Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 163,451
Positions
43,008 137 4,625 37,850 48,321 6,790 12,779 48,909 15,810 12,535 2,019 59 29,995 36,781
Changes from: April 30, 2019 Total Change is: -4,536
-4,645 -456 730 -1,288 707 -32 1,027 -2,116 -898 217 -725 9 344 -1,755
Percent of Open Interest Represented by Each Category of Trader
26.3 0.1 2.8 23.2 29.6 4.2 7.8 29.9 9.7 7.7 1.2 0.0 18.4 22.5
Number of Traders in Each Category Total Traders: 109
12 . 8 13 19 14 19 28 20 13 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 103,856
Positions
68,704 1,841 1,148 1,698 32,441 344 20,603 36,931 1,410 919 858 0 9,030 28,883
Changes from: April 30, 2019 Total Change is: -1,285
288 -30 132 0 1,319 31 -1,704 -934 2 0 -13 0 -35 -1,792
Percent of Open Interest Represented by Each Category of Trader
66.2 1.8 1.1 1.6 31.2 0.3 19.8 35.6 1.4 0.9 0.8 0.0 8.7 27.8
Number of Traders in Each Category Total Traders: 67
9 . . . 20 . 11 21 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 176,019
Positions
25,555 8,079 4,969 63,544 74,190 6,901 31,626 24,141 16,236 544 7,789 251 26,392 33,462
Changes from: April 30, 2019 Total Change is: -5,137
580 47 691 58 -6,050 720 -6,361 3,452 348 -311 -2,787 51 -913 -1,610
Percent of Open Interest Represented by Each Category of Trader
14.5 4.6 2.8 36.1 42.1 3.9 18.0 13.7 9.2 0.3 4.4 0.1 15.0 19.0
Number of Traders in Each Category Total Traders: 115
8 6 9 15 28 11 26 26 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 229,397
Positions
104,854 2,305 3,673 33,988 83,879 9,836 22,495 64,697 20,069 3,760 2,570 320 30,403 42,047
Changes from: April 30, 2019 Total Change is: 247
-4,048 615 468 479 -5,251 888 3,793 1,876 1,336 273 135 -644 -2,297 824
Percent of Open Interest Represented by Each Category of Trader
45.7 1.0 1.6 14.8 36.6 4.3 9.8 28.2 8.7 1.6 1.1 0.1 13.3 18.3
Number of Traders in Each Category Total Traders: 129
11 4 8 21 29 13 17 36 22 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 573,680
Positions
40,485 78,234 17,904 305,558 163,094 34,909 25,971 150,589 40,933 17,162 19,222 863 89,895 67,931
Changes from: April 30, 2019 Total Change is: -12,992
3,963 5,472 -3,447 1,676 -5,273 -4,180 -1,334 2,683 -7,217 -160 302 -742 -1,551 -590
Percent of Open Interest Represented by Each Category of Trader
7.1 13.6 3.1 53.3 28.4 6.1 4.5 26.2 7.1 3.0 3.4 0.2 15.7 11.8
Number of Traders in Each Category Total Traders: 298
19 12 15 93 40 45 31 65 33 20 18 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 28,224
Positions
0 7,464 0 10,812 9,681 3,538 1,470 0 4 0 583 8 12,392 6,946
Changes from: April 30, 2019 Total Change is: 732
0 0 0 -92 631 2 284 0 3 0 0 0 535 96
Percent of Open Interest Represented by Each Category of Trader
0.0 26.4 0.0 38.3 34.3 12.5 5.2 0.0 0.0 0.0 2.1 0.0 43.9 24.6
Number of Traders in Each Category Total Traders: 24
0 . 0 11 8 8 . 0 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 24,571
Positions
4,320 4,769 608 8,205 10,883 2,587 2,743 0 0 0 0 0 6,108 5,724
Changes from: April 30, 2019 Total Change is: 504
-20 13 -13 5 416 71 29 0 0 0 0 0 432 17
Percent of Open Interest Represented by Each Category of Trader
17.6 19.4 2.5 33.4 44.3 10.5 11.2 0.0 0.0 0.0 0.0 0.0 24.9 23.3
Number of Traders in Each Category Total Traders: 20
. . . 6 9 8 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 179,508
Positions
75,171 3,557 4,561 15,482 59,492 4,326 34,536 41,303 13,558 4,748 6,074 222 26,903 46,414
Changes from: April 30, 2019 Total Change is: 3,227
-443 218 1,130 -738 -324 -95 1,664 481 383 463 917 -972 1,834 1,488
Percent of Open Interest Represented by Each Category of Trader
41.9 2.0 2.5 8.6 33.1 2.4 19.2 23.0 7.6 2.6 3.4 0.1 15.0 25.9
Number of Traders in Each Category Total Traders: 97
10 . 7 13 18 14 21 24 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 64,580
Positions
0 51,485 500 58,833 0 0 3,286 10,553 0 299 1,109 0 1,662 933
Changes from: April 30, 2019 Total Change is: 1,950
0 2,979 0 2,789 0 0 -700 -1,070 0 0 70 0 -139 -29
Percent of Open Interest Represented by Each Category of Trader
0.0 79.7 0.8 91.1 0.0 0.0 5.1 16.3 0.0 0.5 1.7 0.0 2.6 1.4
Number of Traders in Each Category Total Traders: 37
0 4 . 9 0 0 12 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 264,388
Positions
379 156,180 1,040 158,269 11,957 10 94,324 58,612 693 2,380 32,158 201 7,092 3,537
Changes from: April 30, 2019 Total Change is: 5,180
-22 3,091 -22 4,960 1,008 10 611 -275 270 -240 809 158 -545 131
Percent of Open Interest Represented by Each Category of Trader
0.1 59.1 0.4 59.9 4.5 0.0 35.7 22.2 0.3 0.9 12.2 0.1 2.7 1.3
Number of Traders in Each Category Total Traders: 177
. 13 . 35 8 . 53 34 9 12 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 37,922
Positions
23,763 0 0 1,063 28,448 0 9,187 6,893 172 1,913 620 0 1,824 1,789
Changes from: April 30, 2019 Total Change is: -9,560
9,194 -271 -10,736 -17 1,446 0 -7,884 511 -63 301 -605 0 -355 158
Percent of Open Interest Represented by Each Category of Trader
62.7 0.0 0.0 2.8 75.0 0.0 24.2 18.2 0.5 5.0 1.6 0.0 4.8 4.7
Number of Traders in Each Category Total Traders: 42
. 0 0 . 6 0 8 19 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 48,434
Positions
24,583 1,177 3 3,601 23,136 557 14,570 14,624 2,115 158 610 0 2,847 6,212
Changes from: April 30, 2019 Total Change is: -869
300 128 -18 441 324 16 -2,122 -1,446 97 -127 -131 0 544 160
Percent of Open Interest Represented by Each Category of Trader
50.8 2.4 0.0 7.4 47.8 1.2 30.1 30.2 4.4 0.3 1.3 0.0 5.9 12.8
Number of Traders in Each Category Total Traders: 88
10 . . 6 19 . 21 25 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 41,480
Positions
4,875 22,981 978 15,287 391 392 7,794 4,003 1,441 1,494 1,740 0 9,220 9,554
Changes from: April 30, 2019 Total Change is: 4
-587 3,214 -337 4,236 -291 -2,092 -2,121 -1,517 112 0 -112 0 792 1,027
Percent of Open Interest Represented by Each Category of Trader
11.8 55.4 2.4 36.9 0.9 0.9 18.8 9.7 3.5 3.6 4.2 0.0 22.2 23.0
Number of Traders in Each Category Total Traders: 103
12 20 . 17 . 5 23 17 11 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 82,960
Positions
9,749 45,963 1,956 30,574 782 784 15,587 8,006 2,882 2,988 3,480 0 18,440 19,108
Changes from: April 30, 2019 Total Change is: 8
-1,173 6,427 -674 8,472 -581 -4,184 -4,241 -3,035 224 0 -223 0 1,584 2,053
Percent of Open Interest Represented by Each Category of Trader
11.8 55.4 2.4 36.9 0.9 0.9 18.8 9.7 3.5 3.6 4.2 0.0 22.2 23.0
Number of Traders in Each Category Total Traders: 103
12 20 . 17 . 5 23 17 11 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 27,541
Positions
2,684 21,624 0 22,251 1,345 247 435 1,917 0 0 452 0 1,924 1,956
Changes from: April 30, 2019 Total Change is: 979
-200 850 0 828 112 -208 55 98 0 0 0 0 504 127
Percent of Open Interest Represented by Each Category of Trader
9.7 78.5 0.0 80.8 4.9 0.9 1.6 7.0 0.0 0.0 1.6 0.0 7.0 7.1
Number of Traders in Each Category Total Traders: 23
. 7 0 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 798,537
Positions
59,701 146,708 46,607 274,209 123,131 70,169 56,169 73,666 164,823 14,562 60,338 20,933 91,363 92,164
Changes from: April 30, 2019 Total Change is: 33,310
3,549 -8,878 6,299 -9,043 -644 7,923 -6,393 -5,973 29,446 -1,219 1,627 1,600 1,146 1,910
Percent of Open Interest Represented by Each Category of Trader
7.5 18.4 5.8 34.3 15.4 8.8 7.0 9.2 20.6 1.8 7.6 2.6 11.4 11.5
Number of Traders in Each Category Total Traders: 620
33 38 47 171 95 137 84 95 104 53 50 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 69,497
Positions
8,773 19,110 2,530 3,757 1,652 3,173 4,500 9,043 18,584 141 3 527 27,512 14,876
Changes from: April 30, 2019 Total Change is: -3,554
305 -3,010 207 -9 -407 -1,974 -3,685 884 978 31 -39 168 423 -362
Percent of Open Interest Represented by Each Category of Trader
12.6 27.5 3.6 5.4 2.4 4.6 6.5 13.0 26.7 0.2 0.0 0.8 39.6 21.4
Number of Traders in Each Category Total Traders: 53
4 12 5 . . . 7 16 21 7 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 14,123
Positions
5,402 11,257 0 6,143 857 130 282 595 52 0 0 0 2,114 1,232
Changes from: April 30, 2019 Total Change is: -74
0 11 0 -176 0 -77 282 -217 7 0 0 0 -110 202
Percent of Open Interest Represented by Each Category of Trader
38.2 79.7 0.0 43.5 6.1 0.9 2.0 4.2 0.4 0.0 0.0 0.0 15.0 8.7
Number of Traders in Each Category Total Traders: 20
6 4 0 6 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 3,645,201
Positions
271,550 654,900 203,477 1,356,984 612,114 330,256 307,863 372,627 681,677 72,109 301,678 102,031 319,254 386,441
Changes from: April 30, 2019 Total Change is: 184,322
8,141 -37,420 38,539 -45,378 -1,394 49,695 -25,875 -46,623 154,675 -6,253 8,327 7,163 3,615 11,360
Percent of Open Interest Represented by Each Category of Trader
7.4 18.0 5.6 37.2 16.8 9.1 8.4 10.2 18.7 2.0 8.3 2.8 8.8 10.6
Number of Traders in Each Category Total Traders: 607
33 36 44 172 93 136 84 90 98 47 51 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 32,210
Positions
1,925 9,468 17,768 8,441 1,107 990 314 528 0 0 341 0 2,772 2,008
Changes from: April 30, 2019 Total Change is: 1,313
7 163 372 1,245 150 -112 0 0 0 0 3 0 -199 737
Percent of Open Interest Represented by Each Category of Trader
6.0 29.4 55.2 26.2 3.4 3.1 1.0 1.6 0.0 0.0 1.1 0.0 8.6 6.2
Number of Traders in Each Category Total Traders: 23
4 7 . 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 14,009
Positions
5,839 4,529 0 3,144 6,483 1,227 614 229 0 0 0 0 3,185 1,541
Changes from: April 30, 2019 Total Change is: -2,794
-2,364 -462 0 0 -2,366 -12 -380 0 0 0 0 0 -38 46
Percent of Open Interest Represented by Each Category of Trader
41.7 32.3 0.0 22.4 46.3 8.8 4.4 1.6 0.0 0.0 0.0 0.0 22.7 11.0
Number of Traders in Each Category Total Traders: 20
5 4 0 . 5 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 66,752
Positions
6,754 13,593 234 43,973 36,817 2,902 1,685 1,146 333 0 7,644 0 10,871 4,083
Changes from: April 30, 2019 Total Change is: 1,255
-140 -975 0 1,160 204 61 502 -941 -27 -266 2,264 0 -35 669
Percent of Open Interest Represented by Each Category of Trader
10.1 20.4 0.4 65.9 55.2 4.3 2.5 1.7 0.5 0.0 11.5 0.0 16.3 6.1
Number of Traders in Each Category Total Traders: 79
5 7 . 38 17 14 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 46,136
Positions
10,292 8,880 359 13,969 10,649 1,208 8,236 10,859 3,813 853 2,012 231 7,175 8,124
Changes from: April 30, 2019 Total Change is: -1,422
-318 -1,955 -19 -712 -164 203 -466 -61 317 -787 613 79 281 -435
Percent of Open Interest Represented by Each Category of Trader
22.3 19.2 0.8 30.3 23.1 2.6 17.9 23.5 8.3 1.8 4.4 0.5 15.6 17.6
Number of Traders in Each Category Total Traders: 247
21 20 4 53 34 27 29 53 23 11 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 230,680
Positions
51,459 44,400 1,796 69,844 53,244 6,038 41,181 54,296 19,067 4,264 10,061 1,155 35,877 40,622
Changes from: April 30, 2019 Total Change is: -7,112
-1,592 -9,774 -93 -3,558 -821 1,017 -2,330 -307 1,583 -3,937 3,066 394 1,405 -2,177
Percent of Open Interest Represented by Each Category of Trader
22.3 19.2 0.8 30.3 23.1 2.6 17.9 23.5 8.3 1.8 4.4 0.5 15.6 17.6
Number of Traders in Each Category Total Traders: 247
21 20 4 53 34 27 29 53 23 11 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 439,563
Positions
63,962 73,025 4,042 240,849 190,211 40,141 53,129 73,340 7,102 7,046 31,395 0 23,292 20,307
Changes from: April 30, 2019 Total Change is: 7,650
3,081 4,816 824 1,700 -3,873 84 3,422 5,661 -2,590 -174 1,944 0 1,304 785
Percent of Open Interest Represented by Each Category of Trader
14.6 16.6 0.9 54.8 43.3 9.1 12.1 16.7 1.6 1.6 7.1 0.0 5.3 4.6
Number of Traders in Each Category Total Traders: 283
23 19 7 72 51 43 47 51 27 9 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 26,300
Positions
6,056 0 0 12,188 643 250 1,265 21,614 15 703 452 0 5,823 3,326
Changes from: April 30, 2019 Total Change is: 788
311 0 0 -69 0 1 -113 558 -8 0 126 0 666 111
Percent of Open Interest Represented by Each Category of Trader
23.0 0.0 0.0 46.3 2.4 1.0 4.8 82.2 0.1 2.7 1.7 0.0 22.1 12.6
Number of Traders in Each Category Total Traders: 33
4 0 0 14 . . . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 62,175
Positions
3,224 22,260 382 17,173 6,078 766 30,447 3,689 222 933 400 0 9,028 28,378
Changes from: April 30, 2019 Total Change is: -1,671
-299 -1,697 11 -3,116 1,122 -117 -128 -362 14 933 0 0 1,031 -642
Percent of Open Interest Represented by Each Category of Trader
5.2 35.8 0.6 27.6 9.8 1.2 49.0 5.9 0.4 1.5 0.6 0.0 14.5 45.6
Number of Traders in Each Category Total Traders: 70
7 14 . 11 8 6 21 6 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 336,588
Positions
44,862 199,550 4,279 234,261 96,898 20,493 15,285 6,595 482 7,084 1,442 0 9,842 6,849
Changes from: April 30, 2019 Total Change is: -3,565
-47 -1,191 -520 3,687 2,756 -506 -7,115 -3,702 142 1,527 0 0 -733 -544
Percent of Open Interest Represented by Each Category of Trader
13.3 59.3 1.3 69.6 28.8 6.1 4.5 2.0 0.1 2.1 0.4 0.0 2.9 2.0
Number of Traders in Each Category Total Traders: 165
16 12 7 65 37 28 17 10 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,301,303
Positions
75,835 887,814 2,828 945,646 184,491 116,135 87,694 66,187 3,705 30,091 21,687 2,801 36,568 15,655
Changes from: April 30, 2019 Total Change is: -2,279
4,250 -19,219 625 -19,035 16,754 8,975 -314 -12,260 943 1,835 876 -26 468 1,053
Percent of Open Interest Represented by Each Category of Trader
5.8 68.2 0.2 72.7 14.2 8.9 6.7 5.1 0.3 2.3 1.7 0.2 2.8 1.2
Number of Traders in Each Category Total Traders: 422
28 18 6 182 61 80 61 28 17 31 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 104,161
Positions
38,069 57,550 46,146 6,264 0 305 12,452 0 100 800 0 0 25 60
Changes from: April 30, 2019 Total Change is: 2,508
1,768 1,868 640 0 0 0 100 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
36.5 55.3 44.3 6.0 0.0 0.3 12.0 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 8 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,179,364
Positions
9,446 88,225 21,014 435,789 332,974 225,380 103,224 142,054 157,691 28,512 38,408 9,687 188,620 163,929
Changes from: April 30, 2019 Total Change is: 75,795
-475 12,032 5,274 -5,207 -4,680 16,434 12,801 1,610 38,632 1,191 665 1,267 5,880 4,561
Percent of Open Interest Represented by Each Category of Trader
0.8 7.5 1.8 37.0 28.2 19.1 8.8 12.0 13.4 2.4 3.3 0.8 16.0 13.9
Number of Traders in Each Category Total Traders: 193
8 18 17 60 26 49 30 31 42 8 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,224,819
Positions
7,046 216,860 18,154 737,157 32,755 176,858 26,631 626,893 52,062 37,401 624 979 168,531 99,634
Changes from: April 30, 2019 Total Change is: 26,023
-1,952 12,876 9,076 8,454 -3,449 -5,392 5,949 3,824 6,342 -12 0 0 3,558 2,746
Percent of Open Interest Represented by Each Category of Trader
0.6 17.7 1.5 60.2 2.7 14.4 2.2 51.2 4.3 3.1 0.1 0.1 13.8 8.1
Number of Traders in Each Category Total Traders: 135
4 15 10 67 14 52 10 22 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 4,231,741
Positions
110,723 337,775 87,307 1,969,359 631,388 264,589 687,532 2,215,340 415,173 503,440 163,221 8,278 185,341 108,672
Changes from: April 30, 2019 Total Change is: 98,811
-66,300 -20,017 29,595 91,553 -9,659 5,559 -12,309 59,391 57,796 -2,630 -9,561 -4,055 -399 -10,238
Percent of Open Interest Represented by Each Category of Trader
2.6 8.0 2.1 46.5 14.9 6.3 16.2 52.4 9.8 11.9 3.9 0.2 4.4 2.6
Number of Traders in Each Category Total Traders: 368
22 30 14 125 30 78 56 65 54 21 19 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 4,761,039
Positions
185,826 180,859 269,447 1,698,979 956,528 885,155 347,815 1,219,111 499,287 320,097 231,370 73,038 481,393 446,243
Changes from: April 30, 2019 Total Change is: 109,869
-6,156 -47,472 34,395 -15,851 -19,858 66,717 -26,946 28,812 45,600 11,119 -1,771 -39 1,030 3,485
Percent of Open Interest Represented by Each Category of Trader
3.9 3.8 5.7 35.7 20.1 18.6 7.3 25.6 10.5 6.7 4.9 1.5 10.1 9.4
Number of Traders in Each Category Total Traders: 409
23 29 33 96 80 113 69 61 86 26 25 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 745,862
Positions
27,861 58,845 660 313,869 294,517 101,162 115,697 124,250 8,401 62,717 16,328 10 115,485 141,689
Changes from: April 30, 2019 Total Change is: -19,280
-4,086 -7,269 -395 -9,413 -14,725 2,839 -14,040 3,125 554 -606 0 0 5,867 -3,409
Percent of Open Interest Represented by Each Category of Trader
3.7 7.9 0.1 42.1 39.5 13.6 15.5 16.7 1.1 8.4 2.2 0.0 15.5 19.0
Number of Traders in Each Category Total Traders: 106
5 9 . 24 33 35 15 13 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 5,098,889
Positions
60,443 492,597 124,763 2,386,044 827,131 819,131 485,822 1,690,027 481,805 371,768 292,703 16,244 352,869 354,488
Changes from: April 30, 2019 Total Change is: 13,589
-16,202 43,634 -15,483 -23,933 -6,908 15,370 -39,758 -106,880 75,214 13,524 -5,515 896 3,961 13,261
Percent of Open Interest Represented by Each Category of Trader
1.2 9.7 2.4 46.8 16.2 16.1 9.5 33.1 9.4 7.3 5.7 0.3 6.9 7.0
Number of Traders in Each Category Total Traders: 347
12 35 29 97 56 94 46 66 64 14 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 1,986,315
Positions
619,263 234,970 578,241 2,176 50,625 39,639 126,388 517,859 489,275 76,117 9,926 17,311 37,905 48,469
Changes from: April 30, 2019 Total Change is: -130,352
-11,834 -8,737 -13,616 -57,583 -3,788 -248 -11,373 -99,470 -5,903 -31,941 -2,236 -1,752 3,898 5,398
Percent of Open Interest Represented by Each Category of Trader
31.2 11.8 29.1 0.1 2.5 2.0 6.4 26.1 24.6 3.8 0.5 0.9 1.9 2.4
Number of Traders in Each Category Total Traders: 143
25 31 49 . 5 4 23 40 44 6 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 is26,491,007
Positions
2,590,108 1,760,509 5,139,654 648,877 1,802,580 1,730,314 1,511,656 833,966 13,565,270 293,163 299,261 281,278 730,688 1,078,175
Changes from: April 30, 2019 Total Change is: 363,314
-128,822 73,990 101,776 5,211 33,660 -49,280 61,549 -94,037 311,269 64,225 4,713 14,235 -16,849 -33,011
Percent of Open Interest Represented by Each Category of Trader
9.8 6.6 19.4 2.4 6.8 6.5 5.7 3.1 51.2 1.1 1.1 1.1 2.8 4.1
Number of Traders in Each Category Total Traders: 318
26 47 68 16 34 41 70 75 129 20 24 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 67,952
Positions
7,253 19,264 4,548 257 2,808 850 32,445 17,830 21,807 0 0 0 792 845
Changes from: April 30, 2019 Total Change is: 5,810
252 1,168 -443 -850 2,808 850 4,056 -565 1,342 0 0 0 603 650
Percent of Open Interest Represented by Each Category of Trader
10.7 28.3 6.7 0.4 4.1 1.3 47.7 26.2 32.1 0.0 0.0 0.0 1.2 1.2
Number of Traders in Each Category Total Traders: 37
. 8 6 . . . 15 8 17 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 62,953
Positions
10,052 13,712 13,365 2,450 0 60 17,727 16,918 16,474 650 0 0 2,175 2,424
Changes from: April 30, 2019 Total Change is: -486
-1,093 1,527 2,995 -2,271 -2,928 10 -3,416 -5,426 1,274 -50 0 0 2,065 2,062
Percent of Open Interest Represented by Each Category of Trader
16.0 21.8 21.2 3.9 0.0 0.1 28.2 26.9 26.2 1.0 0.0 0.0 3.5 3.9
Number of Traders in Each Category Total Traders: 50
8 8 9 . 0 . 13 17 16 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 24,360
Positions
2,378 10,304 0 1,270 4,675 0 13,232 5,624 75 7,399 1,200 0 6 2,482
Changes from: April 30, 2019 Total Change is: 899
-5 860 0 -92 0 0 919 185 0 77 0 0 0 -146
Percent of Open Interest Represented by Each Category of Trader
9.8 42.3 0.0 5.2 19.2 0.0 54.3 23.1 0.3 30.4 4.9 0.0 0.0 10.2
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 May 7, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 17,381
Positions
2,845 7,982 0 1,205 2,086 9 13,317 5,378 0 0 237 0 5 1,689
Changes from: April 30, 2019 Total Change is: 1,464
23 533 0 464 -10 0 1,007 952 0 0 0 0 -30 -11
Percent of Open Interest Represented by Each Category of Trader
16.4 45.9 0.0 6.9 12.0 0.1 76.6 30.9 0.0 0.0 1.4 0.0 0.0 9.7
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 . . 8 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 48,263
Positions
10,763 2,848 15,507 0 70 0 7,996 9,830 13,711 30 6,039 246 10 12
Changes from: April 30, 2019 Total Change is: -451
0 -1,416 0 0 0 0 -445 948 0 0 12 0 -6 5
Percent of Open Interest Represented by Each Category of Trader
22.3 5.9 32.1 0.0 0.1 0.0 16.6 20.4 28.4 0.1 12.5 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 5 . . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 2,607
Positions
55 0 0 0 0 0 226 887 240 899 1,244 0 1,187 236
Changes from: April 30, 2019 Total Change is: -314
0 0 0 0 0 0 59 -537 -124 -177 327 0 -72 20
Percent of Open Interest Represented by Each Category of Trader
2.1 0.0 0.0 0.0 0.0 0.0 8.7 34.0 9.2 34.5 47.7 0.0 45.5 9.1
Number of Traders in Each Category Total Traders: 19
. 0 0 0 0 0 . 5 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 4,388
Positions
0 123 0 286 0 29 1,941 2,692 79 719 1,216 0 1,334 249
Changes from: April 30, 2019 Total Change is: 571
0 0 0 32 -72 -6 152 317 16 261 274 0 116 42
Percent of Open Interest Represented by Each Category of Trader
0.0 2.8 0.0 6.5 0.0 0.7 44.2 61.3 1.8 16.4 27.7 0.0 30.4 5.7
Number of Traders in Each Category Total Traders: 47
0 . 0 4 0 . 11 16 . 10 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 54,831
Positions
422 26,476 0 22,070 2,534 400 22,733 20,995 1,481 2,430 1,056 56 5,238 1,832
Changes from: April 30, 2019 Total Change is: -4,228
-65 0 0 -1,837 0 -29 -2,997 -3,733 75 684 -282 -103 44 -156
Percent of Open Interest Represented by Each Category of Trader
0.8 48.3 0.0 40.3 4.6 0.7 41.5 38.3 2.7 4.4 1.9 0.1 9.6 3.3
Number of Traders in Each Category Total Traders: 97
. . 0 14 6 . 33 16 11 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 425,097
Positions
79,715 18,796 16,518 143,452 97,389 26,989 40,363 150,920 67,541 9,412 2,387 10,039 31,068 34,518
Changes from: April 30, 2019 Total Change is: -23,741
-5,773 9,867 -3,570 -5,605 -28,679 -3,429 1,131 2,503 -1,056 -6,513 -536 -3,885 4,959 5,044
Percent of Open Interest Represented by Each Category of Trader
18.8 4.4 3.9 33.7 22.9 6.3 9.5 35.5 15.9 2.2 0.6 2.4 7.3 8.1
Number of Traders in Each Category Total Traders: 198
12 13 17 29 31 27 38 50 53 7 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 7, 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 32,513
Positions
4,596 662 1,146 19,203 13,868 0 6,139 16,548 100 1,130 150 0 199 39
Changes from: April 30, 2019 Total Change is: 4,187
2,738 -30 3 -4,485 6,837 -39 5,981 -2,595 0 -25 -5 0 14 16
Percent of Open Interest Represented by Each Category of Trader
14.1 2.0 3.5 59.1 42.7 0.0 18.9 50.9 0.3 3.5 0.5 0.0 0.6 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 13 4 0 5 8 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 10, 2019