Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 159,863
Positions
42,314 1,796 3,838 36,509 47,430 6,722 12,697 47,036 15,504 12,416 1,994 163 29,701 35,380
Changes from: May 7, 2019 Total Change is: -3,588
-694 1,658 -787 -1,342 -890 -68 -82 -1,873 -307 -120 -25 105 -293 -1,401
Percent of Open Interest Represented by Each Category of Trader
26.5 1.1 2.4 22.8 29.7 4.2 7.9 29.4 9.7 7.8 1.2 0.1 18.6 22.1
Number of Traders in Each Category Total Traders: 108
11 . 8 12 20 14 18 27 18 15 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 95,680
Positions
65,788 1,760 1,152 1,560 32,043 341 15,845 31,961 1,315 919 858 0 8,760 26,250
Changes from: May 7, 2019 Total Change is: -8,176
-2,917 -81 4 -138 -398 -3 -4,757 -4,970 -95 0 0 0 -270 -2,633
Percent of Open Interest Represented by Each Category of Trader
68.8 1.8 1.2 1.6 33.5 0.4 16.6 33.4 1.4 1.0 0.9 0.0 9.2 27.4
Number of Traders in Each Category Total Traders: 63
8 . . . 20 . 10 19 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 177,940
Positions
23,451 5,946 5,804 61,189 76,421 7,675 37,109 23,902 16,458 182 7,374 242 25,830 34,118
Changes from: May 7, 2019 Total Change is: 1,921
-2,104 -2,133 835 -2,356 2,231 774 5,483 -240 222 -363 -415 -9 -562 656
Percent of Open Interest Represented by Each Category of Trader
13.2 3.3 3.3 34.4 42.9 4.3 20.9 13.4 9.2 0.1 4.1 0.1 14.5 19.2
Number of Traders in Each Category Total Traders: 115
8 4 7 15 27 10 27 30 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 212,108
Positions
70,721 7,030 5,693 33,015 62,200 12,281 30,847 60,905 24,380 4,768 2,010 435 29,968 37,174
Changes from: May 7, 2019 Total Change is: -17,289
-34,133 4,724 2,020 -973 -21,679 2,445 8,353 -3,792 4,311 1,009 -560 115 -435 -4,873
Percent of Open Interest Represented by Each Category of Trader
33.3 3.3 2.7 15.6 29.3 5.8 14.5 28.7 11.5 2.2 0.9 0.2 14.1 17.5
Number of Traders in Each Category Total Traders: 127
10 4 8 21 25 15 18 37 24 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 556,741
Positions
36,646 82,252 17,310 301,180 155,196 35,581 25,262 146,244 36,343 16,580 15,861 986 86,852 66,967
Changes from: May 7, 2019 Total Change is: -16,939
-3,839 4,018 -594 -4,379 -7,898 672 -709 -4,346 -4,590 -582 -3,361 123 -3,042 -964
Percent of Open Interest Represented by Each Category of Trader
6.6 14.8 3.1 54.1 27.9 6.4 4.5 26.3 6.5 3.0 2.8 0.2 15.6 12.0
Number of Traders in Each Category Total Traders: 300
19 13 16 93 38 46 29 69 32 20 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 27,790
Positions
0 7,016 0 9,701 9,676 3,505 1,331 0 0 0 583 8 13,245 7,002
Changes from: May 7, 2019 Total Change is: -434
0 -448 0 -1,111 -5 -33 -139 0 -4 0 0 0 853 56
Percent of Open Interest Represented by Each Category of Trader
0.0 25.2 0.0 34.9 34.8 12.6 4.8 0.0 0.0 0.0 2.1 0.0 47.7 25.2
Number of Traders in Each Category Total Traders: 24
0 . 0 11 8 8 . 0 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 26,438
Positions
4,332 4,803 574 8,618 11,805 2,441 4,851 996 3 0 0 0 5,619 5,816
Changes from: May 7, 2019 Total Change is: 1,867
12 34 -34 413 922 -146 2,108 996 3 0 0 0 -489 92
Percent of Open Interest Represented by Each Category of Trader
16.4 18.2 2.2 32.6 44.7 9.2 18.3 3.8 0.0 0.0 0.0 0.0 21.3 22.0
Number of Traders in Each Category Total Traders: 23
. . . 6 9 8 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 184,246
Positions
76,609 3,719 5,985 16,731 60,398 3,971 31,120 42,564 15,483 1,532 6,777 252 32,564 45,096
Changes from: May 7, 2019 Total Change is: 4,738
1,438 162 1,424 1,249 906 -356 -3,417 1,262 1,925 -3,216 703 30 5,661 -1,318
Percent of Open Interest Represented by Each Category of Trader
41.6 2.0 3.2 9.1 32.8 2.2 16.9 23.1 8.4 0.8 3.7 0.1 17.7 24.5
Number of Traders in Each Category Total Traders: 96
10 . 8 12 19 13 18 25 17 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 60,421
Positions
0 51,449 550 53,636 0 0 4,041 6,523 0 299 1,077 0 1,895 822
Changes from: May 7, 2019 Total Change is: -4,159
0 -36 50 -5,197 0 0 755 -4,030 0 0 -32 0 233 -111
Percent of Open Interest Represented by Each Category of Trader
0.0 85.2 0.9 88.8 0.0 0.0 6.7 10.8 0.0 0.5 1.8 0.0 3.1 1.4
Number of Traders in Each Category Total Traders: 36
0 4 . 8 0 0 14 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 266,210
Positions
266 157,223 1,013 163,802 17,872 10 90,950 54,487 1,125 2,342 31,118 43 6,660 3,320
Changes from: May 7, 2019 Total Change is: 1,822
-113 1,043 -27 5,533 5,915 0 -3,374 -4,126 432 -38 -1,040 -158 -433 -217
Percent of Open Interest Represented by Each Category of Trader
0.1 59.1 0.4 61.5 6.7 0.0 34.2 20.5 0.4 0.9 11.7 0.0 2.5 1.2
Number of Traders in Each Category Total Traders: 169
. 13 . 35 7 . 51 33 9 11 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 42,860
Positions
23,763 0 0 999 33,513 0 14,102 6,856 58 2,017 540 0 1,921 1,893
Changes from: May 7, 2019 Total Change is: 4,938
0 0 0 -64 5,065 0 4,915 -37 -114 104 -80 0 97 104
Percent of Open Interest Represented by Each Category of Trader
55.4 0.0 0.0 2.3 78.2 0.0 32.9 16.0 0.1 4.7 1.3 0.0 4.5 4.4
Number of Traders in Each Category Total Traders: 43
. 0 0 . 7 0 9 18 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 50,309
Positions
24,230 1,260 202 4,098 24,498 277 16,176 15,143 2,250 332 710 5 2,739 5,963
Changes from: May 7, 2019 Total Change is: 1,875
-353 83 199 497 1,362 -280 1,606 520 135 174 100 5 -108 -249
Percent of Open Interest Represented by Each Category of Trader
48.2 2.5 0.4 8.1 48.7 0.6 32.2 30.1 4.5 0.7 1.4 0.0 5.4 11.9
Number of Traders in Each Category Total Traders: 92
9 . . 7 19 . 19 30 8 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 13,562
Positions
6,515 2,167 3,000 2,178 2,248 0 935 4,173 2 140 190 0 792 1,782
Changes from: May 7, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
48.0 16.0 22.1 16.1 16.6 0.0 6.9 30.8 0.0 1.0 1.4 0.0 5.8 13.1
Number of Traders in Each Category Total Traders: 21
. . . . . 0 4 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,925
Positions
5,789 20,101 1,152 15,473 564 789 7,349 8,444 749 1,614 1,089 0 8,012 8,039
Changes from: May 7, 2019 Total Change is: -555
914 -2,881 175 186 173 397 -445 4,441 -692 120 -651 0 -1,209 -1,515
Percent of Open Interest Represented by Each Category of Trader
14.1 49.1 2.8 37.8 1.4 1.9 18.0 20.6 1.8 3.9 2.7 0.0 19.6 19.6
Number of Traders in Each Category Total Traders: 98
11 17 5 16 . 5 22 21 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 81,850
Positions
11,577 40,202 2,305 30,946 1,127 1,577 14,697 16,887 1,497 3,227 2,178 0 16,023 16,077
Changes from: May 7, 2019 Total Change is: -1,110
1,828 -5,761 349 372 345 793 -890 8,881 -1,385 239 -1,302 0 -2,417 -3,031
Percent of Open Interest Represented by Each Category of Trader
14.1 49.1 2.8 37.8 1.4 1.9 18.0 20.6 1.8 3.9 2.7 0.0 19.6 19.6
Number of Traders in Each Category Total Traders: 98
11 17 5 16 . 5 22 21 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 27,769
Positions
1,888 21,486 0 22,708 1,378 434 435 1,982 0 796 452 0 1,508 2,037
Changes from: May 7, 2019 Total Change is: 228
-796 -138 0 457 33 187 0 65 0 796 0 0 -416 81
Percent of Open Interest Represented by Each Category of Trader
6.8 77.4 0.0 81.8 5.0 1.6 1.6 7.1 0.0 2.9 1.6 0.0 5.4 7.3
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 812,638
Positions
59,399 140,576 50,824 268,439 124,928 69,513 49,078 76,156 180,149 22,175 58,371 23,090 89,971 89,032
Changes from: May 7, 2019 Total Change is: 14,101
-302 -6,132 4,217 -5,770 1,797 -656 -7,092 2,490 15,327 7,613 -1,967 2,157 -1,392 -3,132
Percent of Open Interest Represented by Each Category of Trader
7.3 17.3 6.3 33.0 15.4 8.6 6.0 9.4 22.2 2.7 7.2 2.8 11.1 11.0
Number of Traders in Each Category Total Traders: 647
36 33 48 176 100 150 78 111 103 63 49 66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 65,866
Positions
9,047 19,251 2,072 3,929 1,229 1,505 5,885 9,963 17,663 26 64 569 25,170 13,550
Changes from: May 7, 2019 Total Change is: -3,631
274 141 -458 172 -423 -1,668 1,385 920 -921 -115 62 42 -2,342 -1,326
Percent of Open Interest Represented by Each Category of Trader
13.7 29.2 3.1 6.0 1.9 2.3 8.9 15.1 26.8 0.0 0.1 0.9 38.2 20.6
Number of Traders in Each Category Total Traders: 50
4 11 6 . . . 8 15 19 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 14,446
Positions
4,580 11,840 0 6,132 857 40 297 595 52 323 0 0 3,022 1,062
Changes from: May 7, 2019 Total Change is: 323
-822 583 0 -11 0 -90 15 0 0 323 0 0 908 -170
Percent of Open Interest Represented by Each Category of Trader
31.7 82.0 0.0 42.4 5.9 0.3 2.1 4.1 0.4 2.2 0.0 0.0 20.9 7.4
Number of Traders in Each Category Total Traders: 20
4 5 0 6 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 3,733,860
Positions
268,092 622,957 227,431 1,326,819 622,760 335,770 272,278 387,279 756,115 110,748 291,534 112,604 324,004 377,410
Changes from: May 7, 2019 Total Change is: 88,659
-3,458 -31,944 23,954 -30,165 10,646 5,514 -35,586 14,651 74,438 38,639 -10,143 10,573 4,750 -9,031
Percent of Open Interest Represented by Each Category of Trader
7.2 16.7 6.1 35.5 16.7 9.0 7.3 10.4 20.3 3.0 7.8 3.0 8.7 10.1
Number of Traders in Each Category Total Traders: 635
36 32 46 177 98 149 75 108 99 60 48 63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 32,301
Positions
1,914 9,468 17,779 8,594 1,107 895 314 757 0 0 256 0 2,805 2,039
Changes from: May 7, 2019 Total Change is: 91
-11 0 11 153 0 -95 0 229 0 0 -85 0 33 31
Percent of Open Interest Represented by Each Category of Trader
5.9 29.3 55.0 26.6 3.4 2.8 1.0 2.3 0.0 0.0 0.8 0.0 8.7 6.3
Number of Traders in Each Category Total Traders: 24
4 7 . 7 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 13,855
Positions
5,954 4,006 0 3,155 6,801 891 597 229 0 0 253 0 3,258 1,675
Changes from: May 7, 2019 Total Change is: -154
115 -523 0 11 318 -336 -17 0 0 0 253 0 73 134
Percent of Open Interest Represented by Each Category of Trader
43.0 28.9 0.0 22.8 49.1 6.4 4.3 1.7 0.0 0.0 1.8 0.0 23.5 12.1
Number of Traders in Each Category Total Traders: 20
5 . 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 65,771
Positions
3,835 13,200 518 43,837 37,548 2,849 1,425 711 259 2,175 7,644 0 10,873 3,042
Changes from: May 7, 2019 Total Change is: -981
-2,919 -393 284 -136 731 -53 -260 -435 -74 2,175 0 0 2 -1,041
Percent of Open Interest Represented by Each Category of Trader
5.8 20.1 0.8 66.7 57.1 4.3 2.2 1.1 0.4 3.3 11.6 0.0 16.5 4.6
Number of Traders in Each Category Total Traders: 78
. 9 4 40 16 14 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 47,739
Positions
11,678 7,530 256 13,492 7,565 2,195 8,027 14,941 4,051 828 2,389 146 7,066 8,666
Changes from: May 7, 2019 Total Change is: 1,603
1,387 -1,350 -103 -477 -3,084 988 -209 4,082 237 -25 377 -85 -109 542
Percent of Open Interest Represented by Each Category of Trader
24.5 15.8 0.5 28.3 15.8 4.6 16.8 31.3 8.5 1.7 5.0 0.3 14.8 18.2
Number of Traders in Each Category Total Traders: 249
24 18 5 54 30 26 31 57 21 13 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 238,696
Positions
58,391 37,650 1,282 67,459 37,823 10,975 40,136 74,706 20,253 4,138 11,944 731 35,330 43,331
Changes from: May 7, 2019 Total Change is: 8,016
6,933 -6,750 -513 -2,386 -15,421 4,938 -1,044 20,409 1,186 -126 1,883 -424 -547 2,708
Percent of Open Interest Represented by Each Category of Trader
24.5 15.8 0.5 28.3 15.8 4.6 16.8 31.3 8.5 1.7 5.0 0.3 14.8 18.2
Number of Traders in Each Category Total Traders: 249
24 18 5 54 30 26 31 57 21 13 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 432,043
Positions
62,654 67,670 4,291 232,058 193,272 39,793 50,802 69,778 9,589 10,847 29,115 0 22,010 18,536
Changes from: May 7, 2019 Total Change is: -7,520
-1,309 -5,355 249 -8,791 3,061 -348 -2,326 -3,562 2,487 3,801 -2,280 0 -1,283 -1,771
Percent of Open Interest Represented by Each Category of Trader
14.5 15.7 1.0 53.7 44.7 9.2 11.8 16.2 2.2 2.5 6.7 0.0 5.1 4.3
Number of Traders in Each Category Total Traders: 283
23 19 12 73 52 46 42 53 29 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 24,823
Positions
5,992 0 0 11,941 922 273 525 19,873 9 876 497 0 5,207 3,249
Changes from: May 7, 2019 Total Change is: -1,477
-64 0 0 -247 279 23 -740 -1,741 -6 173 45 0 -616 -77
Percent of Open Interest Represented by Each Category of Trader
24.1 0.0 0.0 48.1 3.7 1.1 2.1 80.1 0.0 3.5 2.0 0.0 21.0 13.1
Number of Traders in Each Category Total Traders: 32
4 0 0 14 . . . 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 64,818
Positions
5,431 17,301 1,243 18,814 9,428 627 29,192 4,766 87 547 400 0 8,877 30,966
Changes from: May 7, 2019 Total Change is: 2,643
2,207 -4,959 861 1,641 3,350 -139 -1,255 1,077 -135 -386 0 0 -151 2,588
Percent of Open Interest Represented by Each Category of Trader
8.4 26.7 1.9 29.0 14.5 1.0 45.0 7.4 0.1 0.8 0.6 0.0 13.7 47.8
Number of Traders in Each Category Total Traders: 68
11 11 . 12 9 7 15 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 334,082
Positions
43,596 196,018 3,757 234,243 96,520 21,779 12,137 7,259 522 8,554 1,849 0 9,494 6,378
Changes from: May 7, 2019 Total Change is: -2,506
-1,266 -3,532 -522 -18 -378 1,286 -3,148 664 40 1,470 407 0 -348 -471
Percent of Open Interest Represented by Each Category of Trader
13.0 58.7 1.1 70.1 28.9 6.5 3.6 2.2 0.2 2.6 0.6 0.0 2.8 1.9
Number of Traders in Each Category Total Traders: 163
17 12 7 65 35 28 14 11 5 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 1,233,012
Positions
78,271 820,230 2,163 883,779 207,889 117,203 80,745 52,532 2,504 32,476 12,745 4,277 31,594 13,469
Changes from: May 7, 2019 Total Change is: -68,291
2,436 -67,584 -665 -61,867 23,398 1,068 -6,949 -13,655 -1,201 2,385 -8,942 1,476 -4,974 -2,186
Percent of Open Interest Represented by Each Category of Trader
6.3 66.5 0.2 71.7 16.9 9.5 6.5 4.3 0.2 2.6 1.0 0.3 2.6 1.1
Number of Traders in Each Category Total Traders: 411
24 20 7 169 74 84 47 36 15 30 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 107,155
Positions
37,571 48,752 49,467 6,154 420 425 12,452 0 140 800 7,770 121 25 60
Changes from: May 7, 2019 Total Change is: 2,994
-498 -8,798 3,321 -110 420 120 0 0 40 0 7,770 121 0 0
Percent of Open Interest Represented by Each Category of Trader
35.1 45.5 46.2 5.7 0.4 0.4 11.6 0.0 0.1 0.7 7.3 0.1 0.0 0.1
Number of Traders in Each Category Total Traders: 34
4 18 7 6 . . . 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 1,200,717
Positions
9,020 88,403 21,564 441,171 332,225 224,397 96,447 143,990 182,322 25,802 53,106 8,733 191,261 145,977
Changes from: May 7, 2019 Total Change is: 21,353
-426 178 549 5,382 -750 -983 -6,777 1,936 24,631 -2,710 14,698 -954 2,641 -17,952
Percent of Open Interest Represented by Each Category of Trader
0.8 7.4 1.8 36.7 27.7 18.7 8.0 12.0 15.2 2.1 4.4 0.7 15.9 12.2
Number of Traders in Each Category Total Traders: 201
9 18 17 60 27 49 37 31 47 4 15 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 1,257,090
Positions
7,903 176,844 22,376 750,372 27,358 175,795 22,059 645,781 63,241 37,289 55,588 5,015 173,040 85,092
Changes from: May 7, 2019 Total Change is: 32,271
857 -40,016 4,222 13,215 -5,397 -1,063 -4,572 18,888 11,179 -112 54,964 4,036 4,509 -14,542
Percent of Open Interest Represented by Each Category of Trader
0.6 14.1 1.8 59.7 2.2 14.0 1.8 51.4 5.0 3.0 4.4 0.4 13.8 6.8
Number of Traders in Each Category Total Traders: 141
5 14 14 68 14 53 7 28 21 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 4,423,693
Positions
108,174 297,879 94,616 1,949,322 623,770 259,688 768,406 2,322,571 464,749 574,891 222,587 18,392 185,454 119,441
Changes from: May 7, 2019 Total Change is: 191,952
-2,549 -39,896 7,309 -20,038 -7,618 -4,901 80,875 107,231 49,576 71,451 59,367 10,114 114 10,769
Percent of Open Interest Represented by Each Category of Trader
2.4 6.7 2.1 44.1 14.1 5.9 17.4 52.5 10.5 13.0 5.0 0.4 4.2 2.7
Number of Traders in Each Category Total Traders: 367
21 28 15 120 31 77 60 63 57 27 17 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 4,976,916
Positions
183,491 216,162 300,044 1,777,535 923,830 871,823 385,287 1,306,226 572,745 302,670 248,005 82,890 500,431 455,192
Changes from: May 7, 2019 Total Change is: 215,877
-2,335 35,303 30,596 78,556 -32,699 -13,332 37,472 87,115 73,458 -17,427 16,635 9,852 19,038 8,948
Percent of Open Interest Represented by Each Category of Trader
3.7 4.3 6.0 35.7 18.6 17.5 7.7 26.2 11.5 6.1 5.0 1.7 10.1 9.1
Number of Traders in Each Category Total Traders: 417
26 26 39 105 75 116 67 68 92 23 27 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 765,992
Positions
28,300 56,344 1,107 320,003 301,549 108,307 121,655 117,410 11,752 62,420 22,302 0 112,448 147,221
Changes from: May 7, 2019 Total Change is: 20,130
439 -2,501 447 6,134 7,032 7,145 5,958 -6,840 3,351 -297 5,974 -10 -3,037 5,532
Percent of Open Interest Represented by Each Category of Trader
3.7 7.4 0.1 41.8 39.4 14.1 15.9 15.3 1.5 8.1 2.9 0.0 14.7 19.2
Number of Traders in Each Category Total Traders: 110
5 8 . 26 31 35 20 12 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 5,255,660
Positions
73,388 484,291 157,299 2,413,714 826,464 804,283 496,379 1,722,777 569,985 362,100 325,906 19,519 358,994 345,135
Changes from: May 7, 2019 Total Change is: 156,771
12,944 -8,306 32,536 27,670 -668 -14,848 10,558 32,750 88,179 -9,669 33,203 3,276 6,125 -9,352
Percent of Open Interest Represented by Each Category of Trader
1.4 9.2 3.0 45.9 15.7 15.3 9.4 32.8 10.8 6.9 6.2 0.4 6.8 6.6
Number of Traders in Each Category Total Traders: 349
13 34 28 98 54 92 44 66 70 15 25 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 2,127,165
Positions
627,352 229,252 575,024 19,099 88,478 38,727 192,913 552,958 546,653 73,862 20,748 20,221 33,314 55,104
Changes from: May 7, 2019 Total Change is: 140,850
8,089 -5,718 -3,217 16,923 37,853 -912 66,525 35,099 57,378 -2,255 10,822 2,910 -4,591 6,635
Percent of Open Interest Represented by Each Category of Trader
29.5 10.8 27.0 0.9 4.2 1.8 9.1 26.0 25.7 3.5 1.0 1.0 1.6 2.6
Number of Traders in Each Category Total Traders: 145
22 35 44 4 5 5 27 36 42 5 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 is26,668,976
Positions
2,487,192 1,904,728 5,041,027 640,601 1,422,326 1,761,284 1,449,735 943,385 13,891,393 331,776 265,891 344,279 721,689 1,094,664
Changes from: May 7, 2019 Total Change is: 177,969
-102,916 144,219 -98,626 -8,276 -380,254 30,969 -61,920 109,419 326,123 38,612 -33,369 63,001 -8,998 16,488
Percent of Open Interest Represented by Each Category of Trader
9.3 7.1 18.9 2.4 5.3 6.6 5.4 3.5 52.1 1.2 1.0 1.3 2.7 4.1
Number of Traders in Each Category Total Traders: 319
28 45 68 18 32 40 65 78 126 20 29 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 70,853
Positions
6,743 20,673 4,952 261 2,963 1,350 35,476 18,802 20,898 0 56 0 1,173 1,159
Changes from: May 7, 2019 Total Change is: 2,901
-510 1,409 404 4 155 500 3,031 972 -909 0 56 0 381 314
Percent of Open Interest Represented by Each Category of Trader
9.5 29.2 7.0 0.4 4.2 1.9 50.1 26.5 29.5 0.0 0.1 0.0 1.7 1.6
Number of Traders in Each Category Total Traders: 37
4 6 8 . . . 10 11 17 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 73,983
Positions
8,072 13,002 17,428 3,488 0 542 19,441 18,373 23,982 650 0 0 380 656
Changes from: May 7, 2019 Total Change is: 11,030
-1,980 -710 4,063 1,038 0 482 1,714 1,455 7,508 0 0 0 -1,795 -1,768
Percent of Open Interest Represented by Each Category of Trader
10.9 17.6 23.6 4.7 0.0 0.7 26.3 24.8 32.4 0.9 0.0 0.0 0.5 0.9
Number of Traders in Each Category Total Traders: 52
7 9 10 . 0 . 15 17 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 23,660
Positions
2,391 9,747 0 1,273 4,705 0 12,510 5,839 75 7,405 1,200 0 6 2,094
Changes from: May 7, 2019 Total Change is: -700
13 -557 0 3 30 0 -722 215 0 6 0 0 0 -388
Percent of Open Interest Represented by Each Category of Trader
10.1 41.2 0.0 5.4 19.9 0.0 52.9 24.7 0.3 31.3 5.1 0.0 0.0 8.9
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 14, 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 18,321
Positions
2,883 8,199 0 1,208 2,050 9 14,208 6,405 0 0 237 0 13 1,421
Changes from: May 7, 2019 Total Change is: 940
38 217 0 3 -36 0 891 1,027 0 0 0 0 8 -268
Percent of Open Interest Represented by Each Category of Trader
15.7 44.8 0.0 6.6 11.2 0.0 77.6 35.0 0.0 0.0 1.3 0.0 0.1 7.8
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 14, 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 49,520
Positions
10,763 3,479 15,507 0 70 0 9,263 10,435 13,711 30 6,067 246 0 5
Changes from: May 7, 2019 Total Change is: 1,257
0 631 0 0 0 0 1,267 605 0 0 28 0 -10 -7
Percent of Open Interest Represented by Each Category of Trader
21.7 7.0 31.3 0.0 0.1 0.0 18.7 21.1 27.7 0.1 12.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. . . 0 . 0 7 . . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 4,447
Positions
0 123 0 199 0 15 2,289 2,455 274 317 1,218 0 1,353 362
Changes from: May 7, 2019 Total Change is: 59
0 0 0 -87 0 -14 348 -237 195 -402 2 0 19 113
Percent of Open Interest Represented by Each Category of Trader
0.0 2.8 0.0 4.5 0.0 0.3 51.5 55.2 6.2 7.1 27.4 0.0 30.4 8.1
Number of Traders in Each Category Total Traders: 41
0 . 0 4 0 . 12 15 4 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 48,122
Positions
487 26,476 0 18,783 2,605 388 19,944 14,533 1,310 1,991 1,022 291 4,928 1,497
Changes from: May 7, 2019 Total Change is: -6,709
65 0 0 -3,287 71 -12 -2,789 -6,462 -171 -439 -34 235 -311 -335
Percent of Open Interest Represented by Each Category of Trader
1.0 55.0 0.0 39.0 5.4 0.8 41.4 30.2 2.7 4.1 2.1 0.6 10.2 3.1
Number of Traders in Each Category Total Traders: 96
. . 0 14 6 . 32 16 9 16 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 382,565
Positions
50,369 30,655 16,750 140,978 59,926 23,451 37,450 139,879 66,106 8,693 3,751 13,944 24,824 28,103
Changes from: May 7, 2019 Total Change is: -42,532
-29,346 11,859 232 -2,474 -37,463 -3,538 -2,913 -11,041 -1,435 -719 1,364 3,905 -6,244 -6,415
Percent of Open Interest Represented by Each Category of Trader
13.2 8.0 4.4 36.9 15.7 6.1 9.8 36.6 17.3 2.3 1.0 3.6 6.5 7.3
Number of Traders in Each Category Total Traders: 195
10 18 17 32 20 19 31 55 52 6 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 14, 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 37,060
Positions
4,369 597 1,147 16,012 21,960 0 14,110 13,050 102 1,136 180 0 184 24
Changes from: May 7, 2019 Total Change is: 4,547
-227 -65 1 -3,191 8,092 0 7,971 -3,498 2 6 30 0 -15 -15
Percent of Open Interest Represented by Each Category of Trader
11.8 1.6 3.1 43.2 59.3 0.0 38.1 35.2 0.3 3.1 0.5 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 45
4 . . 13 4 0 5 8 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 17, 2019