,027 596,967 2,067,091 57,992 572,164 218,859 16,847 199,050 119,034
Changes from: June 11, 2019 Total Change is: -76,987
-6,706 18,600 -3,114 5,922 -76,030 14,378 -98,395 -52,130 15,841 -14,238 2,118 -202 9,527 3,552
Percent of Open Interest Represented by Each Category of Trader
1.8 7.6 0.6 50.4 15.8 7.2 16.6 57.4 1.6 15.9 6.1 0.5 5.5 3.3
Number of Traders in Each Category Total Traders: 357
18 32 7 110 38 72 50 66 32 27 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 3,855,139
Positions
237,756 262,360 54,815 1,701,085 725,970 691,775 324,621 1,352,019 85,004 266,470 252,168 28,484 465,129 402,544
Changes from: June 11, 2019 Total Change is: -80,721
9,010 -10,580 47 68,697 -82,275 -2,860 -70,906 70,892 -16,625 -55,855 -19,370 -451 -11,778 -19,499
Percent of Open Interest Represented by Each Category of Trader
6.2 6.8 1.4 44.1 18.8 17.9 8.4 35.1 2.2 6.9 6.5 0.7 12.1 10.4
Number of Traders in Each Category Total Traders: 413
30 32 10 101 72 98 66 68 44 23 21 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 741,109
Positions
29,274 70,540 408 294,730 293,295 101,341 143,612 100,317 7,420 48,353 24,878 0 115,971 142,910
Changes from: June 11, 2019 Total Change is: 23,816
9,505 5,267 -1,710 7,415 2,117 9,547 -263 10,157 1,293 -4,932 3,430 0 2,961 -6,285
Percent of Open Interest Represented by Each Category of Trader
4.0 9.5 0.1 39.8 39.6 13.7 19.4 13.5 1.0 6.5 3.4 0.0 15.6 19.3
Number of Traders in Each Category Total Traders: 105
4 10 . 26 34 35 15 9 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 4,526,480
Positions
114,750 545,104 27,243 2,278,112 801,444 801,124 462,902 1,610,083 98,037 386,393 309,476 2,401 355,518 331,568
Changes from: June 11, 2019 Total Change is: 17,471
14,113 38,144 -4,170 -13,993 -8,388 11,798 15,290 -16,444 -7,146 -11,452 -5,734 -7 13,038 9,418
Percent of Open Interest Represented by Each Category of Trader
2.5 12.0 0.6 50.3 17.7 17.7 10.2 35.6 2.2 8.5 6.8 0.1 7.9 7.3
Number of Traders in Each Category Total Traders: 331
17 33 11 83 53 83 44 65 35 16 20 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 2,288,816
Positions
538,808 302,947 653,955 12,272 99,997 91,767 348,841 578,856 440,384 152,600 49,864 15,981 34,208 55,065
Changes from: June 11, 2019 Total Change is: 12,971
-31,867 78,070 -13,690 -10,266 11,074 29,771 37,793 -85,085 -16,082 17,946 8,734 -1,279 645 1,458
Percent of Open Interest Represented by Each Category of Trader
23.5 13.2 28.6 0.5 4.4 4.0 15.2 25.3 19.2 6.7 2.2 0.7 1.5 2.4
Number of Traders in Each Category Total Traders: 173
26 38 50 . 10 4 29 41 50 10 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,273,139
Positions
2,149,803 2,222,201 2,656,450 519,149 1,384,500 593,388 1,831,528 606,587 3,539,874 198,317 185,239 98,020 686,610 986,880
Changes from: June 11, 2019 Total Change is:-1,089,302
229,490 -546,183 -285,257 -6,768 353,559 -143,360 -433,475 -160,619 -224,329 -125,516 -3,617 -22,145 -77,942 -57,351
Percent of Open Interest Represented by Each Category of Trader
17.5 18.1 21.6 4.2 11.3 4.8 14.9 4.9 28.8 1.6 1.5 0.8 5.6 8.0
Number of Traders in Each Category Total Traders: 258
34 33 62 14 28 31 55 51 87 11 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 77,702
Positions
11,157 19,690 6,909 2,689 3,298 1,350 33,149 22,406 21,573 0 1,479 0 875 997
Changes from: June 11, 2019 Total Change is: 3,956
3,774 2,191 -62 2,010 -148 0 -492 1,910 -1,173 0 1,422 0 -101 -184
Percent of Open Interest Represented by Each Category of Trader
14.4 25.3 8.9 3.5 4.2 1.7 42.7 28.8 27.8 0.0 1.9 0.0 1.1 1.3
Number of Traders in Each Category Total Traders: 42
. 10 9 . . . 13 7 20 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 81,890
Positions
13,216 7,915 13,867 5,550 0 3,333 25,695 35,366 19,530 439 1,600 0 260 279
Changes from: June 11, 2019 Total Change is: 5,455
3,174 -2,300 665 -652 -1,200 2,048 -189 6,520 473 0 -371 0 -64 -380
Percent of Open Interest Represented by Each Category of Trader
16.1 9.7 16.9 6.8 0.0 4.1 31.4 43.2 23.8 0.5 2.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 55
7 10 11 . 0 . 10 21 22 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 16,375
Positions
2,686 3,974 0 1,067 3,965 0 6,361 4,951 69 6,135 1,242 0 57 2,174
Changes from: June 11, 2019 Total Change is: -12,662
287 -10,728 -1,148 -143 5 -33 -11,458 -868 -2 -198 50 0 33 62
Percent of Open Interest Represented by Each Category of Trader
16.4 24.3 0.0 6.5 24.2 0.0 38.8 30.2 0.4 37.5 7.6 0.0 0.3 13.3
Number of Traders in Each Category Total Traders: 31
. 4 0 . 9 0 4 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 9,925
Positions
4,123 2,425 0 1,110 1,496 0 4,656 4,058 0 0 207 0 36 1,739
Changes from: June 11, 2019 Total Change is: -13,279
1,230 -9,421 -2,689 -40 -419 0 -11,626 -735 -108 0 0 0 -46 93
Percent of Open Interest Represented by Each Category of Trader
41.5 24.4 0.0 11.2 15.1 0.0 46.9 40.9 0.0 0.0 2.1 0.0 0.4 17.5
Number of Traders in Each Category Total Traders: 27
. . 0 . 9 0 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 49,243
Positions
12,306 315 16,597 0 40 0 6,258 12,591 13,806 30 5,625 246 0 23
Changes from: June 11, 2019 Total Change is: 3,489
1,020 182 0 0 0 0 2,416 3,217 70 0 0 0 -17 20
Percent of Open Interest Represented by Each Category of Trader
25.0 0.6 33.7 0.0 0.1 0.0 12.7 25.6 28.0 0.1 11.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 7 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 5,391
Positions
0 0 0 354 0 0 2,564 2,911 491 482 1,621 0 1,500 368
Changes from: June 11, 2019 Total Change is: 957
0 0 0 -5 0 0 491 -133 235 120 870 -24 140 9
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 6.6 0.0 0.0 47.6 54.0 9.1 8.9 30.1 0.0 27.8 6.8
Number of Traders in Each Category Total Traders: 48
0 0 0 5 0 0 17 14 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 47,012
Positions
428 27,752 0 18,865 2,912 460 19,933 12,044 1,410 1,811 645 104 4,001 1,685
Changes from: June 11, 2019 Total Change is: -2,155
-140 1,315 0 3,690 -78 -50 -1,583 1,044 -1,910 15 -625 -114 -2,063 -1,737
Percent of Open Interest Represented by Each Category of Trader
0.9 59.0 0.0 40.1 6.2 1.0 42.4 25.6 3.0 3.9 1.4 0.2 8.5 3.6
Number of Traders in Each Category Total Traders: 88
. . 0 13 6 . 30 15 10 14 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 18, 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 407,218
Positions
53,872 28,040 20,997 127,497 90,516 27,004 41,615 105,479 87,773 13,484 4,308 14,552 20,424 28,549
Changes from: June 11, 2019 Total Change is: 26,898
7,989 1,254 4,161 -14,830 9,631 3,606 10,331 -7,309 17,738 2,908 435 -447 -4,558 -2,171
Percent of Open Interest Represented by Each Category of Trader
13.2 6.9 5.2 31.3 22.2 6.6 10.2 25.9 21.6 3.3 1.1 3.6 5.0 7.0
Number of Traders in Each Category Total Traders: 199
8 19 20 19 30 22 42 48 55 12 11 15
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Traders in Financial Futures - Futures Only Positions as of June 18, 2019
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 41,724
Positions
1,549 4,962 2,788 13,453 16,905 2,722 11,904 5,514 7,914 1,190 179 0 204 740
Changes from: June 11, 2019 Total Change is: 8,542
180 -126 1,418 -39 -1,673 2,613 -1,962 -17 6,295 17 -43 0 20 75
Percent of Open Interest Represented by Each Category of Trader
3.7 11.9 6.7 32.2 40.5 6.5 28.5 13.2 19.0 2.9 0.4 0.0 0.5 1.8
Number of Traders in Each Category Total Traders: 48
4 . . 10 7 . 8 7 . 8 . 0
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Updated June 21, 2019