Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 167,987
Positions
47,653 594 3,895 39,138 47,614 6,822 11,752 51,025 16,708 12,318 2,744 50 29,650 38,536
Changes from: April 23, 2019 Total Change is: 1,615
4,867 -1,096 -226 -1,916 3,921 1,018 -3,834 -4,924 1,735 111 236 -5 -135 956
Percent of Open Interest Represented by Each Category of Trader
28.4 0.4 2.3 23.3 28.3 4.1 7.0 30.4 9.9 7.3 1.6 0.0 17.7 22.9
Number of Traders in Each Category Total Traders: 107
10 . 7 14 19 14 16 28 18 13 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 105,141
Positions
68,417 1,871 1,016 1,698 31,122 313 22,306 37,866 1,408 919 871 0 9,065 30,675
Changes from: April 23, 2019 Total Change is: 8,652
3,392 -9 68 -96 1,676 -526 4,164 5,684 27 0 0 0 1,623 1,733
Percent of Open Interest Represented by Each Category of Trader
65.1 1.8 1.0 1.6 29.6 0.3 21.2 36.0 1.3 0.9 0.8 0.0 8.6 29.2
Number of Traders in Each Category Total Traders: 63
8 . . . 18 . 10 21 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 181,156
Positions
24,976 8,032 4,279 63,486 80,240 6,181 37,987 20,689 15,888 855 10,576 199 27,304 35,072
Changes from: April 23, 2019 Total Change is: 3,732
13,399 -1,979 -1,341 394 8,346 -415 -4,055 116 -415 -1,976 -327 -10 -1,849 -244
Percent of Open Interest Represented by Each Category of Trader
13.8 4.4 2.4 35.0 44.3 3.4 21.0 11.4 8.8 0.5 5.8 0.1 15.1 19.4
Number of Traders in Each Category Total Traders: 122
8 5 8 17 26 12 33 23 19 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 229,150
Positions
108,902 1,690 3,205 33,508 89,129 8,948 18,701 62,821 18,733 3,487 2,435 965 32,700 41,223
Changes from: April 23, 2019 Total Change is: -3,249
9,327 -93 -597 -6,353 4,395 -1,263 -3,724 -4,585 335 -572 -152 172 -575 -1,462
Percent of Open Interest Represented by Each Category of Trader
47.5 0.7 1.4 14.6 38.9 3.9 8.2 27.4 8.2 1.5 1.1 0.4 14.3 18.0
Number of Traders in Each Category Total Traders: 133
14 . 7 19 32 12 20 32 23 5 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 586,672
Positions
36,522 72,762 21,351 303,882 168,367 39,089 27,305 147,906 48,150 17,322 18,920 1,605 91,445 68,521
Changes from: April 23, 2019 Total Change is: 17,052
-1,954 -3,577 4,237 5,926 2,313 2,255 -1,593 5,100 6,752 -1,271 -294 26 2,673 239
Percent of Open Interest Represented by Each Category of Trader
6.2 12.4 3.6 51.8 28.7 6.7 4.7 25.2 8.2 3.0 3.2 0.3 15.6 11.7
Number of Traders in Each Category Total Traders: 305
20 10 16 93 42 46 31 65 36 22 22 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 27,492
Positions
0 7,464 0 10,904 9,050 3,536 1,186 0 1 0 583 8 11,857 6,850
Changes from: April 23, 2019 Total Change is: -477
0 -80 0 295 -270 0 -672 -472 0 0 0 0 -100 345
Percent of Open Interest Represented by Each Category of Trader
0.0 27.1 0.0 39.7 32.9 12.9 4.3 0.0 0.0 0.0 2.1 0.0 43.1 24.9
Number of Traders in Each Category Total Traders: 23
0 . 0 11 7 8 . 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,067
Positions
4,340 4,756 621 8,200 10,467 2,516 2,714 0 0 0 0 0 5,676 5,707
Changes from: April 23, 2019 Total Change is: 697
100 11 -11 70 -4 2 1,090 0 0 0 0 0 -554 699
Percent of Open Interest Represented by Each Category of Trader
18.0 19.8 2.6 34.1 43.5 10.5 11.3 0.0 0.0 0.0 0.0 0.0 23.6 23.7
Number of Traders in Each Category Total Traders: 20
. . . 6 8 7 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 176,281
Positions
75,614 3,339 3,432 16,220 59,816 4,421 32,872 40,822 13,175 4,285 5,157 1,193 25,068 44,926
Changes from: April 23, 2019 Total Change is: 18,661
16,529 -784 626 1,849 10,507 -66 -1,436 3,332 1,425 -1,598 -473 52 1,280 4,042
Percent of Open Interest Represented by Each Category of Trader
42.9 1.9 1.9 9.2 33.9 2.5 18.6 23.2 7.5 2.4 2.9 0.7 14.2 25.5
Number of Traders in Each Category Total Traders: 100
10 . 6 14 20 14 20 25 15 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 62,630
Positions
0 48,506 500 56,044 0 0 3,986 11,623 0 299 1,039 0 1,801 962
Changes from: April 23, 2019 Total Change is: 2,816
0 -5 0 3,250 0 0 75 2,612 0 -300 83 0 -209 126
Percent of Open Interest Represented by Each Category of Trader
0.0 77.4 0.8 89.5 0.0 0.0 6.4 18.6 0.0 0.5 1.7 0.0 2.9 1.5
Number of Traders in Each Category Total Traders: 38
0 4 . 10 0 0 12 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 259,208
Positions
401 153,089 1,062 153,309 10,949 0 93,713 58,888 423 2,620 31,349 43 7,637 3,405
Changes from: April 23, 2019 Total Change is: 6,205
-362 3,342 11 4,240 -4,643 0 1,629 8,760 -90 -140 -957 43 874 -261
Percent of Open Interest Represented by Each Category of Trader
0.2 59.1 0.4 59.1 4.2 0.0 36.2 22.7 0.2 1.0 12.1 0.0 2.9 1.3
Number of Traders in Each Category Total Traders: 170
. 11 . 34 7 0 55 32 6 12 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 47,482
Positions
14,569 271 10,736 1,080 27,002 0 17,071 6,382 235 1,612 1,225 0 2,179 1,631
Changes from: April 23, 2019 Total Change is: 12,323
0 -3 10,736 0 1,689 0 1,692 -371 -218 286 565 0 -173 -75
Percent of Open Interest Represented by Each Category of Trader
30.7 0.6 22.6 2.3 56.9 0.0 36.0 13.4 0.5 3.4 2.6 0.0 4.6 3.4
Number of Traders in Each Category Total Traders: 42
. . . . 6 0 10 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 49,303
Positions
24,283 1,049 21 3,160 22,812 541 16,692 16,069 2,018 285 741 0 2,303 6,052
Changes from: April 23, 2019 Total Change is: 4,127
7,262 -1,136 1 -3,604 3,288 267 357 1,580 187 -38 2 0 -305 -61
Percent of Open Interest Represented by Each Category of Trader
49.3 2.1 0.0 6.4 46.3 1.1 33.9 32.6 4.1 0.6 1.5 0.0 4.7 12.3
Number of Traders in Each Category Total Traders: 84
10 . . 5 19 . 15 27 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 41,476
Positions
5,461 19,768 1,315 11,051 682 2,484 9,914 5,520 1,329 1,494 1,852 0 8,428 8,527
Changes from: April 23, 2019 Total Change is: 600
-965 -1,266 -5 -910 214 809 2,378 888 -726 0 -97 0 18 782
Percent of Open Interest Represented by Each Category of Trader
13.2 47.7 3.2 26.6 1.6 6.0 23.9 13.3 3.2 3.6 4.5 0.0 20.3 20.6
Number of Traders in Each Category Total Traders: 103
13 19 4 17 4 6 24 16 9 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 82,952
Positions
10,922 39,535 2,630 22,102 1,363 4,968 19,828 11,041 2,658 2,988 3,703 0 16,856 17,054
Changes from: April 23, 2019 Total Change is: 1,200
-1,930 -2,532 -9 -1,820 427 1,618 4,756 1,777 -1,451 0 -194 0 36 1,564
Percent of Open Interest Represented by Each Category of Trader
13.2 47.7 3.2 26.6 1.6 6.0 23.9 13.3 3.2 3.6 4.5 0.0 20.3 20.6
Number of Traders in Each Category Total Traders: 103
13 19 4 17 4 6 24 16 9 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 26,562
Positions
2,884 20,774 0 21,423 1,233 455 380 1,819 0 0 452 0 1,420 1,829
Changes from: April 23, 2019 Total Change is: 2,079
300 1,230 0 1,768 -136 158 0 447 0 0 0 0 -147 380
Percent of Open Interest Represented by Each Category of Trader
10.9 78.2 0.0 80.7 4.6 1.7 1.4 6.8 0.0 0.0 1.7 0.0 5.3 6.9
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 765,227
Positions
56,152 155,585 40,308 283,252 123,775 62,246 62,562 79,639 135,376 15,781 58,711 19,333 90,217 90,254
Changes from: April 23, 2019 Total Change is: -6,270
-3,564 426 2,771 694 1,090 1,565 559 -3,969 -8,455 -259 1,419 1,941 -1,522 -3,059
Percent of Open Interest Represented by Each Category of Trader
7.3 20.3 5.3 37.0 16.2 8.1 8.2 10.4 17.7 2.1 7.7 2.5 11.8 11.8
Number of Traders in Each Category Total Traders: 611
32 36 46 168 91 130 84 95 100 54 50 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 73,051
Positions
8,468 22,120 2,322 3,766 2,059 5,147 8,184 8,159 17,606 110 42 358 27,089 15,238
Changes from: April 23, 2019 Total Change is: 7,929
3,586 2,576 -87 -3 -563 2,071 -249 2,750 2,737 2 -41 137 -266 -1,651
Percent of Open Interest Represented by Each Category of Trader
11.6 30.3 3.2 5.2 2.8 7.0 11.2 11.2 24.1 0.2 0.1 0.5 37.1 20.9
Number of Traders in Each Category Total Traders: 54
4 12 5 . . . 8 16 21 6 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 14,197
Positions
5,402 11,246 0 6,319 857 207 0 812 45 0 0 0 2,224 1,030
Changes from: April 23, 2019 Total Change is: -331
420 -143 0 -661 0 29 -229 115 0 0 0 0 110 -332
Percent of Open Interest Represented by Each Category of Trader
38.1 79.2 0.0 44.5 6.0 1.5 0.0 5.7 0.3 0.0 0.0 0.0 15.7 7.3
Number of Traders in Each Category Total Traders: 21
6 4 0 7 . . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 3,460,879
Positions
263,409 692,320 164,938 1,402,362 613,508 280,561 333,738 419,250 527,002 78,362 293,351 94,868 315,639 375,081
Changes from: April 23, 2019 Total Change is: -70,996
-19,629 5,374 -1,836 3,487 8,268 -2,531 7,317 -30,315 -59,241 -1,302 7,306 9,018 -6,280 -7,040
Percent of Open Interest Represented by Each Category of Trader
7.6 20.0 4.8 40.5 17.7 8.1 9.6 12.1 15.2 2.3 8.5 2.7 9.1 10.8
Number of Traders in Each Category Total Traders: 597
32 35 43 169 89 129 83 90 93 50 48 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 30,897
Positions
1,918 9,305 17,396 7,196 957 1,102 314 528 0 0 338 0 2,971 1,271
Changes from: April 23, 2019 Total Change is: -3,213
-2 -1,958 -346 -3,174 0 0 62 -254 0 0 0 0 247 -655
Percent of Open Interest Represented by Each Category of Trader
6.2 30.1 56.3 23.3 3.1 3.6 1.0 1.7 0.0 0.0 1.1 0.0 9.6 4.1
Number of Traders in Each Category Total Traders: 22
. 7 . 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 9,264
Positions
746 7,916 23 5,693 280 0 764 481 0 0 0 0 2,038 564
Changes from: April 23, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
8.1 85.4 0.2 61.5 3.0 0.0 8.2 5.2 0.0 0.0 0.0 0.0 22.0 6.1
Number of Traders in Each Category Total Traders: 20
. 9 . . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,803
Positions
8,203 4,991 0 3,144 8,849 1,239 994 229 0 0 0 0 3,223 1,495
Changes from: April 23, 2019 Total Change is: -416
-149 684 0 98 -1,608 122 -217 -13 0 0 0 0 -270 399
Percent of Open Interest Represented by Each Category of Trader
48.8 29.7 0.0 18.7 52.7 7.4 5.9 1.4 0.0 0.0 0.0 0.0 19.2 8.9
Number of Traders in Each Category Total Traders: 24
6 5 0 . 6 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 65,497
Positions
6,894 14,568 234 42,813 36,613 2,841 1,183 2,087 360 266 5,380 0 10,906 3,414
Changes from: April 23, 2019 Total Change is: 216
295 35 -4 473 164 -84 -49 -2,083 -66 0 2,097 0 -349 157
Percent of Open Interest Represented by Each Category of Trader
10.5 22.2 0.4 65.4 55.9 4.3 1.8 3.2 0.5 0.4 8.2 0.0 16.7 5.2
Number of Traders in Each Category Total Traders: 83
6 8 . 36 19 14 6 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 47,558
Positions
10,610 10,835 378 14,680 10,813 1,004 8,702 10,921 3,497 1,640 1,399 152 6,894 8,560
Changes from: April 23, 2019 Total Change is: 626
-139 1,035 -41 85 -214 42 538 344 1 154 -67 72 -87 -547
Percent of Open Interest Represented by Each Category of Trader
22.3 22.8 0.8 30.9 22.7 2.1 18.3 23.0 7.4 3.4 2.9 0.3 14.5 18.0
Number of Traders in Each Category Total Traders: 240
22 20 6 53 33 24 34 47 23 11 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 237,792
Positions
53,051 54,174 1,889 73,402 54,065 5,021 43,511 54,604 17,484 8,202 6,995 761 34,472 42,799
Changes from: April 23, 2019 Total Change is: 3,129
-695 5,174 -204 424 -1,071 211 2,688 1,722 7 769 -336 362 -433 -2,735
Percent of Open Interest Represented by Each Category of Trader
22.3 22.8 0.8 30.9 22.7 2.1 18.3 23.0 7.4 3.4 2.9 0.3 14.5 18.0
Number of Traders in Each Category Total Traders: 240
22 20 6 53 33 24 34 47 23 11 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 431,913
Positions
60,881 68,209 3,218 239,149 194,084 40,057 49,707 67,679 9,692 7,220 29,451 0 21,988 19,522
Changes from: April 23, 2019 Total Change is: 2,212
-5,018 6,590 -284 7,079 1,727 -1,217 4,350 -3,886 -1,460 -392 0 0 -846 742
Percent of Open Interest Represented by Each Category of Trader
14.1 15.8 0.7 55.4 44.9 9.3 11.5 15.7 2.2 1.7 6.8 0.0 5.1 4.5
Number of Traders in Each Category Total Traders: 280
23 19 9 74 52 42 43 50 30 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 25,512
Positions
5,745 0 0 12,257 643 249 1,378 21,056 23 703 326 0 5,157 3,215
Changes from: April 23, 2019 Total Change is: -132
0 0 0 -640 -416 -60 721 1,136 17 -10 326 0 -160 -1,135
Percent of Open Interest Represented by Each Category of Trader
22.5 0.0 0.0 48.0 2.5 1.0 5.4 82.5 0.1 2.8 1.3 0.0 20.2 12.6
Number of Traders in Each Category Total Traders: 33
. 0 0 14 . . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 63,846
Positions
3,523 23,957 371 20,289 4,956 883 30,575 4,051 208 0 400 0 7,997 29,020
Changes from: April 23, 2019 Total Change is: 2,331
577 -759 49 1,000 480 -85 1,508 647 -92 0 0 0 -626 2,091
Percent of Open Interest Represented by Each Category of Trader
5.5 37.5 0.6 31.8 7.8 1.4 47.9 6.3 0.3 0.0 0.6 0.0 12.5 45.5
Number of Traders in Each Category Total Traders: 75
8 17 . 15 8 8 16 10 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 340,153
Positions
44,909 200,741 4,799 230,574 94,142 20,999 22,400 10,297 340 5,557 1,442 0 10,575 7,393
Changes from: April 23, 2019 Total Change is: 7,738
10,729 4,673 964 -16,837 7,729 3,150 9,686 -9,019 42 0 34 0 4 165
Percent of Open Interest Represented by Each Category of Trader
13.2 59.0 1.4 67.8 27.7 6.2 6.6 3.0 0.1 1.6 0.4 0.0 3.1 2.2
Number of Traders in Each Category Total Traders: 169
17 12 7 65 37 28 19 12 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 1,303,582
Positions
71,585 907,033 2,203 964,681 167,737 107,160 88,008 78,447 2,762 28,256 20,811 2,827 36,100 14,602
Changes from: April 23, 2019 Total Change is: -17,638
-1,448 -25,230 -335 -24,377 -8,193 10,055 2,229 4,709 989 -3,390 258 -267 -1,094 376
Percent of Open Interest Represented by Each Category of Trader
5.5 69.6 0.2 74.0 12.9 8.2 6.8 6.0 0.2 2.2 1.6 0.2 2.8 1.1
Number of Traders in Each Category Total Traders: 425
27 20 6 188 55 82 64 29 15 31 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 101,653
Positions
36,301 55,682 45,506 6,264 0 305 12,352 0 100 800 0 0 25 60
Changes from: April 23, 2019 Total Change is: 319
1,282 1,502 -983 20 0 0 201 0 -200 0 0 0 -1 0
Percent of Open Interest Represented by Each Category of Trader
35.7 54.8 44.8 6.2 0.0 0.3 12.2 0.0 0.1 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 33
4 18 9 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 1,103,569
Positions
9,921 76,194 15,740 440,996 337,654 208,946 90,423 140,444 119,059 27,321 37,743 8,421 182,741 159,368
Changes from: April 23, 2019 Total Change is: -29,269
-1,180 17,221 -1,366 17,604 -8,254 -12,641 -10,374 -4,949 -21,111 1,901 1,560 -327 -1,775 597
Percent of Open Interest Represented by Each Category of Trader
0.9 6.9 1.4 40.0 30.6 18.9 8.2 12.7 10.8 2.5 3.4 0.8 16.6 14.4
Number of Traders in Each Category Total Traders: 188
6 18 17 58 27 49 23 36 42 7 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 1,198,796
Positions
8,998 203,984 9,078 728,703 36,204 182,250 20,682 623,069 45,720 37,413 624 979 164,973 96,888
Changes from: April 23, 2019 Total Change is: 13,874
3,087 -1,929 2,031 11,956 -10,916 -5,194 -5,769 11,515 16,015 -3,938 -351 0 -4,314 2,703
Percent of Open Interest Represented by Each Category of Trader
0.8 17.0 0.8 60.8 3.0 15.2 1.7 52.0 3.8 3.1 0.1 0.1 13.8 8.1
Number of Traders in Each Category Total Traders: 132
4 15 7 63 17 55 7 23 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 4,132,930
Positions
177,024 357,792 57,712 1,877,806 641,047 259,030 699,841 2,155,949 357,376 506,070 172,782 12,332 185,739 118,910
Changes from: April 23, 2019 Total Change is: 301,497
65,286 10,555 16,764 47,820 52,718 -15,309 91,296 151,530 79,237 13,769 4,193 -1,979 4,613 3,788
Percent of Open Interest Represented by Each Category of Trader
4.3 8.7 1.4 45.4 15.5 6.3 16.9 52.2 8.6 12.2 4.2 0.3 4.5 2.9
Number of Traders in Each Category Total Traders: 364
19 30 14 126 29 78 58 59 50 22 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 4,651,170
Positions
191,982 228,331 235,052 1,714,831 976,386 818,438 374,761 1,190,299 453,687 308,978 233,140 73,078 480,363 442,759
Changes from: April 23, 2019 Total Change is: -264,934
-4,949 18,407 -32,003 48,460 -7,650 -60,321 -27,151 -38,273 -116,585 -63,265 7,187 -23,506 14,387 -12,188
Percent of Open Interest Represented by Each Category of Trader
4.1 4.9 5.1 36.9 21.0 17.6 8.1 25.6 9.8 6.6 5.0 1.6 10.3 9.5
Number of Traders in Each Category Total Traders: 413
23 33 32 92 83 113 64 66 87 24 28 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 765,142
Positions
31,947 66,114 1,055 323,282 309,242 98,323 129,737 121,125 7,847 63,323 16,328 10 109,618 145,098
Changes from: April 23, 2019 Total Change is: 11,065
-353 1,941 168 2,712 -6,426 -1,435 8,000 7,284 413 2,896 4,010 0 -1,336 5,110
Percent of Open Interest Represented by Each Category of Trader
4.2 8.6 0.1 42.3 40.4 12.9 17.0 15.8 1.0 8.3 2.1 0.0 14.3 19.0
Number of Traders in Each Category Total Traders: 109
5 9 . 26 31 36 17 14 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 5,085,300
Positions
76,645 448,963 140,246 2,409,977 834,039 803,762 525,579 1,796,907 406,591 358,244 298,218 15,347 348,908 341,227
Changes from: April 23, 2019 Total Change is: 32,223
-33,723 19,662 874 104,729 -367 -12,787 51,585 121,816 -79,317 4,300 832 -5,852 2,413 -12,639
Percent of Open Interest Represented by Each Category of Trader
1.5 8.8 2.8 47.4 16.4 15.8 10.3 35.3 8.0 7.0 5.9 0.3 6.9 6.7
Number of Traders in Each Category Total Traders: 346
10 34 26 98 57 92 48 63 60 11 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,116,667
Positions
631,097 243,707 591,857 59,759 54,413 39,887 137,761 617,329 495,178 108,058 12,162 19,063 34,007 43,071
Changes from: April 23, 2019 Total Change is: 193,162
18,899 -44,633 98,228 22,746 42,101 -9,755 28,036 92,261 19,772 12,531 -1,625 3,503 -798 -6,690
Percent of Open Interest Represented by Each Category of Trader
29.8 11.5 28.0 2.8 2.6 1.9 6.5 29.2 23.4 5.1 0.6 0.9 1.6 2.0
Number of Traders in Each Category Total Traders: 152
23 35 52 4 8 5 33 32 47 4 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 is26,127,693
Positions
2,718,930 1,686,519 5,037,878 643,665 1,768,921 1,779,594 1,450,107 928,003 13,254,001 228,939 294,548 267,043 747,537 1,111,186
Changes from: April 23, 2019 Total Change is: 934,483
-48,289 169,995 82,552 15,600 -108,889 138,071 140,372 28,764 523,600 49,146 80,421 15,261 18,171 4,708
Percent of Open Interest Represented by Each Category of Trader
10.4 6.5 19.3 2.5 6.8 6.8 5.6 3.6 50.7 0.9 1.1 1.0 2.9 4.3
Number of Traders in Each Category Total Traders: 311
25 43 65 15 35 42 73 70 125 17 28 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 62,142
Positions
7,001 18,096 4,991 1,107 0 0 28,389 18,395 20,465 0 0 0 189 195
Changes from: April 23, 2019 Total Change is: 786
-1,053 429 -10 0 0 0 1,429 -23 505 0 0 0 -85 -115
Percent of Open Interest Represented by Each Category of Trader
11.3 29.1 8.0 1.8 0.0 0.0 45.7 29.6 32.9 0.0 0.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 35
. 8 6 . 0 0 11 11 17 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 63,439
Positions
11,145 12,185 10,370 4,721 2,928 50 21,143 22,344 15,200 700 0 0 110 362
Changes from: April 23, 2019 Total Change is: 3,612
-107 2,281 -994 11 144 0 4,003 2,351 517 200 -902 0 -18 215
Percent of Open Interest Represented by Each Category of Trader
17.6 19.2 16.3 7.4 4.6 0.1 33.3 35.2 24.0 1.1 0.0 0.0 0.2 0.6
Number of Traders in Each Category Total Traders: 54
10 6 9 . . . 19 14 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 23,461
Positions
2,383 9,444 0 1,362 4,675 0 12,313 5,439 75 7,322 1,200 0 6 2,628
Changes from: April 23, 2019 Total Change is: 1,977
-3 2,555 0 0 -626 0 2,093 60 0 -98 0 0 -15 -12
Percent of Open Interest Represented by Each Category of Trader
10.2 40.3 0.0 5.8 19.9 0.0 52.5 23.2 0.3 31.2 5.1 0.0 0.0 11.2
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 30, 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 15,917
Positions
2,822 7,449 0 741 2,096 9 12,310 4,426 0 0 237 0 35 1,700
Changes from: April 23, 2019 Total Change is: -543
-8 -690 0 0 -6 0 -526 -23 0 0 0 0 -9 176
Percent of Open Interest Represented by Each Category of Trader
17.7 46.8 0.0 4.7 13.2 0.1 77.3 27.8 0.0 0.0 1.5 0.0 0.2 10.7
Number of Traders in Each Category Total Traders: 29
. 5 0 . 9 . 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 48,714
Positions
10,763 4,264 15,507 0 70 0 8,441 8,882 13,711 30 6,027 246 16 7
Changes from: April 23, 2019 Total Change is: -404
0 0 0 0 -150 0 -374 -409 0 0 155 0 -30 0
Percent of Open Interest Represented by Each Category of Trader
22.1 8.8 31.8 0.0 0.1 0.0 17.3 18.2 28.1 0.1 12.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 5 . . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 2,921
Positions
55 0 0 0 0 0 167 1,424 364 1,076 917 0 1,259 216
Changes from: April 23, 2019 Total Change is: 211
0 0 0 0 0 0 -39 92 364 -85 -316 0 -29 71
Percent of Open Interest Represented by Each Category of Trader
1.9 0.0 0.0 0.0 0.0 0.0 5.7 48.8 12.5 36.8 31.4 0.0 43.1 7.4
Number of Traders in Each Category Total Traders: 21
. 0 0 0 0 0 . 6 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 3,817
Positions
0 123 0 254 72 35 1,789 2,375 63 458 942 0 1,218 207
Changes from: April 23, 2019 Total Change is: -496
0 -35 0 9 -60 31 -236 -83 -89 -43 -231 0 -168 -29
Percent of Open Interest Represented by Each Category of Trader
0.0 3.2 0.0 6.7 1.9 0.9 46.9 62.2 1.7 12.0 24.7 0.0 31.9 5.4
Number of Traders in Each Category Total Traders: 43
0 . 0 4 . . 10 17 5 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 59,059
Positions
487 26,476 0 23,907 2,534 429 25,730 24,728 1,406 1,746 1,338 160 5,195 1,988
Changes from: April 23, 2019 Total Change is: 2,339
-110 852 0 1,102 -130 40 1,418 1,331 -211 -350 388 32 417 36
Percent of Open Interest Represented by Each Category of Trader
0.8 44.8 0.0 40.5 4.3 0.7 43.6 41.9 2.4 3.0 2.3 0.3 8.8 3.4
Number of Traders in Each Category Total Traders: 98
. . 0 14 6 . 33 18 10 13 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 448,838
Positions
85,488 8,929 20,088 149,057 126,068 30,418 39,232 148,417 68,597 15,925 2,923 13,924 26,109 29,474
Changes from: April 23, 2019 Total Change is: -7,298
-1,491 1,743 91 -2,008 -7,797 -4,312 -6,173 -4,056 2,753 111 38 2,177 1,554 2,065
Percent of Open Interest Represented by Each Category of Trader
19.0 2.0 4.5 33.2 28.1 6.8 8.7 33.1 15.3 3.5 0.7 3.1 5.8 6.6
Number of Traders in Each Category Total Traders: 209
20 6 17 20 38 25 31 60 57 11 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 30, 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 28,326
Positions
1,858 692 1,143 23,688 7,031 39 158 19,143 100 1,155 155 0 185 23
Changes from: April 23, 2019 Total Change is: 492
503 -439 0 1 2,204 0 -16 -1,273 0 0 30 0 4 -30
Percent of Open Interest Represented by Each Category of Trader
6.6 2.4 4.0 83.6 24.8 0.1 0.6 67.6 0.4 4.1 0.5 0.0 0.7 0.1
Number of Traders in Each Category Total Traders: 42
4 . . 13 4 . . 9 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 03, 2019