Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 153,250
Positions
43,071 2,072 3,777 27,988 43,664 4,129 10,203 43,626 18,290 13,030 2,054 55 32,708 35,584
Changes from: May 14, 2019 Total Change is: -6,613
757 276 -61 -8,521 -3,766 -2,593 -2,494 -3,410 2,786 614 60 -109 3,007 204
Percent of Open Interest Represented by Each Category of Trader
28.1 1.4 2.5 18.3 28.5 2.7 6.7 28.5 11.9 8.5 1.3 0.0 21.3 23.2
Number of Traders in Each Category Total Traders: 104
11 . 8 8 21 10 16 29 20 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 90,348
Positions
62,361 1,616 1,050 985 30,291 324 14,422 27,388 1,388 919 1,501 0 8,900 26,791
Changes from: May 14, 2019 Total Change is: -5,332
-3,427 -144 -102 -575 -1,752 -17 -1,423 -4,573 72 0 643 0 140 541
Percent of Open Interest Represented by Each Category of Trader
69.0 1.8 1.2 1.1 33.5 0.4 16.0 30.3 1.5 1.0 1.7 0.0 9.9 29.7
Number of Traders in Each Category Total Traders: 58
8 . . . 19 . 8 17 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 220,462
Positions
55,590 5,850 8,257 60,123 89,087 11,385 30,714 34,783 25,906 74 7,134 203 28,210 37,858
Changes from: May 14, 2019 Total Change is: 42,522
32,140 -96 2,453 -1,066 12,666 3,709 -6,395 10,882 9,447 -108 -240 -39 2,380 3,740
Percent of Open Interest Represented by Each Category of Trader
25.2 2.7 3.7 27.3 40.4 5.2 13.9 15.8 11.8 0.0 3.2 0.1 12.8 17.2
Number of Traders in Each Category Total Traders: 124
9 5 9 16 28 11 25 36 25 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 197,441
Positions
65,630 10,923 5,934 31,703 58,888 10,211 29,085 49,559 22,253 4,716 2,958 322 27,587 36,393
Changes from: May 14, 2019 Total Change is: -14,667
-5,091 3,893 241 -1,312 -3,312 -2,071 -1,762 -11,346 -2,127 -53 948 -113 -2,380 -781
Percent of Open Interest Represented by Each Category of Trader
33.2 5.5 3.0 16.1 29.8 5.2 14.7 25.1 11.3 2.4 1.5 0.2 14.0 18.4
Number of Traders in Each Category Total Traders: 129
8 6 8 20 26 16 20 38 24 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 572,863
Positions
38,496 87,125 18,015 305,941 160,477 34,979 26,318 146,259 41,708 16,778 17,492 1,337 89,292 65,471
Changes from: May 14, 2019 Total Change is: 16,122
1,850 4,873 705 4,761 5,281 -602 1,056 15 5,364 198 1,631 351 2,439 -1,496
Percent of Open Interest Represented by Each Category of Trader
6.7 15.2 3.1 53.4 28.0 6.1 4.6 25.5 7.3 2.9 3.1 0.2 15.6 11.4
Number of Traders in Each Category Total Traders: 298
18 13 17 92 39 47 30 66 35 19 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 26,695
Positions
0 6,430 0 8,712 8,408 3,480 530 1,472 0 0 583 8 13,965 6,314
Changes from: May 14, 2019 Total Change is: -1,095
0 -586 0 -989 -1,268 -25 -801 1,472 0 0 0 0 720 -688
Percent of Open Interest Represented by Each Category of Trader
0.0 24.1 0.0 32.6 31.5 13.0 2.0 5.5 0.0 0.0 2.2 0.0 52.3 23.7
Number of Traders in Each Category Total Traders: 24
0 . 0 10 8 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 26,784
Positions
4,332 4,804 573 8,613 12,226 2,331 5,054 996 12 0 0 0 5,869 5,842
Changes from: May 14, 2019 Total Change is: 346
0 1 -1 -5 421 -110 203 0 9 0 0 0 250 26
Percent of Open Interest Represented by Each Category of Trader
16.2 17.9 2.1 32.2 45.6 8.7 18.9 3.7 0.0 0.0 0.0 0.0 21.9 21.8
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 21, 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 203,706
Positions
80,771 5,033 5,782 18,343 68,261 4,164 39,670 49,145 17,611 3,088 6,991 14 34,263 46,704
Changes from: May 14, 2019 Total Change is: 19,460
4,162 1,313 -203 1,612 7,863 194 8,550 6,581 2,128 1,556 214 -238 1,699 1,608
Percent of Open Interest Represented by Each Category of Trader
39.7 2.5 2.8 9.0 33.5 2.0 19.5 24.1 8.6 1.5 3.4 0.0 16.8 22.9
Number of Traders in Each Category Total Traders: 107
9 . 8 14 18 14 22 30 16 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 58,826
Positions
114 51,454 50 46,071 0 0 3,778 6,128 0 7,081 462 0 1,732 732
Changes from: May 14, 2019 Total Change is: -1,595
114 5 -500 -7,565 0 0 -263 -395 0 6,782 -615 0 -163 -90
Percent of Open Interest Represented by Each Category of Trader
0.2 87.5 0.1 78.3 0.0 0.0 6.4 10.4 0.0 12.0 0.8 0.0 2.9 1.2
Number of Traders in Each Category Total Traders: 36
. 4 . 8 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 272,312
Positions
266 158,888 1,078 163,909 18,095 10 95,359 57,442 1,918 2,982 31,694 23 6,766 3,164
Changes from: May 14, 2019 Total Change is: 6,102
0 1,665 66 107 223 0 4,409 2,956 794 640 576 -20 107 -156
Percent of Open Interest Represented by Each Category of Trader
0.1 58.3 0.4 60.2 6.6 0.0 35.0 21.1 0.7 1.1 11.6 0.0 2.5 1.2
Number of Traders in Each Category Total Traders: 174
. 12 . 34 8 . 56 30 8 14 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 45,319
Positions
23,643 0 0 890 33,674 0 17,697 8,943 3 1,011 610 0 2,075 2,089
Changes from: May 14, 2019 Total Change is: 2,459
-120 0 0 -109 161 0 3,595 2,087 -55 -1,006 70 0 154 196
Percent of Open Interest Represented by Each Category of Trader
52.2 0.0 0.0 2.0 74.3 0.0 39.0 19.7 0.0 2.2 1.3 0.0 4.6 4.6
Number of Traders in Each Category Total Traders: 44
. 0 0 . 7 0 8 20 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 58,639
Positions
26,510 1,376 267 3,513 25,869 231 22,499 18,599 2,280 412 3,365 5 2,923 6,648
Changes from: May 14, 2019 Total Change is: 8,330
2,280 116 65 -585 1,371 -46 6,323 3,456 29 80 2,655 0 184 684
Percent of Open Interest Represented by Each Category of Trader
45.2 2.3 0.5 6.0 44.1 0.4 38.4 31.7 3.9 0.7 5.7 0.0 5.0 11.3
Number of Traders in Each Category Total Traders: 95
8 4 . 6 18 . 19 33 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 39,064
Positions
7,116 16,303 1,339 11,758 471 1,722 7,028 8,407 650 1,804 1,308 0 7,648 8,865
Changes from: May 14, 2019 Total Change is: -1,861
1,328 -3,798 186 -3,716 -93 933 -320 -37 -99 191 219 0 -363 827
Percent of Open Interest Represented by Each Category of Trader
18.2 41.7 3.4 30.1 1.2 4.4 18.0 21.5 1.7 4.6 3.3 0.0 19.6 22.7
Number of Traders in Each Category Total Traders: 98
12 16 6 18 4 5 22 15 10 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 78,128
Positions
14,232 32,606 2,678 23,515 942 3,443 14,057 16,813 1,299 3,608 2,616 0 15,296 17,730
Changes from: May 14, 2019 Total Change is: -3,722
2,655 -7,595 373 -7,431 -185 1,866 -641 -74 -198 381 438 0 -727 1,653
Percent of Open Interest Represented by Each Category of Trader
18.2 41.7 3.4 30.1 1.2 4.4 18.0 21.5 1.7 4.6 3.3 0.0 19.6 22.7
Number of Traders in Each Category Total Traders: 98
12 16 6 18 4 5 22 15 10 4 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 28,905
Positions
1,888 22,172 0 23,597 1,350 581 435 2,060 0 796 452 0 1,608 2,290
Changes from: May 14, 2019 Total Change is: 1,136
0 686 0 889 -28 147 0 78 0 0 0 0 100 253
Percent of Open Interest Represented by Each Category of Trader
6.5 76.7 0.0 81.6 4.7 2.0 1.5 7.1 0.0 2.8 1.6 0.0 5.6 7.9
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 21, 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 789,085
Positions
58,298 131,470 50,231 267,738 127,232 65,833 49,671 78,665 161,324 23,063 61,942 23,826 89,101 88,561
Changes from: May 14, 2019 Total Change is: -23,553
-1,100 -9,105 -593 -701 2,305 -3,680 593 2,510 -18,825 887 3,571 736 -870 -470
Percent of Open Interest Represented by Each Category of Trader
7.4 16.7 6.4 33.9 16.1 8.3 6.3 10.0 20.4 2.9 7.8 3.0 11.3 11.2
Number of Traders in Each Category Total Traders: 639
32 35 50 167 101 144 80 109 100 57 57 60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 64,065
Positions
10,685 20,139 1,428 3,928 1,406 1,255 5,549 9,972 13,855 36 31 430 26,898 15,549
Changes from: May 14, 2019 Total Change is: -1,801
1,638 888 -644 -1 177 -249 -336 9 -3,808 11 -33 -139 1,728 1,999
Percent of Open Interest Represented by Each Category of Trader
16.7 31.4 2.2 6.1 2.2 2.0 8.7 15.6 21.6 0.1 0.0 0.7 42.0 24.3
Number of Traders in Each Category Total Traders: 49
5 11 5 . . . 7 14 17 6 . 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 14,212
Positions
5,560 12,572 0 6,426 0 22 0 595 45 323 0 0 1,836 978
Changes from: May 14, 2019 Total Change is: -234
980 732 0 294 -857 -18 -297 0 -7 0 0 0 -1,186 -84
Percent of Open Interest Represented by Each Category of Trader
39.1 88.5 0.0 45.2 0.0 0.2 0.0 4.2 0.3 2.3 0.0 0.0 12.9 6.9
Number of Traders in Each Category Total Traders: 20
5 6 0 6 0 . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 3,625,101
Positions
259,094 577,683 222,990 1,323,227 633,306 318,712 273,298 396,157 684,655 115,131 309,558 116,978 311,016 365,063
Changes from: May 14, 2019 Total Change is: -108,759
-8,998 -45,274 -4,441 -3,592 10,546 -17,059 1,021 8,878 -71,461 4,383 18,023 4,374 -12,988 -12,347
Percent of Open Interest Represented by Each Category of Trader
7.1 15.9 6.2 36.5 17.5 8.8 7.5 10.9 18.9 3.2 8.5 3.2 8.6 10.1
Number of Traders in Each Category Total Traders: 625
33 32 48 168 99 143 78 105 95 53 56 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 32,992
Positions
2,493 10,324 18,000 8,538 1,107 895 314 528 0 0 0 0 2,752 2,138
Changes from: May 14, 2019 Total Change is: 691
579 856 221 -56 0 0 0 -229 0 0 -256 0 -53 99
Percent of Open Interest Represented by Each Category of Trader
7.6 31.3 54.6 25.9 3.4 2.7 1.0 1.6 0.0 0.0 0.0 0.0 8.3 6.5
Number of Traders in Each Category Total Traders: 23
4 8 . 7 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 15,854
Positions
8,010 4,006 0 3,184 8,868 877 597 229 0 0 253 0 3,186 1,621
Changes from: May 14, 2019 Total Change is: 1,999
2,056 0 0 29 2,067 -14 0 0 0 0 0 0 -72 -54
Percent of Open Interest Represented by Each Category of Trader
50.5 25.3 0.0 20.1 55.9 5.5 3.8 1.4 0.0 0.0 1.6 0.0 20.1 10.2
Number of Traders in Each Category Total Traders: 21
5 . 0 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 65,497
Positions
3,796 13,674 447 43,469 37,306 2,539 1,699 1,385 71 2,175 7,644 0 11,301 2,431
Changes from: May 14, 2019 Total Change is: -274
-39 474 -71 -368 -242 -310 274 674 -188 0 0 0 428 -611
Percent of Open Interest Represented by Each Category of Trader
5.8 20.9 0.7 66.4 57.0 3.9 2.6 2.1 0.1 3.3 11.7 0.0 17.3 3.7
Number of Traders in Each Category Total Traders: 77
. 9 . 37 16 13 5 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 47,024
Positions
10,733 9,452 236 14,634 7,068 1,503 8,050 14,111 3,369 1,316 2,643 138 7,045 8,505
Changes from: May 14, 2019 Total Change is: -715
-945 1,922 -21 1,142 -497 -692 23 -831 -681 489 254 -8 -21 -161
Percent of Open Interest Represented by Each Category of Trader
22.8 20.1 0.5 31.1 15.0 3.2 17.1 30.0 7.2 2.8 5.6 0.3 15.0 18.1
Number of Traders in Each Category Total Traders: 248
22 20 8 50 29 21 32 55 21 15 25 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 235,121
Positions
53,665 47,259 1,179 73,170 35,339 7,515 40,250 70,553 16,846 6,581 13,214 690 35,225 42,526
Changes from: May 14, 2019 Total Change is: -3,575
-4,726 9,608 -103 5,712 -2,484 -3,461 113 -4,153 -3,407 2,443 1,270 -41 -105 -804
Percent of Open Interest Represented by Each Category of Trader
22.8 20.1 0.5 31.1 15.0 3.2 17.1 30.0 7.2 2.8 5.6 0.3 15.0 18.1
Number of Traders in Each Category Total Traders: 248
22 20 8 50 29 21 32 55 21 15 25 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 432,550
Positions
65,438 68,685 3,693 234,347 186,364 38,195 47,927 73,989 8,928 12,074 32,510 39 21,908 20,147
Changes from: May 14, 2019 Total Change is: 507
2,785 1,015 -598 2,289 -6,908 -1,597 -2,875 4,211 -661 1,227 3,395 39 -102 1,611
Percent of Open Interest Represented by Each Category of Trader
15.1 15.9 0.9 54.2 43.1 8.8 11.1 17.1 2.1 2.8 7.5 0.0 5.1 4.7
Number of Traders in Each Category Total Traders: 283
24 19 9 72 50 46 38 57 31 11 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 24,729
Positions
5,744 0 0 11,466 661 225 230 19,860 489 1,438 0 0 5,137 3,494
Changes from: May 14, 2019 Total Change is: -94
-248 0 0 -475 -261 -48 -295 -13 480 562 -497 0 -70 245
Percent of Open Interest Represented by Each Category of Trader
23.2 0.0 0.0 46.4 2.7 0.9 0.9 80.3 2.0 5.8 0.0 0.0 20.8 14.1
Number of Traders in Each Category Total Traders: 28
. 0 0 12 . . . 7 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 66,410
Positions
5,959 18,308 775 20,501 12,556 592 28,747 5,565 473 0 978 0 9,363 27,163
Changes from: May 14, 2019 Total Change is: 1,592
528 1,007 -468 1,687 3,128 -35 -445 799 386 -547 578 0 486 -3,803
Percent of Open Interest Represented by Each Category of Trader
9.0 27.6 1.2 30.9 18.9 0.9 43.3 8.4 0.7 0.0 1.5 0.0 14.1 40.9
Number of Traders in Each Category Total Traders: 68
9 13 . 12 8 6 17 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 335,959
Positions
41,098 196,640 3,812 239,293 98,078 19,760 12,694 9,076 272 9,176 1,425 0 9,854 6,896
Changes from: May 14, 2019 Total Change is: 1,877
-2,498 622 55 5,050 1,558 -2,019 557 1,817 -250 622 -424 0 360 518
Percent of Open Interest Represented by Each Category of Trader
12.2 58.5 1.1 71.2 29.2 5.9 3.8 2.7 0.1 2.7 0.4 0.0 2.9 2.1
Number of Traders in Each Category Total Traders: 166
15 12 7 65 38 27 14 13 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 1,210,872
Positions
65,319 788,161 1,725 878,084 204,410 118,899 69,512 61,618 2,508 34,722 8,081 4,271 35,832 21,199
Changes from: May 14, 2019 Total Change is: -22,140
-12,952 -32,069 -438 -5,695 -3,479 1,696 -11,233 9,086 4 2,246 -4,664 -6 4,238 7,730
Percent of Open Interest Represented by Each Category of Trader
5.4 65.1 0.1 72.5 16.9 9.8 5.7 5.1 0.2 2.9 0.7 0.4 3.0 1.8
Number of Traders in Each Category Total Traders: 410
24 21 7 162 75 88 47 38 17 32 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 108,178
Positions
38,036 49,053 50,360 4,409 420 425 12,483 0 188 800 6,220 1,452 25 60
Changes from: May 14, 2019 Total Change is: 1,023
465 301 893 -1,745 0 0 31 0 48 0 -1,550 1,331 0 0
Percent of Open Interest Represented by Each Category of Trader
35.2 45.3 46.6 4.1 0.4 0.4 11.5 0.0 0.2 0.7 5.7 1.3 0.0 0.1
Number of Traders in Each Category Total Traders: 34
4 18 7 5 . . 4 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 1,238,606
Positions
6,982 90,464 49,685 434,789 329,705 231,950 92,080 143,589 190,030 26,421 48,158 7,300 199,370 147,726
Changes from: May 14, 2019 Total Change is: 37,889
-2,038 2,061 28,121 -6,382 -2,520 7,553 -4,366 -401 7,708 618 -4,948 -1,433 8,109 1,749
Percent of Open Interest Represented by Each Category of Trader
0.6 7.3 4.0 35.1 26.6 18.7 7.4 11.6 15.3 2.1 3.9 0.6 16.1 11.9
Number of Traders in Each Category Total Traders: 198
10 20 21 60 27 51 32 31 47 6 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 1,265,553
Positions
7,012 173,370 21,756 749,484 33,886 177,914 20,021 644,036 76,501 39,219 53,981 505 173,141 83,604
Changes from: May 14, 2019 Total Change is: 8,463
-891 -3,474 -620 -888 6,528 2,119 -2,038 -1,745 13,261 1,930 -1,607 -4,510 101 -1,489
Percent of Open Interest Represented by Each Category of Trader
0.6 13.7 1.7 59.2 2.7 14.1 1.6 50.9 6.0 3.1 4.3 0.0 13.7 6.6
Number of Traders in Each Category Total Traders: 145
4 13 8 73 12 54 8 29 22 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 4,112,536
Positions
110,811 287,714 103,870 1,878,735 611,881 280,858 713,749 2,170,406 294,719 508,059 228,632 16,888 204,847 117,568
Changes from: May 14, 2019 Total Change is: -311,157
2,637 -10,165 9,254 -70,587 -11,889 21,170 -54,657 -152,165 -170,030 -66,833 6,045 -1,504 19,393 -1,873
Percent of Open Interest Represented by Each Category of Trader
2.7 7.0 2.5 45.7 14.9 6.8 17.4 52.8 7.2 12.4 5.6 0.4 5.0 2.9
Number of Traders in Each Category Total Traders: 365
24 30 17 117 28 73 66 56 54 24 20 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 5,018,047
Positions
196,028 232,718 324,089 1,733,740 936,483 835,083 386,736 1,277,170 638,390 297,779 248,675 79,673 526,529 445,765
Changes from: May 14, 2019 Total Change is: 41,131
12,537 16,556 24,046 -43,795 12,653 -36,740 1,450 -29,056 65,645 -4,892 670 -3,217 26,098 -9,426
Percent of Open Interest Represented by Each Category of Trader
3.9 4.6 6.5 34.6 18.7 16.6 7.7 25.5 12.7 5.9 5.0 1.6 10.5 8.9
Number of Traders in Each Category Total Traders: 418
29 31 44 107 72 120 68 59 90 26 25 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 770,199
Positions
23,845 62,832 673 328,019 282,804 109,757 117,844 117,317 14,563 60,240 23,032 0 115,258 159,221
Changes from: May 14, 2019 Total Change is: 4,207
-4,455 6,488 -434 8,016 -18,745 1,450 -3,811 -93 2,811 -2,180 730 0 2,810 12,000
Percent of Open Interest Represented by Each Category of Trader
3.1 8.2 0.1 42.6 36.7 14.3 15.3 15.2 1.9 7.8 3.0 0.0 15.0 20.7
Number of Traders in Each Category Total Traders: 108
5 7 . 29 29 34 19 12 13 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 5,295,491
Positions
51,406 464,058 171,869 2,426,509 824,227 870,738 487,589 1,732,671 537,156 378,099 309,642 20,414 351,711 364,716
Changes from: May 14, 2019 Total Change is: 39,831
-21,981 -20,233 14,570 12,795 -2,236 66,455 -8,790 9,894 -32,828 15,999 -16,264 894 -7,282 19,581
Percent of Open Interest Represented by Each Category of Trader
1.0 8.8 3.2 45.8 15.6 16.4 9.2 32.7 10.1 7.1 5.8 0.4 6.6 6.9
Number of Traders in Each Category Total Traders: 347
14 38 30 97 53 92 46 60 72 15 23 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 2,301,045
Positions
652,611 225,891 630,295 5,167 90,498 53,682 195,126 624,896 587,202 123,659 19,309 21,375 31,928 47,897
Changes from: May 14, 2019 Total Change is: 173,880
25,259 -3,361 55,271 -13,932 2,020 14,955 2,213 71,938 40,548 49,797 -1,439 1,154 -1,386 -7,207
Percent of Open Interest Represented by Each Category of Trader
28.4 9.8 27.4 0.2 3.9 2.3 8.5 27.2 25.5 5.4 0.8 0.9 1.4 2.1
Number of Traders in Each Category Total Traders: 148
22 35 41 4 5 4 27 37 47 5 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 is27,002,341
Positions
2,427,910 2,127,970 5,112,500 656,163 1,294,788 1,741,486 1,502,473 891,643 14,145,128 363,310 264,036 342,716 710,656 1,082,075
Changes from: May 14, 2019 Total Change is: 333,365
-59,282 223,242 71,472 15,562 -127,538 -19,798 52,737 -51,742 253,735 31,534 -1,856 -1,563 -11,034 -12,588
Percent of Open Interest Represented by Each Category of Trader
9.0 7.9 18.9 2.4 4.8 6.4 5.6 3.3 52.4 1.3 1.0 1.3 2.6 4.0
Number of Traders in Each Category Total Traders: 326
30 48 71 18 31 40 69 76 133 19 29 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 74,297
Positions
6,757 19,599 4,992 679 3,769 1,350 35,058 19,029 24,264 0 56 0 1,197 1,238
Changes from: May 14, 2019 Total Change is: 3,444
14 -1,074 40 418 806 0 -418 227 3,366 0 0 0 24 79
Percent of Open Interest Represented by Each Category of Trader
9.1 26.4 6.7 0.9 5.1 1.8 47.2 25.6 32.7 0.0 0.1 0.0 1.6 1.7
Number of Traders in Each Category Total Traders: 39
4 7 8 . . . 12 9 19 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 78,093
Positions
14,681 15,754 13,255 5,329 0 410 19,253 23,931 24,192 650 0 0 323 551
Changes from: May 14, 2019 Total Change is: 4,110
6,609 2,752 -4,173 1,841 0 -132 -188 5,558 210 0 0 0 -57 -105
Percent of Open Interest Represented by Each Category of Trader
18.8 20.2 17.0 6.8 0.0 0.5 24.7 30.6 31.0 0.8 0.0 0.0 0.4 0.7
Number of Traders in Each Category Total Traders: 54
7 10 11 . 0 . 16 16 22 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 23,659
Positions
2,388 9,856 0 1,275 4,225 0 12,626 6,247 75 7,289 1,220 0 6 2,036
Changes from: May 14, 2019 Total Change is: -1
-3 109 0 2 -480 0 116 408 0 -116 20 0 0 -58
Percent of Open Interest Represented by Each Category of Trader
10.1 41.7 0.0 5.4 17.9 0.0 53.4 26.4 0.3 30.8 5.2 0.0 0.0 8.6
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 21, 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 18,773
Positions
2,858 8,434 0 1,209 2,056 9 14,670 6,073 0 0 237 0 27 1,964
Changes from: May 14, 2019 Total Change is: 452
-25 235 0 1 6 0 462 -332 0 0 0 0 14 543
Percent of Open Interest Represented by Each Category of Trader
15.2 44.9 0.0 6.4 11.0 0.0 78.1 32.3 0.0 0.0 1.3 0.0 0.1 10.5
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 21, 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 50,889
Positions
11,013 5,106 15,507 0 70 0 10,382 10,160 13,711 30 6,084 246 0 5
Changes from: May 14, 2019 Total Change is: 1,369
250 1,627 0 0 0 0 1,119 -275 0 0 17 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.6 10.0 30.5 0.0 0.1 0.0 20.4 20.0 26.9 0.1 12.0 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 6 . . . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 4,650
Positions
0 123 0 223 0 0 2,354 2,498 384 268 1,251 0 1,421 394
Changes from: May 14, 2019 Total Change is: 203
0 0 0 24 0 -15 65 43 110 -49 33 0 68 32
Percent of Open Interest Represented by Each Category of Trader
0.0 2.6 0.0 4.8 0.0 0.0 50.6 53.7 8.3 5.8 26.9 0.0 30.6 8.5
Number of Traders in Each Category Total Traders: 44
0 . 0 4 0 0 15 14 8 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 51,877
Positions
347 26,476 0 21,087 2,605 395 20,850 18,111 1,383 2,058 809 230 5,527 1,868
Changes from: May 14, 2019 Total Change is: 3,755
-140 0 0 2,304 0 7 906 3,578 73 67 -213 -60 599 371
Percent of Open Interest Represented by Each Category of Trader
0.7 51.0 0.0 40.6 5.0 0.8 40.2 34.9 2.7 4.0 1.6 0.4 10.7 3.6
Number of Traders in Each Category Total Traders: 104
. . 0 13 6 . 38 17 9 18 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 369,983
Positions
49,821 20,140 23,343 126,060 73,888 25,961 35,431 119,096 64,643 11,055 3,184 11,266 22,403 28,462
Changes from: May 14, 2019 Total Change is: -12,582
-548 -10,515 6,593 -14,918 13,962 2,510 -2,019 -20,783 -1,463 2,362 -567 -2,678 -2,421 359
Percent of Open Interest Represented by Each Category of Trader
13.5 5.4 6.3 34.1 20.0 7.0 9.6 32.2 17.5 3.0 0.9 3.0 6.1 7.7
Number of Traders in Each Category Total Traders: 194
9 18 22 30 21 22 37 50 55 6 13 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 21, 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 32,931
Positions
2,225 647 1,147 14,467 18,944 0 13,696 11,817 102 1,127 240 0 167 34
Changes from: May 14, 2019 Total Change is: -4,129
-2,144 50 0 -1,545 -3,016 0 -414 -1,233 0 -9 60 0 -17 10
Percent of Open Interest Represented by Each Category of Trader
6.8 2.0 3.5 43.9 57.5 0.0 41.6 35.9 0.3 3.4 0.7 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 43
4 . . 11 4 0 5 8 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 24, 2019