Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 158,099
Positions
41,641 106 4,400 38,953 40,807 6,426 12,139 55,451 13,989 11,401 2,015 47 29,102 34,857
Changes from: April 9, 2019 Total Change is: -5,055
4,274 -97 -1,090 83 3,596 -866 -6,447 -7,032 -85 217 7 0 -1,141 512
Percent of Open Interest Represented by Each Category of Trader
26.3 0.1 2.8 24.6 25.8 4.1 7.7 35.1 8.8 7.2 1.3 0.0 18.4 22.0
Number of Traders in Each Category Total Traders: 107
11 . 7 16 17 14 18 28 20 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 83,544
Positions
55,044 1,743 884 2,512 25,707 488 15,075 25,297 1,548 676 919 0 7,316 26,958
Changes from: April 9, 2019 Total Change is: 8,011
8,748 -122 -68 523 1,624 72 -1,403 3,718 359 0 0 0 -220 2,429
Percent of Open Interest Represented by Each Category of Trader
65.9 2.1 1.1 3.0 30.8 0.6 18.0 30.3 1.9 0.8 1.1 0.0 8.8 32.3
Number of Traders in Each Category Total Traders: 60
7 . . 4 17 . 10 18 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 164,916
Positions
11,873 16,970 4,928 56,784 63,301 4,745 38,883 20,597 13,709 2,810 10,090 243 30,941 30,332
Changes from: April 9, 2019 Total Change is: 686
-131 6,100 -3,525 4,149 3,406 -85 5,227 918 -4,259 -932 -22 -37 277 -1,812
Percent of Open Interest Represented by Each Category of Trader
7.2 10.3 3.0 34.4 38.4 2.9 23.6 12.5 8.3 1.7 6.1 0.1 18.8 18.4
Number of Traders in Each Category Total Traders: 119
6 8 9 15 24 12 30 24 17 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 223,445
Positions
91,708 1,741 3,605 40,259 79,462 8,845 25,043 67,342 17,800 3,774 2,396 689 31,723 41,565
Changes from: April 9, 2019 Total Change is: 38,449
25,786 167 -960 4,064 7,939 220 4,982 22,366 2,407 -6 461 97 1,859 5,752
Percent of Open Interest Represented by Each Category of Trader
41.0 0.8 1.6 18.0 35.6 4.0 11.2 30.1 8.0 1.7 1.1 0.3 14.2 18.6
Number of Traders in Each Category Total Traders: 134
13 . 7 21 28 11 15 44 20 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 553,608
Positions
36,176 80,910 15,043 298,177 165,069 33,745 24,516 135,285 37,906 18,378 20,463 1,531 88,137 63,655
Changes from: April 9, 2019 Total Change is: 5,941
-633 10,062 -51 5,581 -4,899 971 2,167 -856 1,242 -1,135 920 34 -2,235 -1,484
Percent of Open Interest Represented by Each Category of Trader
6.5 14.6 2.7 53.9 29.8 6.1 4.4 24.4 6.8 3.3 3.7 0.3 15.9 11.5
Number of Traders in Each Category Total Traders: 297
18 12 16 93 41 49 33 53 29 26 21 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 28,394
Positions
0 7,544 0 10,582 9,396 3,280 2,203 433 1 0 583 8 12,320 7,149
Changes from: April 9, 2019 Total Change is: 597
0 -139 0 -560 41 415 503 -178 1 0 0 0 238 457
Percent of Open Interest Represented by Each Category of Trader
0.0 26.6 0.0 37.3 33.1 11.6 7.8 1.5 0.0 0.0 2.1 0.0 43.4 25.2
Number of Traders in Each Category Total Traders: 24
0 . 0 10 7 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 155,122
Positions
59,243 7,316 2,291 16,850 48,130 3,637 31,957 40,872 11,503 6,496 1,950 1,484 21,662 37,939
Changes from: April 9, 2019 Total Change is: -4,270
-6,129 3,953 784 32 -5,732 111 1,442 -3,850 1,018 718 137 72 -2,318 -761
Percent of Open Interest Represented by Each Category of Trader
38.2 4.7 1.5 10.9 31.0 2.3 20.6 26.3 7.4 4.2 1.3 1.0 14.0 24.5
Number of Traders in Each Category Total Traders: 93
6 6 6 12 19 11 17 25 17 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 58,131
Positions
0 46,546 500 52,359 0 0 3,142 9,131 0 524 1,021 0 1,606 933
Changes from: April 9, 2019 Total Change is: 1,669
0 523 0 742 0 0 824 1,249 0 225 -82 0 -122 -21
Percent of Open Interest Represented by Each Category of Trader
0.0 80.1 0.9 90.1 0.0 0.0 5.4 15.7 0.0 0.9 1.8 0.0 2.8 1.6
Number of Traders in Each Category Total Traders: 36
0 4 . 10 0 0 11 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 245,117
Positions
836 147,399 1,153 144,217 18,211 0 89,098 42,363 567 2,490 32,206 0 6,757 3,219
Changes from: April 9, 2019 Total Change is: 9,803
-361 2,479 66 7,057 3,046 -491 4,408 3,711 203 -96 692 0 -983 97
Percent of Open Interest Represented by Each Category of Trader
0.3 60.1 0.5 58.8 7.4 0.0 36.3 17.3 0.2 1.0 13.1 0.0 2.8 1.3
Number of Traders in Each Category Total Traders: 179
5 9 . 36 8 0 58 33 7 12 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 29,973
Positions
12,760 274 0 1,080 22,890 0 12,660 4,451 312 1,345 620 0 1,816 1,426
Changes from: April 9, 2019 Total Change is: 34
0 274 0 188 -322 0 -1,437 -183 7 1,200 20 0 76 238
Percent of Open Interest Represented by Each Category of Trader
42.6 0.9 0.0 3.6 76.4 0.0 42.2 14.9 1.0 4.5 2.1 0.0 6.1 4.8
Number of Traders in Each Category Total Traders: 33
. . 0 . 4 0 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 37,817
Positions
13,707 2,486 28 9,965 15,960 322 8,449 10,504 1,996 174 935 0 3,175 5,586
Changes from: April 9, 2019 Total Change is: 169
2,212 -1,716 -213 -1,205 3,012 -131 -570 -1,433 -89 19 150 0 146 589
Percent of Open Interest Represented by Each Category of Trader
36.2 6.6 0.1 26.4 42.2 0.9 22.3 27.8 5.3 0.5 2.5 0.0 8.4 14.8
Number of Traders in Each Category Total Traders: 79
9 4 . 9 15 . 14 23 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 41,377
Positions
6,828 24,102 1,211 14,768 680 293 5,742 3,535 1,737 1,494 1,848 0 9,304 7,971
Changes from: April 9, 2019 Total Change is: 1,397
787 2,401 87 4,302 -275 -1,318 -5,007 -1,057 695 -61 459 0 1,913 406
Percent of Open Interest Represented by Each Category of Trader
16.5 58.3 2.9 35.7 1.6 0.7 13.9 8.5 4.2 3.6 4.5 0.0 22.5 19.3
Number of Traders in Each Category Total Traders: 95
13 20 4 16 . 6 20 12 7 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 82,754
Positions
13,656 48,205 2,422 29,536 1,360 586 11,483 7,070 3,474 2,988 3,696 0 18,608 15,941
Changes from: April 9, 2019 Total Change is: 2,794
1,574 4,802 174 8,603 -550 -2,636 -10,014 -2,113 1,389 -122 917 0 3,826 811
Percent of Open Interest Represented by Each Category of Trader
16.5 58.3 2.9 35.7 1.6 0.7 13.9 8.5 4.2 3.6 4.5 0.0 22.5 19.3
Number of Traders in Each Category Total Traders: 95
13 20 4 16 . 6 20 12 7 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 26,294
Positions
2,109 21,232 0 21,634 1,347 561 723 1,476 0 0 452 0 1,267 1,226
Changes from: April 9, 2019 Total Change is: 1,603
392 1,436 0 984 1 -31 353 -386 0 0 0 0 -95 583
Percent of Open Interest Represented by Each Category of Trader
8.0 80.7 0.0 82.3 5.1 2.1 2.7 5.6 0.0 0.0 1.7 0.0 4.8 4.7
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 16, 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 762,662
Positions
59,736 151,264 34,704 279,735 118,154 61,289 55,313 83,686 149,885 16,284 57,462 18,510 87,205 87,708
Changes from: April 9, 2019 Total Change is: 30,102
-1,063 9,636 4,001 6,272 36 -730 3,118 2,179 10,753 1,046 376 -390 7,094 4,240
Percent of Open Interest Represented by Each Category of Trader
7.8 19.8 4.6 36.7 15.5 8.0 7.3 11.0 19.7 2.1 7.5 2.4 11.4 11.5
Number of Traders in Each Category Total Traders: 626
33 37 41 170 90 132 86 99 108 57 53 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 63,972
Positions
4,441 17,833 2,562 3,790 2,061 2,441 8,046 4,446 17,551 264 29 231 24,645 16,817
Changes from: April 9, 2019 Total Change is: 9,959
670 3,259 266 79 152 -78 949 2,547 3,176 85 7 -55 4,866 684
Percent of Open Interest Represented by Each Category of Trader
6.9 27.9 4.0 5.9 3.2 3.8 12.6 7.0 27.4 0.4 0.0 0.4 38.5 26.3
Number of Traders in Each Category Total Traders: 54
4 10 5 . . . 10 15 21 7 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 14,545
Positions
4,982 11,407 0 6,955 857 178 229 697 45 0 0 0 2,156 1,361
Changes from: April 9, 2019 Total Change is: 45
-27 259 0 2 0 -2 0 -238 0 0 0 0 72 26
Percent of Open Interest Represented by Each Category of Trader
34.3 78.4 0.0 47.8 5.9 1.2 1.6 4.8 0.3 0.0 0.0 0.0 14.8 9.4
Number of Traders in Each Category Total Traders: 21
6 4 0 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 3,493,449
Positions
283,919 674,599 153,267 1,385,212 585,948 288,754 283,130 442,998 614,875 81,168 288,230 90,324 312,800 354,455
Changes from: April 9, 2019 Total Change is: 100,717
-6,483 34,071 16,489 30,964 -577 -3,257 24,973 12,288 23,756 5,087 2,123 -1,953 11,142 17,778
Percent of Open Interest Represented by Each Category of Trader
8.1 19.3 4.4 39.7 16.8 8.3 8.1 12.7 17.6 2.3 8.3 2.6 9.0 10.1
Number of Traders in Each Category Total Traders: 611
33 36 40 170 89 131 83 95 100 53 51 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 35,541
Positions
1,673 12,290 18,000 11,273 1,212 1,127 252 985 0 0 0 0 3,216 1,927
Changes from: April 9, 2019 Total Change is: 1,222
-214 326 0 192 55 -55 252 229 0 0 0 0 1,047 667
Percent of Open Interest Represented by Each Category of Trader
4.7 34.6 50.6 31.7 3.4 3.2 0.7 2.8 0.0 0.0 0.0 0.0 9.0 5.4
Number of Traders in Each Category Total Traders: 25
. 8 . 7 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 9,539
Positions
1,184 8,201 25 5,614 281 0 216 494 0 0 0 0 2,500 538
Changes from: April 9, 2019 Total Change is: -71
-291 -530 23 -217 0 0 0 276 0 0 0 0 414 160
Percent of Open Interest Represented by Each Category of Trader
12.4 86.0 0.3 58.9 2.9 0.0 2.3 5.2 0.0 0.0 0.0 0.0 26.2 5.6
Number of Traders in Each Category Total Traders: 20
. 9 . 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 17,250
Positions
8,403 4,307 0 3,255 10,551 1,104 1,292 242 0 0 0 0 3,196 1,046
Changes from: April 9, 2019 Total Change is: 1,281
808 0 0 -281 785 45 -70 0 0 0 0 0 779 451
Percent of Open Interest Represented by Each Category of Trader
48.7 25.0 0.0 18.9 61.2 6.4 7.5 1.4 0.0 0.0 0.0 0.0 18.5 6.1
Number of Traders in Each Category Total Traders: 23
6 4 0 . 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 64,178
Positions
7,422 13,312 271 40,661 36,146 2,856 796 4,421 286 266 3,283 0 11,620 3,603
Changes from: April 9, 2019 Total Change is: 491
-140 -38 8 -463 115 -76 65 351 190 0 0 0 907 -59
Percent of Open Interest Represented by Each Category of Trader
11.6 20.7 0.4 63.4 56.3 4.5 1.2 6.9 0.4 0.4 5.1 0.0 18.1 5.6
Number of Traders in Each Category Total Traders: 79
6 7 . 34 19 14 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 45,516
Positions
11,154 8,999 288 14,555 9,717 1,108 5,483 10,587 3,743 2,060 1,648 40 7,086 9,386
Changes from: April 9, 2019 Total Change is: 1,934
440 -1,485 -37 -217 1,069 198 522 797 330 183 93 9 505 960
Percent of Open Interest Represented by Each Category of Trader
24.5 19.8 0.6 32.0 21.3 2.4 12.0 23.3 8.2 4.5 3.6 0.1 15.6 20.6
Number of Traders in Each Category Total Traders: 239
25 18 4 50 30 29 29 54 22 11 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 227,581
Positions
55,768 44,997 1,438 72,774 48,587 5,539 27,414 52,934 18,717 10,300 8,241 199 35,432 46,930
Changes from: April 9, 2019 Total Change is: 9,672
2,202 -7,424 -184 -1,087 5,343 991 2,610 3,987 1,648 917 465 47 2,527 4,799
Percent of Open Interest Represented by Each Category of Trader
24.5 19.8 0.6 32.0 21.3 2.4 12.0 23.3 8.2 4.5 3.6 0.1 15.6 20.6
Number of Traders in Each Category Total Traders: 239
25 18 4 50 30 29 29 54 22 11 22 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 434,372
Positions
68,610 60,197 5,331 225,518 193,797 41,089 54,229 73,200 11,467 7,505 31,117 0 20,624 18,176
Changes from: April 9, 2019 Total Change is: -6,777
-1,977 -2,628 922 -139 -1,876 -4,005 697 6,794 -1,966 248 -2,424 0 -557 -1,593
Percent of Open Interest Represented by Each Category of Trader
15.8 13.9 1.2 51.9 44.6 9.5 12.5 16.9 2.6 1.7 7.2 0.0 4.7 4.2
Number of Traders in Each Category Total Traders: 286
24 20 8 71 51 42 44 52 32 12 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 25,905
Positions
5,745 0 0 12,889 1,059 309 1,087 21,014 1 713 0 0 5,161 3,522
Changes from: April 9, 2019 Total Change is: -254
-1 0 0 877 -649 -390 -552 1,229 -411 32 -278 0 191 245
Percent of Open Interest Represented by Each Category of Trader
22.2 0.0 0.0 49.8 4.1 1.2 4.2 81.1 0.0 2.8 0.0 0.0 19.9 13.6
Number of Traders in Each Category Total Traders: 34
. 0 0 15 . 4 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 61,291
Positions
2,487 22,459 297 17,750 5,221 1,120 31,483 3,431 302 0 400 0 7,852 28,061
Changes from: April 9, 2019 Total Change is: 639
-558 2,280 -81 -280 66 -269 3,040 -1,121 -668 -307 0 0 -238 432
Percent of Open Interest Represented by Each Category of Trader
4.1 36.6 0.5 29.0 8.5 1.8 51.4 5.6 0.5 0.0 0.7 0.0 12.8 45.8
Number of Traders in Each Category Total Traders: 72
6 17 . 13 8 7 18 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 329,276
Positions
34,205 196,315 3,823 243,357 82,320 19,623 11,215 18,974 287 5,559 1,608 0 11,207 6,326
Changes from: April 9, 2019 Total Change is: 5,517
337 7,580 132 5,165 -1,849 1,472 -1,232 -1,777 168 -5 0 0 -520 -209
Percent of Open Interest Represented by Each Category of Trader
10.4 59.6 1.2 73.9 25.0 6.0 3.4 5.8 0.1 1.7 0.5 0.0 3.4 1.9
Number of Traders in Each Category Total Traders: 165
14 14 7 65 35 31 12 17 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 1,318,846
Positions
72,078 933,553 2,458 990,676 172,056 97,656 83,515 75,448 1,966 31,037 20,892 3,403 36,057 11,414
Changes from: April 9, 2019 Total Change is: 4,941
2,483 11,881 54 2,479 -4,131 295 -1,562 -3,854 -28 704 919 256 260 -451
Percent of Open Interest Represented by Each Category of Trader
5.5 70.8 0.2 75.1 13.0 7.4 6.3 5.7 0.1 2.4 1.6 0.3 2.7 0.9
Number of Traders in Each Category Total Traders: 426
27 20 7 188 55 77 58 32 14 33 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 101,270
Positions
34,487 54,098 46,507 6,194 0 305 12,651 0 300 800 0 0 26 60
Changes from: April 9, 2019 Total Change is: 3,289
-1,186 -1,049 4,339 135 0 0 0 0 0 0 0 0 1 -1
Percent of Open Interest Represented by Each Category of Trader
34.1 53.4 45.9 6.1 0.0 0.3 12.5 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 17 9 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 1,152,099
Positions
10,889 71,386 19,886 441,516 345,192 215,812 96,963 146,810 145,984 26,535 35,212 9,570 184,944 162,247
Changes from: April 9, 2019 Total Change is: 16,959
311 6,387 2,622 1,197 -5,157 1,350 5,340 1,539 -1,657 -1,407 7,279 -2,767 11,969 7,363
Percent of Open Interest Represented by Each Category of Trader
0.9 6.2 1.7 38.3 30.0 18.7 8.4 12.7 12.7 2.3 3.1 0.8 16.1 14.1
Number of Traders in Each Category Total Traders: 194
8 19 16 59 28 50 19 38 37 8 15 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 1,176,561
Positions
6,265 211,969 6,293 712,441 48,595 185,145 27,269 603,484 26,037 42,002 728 1,226 169,883 93,084
Changes from: April 9, 2019 Total Change is: 17,509
1,486 4,658 5,976 9,868 -3,671 -6,832 -2,060 2,742 14,092 677 47 -47 -5,650 544
Percent of Open Interest Represented by Each Category of Trader
0.5 18.0 0.5 60.6 4.1 15.7 2.3 51.3 2.2 3.6 0.1 0.1 14.4 7.9
Number of Traders in Each Category Total Traders: 131
. 13 5 64 16 55 8 24 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 3,712,530
Positions
126,679 309,605 49,252 1,775,668 532,238 282,167 550,554 1,994,728 256,810 482,710 160,622 15,861 172,830 111,248
Changes from: April 9, 2019 Total Change is: 80,610
83 -3,521 18,314 50,185 19,494 1,896 -43,741 605 43,375 27,630 801 -233 -16,900 -120
Percent of Open Interest Represented by Each Category of Trader
3.4 8.3 1.3 47.8 14.3 7.6 14.8 53.7 6.9 13.0 4.3 0.4 4.7 3.0
Number of Traders in Each Category Total Traders: 360
22 27 14 119 36 80 57 60 49 24 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 4,895,760
Positions
219,421 240,737 244,638 1,690,931 1,035,886 829,882 397,954 1,186,463 579,742 366,879 216,068 93,857 472,456 468,487
Changes from: April 9, 2019 Total Change is: 198,583
14,666 21,630 -17,582 24,499 68,975 32,258 -13,061 -6,277 86,952 89,720 -4,581 -2,745 -16,124 19,953
Percent of Open Interest Represented by Each Category of Trader
4.5 4.9 5.0 34.5 21.2 17.0 8.1 24.2 11.8 7.5 4.4 1.9 9.7 9.6
Number of Traders in Each Category Total Traders: 416
28 29 35 99 78 110 67 63 83 29 23 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 748,228
Positions
28,672 67,959 1,276 308,824 315,390 90,734 131,568 110,402 7,340 58,831 8,828 500 120,483 145,799
Changes from: April 9, 2019 Total Change is: 13,975
7,012 1,798 -2,453 -4,192 -8,323 8,096 -295 10,928 754 192 0 0 4,862 3,175
Percent of Open Interest Represented by Each Category of Trader
3.8 9.1 0.2 41.3 42.2 12.1 17.6 14.8 1.0 7.9 1.2 0.1 16.1 19.5
Number of Traders in Each Category Total Traders: 107
5 10 . 24 33 36 18 11 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 4,985,017
Positions
94,164 405,219 120,296 2,269,228 814,374 816,937 440,974 1,657,350 513,132 343,227 275,277 19,640 367,420 362,794
Changes from: April 9, 2019 Total Change is: 228,902
-7,802 31,282 -11,476 60,954 15,793 30,378 -16,221 37,582 111,213 48,882 13,189 4,308 8,665 -3,368
Percent of Open Interest Represented by Each Category of Trader
1.9 8.1 2.4 45.5 16.3 16.4 8.8 33.2 10.3 6.9 5.5 0.4 7.4 7.3
Number of Traders in Each Category Total Traders: 341
13 34 25 93 56 91 49 60 59 13 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 1,796,560
Positions
584,085 295,232 437,489 39,724 13,627 45,868 135,787 548,393 382,449 115,471 13,629 18,436 37,250 41,436
Changes from: April 9, 2019 Total Change is: 26,676
35,959 47,087 -3,439 -6,048 3,606 -1,578 -22,187 -28,911 12,342 10,676 3,271 -3,781 4,732 -1,921
Percent of Open Interest Represented by Each Category of Trader
32.5 16.4 24.4 2.2 0.8 2.6 7.6 30.5 21.3 6.4 0.8 1.0 2.1 2.3
Number of Traders in Each Category Total Traders: 149
23 32 50 . 7 . 22 41 46 4 11 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 is24,638,245
Positions
2,791,894 1,522,884 4,937,400 615,284 1,828,097 1,586,667 1,295,685 940,648 12,264,004 189,231 233,610 237,714 720,367 1,087,223
Changes from: April 9, 2019 Total Change is: -865,247
-17,710 -47,659 -156,981 1,828 71,688 62,514 23,304 -75,556 -584,274 -98,290 -13,464 -75,229 -20,409 -46,285
Percent of Open Interest Represented by Each Category of Trader
11.3 6.2 20.0 2.5 7.4 6.4 5.3 3.8 49.8 0.8 0.9 1.0 2.9 4.4
Number of Traders in Each Category Total Traders: 305
28 40 63 15 34 41 65 73 117 16 29 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 56,940
Positions
9,143 16,241 4,821 1,107 0 0 24,953 18,987 16,770 0 0 0 146 121
Changes from: April 9, 2019 Total Change is: -5,483
417 -3,742 1,487 0 0 0 -4,209 34 -2,406 0 0 0 -772 -856
Percent of Open Interest Represented by Each Category of Trader
16.1 28.5 8.5 1.9 0.0 0.0 43.8 33.3 29.5 0.0 0.0 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 32
. 8 6 . 0 0 10 10 15 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 49,667
Positions
10,926 14,819 5,926 3,335 1,569 50 20,621 19,518 7,351 400 0 0 1,058 434
Changes from: April 9, 2019 Total Change is: 1,511
-241 1,162 1,330 -135 369 50 -849 -2,235 836 0 0 0 520 -1
Percent of Open Interest Represented by Each Category of Trader
22.0 29.8 11.9 6.7 3.2 0.1 41.5 39.3 14.8 0.8 0.0 0.0 2.1 0.9
Number of Traders in Each Category Total Traders: 51
8 6 7 . . . 18 15 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 19,863
Positions
2,384 5,274 0 1,362 5,263 0 8,576 5,368 71 7,453 1,200 0 17 2,687
Changes from: April 9, 2019 Total Change is: -59
5 814 0 0 -821 0 -431 -730 0 380 0 0 -13 678
Percent of Open Interest Represented by Each Category of Trader
12.0 26.6 0.0 6.9 26.5 0.0 43.2 27.0 0.4 37.5 6.0 0.0 0.1 13.5
Number of Traders in Each Category Total Traders: 36
. 4 0 . 10 0 5 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 16,456
Positions
2,828 8,046 0 743 2,122 9 12,804 4,523 0 0 237 0 72 1,519
Changes from: April 9, 2019 Total Change is: -515
-5 -280 0 -12 -116 0 -513 16 0 0 0 0 15 -135
Percent of Open Interest Represented by Each Category of Trader
17.2 48.9 0.0 4.5 12.9 0.1 77.8 27.5 0.0 0.0 1.4 0.0 0.4 9.2
Number of Traders in Each Category Total Traders: 28
. 5 0 . 8 . 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 48,443
Positions
10,763 4,264 15,507 0 220 0 8,143 8,707 13,710 30 5,762 246 44 27
Changes from: April 9, 2019 Total Change is: 123
0 50 0 0 0 0 108 103 0 0 -3 0 15 -27
Percent of Open Interest Represented by Each Category of Trader
22.2 8.8 32.0 0.0 0.5 0.0 16.8 18.0 28.3 0.1 11.9 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 4 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 2,764
Positions
55 0 0 0 0 0 212 1,198 96 1,168 1,271 0 1,233 199
Changes from: April 9, 2019 Total Change is: -509
0 0 0 0 0 0 -154 -375 -115 -8 -11 0 -232 -8
Percent of Open Interest Represented by Each Category of Trader
2.0 0.0 0.0 0.0 0.0 0.0 7.7 43.3 3.5 42.3 46.0 0.0 44.6 7.2
Number of Traders in Each Category Total Traders: 24
. 0 0 0 0 0 . 6 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 4,324
Positions
0 158 0 163 201 0 2,272 2,541 176 532 975 17 1,164 256
Changes from: April 9, 2019 Total Change is: -119
0 0 0 -81 121 -3 304 -173 -174 -102 171 -51 -12 -10
Percent of Open Interest Represented by Each Category of Trader
0.0 3.7 0.0 3.8 4.6 0.0 52.5 58.8 4.1 12.3 22.5 0.4 26.9 5.9
Number of Traders in Each Category Total Traders: 45
0 . 0 . . 0 9 20 4 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 49,925
Positions
597 25,684 0 21,311 2,614 400 19,711 16,721 1,733 2,060 814 31 4,081 1,927
Changes from: April 9, 2019 Total Change is: -963
30 100 0 -906 50 -11 -299 -1,075 322 -237 -120 -120 258 -108
Percent of Open Interest Represented by Each Category of Trader
1.2 51.4 0.0 42.7 5.2 0.8 39.5 33.5 3.5 4.1 1.6 0.1 8.2 3.9
Number of Traders in Each Category Total Traders: 99
. 4 0 14 6 . 27 22 13 17 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 463,491
Positions
91,940 9,800 32,911 136,991 122,708 33,578 52,589 157,553 65,380 16,269 3,553 9,223 24,610 28,785
Changes from: April 9, 2019 Total Change is: 60,458
11,958 1,064 11,110 -2,794 16,340 5,371 16,960 15,918 20,125 4,950 -2,761 -5,729 -1,493 -980
Percent of Open Interest Represented by Each Category of Trader
19.8 2.1 7.1 29.6 26.5 7.2 11.3 34.0 14.1 3.5 0.8 2.0 5.3 6.2
Number of Traders in Each Category Total Traders: 211
17 11 19 20 37 24 34 58 53 14 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 16, 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 28,016
Positions
1,355 1,119 1,143 23,807 3,312 0 198 22,159 100 1,165 150 0 248 33
Changes from: April 9, 2019 Total Change is: 301
0 162 0 333 500 -110 6 514 0 25 -214 0 47 -551
Percent of Open Interest Represented by Each Category of Trader
4.8 4.0 4.1 85.0 11.8 0.0 0.7 79.1 0.4 4.2 0.5 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 44
. . . 13 4 0 . 11 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 19, 2019