Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 166,486
Positions
41,683 3 3,812 40,818 35,647 8,282 17,341 66,693 14,740 11,031 1,571 52 28,727 35,686
Changes from: March 26, 2019 Total Change is: 7,861
3,676 -677 -453 -1,088 2,020 738 3,864 7,770 29 -190 -5 5 1,279 -1,566
Percent of Open Interest Represented by Each Category of Trader
25.0 0.0 2.3 24.5 21.4 5.0 10.4 40.1 8.9 6.6 0.9 0.0 17.3 21.4
Number of Traders in Each Category Total Traders: 103
11 . 7 15 18 14 20 24 19 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 74,660
Positions
45,788 2,426 561 1,466 24,034 680 16,409 20,455 591 676 919 0 8,489 24,994
Changes from: March 26, 2019 Total Change is: 1,032
321 -313 -75 -1,541 -1,229 338 2,534 374 171 0 0 0 -716 1,765
Percent of Open Interest Represented by Each Category of Trader
61.3 3.2 0.8 2.0 32.2 0.9 22.0 27.4 0.8 0.9 1.2 0.0 11.4 33.5
Number of Traders in Each Category Total Traders: 53
4 4 . . 17 . 10 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 177,648
Positions
16,268 6,741 10,410 54,078 62,745 5,347 33,340 24,263 25,282 3,556 10,155 485 28,880 32,220
Changes from: March 26, 2019 Total Change is: 3,351
4,359 -4,563 580 855 3,213 -204 3,382 1,333 396 -4,304 1,819 85 -1,798 692
Percent of Open Interest Represented by Each Category of Trader
9.2 3.8 5.9 30.4 35.3 3.0 18.8 13.7 14.2 2.0 5.7 0.3 16.3 18.1
Number of Traders in Each Category Total Traders: 116
8 5 10 18 23 13 20 29 20 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 179,351
Positions
60,675 3,113 4,431 36,848 66,246 7,769 18,873 39,441 19,547 3,947 1,982 525 26,735 36,297
Changes from: March 26, 2019 Total Change is: -164
2,036 -1,248 -286 3,768 5,212 -1,335 -3,970 -5,017 146 -325 445 -84 -114 2,003
Percent of Open Interest Represented by Each Category of Trader
33.8 1.7 2.5 20.5 36.9 4.3 10.5 22.0 10.9 2.2 1.1 0.3 14.9 20.2
Number of Traders in Each Category Total Traders: 120
12 . 8 21 27 11 14 33 21 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 565,421
Positions
36,526 66,172 18,807 294,989 174,740 37,956 23,619 139,301 42,904 19,133 19,661 1,479 90,007 64,401
Changes from: March 26, 2019 Total Change is: 20,528
4,747 -14,456 4,771 -22 7,936 3,600 -465 19,386 5,676 1,182 -1,752 395 645 -5,027
Percent of Open Interest Represented by Each Category of Trader
6.5 11.7 3.3 52.2 30.9 6.7 4.2 24.6 7.6 3.4 3.5 0.3 15.9 11.4
Number of Traders in Each Category Total Traders: 296
18 10 15 93 42 46 24 61 30 26 22 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 27,778
Positions
0 7,603 0 11,327 8,981 2,786 1,608 1,041 0 0 583 8 12,049 6,776
Changes from: March 26, 2019 Total Change is: 1,060
0 1,582 0 969 -356 -96 1,072 0 0 0 0 0 -885 -70
Percent of Open Interest Represented by Each Category of Trader
0.0 27.4 0.0 40.8 32.3 10.0 5.8 3.7 0.0 0.0 2.1 0.0 43.4 24.4
Number of Traders in Each Category Total Traders: 24
0 . 0 11 6 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 164,988
Positions
67,978 2,826 2,964 15,919 55,437 4,221 28,897 42,726 11,692 5,539 3,407 757 27,020 40,958
Changes from: March 26, 2019 Total Change is: 8,660
-2,071 273 1,090 -124 6,839 -65 5,191 957 413 -83 -1,308 263 4,047 200
Percent of Open Interest Represented by Each Category of Trader
41.2 1.7 1.8 9.6 33.6 2.6 17.5 25.9 7.1 3.4 2.1 0.5 16.4 24.8
Number of Traders in Each Category Total Traders: 92
9 . 6 13 21 13 18 21 15 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 58,867
Positions
0 46,105 500 54,268 0 0 2,191 9,831 0 299 1,103 0 1,609 1,328
Changes from: March 26, 2019 Total Change is: 1,115
0 -6 0 2,025 0 0 -728 768 0 0 81 0 -182 272
Percent of Open Interest Represented by Each Category of Trader
0.0 78.3 0.8 92.2 0.0 0.0 3.7 16.7 0.0 0.5 1.9 0.0 2.7 2.3
Number of Traders in Each Category Total Traders: 29
0 4 . 9 0 0 7 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 227,976
Positions
1,253 139,685 949 132,138 11,462 880 82,032 39,787 1,212 2,797 30,846 0 6,715 3,154
Changes from: March 26, 2019 Total Change is: -12,168
461 -2,917 -106 -882 -2,800 347 -11,220 -7,590 340 -469 -69 0 -638 628
Percent of Open Interest Represented by Each Category of Trader
0.5 61.3 0.4 58.0 5.0 0.4 36.0 17.5 0.5 1.2 13.5 0.0 2.9 1.4
Number of Traders in Each Category Total Traders: 157
. 9 . 32 9 . 51 25 7 13 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 29,848
Positions
12,760 0 0 838 22,895 0 14,024 4,635 259 145 575 0 1,822 1,484
Changes from: March 26, 2019 Total Change is: -4,295
10,242 -1,518 -9,639 -99 6,524 0 -3,926 340 -154 10 60 0 -729 92
Percent of Open Interest Represented by Each Category of Trader
42.7 0.0 0.0 2.8 76.7 0.0 47.0 15.5 0.9 0.5 1.9 0.0 6.1 5.0
Number of Traders in Each Category Total Traders: 32
. 0 0 . 4 0 10 12 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 39,183
Positions
11,074 6,118 0 13,791 10,711 828 8,533 13,746 1,777 177 1,334 0 3,003 4,669
Changes from: March 26, 2019 Total Change is: -3,465
-31 -694 0 -1,762 582 234 -258 -2,947 -214 -172 -970 0 -1,262 544
Percent of Open Interest Represented by Each Category of Trader
28.3 15.6 0.0 35.2 27.3 2.1 21.8 35.1 4.5 0.5 3.4 0.0 7.7 11.9
Number of Traders in Each Category Total Traders: 80
5 6 0 12 11 4 14 27 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,265
Positions
6,187 21,118 1,103 8,688 1,757 2,790 11,630 3,343 743 1,351 1,668 0 7,773 7,743
Changes from: March 26, 2019 Total Change is: 804
130 5 58 -1,203 164 409 1,260 448 170 -125 -23 0 105 -427
Percent of Open Interest Represented by Each Category of Trader
15.4 52.4 2.7 21.6 4.4 6.9 28.9 8.3 1.8 3.4 4.1 0.0 19.3 19.2
Number of Traders in Each Category Total Traders: 97
10 20 4 17 4 5 25 11 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 80,529
Positions
12,374 42,235 2,206 17,376 3,514 5,580 23,259 6,686 1,487 2,701 3,336 0 15,546 15,486
Changes from: March 26, 2019 Total Change is: 1,607
260 10 116 -2,406 328 817 2,519 895 340 -250 -46 0 210 -854
Percent of Open Interest Represented by Each Category of Trader
15.4 52.4 2.7 21.6 4.4 6.9 28.9 8.3 1.8 3.4 4.1 0.0 19.3 19.2
Number of Traders in Each Category Total Traders: 97
10 20 4 17 4 5 25 11 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 24,577
Positions
2,217 19,211 0 20,021 1,346 625 370 2,157 0 0 452 0 1,344 786
Changes from: March 26, 2019 Total Change is: 2,452
-300 1,392 0 2,789 -121 189 -269 920 0 0 0 0 43 72
Percent of Open Interest Represented by Each Category of Trader
9.0 78.2 0.0 81.5 5.5 2.5 1.5 8.8 0.0 0.0 1.8 0.0 5.5 3.2
Number of Traders in Each Category Total Traders: 25
. 7 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 713,247
Positions
55,762 136,344 28,274 273,972 122,296 61,227 49,715 80,291 126,610 14,737 54,364 16,997 85,953 86,844
Changes from: March 26, 2019 Total Change is: 7,285
5,835 1,445 823 1,858 1,384 462 2,221 10,140 -4,749 -298 -776 -248 1,380 -1,196
Percent of Open Interest Represented by Each Category of Trader
7.8 19.1 4.0 38.4 17.1 8.6 7.0 11.3 17.8 2.1 7.6 2.4 12.1 12.2
Number of Traders in Each Category Total Traders: 613
32 37 42 167 99 134 77 99 104 55 46 50
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 50,021
Positions
3,162 14,679 2,190 3,711 2,032 1,822 3,494 998 11,119 151 20 307 24,066 16,854
Changes from: March 26, 2019 Total Change is: 5,072
958 1,771 290 48 625 547 -1,258 -204 1,335 11 4 158 2,984 548
Percent of Open Interest Represented by Each Category of Trader
6.3 29.3 4.4 7.4 4.1 3.6 7.0 2.0 22.2 0.3 0.0 0.6 48.1 33.7
Number of Traders in Each Category Total Traders: 44
4 9 6 . . . 12 7 17 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 14,240
Positions
5,013 11,507 0 6,709 857 221 229 469 45 0 0 0 2,023 1,141
Changes from: March 26, 2019 Total Change is: -110
590 -402 0 -381 0 -47 -311 17 45 0 0 0 -6 277
Percent of Open Interest Represented by Each Category of Trader
35.2 80.8 0.0 47.1 6.0 1.6 1.6 3.3 0.3 0.0 0.0 0.0 14.2 8.0
Number of Traders in Each Category Total Traders: 22
6 5 0 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 3,316,128
Positions
266,467 611,791 126,957 1,356,792 606,809 291,543 244,684 410,042 563,871 73,610 272,398 82,769 309,434 349,946
Changes from: March 26, 2019 Total Change is: 11,066
25,152 -865 1,902 9,051 3,798 -425 13,527 47,855 -26,554 -1,513 -3,872 -2,056 -8,019 -8,717
Percent of Open Interest Represented by Each Category of Trader
8.0 18.4 3.8 40.9 18.3 8.8 7.4 12.4 17.0 2.2 8.2 2.5 9.3 10.6
Number of Traders in Each Category Total Traders: 601
31 36 41 167 98 133 73 98 99 53 44 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 33,568
Positions
2,113 11,004 18,000 10,379 1,267 1,127 0 1,081 0 0 0 0 1,949 1,089
Changes from: March 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.3 32.8 53.6 30.9 3.8 3.4 0.0 3.2 0.0 0.0 0.0 0.0 5.8 3.2
Number of Traders in Each Category Total Traders: 22
4 8 . 4 . . 0 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 10,186
Positions
1,103 9,365 1 6,549 281 0 891 218 0 0 0 0 1,642 321
Changes from: March 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
10.8 91.9 0.0 64.3 2.8 0.0 8.7 2.1 0.0 0.0 0.0 0.0 16.1 3.2
Number of Traders in Each Category Total Traders: 22
. 11 . 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 11,664
Positions
3,301 4,751 0 3,580 3,457 1,044 1,237 0 0 0 0 0 2,502 2,412
Changes from: March 26, 2019 Total Change is: 1,520
1,466 -361 -112 -31 216 -63 127 0 0 0 0 0 133 1,840
Percent of Open Interest Represented by Each Category of Trader
28.3 40.7 0.0 30.7 29.6 9.0 10.6 0.0 0.0 0.0 0.0 0.0 21.5 20.7
Number of Traders in Each Category Total Traders: 20
. 6 0 4 . . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 61,433
Positions
7,016 12,593 629 39,231 35,852 3,003 731 2,581 80 266 3,521 0 10,477 3,174
Changes from: March 26, 2019 Total Change is: -1,384
-845 -267 -256 -698 -770 390 -78 728 -399 0 -527 0 502 -283
Percent of Open Interest Represented by Each Category of Trader
11.4 20.5 1.0 63.9 58.4 4.9 1.2 4.2 0.1 0.4 5.7 0.0 17.1 5.2
Number of Traders in Each Category Total Traders: 78
7 8 . 33 18 13 . 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 42,472
Positions
11,003 9,658 255 14,093 9,089 937 4,927 9,813 3,119 1,892 1,587 29 6,217 7,985
Changes from: March 26, 2019 Total Change is: 426
975 455 67 430 -542 271 -1,088 588 -269 144 63 -6 -99 -201
Percent of Open Interest Represented by Each Category of Trader
25.9 22.7 0.6 33.2 21.4 2.2 11.6 23.1 7.3 4.5 3.7 0.1 14.6 18.8
Number of Traders in Each Category Total Traders: 235
22 21 4 53 32 25 27 49 20 9 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 212,359
Positions
55,015 48,288 1,274 70,463 45,443 4,685 24,633 49,067 15,596 9,462 7,934 145 31,086 39,927
Changes from: March 26, 2019 Total Change is: 2,128
4,877 2,275 337 2,152 -2,712 1,353 -5,441 2,938 -1,346 722 316 -29 -497 -1,006
Percent of Open Interest Represented by Each Category of Trader
25.9 22.7 0.6 33.2 21.4 2.2 11.6 23.1 7.3 4.5 3.7 0.1 14.6 18.8
Number of Traders in Each Category Total Traders: 235
22 21 4 53 32 25 27 49 20 9 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 445,240
Positions
74,846 58,584 4,641 228,277 215,292 40,245 58,738 63,076 11,909 7,055 31,618 30 19,500 19,846
Changes from: March 26, 2019 Total Change is: -18,056
2,191 -6,984 -511 -13,620 -1,541 306 -6,517 -9,885 -50 -152 -856 -48 345 1,513
Percent of Open Interest Represented by Each Category of Trader
16.8 13.2 1.0 51.3 48.4 9.0 13.2 14.2 2.7 1.6 7.1 0.0 4.4 4.5
Number of Traders in Each Category Total Traders: 277
30 14 5 67 52 42 41 49 32 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 25,560
Positions
4,973 0 0 11,519 1,723 662 2,576 18,863 27 1,421 471 0 4,382 3,814
Changes from: March 26, 2019 Total Change is: 1,570
3,060 0 0 1,131 -31 218 -2,116 388 17 352 106 0 -1,092 872
Percent of Open Interest Represented by Each Category of Trader
19.5 0.0 0.0 45.1 6.7 2.6 10.1 73.8 0.1 5.6 1.8 0.0 17.1 14.9
Number of Traders in Each Category Total Traders: 35
4 0 0 12 5 4 5 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 61,506
Positions
5,538 18,111 287 16,833 5,855 2,075 27,740 4,721 519 522 792 0 7,992 29,146
Changes from: March 26, 2019 Total Change is: 6,756
1,932 2,620 274 1,737 1,018 -261 2,728 -3,822 427 522 392 0 -603 6,108
Percent of Open Interest Represented by Each Category of Trader
9.0 29.4 0.5 27.4 9.5 3.4 45.1 7.7 0.8 0.8 1.3 0.0 13.0 47.4
Number of Traders in Each Category Total Traders: 65
11 10 4 14 6 7 16 5 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 320,234
Positions
32,544 190,691 3,620 238,044 81,719 17,645 12,362 17,916 130 5,549 1,409 0 10,340 7,104
Changes from: March 26, 2019 Total Change is: 2,794
3,377 435 -35 2,553 76 -798 -1,813 3,305 -25 -1,224 0 0 759 -164
Percent of Open Interest Represented by Each Category of Trader
10.2 59.5 1.1 74.3 25.5 5.5 3.9 5.6 0.0 1.7 0.4 0.0 3.2 2.2
Number of Traders in Each Category Total Traders: 167
16 12 6 66 35 26 13 18 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 1,278,468
Positions
64,250 902,519 2,337 959,526 171,682 103,805 80,723 71,192 1,973 28,141 12,391 1,554 36,159 11,015
Changes from: March 26, 2019 Total Change is: -10,454
815 1,260 274 -11,347 -3,158 2,714 3,388 -5,731 333 -3,902 -1,639 -9 -2,720 -4,498
Percent of Open Interest Represented by Each Category of Trader
5.0 70.6 0.2 75.1 13.4 8.1 6.3 5.6 0.2 2.2 1.0 0.1 2.8 0.9
Number of Traders in Each Category Total Traders: 417
24 20 7 188 56 79 57 30 14 34 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 93,308
Positions
34,390 53,489 39,128 6,049 0 280 12,426 0 300 700 0 0 35 111
Changes from: March 26, 2019 Total Change is: 2,378
-60 914 1,439 0 0 -25 1,014 0 0 0 0 0 10 50
Percent of Open Interest Represented by Each Category of Trader
36.9 57.3 41.9 6.5 0.0 0.3 13.3 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 31
4 16 8 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,155,582
Positions
12,182 67,288 17,843 448,639 362,921 208,026 92,404 147,894 153,160 29,171 23,976 13,304 180,853 161,169
Changes from: March 26, 2019 Total Change is: -31,159
4,427 -27,230 1,269 -3,226 4,432 5,920 -10,285 6,145 -11,718 -2,341 -5,001 -1,776 -13,428 -3,200
Percent of Open Interest Represented by Each Category of Trader
1.1 5.8 1.5 38.8 31.4 18.0 8.0 12.8 13.3 2.5 2.1 1.2 15.7 13.9
Number of Traders in Each Category Total Traders: 192
8 16 15 59 27 54 34 27 42 12 9 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 1,171,470
Positions
8,191 200,701 190 703,230 50,038 202,558 30,070 606,432 11,889 44,288 225 1,729 169,325 97,708
Changes from: March 26, 2019 Total Change is: 31,089
-583 5,543 -8 18,121 2,958 12,619 -1,376 23,963 -3,894 478 -6,690 0 5,733 -3,402
Percent of Open Interest Represented by Each Category of Trader
0.7 17.1 0.0 60.0 4.3 17.3 2.6 51.8 1.0 3.8 0.0 0.1 14.5 8.3
Number of Traders in Each Category Total Traders: 132
. 13 . 63 16 52 8 25 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 3,410,947
Positions
121,675 323,622 12,905 1,664,148 450,419 271,508 584,941 1,914,186 141,046 417,376 163,594 17,620 179,730 116,047
Changes from: March 26, 2019 Total Change is: 200,043
-2,935 18,277 6,287 63,642 -19,987 31,758 80,617 137,080 40,395 -4,074 -3,415 -9,416 -6,232 -939
Percent of Open Interest Represented by Each Category of Trader
3.6 9.5 0.4 48.8 13.2 8.0 17.1 56.1 4.1 12.2 4.8 0.5 5.3 3.4
Number of Traders in Each Category Total Traders: 350
18 28 9 118 30 75 55 59 41 25 17 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,683,913
Positions
199,525 204,535 249,135 1,645,075 932,543 808,300 372,660 1,188,736 548,706 266,063 208,904 99,287 495,162 443,766
Changes from: March 26, 2019 Total Change is: -72,611
-22,764 -22,126 22,097 -51,972 -63,410 1,420 -27,336 1,934 -10,513 18,143 899 -9,508 7,822 6,596
Percent of Open Interest Represented by Each Category of Trader
4.3 4.4 5.3 35.1 19.9 17.3 8.0 25.4 11.7 5.7 4.5 2.1 10.6 9.5
Number of Traders in Each Category Total Traders: 398
26 30 36 103 74 107 60 63 80 19 23 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 732,829
Positions
25,528 59,995 1,230 307,775 323,871 83,004 124,575 100,494 11,518 65,453 8,908 500 113,246 143,309
Changes from: March 26, 2019 Total Change is: 18,754
-6,141 -396 71 3,896 16,742 7,804 6,747 2,414 1,866 3,560 0 0 951 -9,747
Percent of Open Interest Represented by Each Category of Trader
3.5 8.2 0.2 42.0 44.2 11.3 17.0 13.7 1.6 8.9 1.2 0.1 15.5 19.6
Number of Traders in Each Category Total Traders: 109
5 9 . 26 33 36 17 12 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 4,714,143
Positions
96,325 349,000 127,261 2,161,283 760,897 820,934 469,803 1,668,549 376,882 271,643 247,640 17,428 372,584 345,552
Changes from: March 26, 2019 Total Change is: 18,831
-6,811 -5,195 1,054 -165,267 -32,879 169,642 19,960 -80,762 12,687 41,418 -19,992 -488 -53,363 -25,236
Percent of Open Interest Represented by Each Category of Trader
2.0 7.4 2.7 45.8 16.1 17.4 10.0 35.4 8.0 5.8 5.3 0.4 7.9 7.3
Number of Traders in Each Category Total Traders: 339
14 31 21 91 50 83 53 64 62 16 20 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 1,773,933
Positions
588,960 260,381 392,370 46,456 11,860 49,570 158,610 590,560 375,556 104,537 17,976 22,314 35,560 53,346
Changes from: March 26, 2019 Total Change is: -55,097
26,866 -19,328 -59,831 9,676 1,451 -7,834 -30,636 35,761 13,706 -993 -11,440 -4,722 -1,329 -2,860
Percent of Open Interest Represented by Each Category of Trader
33.2 14.7 22.1 2.6 0.7 2.8 8.9 33.3 21.2 5.9 1.0 1.3 2.0 3.0
Number of Traders in Each Category Total Traders: 145
23 31 49 . 6 . 17 45 47 4 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 is25,051,446
Positions
2,861,158 1,783,085 4,892,159 608,046 1,628,920 1,480,542 1,269,774 961,541 12,602,079 298,249 256,966 317,524 721,916 1,128,630
Changes from: March 26, 2019 Total Change is: 314,676
-77,982 254,255 222,026 -30,918 -62,399 -81,198 -21,697 -204,629 225,462 116,889 -10,660 -42,789 4,885 14,608
Percent of Open Interest Represented by Each Category of Trader
11.4 7.1 19.5 2.4 6.5 5.9 5.1 3.8 50.3 1.2 1.0 1.3 2.9 4.5
Number of Traders in Each Category Total Traders: 303
24 41 61 14 35 43 58 79 118 19 25 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 63,901
Positions
8,001 20,859 2,829 1,107 0 0 30,652 18,848 19,870 0 0 0 1,442 1,495
Changes from: March 26, 2019 Total Change is: 3,072
1,559 40 -740 0 0 0 -1,673 -160 2,714 0 0 0 1,212 1,218
Percent of Open Interest Represented by Each Category of Trader
12.5 32.6 4.4 1.7 0.0 0.0 48.0 29.5 31.1 0.0 0.0 0.0 2.3 2.3
Number of Traders in Each Category Total Traders: 32
. 9 6 . 0 0 12 8 15 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 47,180
Positions
9,563 11,556 5,945 3,447 1,200 0 21,716 22,179 5,841 400 0 0 268 459
Changes from: March 26, 2019 Total Change is: -31,126
-1,687 -14,697 -4,340 312 0 -500 -22,740 -10,139 -1,366 -808 0 0 3 -84
Percent of Open Interest Represented by Each Category of Trader
20.3 24.5 12.6 7.3 2.5 0.0 46.0 47.0 12.4 0.8 0.0 0.0 0.6 1.0
Number of Traders in Each Category Total Traders: 51
7 8 8 . . 0 15 17 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 20,875
Positions
2,370 5,048 0 1,362 5,957 0 9,949 7,192 71 7,112 1,200 0 11 1,407
Changes from: March 26, 2019 Total Change is: -2,403
-5 741 0 96 -673 0 -2,040 -556 -12 -433 0 0 -9 -1,903
Percent of Open Interest Represented by Each Category of Trader
11.4 24.2 0.0 6.5 28.5 0.0 47.7 34.5 0.3 34.1 5.7 0.0 0.1 6.7
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 . 6 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 17,946
Positions
2,851 8,029 0 755 2,329 9 14,284 5,706 0 0 271 0 47 1,602
Changes from: March 26, 2019 Total Change is: 2,801
8 3,681 0 193 188 0 2,575 -359 0 0 34 0 25 -743
Percent of Open Interest Represented by Each Category of Trader
15.9 44.7 0.0 4.2 13.0 0.1 79.6 31.8 0.0 0.0 1.5 0.0 0.3 8.9
Number of Traders in Each Category Total Traders: 28
. 5 0 . 8 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 48,540
Positions
10,763 4,214 15,507 0 220 0 8,220 8,689 13,710 64 5,895 246 30 59
Changes from: March 26, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
22.2 8.7 31.9 0.0 0.5 0.0 16.9 17.9 28.2 0.1 12.1 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 5 . . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,227
Positions
55 0 0 0 0 0 351 1,862 68 1,047 934 50 1,656 313
Changes from: March 26, 2019 Total Change is: 190
0 0 0 0 -27 0 122 -27 -69 -125 150 50 212 113
Percent of Open Interest Represented by Each Category of Trader
1.7 0.0 0.0 0.0 0.0 0.0 10.9 57.7 2.1 32.4 28.9 1.5 51.3 9.7
Number of Traders in Each Category Total Traders: 24
. 0 0 0 0 0 5 6 . 9 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 4,000
Positions
0 158 0 315 89 35 1,517 2,598 416 598 440 20 1,099 244
Changes from: March 26, 2019 Total Change is: 572
0 34 0 280 -152 35 279 493 140 -89 352 -242 169 -88
Percent of Open Interest Represented by Each Category of Trader
0.0 4.0 0.0 7.9 2.2 0.9 37.9 65.0 10.4 15.0 11.0 0.5 27.5 6.1
Number of Traders in Each Category Total Traders: 45
0 . 0 . . . 10 20 7 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,754
Positions
442 25,584 0 22,910 2,650 392 19,544 18,340 1,086 2,325 749 151 3,904 1,803
Changes from: March 26, 2019 Total Change is: 7,912
250 0 0 4,071 0 -1 3,267 6,744 262 54 467 89 -80 351
Percent of Open Interest Represented by Each Category of Trader
0.9 50.4 0.0 45.1 5.2 0.8 38.5 36.1 2.1 4.6 1.5 0.3 7.7 3.6
Number of Traders in Each Category Total Traders: 110
. . 0 14 6 . 36 20 11 19 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 377,403
Positions
69,269 7,034 18,882 123,597 100,173 26,932 40,836 129,001 48,167 10,884 3,253 12,725 26,111 31,236
Changes from: March 26, 2019 Total Change is: 40,587
16,033 -6,559 4,947 8,652 14,598 1,103 1,969 20,188 4,046 502 552 1,064 2,271 648
Percent of Open Interest Represented by Each Category of Trader
18.4 1.9 5.0 32.7 26.5 7.1 10.8 34.2 12.8 2.9 0.9 3.4 6.9 8.3
Number of Traders in Each Category Total Traders: 201
19 7 15 21 34 28 35 54 54 13 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 2, 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 28,544
Positions
1,355 640 1,143 24,235 4,255 204 167 21,431 100 1,145 369 0 195 402
Changes from: March 26, 2019 Total Change is: 4,157
0 0 0 4,147 447 0 -15 3,473 0 0 -11 0 25 248
Percent of Open Interest Represented by Each Category of Trader
4.7 2.2 4.0 84.9 14.9 0.7 0.6 75.1 0.4 4.0 1.3 0.0 0.7 1.4
Number of Traders in Each Category Total Traders: 40
. . . 11 4 . . 10 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 5, 2019