Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 163,154
Positions
37,367 204 5,490 38,870 37,211 7,292 18,586 62,483 14,074 11,184 2,008 47 30,244 34,345
Changes from: April 2, 2019 Total Change is: -3,332
-4,316 201 1,678 -1,948 1,564 -990 1,245 -4,210 -666 153 437 -5 1,517 -1,341
Percent of Open Interest Represented by Each Category of Trader
22.9 0.1 3.4 23.8 22.8 4.5 11.4 38.3 8.6 6.9 1.2 0.0 18.5 21.1
Number of Traders in Each Category Total Traders: 109
12 . 7 16 16 13 21 27 17 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 75,533
Positions
46,296 1,865 952 1,989 24,083 416 16,478 21,578 1,190 676 919 0 7,536 24,530
Changes from: April 2, 2019 Total Change is: 873
508 -561 391 523 49 -264 69 1,124 598 0 0 0 -953 -464
Percent of Open Interest Represented by Each Category of Trader
61.3 2.5 1.3 2.6 31.9 0.6 21.8 28.6 1.6 0.9 1.2 0.0 10.0 32.5
Number of Traders in Each Category Total Traders: 53
4 . . . 16 . 10 15 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 164,230
Positions
12,004 10,871 8,453 52,634 59,895 4,830 33,656 19,679 17,968 3,742 10,112 279 30,664 32,144
Changes from: April 2, 2019 Total Change is: -13,418
-4,264 4,129 -1,957 -1,444 -2,850 -517 316 -4,585 -7,315 185 -43 -206 1,784 -76
Percent of Open Interest Represented by Each Category of Trader
7.3 6.6 5.1 32.0 36.5 2.9 20.5 12.0 10.9 2.3 6.2 0.2 18.7 19.6
Number of Traders in Each Category Total Traders: 114
7 7 9 16 23 13 26 23 20 6 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 184,996
Positions
65,922 1,575 4,566 36,195 71,523 8,625 20,061 44,976 15,393 3,779 1,935 592 29,864 35,812
Changes from: April 2, 2019 Total Change is: 5,645
5,247 -1,538 134 -653 5,277 855 1,187 5,535 -4,154 -168 -47 67 3,129 -484
Percent of Open Interest Represented by Each Category of Trader
35.6 0.9 2.5 19.6 38.7 4.7 10.8 24.3 8.3 2.0 1.0 0.3 16.1 19.4
Number of Traders in Each Category Total Traders: 120
13 . 7 21 27 12 16 31 21 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 547,667
Positions
36,809 70,848 15,094 292,596 169,968 32,774 22,349 136,141 36,664 19,512 19,543 1,497 90,372 65,139
Changes from: April 2, 2019 Total Change is: -17,754
283 4,676 -3,712 -2,394 -4,772 -5,183 -1,270 -3,160 -6,241 380 -118 18 365 738
Percent of Open Interest Represented by Each Category of Trader
6.7 12.9 2.8 53.4 31.0 6.0 4.1 24.9 6.7 3.6 3.6 0.3 16.5 11.9
Number of Traders in Each Category Total Traders: 292
18 11 14 91 42 48 28 55 31 26 21 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 27,797
Positions
0 7,683 0 11,142 9,355 2,865 1,700 611 0 0 583 8 12,082 6,692
Changes from: April 2, 2019 Total Change is: 19
0 80 0 -185 374 79 92 -430 0 0 0 0 33 -84
Percent of Open Interest Represented by Each Category of Trader
0.0 27.6 0.0 40.1 33.7 10.3 6.1 2.2 0.0 0.0 2.1 0.0 43.5 24.1
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 9, 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 159,392
Positions
65,372 3,363 1,507 16,818 53,862 3,526 30,515 44,722 10,485 5,778 1,814 1,413 23,980 38,701
Changes from: April 2, 2019 Total Change is: -5,596
-2,607 538 -1,458 899 -1,575 -695 1,618 1,996 -1,207 238 -1,593 656 -3,040 -2,257
Percent of Open Interest Represented by Each Category of Trader
41.0 2.1 0.9 10.6 33.8 2.2 19.1 28.1 6.6 3.6 1.1 0.9 15.0 24.3
Number of Traders in Each Category Total Traders: 88
6 . 4 13 21 13 16 22 15 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 56,462
Positions
0 46,023 500 51,617 0 0 2,318 7,882 0 299 1,103 0 1,728 954
Changes from: April 2, 2019 Total Change is: -2,405
0 -82 0 -2,651 0 0 127 -1,949 0 0 0 0 119 -374
Percent of Open Interest Represented by Each Category of Trader
0.0 81.5 0.9 91.4 0.0 0.0 4.1 14.0 0.0 0.5 2.0 0.0 3.1 1.7
Number of Traders in Each Category Total Traders: 32
0 4 . 9 0 0 9 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 235,314
Positions
1,197 144,919 1,086 137,160 15,165 491 84,690 38,652 364 2,586 31,514 0 7,740 3,122
Changes from: April 2, 2019 Total Change is: 7,338
-56 5,234 137 5,022 3,703 -389 2,658 -1,135 -848 -211 668 0 1,024 -33
Percent of Open Interest Represented by Each Category of Trader
0.5 61.6 0.5 58.3 6.4 0.2 36.0 16.4 0.2 1.1 13.4 0.0 3.3 1.3
Number of Traders in Each Category Total Traders: 169
5 10 . 36 8 . 52 29 7 13 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 29,939
Positions
12,760 0 0 892 23,212 0 14,097 4,634 305 145 600 0 1,740 1,188
Changes from: April 2, 2019 Total Change is: 91
0 0 0 54 317 0 73 -1 46 0 25 0 -82 -296
Percent of Open Interest Represented by Each Category of Trader
42.6 0.0 0.0 3.0 77.5 0.0 47.1 15.5 1.0 0.5 2.0 0.0 5.8 4.0
Number of Traders in Each Category Total Traders: 32
. 0 0 . 4 0 9 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 37,648
Positions
11,496 4,202 241 11,170 12,948 453 9,019 11,937 2,085 155 785 0 3,029 4,997
Changes from: April 2, 2019 Total Change is: -1,535
422 -1,916 241 -2,621 2,237 -375 486 -1,809 308 -22 -549 0 26 327
Percent of Open Interest Represented by Each Category of Trader
30.5 11.2 0.6 29.7 34.4 1.2 24.0 31.7 5.5 0.4 2.1 0.0 8.0 13.3
Number of Traders in Each Category Total Traders: 82
7 6 . 10 14 . 15 25 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,980
Positions
6,041 21,701 1,124 10,467 955 1,611 10,749 4,592 1,043 1,555 1,390 0 7,391 7,565
Changes from: April 2, 2019 Total Change is: -285
-146 584 21 1,779 -802 -1,179 -881 1,249 299 205 -279 0 -382 -178
Percent of Open Interest Represented by Each Category of Trader
15.1 54.3 2.8 26.2 2.4 4.0 26.9 11.5 2.6 3.9 3.5 0.0 18.5 18.9
Number of Traders in Each Category Total Traders: 98
12 18 4 16 5 7 24 14 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 79,960
Positions
12,082 43,402 2,248 20,933 1,910 3,222 21,498 9,183 2,085 3,110 2,779 0 14,782 15,130
Changes from: April 2, 2019 Total Change is: -569
-292 1,167 42 3,557 -1,604 -2,358 -1,761 2,498 599 409 -557 0 -764 -356
Percent of Open Interest Represented by Each Category of Trader
15.1 54.3 2.8 26.2 2.4 4.0 26.9 11.5 2.6 3.9 3.5 0.0 18.5 18.9
Number of Traders in Each Category Total Traders: 98
12 18 4 16 5 7 24 14 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 24,691
Positions
1,717 19,796 0 20,650 1,346 592 370 1,862 0 0 452 0 1,362 643
Changes from: April 2, 2019 Total Change is: 114
-500 585 0 629 0 -33 0 -295 0 0 0 0 18 -143
Percent of Open Interest Represented by Each Category of Trader
7.0 80.2 0.0 83.6 5.5 2.4 1.5 7.5 0.0 0.0 1.8 0.0 5.5 2.6
Number of Traders in Each Category Total Traders: 26
. 8 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 732,559
Positions
60,800 141,628 30,703 273,464 118,117 62,018 52,195 81,508 139,132 15,238 57,085 18,899 80,111 83,469
Changes from: April 2, 2019 Total Change is: 19,313
5,038 5,284 2,429 -509 -4,179 791 2,480 1,217 12,522 501 2,721 1,903 -5,842 -3,375
Percent of Open Interest Represented by Each Category of Trader
8.3 19.3 4.2 37.3 16.1 8.5 7.1 11.1 19.0 2.1 7.8 2.6 10.9 11.4
Number of Traders in Each Category Total Traders: 620
30 39 41 169 91 134 79 100 108 56 55 54
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 54,013
Positions
3,771 14,574 2,296 3,711 1,909 2,519 7,097 1,899 14,375 179 22 286 19,780 16,133
Changes from: April 2, 2019 Total Change is: 3,992
609 -105 107 0 -122 697 3,603 900 3,256 28 1 -21 -4,286 -721
Percent of Open Interest Represented by Each Category of Trader
7.0 27.0 4.3 6.9 3.5 4.7 13.1 3.5 26.6 0.3 0.0 0.5 36.6 29.9
Number of Traders in Each Category Total Traders: 50
4 9 6 . . . 12 11 19 7 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 14,500
Positions
5,009 11,148 0 6,953 857 180 229 935 45 0 0 0 2,084 1,335
Changes from: April 2, 2019 Total Change is: 260
-4 -359 0 244 0 -41 0 466 0 0 0 0 61 194
Percent of Open Interest Represented by Each Category of Trader
34.5 76.9 0.0 48.0 5.9 1.2 1.6 6.4 0.3 0.0 0.0 0.0 14.4 9.2
Number of Traders in Each Category Total Traders: 22
6 4 0 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 3,392,732
Positions
290,402 640,528 136,778 1,354,248 586,525 292,011 258,157 430,710 591,120 76,081 286,106 92,277 301,658 336,677
Changes from: April 2, 2019 Total Change is: 76,604
23,936 28,737 9,821 -2,544 -20,285 468 13,472 20,668 27,248 2,471 13,708 9,508 -7,776 -13,269
Percent of Open Interest Represented by Each Category of Trader
8.6 18.9 4.0 39.9 17.3 8.6 7.6 12.7 17.4 2.2 8.4 2.7 8.9 9.9
Number of Traders in Each Category Total Traders: 607
30 38 40 169 90 133 76 98 101 52 53 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 34,319
Positions
1,887 11,964 18,000 11,081 1,157 1,182 0 756 0 0 0 0 2,169 1,260
Changes from: April 2, 2019 Total Change is: 751
-226 960 0 702 -110 55 0 -325 0 0 0 0 220 171
Percent of Open Interest Represented by Each Category of Trader
5.5 34.9 52.4 32.3 3.4 3.4 0.0 2.2 0.0 0.0 0.0 0.0 6.3 3.7
Number of Traders in Each Category Total Traders: 22
. 8 . 6 . . 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 9,610
Positions
1,475 8,731 2 5,831 281 0 216 218 0 0 0 0 2,086 378
Changes from: April 2, 2019 Total Change is: -576
372 -634 1 -718 0 0 -675 0 0 0 0 0 444 57
Percent of Open Interest Represented by Each Category of Trader
15.3 90.9 0.0 60.7 2.9 0.0 2.2 2.3 0.0 0.0 0.0 0.0 21.7 3.9
Number of Traders in Each Category Total Traders: 21
. 10 . 5 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 15,969
Positions
7,595 4,307 0 3,536 9,766 1,059 1,362 242 0 0 0 0 2,417 595
Changes from: April 2, 2019 Total Change is: 4,305
4,294 -444 0 -44 6,309 15 125 242 0 0 0 0 -85 -1,817
Percent of Open Interest Represented by Each Category of Trader
47.6 27.0 0.0 22.1 61.2 6.6 8.5 1.5 0.0 0.0 0.0 0.0 15.1 3.7
Number of Traders in Each Category Total Traders: 23
5 4 0 4 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 63,687
Positions
7,562 13,350 263 41,124 36,031 2,932 731 4,070 96 266 3,283 0 10,713 3,662
Changes from: April 2, 2019 Total Change is: 2,254
546 757 -366 1,893 179 -71 0 1,489 16 0 -238 0 236 488
Percent of Open Interest Represented by Each Category of Trader
11.9 21.0 0.4 64.6 56.6 4.6 1.1 6.4 0.2 0.4 5.2 0.0 16.8 5.7
Number of Traders in Each Category Total Traders: 80
6 8 . 36 18 14 . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 43,582
Positions
10,713 10,484 324 14,772 8,649 909 4,961 9,789 3,414 1,877 1,555 30 6,581 8,426
Changes from: April 2, 2019 Total Change is: 1,110
-290 827 70 680 -440 -28 34 -24 294 -16 -32 1 364 441
Percent of Open Interest Represented by Each Category of Trader
24.6 24.1 0.7 33.9 19.8 2.1 11.4 22.5 7.8 4.3 3.6 0.1 15.1 19.3
Number of Traders in Each Category Total Traders: 238
23 23 4 52 32 27 30 46 24 12 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 217,909
Positions
53,566 52,421 1,622 73,862 43,244 4,547 24,804 48,947 17,069 9,383 7,776 152 32,905 42,131
Changes from: April 2, 2019 Total Change is: 5,550
-1,449 4,134 348 3,399 -2,199 -138 171 -121 1,472 -79 -158 7 1,819 2,204
Percent of Open Interest Represented by Each Category of Trader
24.6 24.1 0.7 33.9 19.8 2.1 11.4 22.5 7.8 4.3 3.6 0.1 15.1 19.3
Number of Traders in Each Category Total Traders: 238
23 23 4 52 32 27 30 46 24 12 20 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 441,149
Positions
70,586 62,825 4,409 225,657 195,673 45,094 53,532 66,405 13,433 7,257 33,541 0 21,180 19,769
Changes from: April 2, 2019 Total Change is: -4,091
-4,259 4,241 -232 -2,620 -19,619 4,850 -5,206 3,330 1,525 202 1,923 -30 1,681 -77
Percent of Open Interest Represented by Each Category of Trader
16.0 14.2 1.0 51.2 44.4 10.2 12.1 15.1 3.0 1.6 7.6 0.0 4.8 4.5
Number of Traders in Each Category Total Traders: 273
23 16 8 69 51 41 45 48 34 11 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 26,159
Positions
5,746 0 0 12,012 1,708 699 1,639 19,785 412 681 278 0 4,970 3,277
Changes from: April 2, 2019 Total Change is: 599
773 0 0 493 -15 37 -937 922 385 -740 -193 0 588 -537
Percent of Open Interest Represented by Each Category of Trader
22.0 0.0 0.0 45.9 6.5 2.7 6.3 75.6 1.6 2.6 1.1 0.0 19.0 12.5
Number of Traders in Each Category Total Traders: 35
. 0 0 13 5 5 5 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 60,652
Positions
3,045 20,179 378 18,030 5,155 1,389 28,443 4,552 970 307 400 0 8,090 27,629
Changes from: April 2, 2019 Total Change is: -854
-2,493 2,068 91 1,197 -700 -686 703 -169 451 -215 -392 0 98 -1,517
Percent of Open Interest Represented by Each Category of Trader
5.0 33.3 0.6 29.7 8.5 2.3 46.9 7.5 1.6 0.5 0.7 0.0 13.3 45.6
Number of Traders in Each Category Total Traders: 68
7 14 4 14 6 6 16 9 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 323,759
Positions
33,868 188,735 3,691 238,192 84,169 18,151 12,447 20,751 119 5,564 1,608 0 11,727 6,535
Changes from: April 2, 2019 Total Change is: 3,525
1,324 -1,956 71 148 2,450 506 85 2,835 -11 15 199 0 1,387 -569
Percent of Open Interest Represented by Each Category of Trader
10.5 58.3 1.1 73.6 26.0 5.6 3.8 6.4 0.0 1.7 0.5 0.0 3.6 2.0
Number of Traders in Each Category Total Traders: 168
14 14 6 64 36 28 15 17 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 1,313,905
Positions
69,595 921,672 2,404 988,197 176,187 97,361 85,077 79,302 1,994 30,333 19,973 3,147 35,797 11,865
Changes from: April 2, 2019 Total Change is: 35,437
5,345 19,153 67 28,671 4,505 -6,444 4,354 8,110 21 2,192 7,582 1,593 -362 850
Percent of Open Interest Represented by Each Category of Trader
5.3 70.1 0.2 75.2 13.4 7.4 6.5 6.0 0.2 2.3 1.5 0.2 2.7 0.9
Number of Traders in Each Category Total Traders: 424
26 20 6 188 55 76 61 29 13 32 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 97,981
Positions
35,673 55,147 42,168 6,059 0 305 12,651 0 300 800 0 0 25 61
Changes from: April 2, 2019 Total Change is: 4,673
1,283 1,658 3,040 10 0 25 225 0 0 100 0 0 -10 -50
Percent of Open Interest Represented by Each Category of Trader
36.4 56.3 43.0 6.2 0.0 0.3 12.9 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 9, 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 1,135,140
Positions
10,577 64,999 17,264 440,319 350,350 214,462 91,623 145,271 147,640 27,941 27,932 12,338 172,975 154,884
Changes from: April 2, 2019 Total Change is: -20,442
-1,604 -2,289 -579 -8,321 -12,571 6,436 -780 -2,623 -5,520 -1,229 3,956 -966 -7,878 -6,285
Percent of Open Interest Represented by Each Category of Trader
0.9 5.7 1.5 38.8 30.9 18.9 8.1 12.8 13.0 2.5 2.5 1.1 15.2 13.6
Number of Traders in Each Category Total Traders: 197
6 18 14 61 29 53 31 31 42 7 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 1,159,052
Positions
4,779 207,311 317 702,573 52,266 191,977 29,330 600,743 11,944 41,325 681 1,273 175,534 92,540
Changes from: April 2, 2019 Total Change is: -12,418
-3,412 6,610 127 -657 2,228 -10,581 -740 -5,689 56 -2,963 456 -456 6,208 -5,169
Percent of Open Interest Represented by Each Category of Trader
0.4 17.9 0.0 60.6 4.5 16.6 2.5 51.8 1.0 3.6 0.1 0.1 15.1 8.0
Number of Traders in Each Category Total Traders: 128
. 13 4 62 16 52 8 24 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 3,631,920
Positions
126,596 313,126 30,938 1,725,482 512,744 280,271 594,295 1,994,123 213,435 455,080 159,821 16,094 189,730 111,368
Changes from: April 2, 2019 Total Change is: 220,973
4,921 -10,496 18,033 61,335 62,324 8,763 9,354 79,936 72,389 37,704 -3,773 -1,525 9,999 -4,678
Percent of Open Interest Represented by Each Category of Trader
3.5 8.6 0.9 47.5 14.1 7.7 16.4 54.9 5.9 12.5 4.4 0.4 5.2 3.1
Number of Traders in Each Category Total Traders: 353
20 26 10 121 31 79 55 58 47 26 16 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 4,697,177
Positions
204,754 219,108 262,220 1,666,432 966,911 797,625 411,015 1,192,739 492,790 277,159 220,649 96,602 488,580 448,535
Changes from: April 2, 2019 Total Change is: 13,264
5,229 14,572 13,085 21,357 34,367 -10,675 38,355 4,003 -55,916 11,096 11,745 -2,686 -6,582 4,768
Percent of Open Interest Represented by Each Category of Trader
4.4 4.7 5.6 35.5 20.6 17.0 8.8 25.4 10.5 5.9 4.7 2.1 10.4 9.5
Number of Traders in Each Category Total Traders: 409
29 28 36 99 78 111 64 64 84 24 23 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 734,253
Positions
21,660 66,161 3,729 313,016 323,713 82,638 131,863 99,474 6,586 58,639 8,828 500 115,621 142,624
Changes from: April 2, 2019 Total Change is: 1,424
-3,868 6,166 2,499 5,241 -158 -366 7,287 -1,020 -4,932 -6,814 -80 0 2,376 -686
Percent of Open Interest Represented by Each Category of Trader
2.9 9.0 0.5 42.6 44.1 11.3 18.0 13.5 0.9 8.0 1.2 0.1 15.7 19.4
Number of Traders in Each Category Total Traders: 110
5 10 . 27 32 36 19 11 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 4,756,115
Positions
101,966 373,937 131,772 2,208,274 798,581 786,558 457,195 1,619,768 401,918 294,345 262,088 15,332 358,755 366,161
Changes from: April 2, 2019 Total Change is: 41,972
5,641 24,937 4,511 46,991 37,683 -34,375 -12,609 -48,781 25,036 22,702 14,448 -2,096 -13,829 20,610
Percent of Open Interest Represented by Each Category of Trader
2.1 7.9 2.8 46.4 16.8 16.5 9.6 34.1 8.5 6.2 5.5 0.3 7.5 7.7
Number of Traders in Each Category Total Traders: 341
14 34 22 93 53 88 48 64 67 14 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 1,769,884
Positions
548,126 248,145 440,928 45,772 10,021 47,446 157,974 577,304 370,108 104,795 10,358 22,217 32,518 43,357
Changes from: April 2, 2019 Total Change is: -4,049
-40,834 -12,236 48,558 -684 -1,839 -2,124 -636 -13,256 -5,449 258 -7,618 -97 -3,041 -9,988
Percent of Open Interest Represented by Each Category of Trader
31.0 14.0 24.9 2.6 0.6 2.7 8.9 32.6 20.9 5.9 0.6 1.3 1.8 2.4
Number of Traders in Each Category Total Traders: 144
22 33 49 . 6 . 20 40 48 4 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 is25,503,492
Positions
2,809,604 1,570,543 5,094,381 613,456 1,756,409 1,524,152 1,272,382 1,016,204 12,848,278 287,520 247,074 312,943 740,775 1,133,507
Changes from: April 2, 2019 Total Change is: 452,046
-51,554 -212,542 202,222 5,411 127,489 43,610 2,608 54,663 246,199 -10,729 -9,892 -4,581 18,860 4,877
Percent of Open Interest Represented by Each Category of Trader
11.0 6.2 20.0 2.4 6.9 6.0 5.0 4.0 50.4 1.1 1.0 1.2 2.9 4.4
Number of Traders in Each Category Total Traders: 303
23 39 58 14 36 44 60 78 119 18 28 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 62,423
Positions
8,726 19,983 3,334 1,107 0 0 29,162 18,953 19,176 0 0 0 918 977
Changes from: April 2, 2019 Total Change is: -1,478
725 -876 505 0 0 0 -1,490 105 -694 0 0 0 -524 -518
Percent of Open Interest Represented by Each Category of Trader
14.0 32.0 5.3 1.8 0.0 0.0 46.7 30.4 30.7 0.0 0.0 0.0 1.5 1.6
Number of Traders in Each Category Total Traders: 33
. 8 6 . 0 0 11 10 15 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 48,156
Positions
11,167 13,657 4,596 3,470 1,200 0 21,470 21,753 6,515 400 0 0 538 435
Changes from: April 2, 2019 Total Change is: 976
1,604 2,101 -1,349 23 0 0 -246 -426 674 0 0 0 270 -24
Percent of Open Interest Represented by Each Category of Trader
23.2 28.4 9.5 7.2 2.5 0.0 44.6 45.2 13.5 0.8 0.0 0.0 1.1 0.9
Number of Traders in Each Category Total Traders: 51
7 8 7 . . 0 17 15 17 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 19,922
Positions
2,379 4,460 0 1,362 6,084 0 9,007 6,098 71 7,073 1,200 0 30 2,009
Changes from: April 2, 2019 Total Change is: -953
9 -588 0 0 127 0 -942 -1,094 0 -39 0 0 19 602
Percent of Open Interest Represented by Each Category of Trader
11.9 22.4 0.0 6.8 30.5 0.0 45.2 30.6 0.4 35.5 6.0 0.0 0.2 10.1
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 4 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 16,971
Positions
2,833 8,326 0 755 2,238 9 13,317 4,507 0 0 237 0 57 1,654
Changes from: April 2, 2019 Total Change is: -975
-18 297 0 0 -91 0 -967 -1,199 0 0 -34 0 10 52
Percent of Open Interest Represented by Each Category of Trader
16.7 49.1 0.0 4.4 13.2 0.1 78.5 26.6 0.0 0.0 1.4 0.0 0.3 9.7
Number of Traders in Each Category Total Traders: 27
. 5 0 . 8 . . 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 48,320
Positions
10,763 4,214 15,507 0 220 0 8,035 8,604 13,710 30 5,765 246 29 54
Changes from: April 2, 2019 Total Change is: -220
0 0 0 0 0 0 -185 -85 0 -34 -130 0 -1 -5
Percent of Open Interest Represented by Each Category of Trader
22.3 8.7 32.1 0.0 0.5 0.0 16.6 17.8 28.4 0.1 11.9 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 21
. . . 0 . 0 4 4 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 3,273
Positions
55 0 0 0 0 0 366 1,573 211 1,176 1,282 0 1,465 207
Changes from: April 2, 2019 Total Change is: 46
0 0 0 0 0 0 15 -289 143 129 348 -50 -191 -106
Percent of Open Interest Represented by Each Category of Trader
1.7 0.0 0.0 0.0 0.0 0.0 11.2 48.1 6.4 35.9 39.2 0.0 44.8 6.3
Number of Traders in Each Category Total Traders: 28
. 0 0 0 0 0 6 6 4 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 4,443
Positions
0 158 0 244 80 3 1,968 2,714 350 634 804 68 1,176 266
Changes from: April 2, 2019 Total Change is: 443
0 0 0 -71 -9 -32 451 116 -66 36 364 48 77 22
Percent of Open Interest Represented by Each Category of Trader
0.0 3.6 0.0 5.5 1.8 0.1 44.3 61.1 7.9 14.3 18.1 1.5 26.5 6.0
Number of Traders in Each Category Total Traders: 48
0 . 0 . . . 12 20 8 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 50,888
Positions
567 25,584 0 22,217 2,564 411 20,010 17,796 1,412 2,297 934 151 3,823 2,036
Changes from: April 2, 2019 Total Change is: 134
125 0 0 -693 -86 19 467 -543 325 -28 186 0 -81 233
Percent of Open Interest Represented by Each Category of Trader
1.1 50.3 0.0 43.7 5.0 0.8 39.3 35.0 2.8 4.5 1.8 0.3 7.5 4.0
Number of Traders in Each Category Total Traders: 100
. . 0 14 6 . 27 23 10 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 403,033
Positions
79,982 8,736 21,801 139,785 106,368 28,207 35,629 141,635 45,255 11,319 6,314 14,952 26,103 29,765
Changes from: April 2, 2019 Total Change is: 25,630
10,713 1,702 2,919 16,188 6,195 1,275 -5,207 12,634 -2,912 435 3,061 2,227 -8 -1,471
Percent of Open Interest Represented by Each Category of Trader
19.8 2.2 5.4 34.7 26.4 7.0 8.8 35.1 11.2 2.8 1.6 3.7 6.5 7.4
Number of Traders in Each Category Total Traders: 210
17 8 17 21 35 26 35 57 53 11 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 9, 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 27,715
Positions
1,355 957 1,143 23,474 2,812 110 192 21,645 100 1,140 364 0 201 584
Changes from: April 2, 2019 Total Change is: -829
0 317 0 -761 -1,443 -94 25 214 0 -5 -5 0 6 182
Percent of Open Interest Represented by Each Category of Trader
4.9 3.5 4.1 84.7 10.1 0.4 0.7 78.1 0.4 4.1 1.3 0.0 0.7 2.1
Number of Traders in Each Category Total Traders: 42
. . . 11 5 . . 10 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 12, 2019