Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 166,780
Positions
41,730 2,953 11,825 29,199 39,327 4,025 11,459 51,630 22,350 14,789 1,956 13 31,391 32,701
Changes from: May 28, 2019 Total Change is: 13,505
-1,146 505 7,982 618 -2,097 -163 586 5,945 4,375 1,545 -91 2 -294 -2,952
Percent of Open Interest Represented by Each Category of Trader
25.0 1.8 7.1 17.5 23.6 2.4 6.9 31.0 13.4 8.9 1.2 0.0 18.8 19.6
Number of Traders in Each Category Total Traders: 115
10 4 8 11 23 11 15 35 19 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 84,397
Positions
54,331 3,511 630 1,404 23,966 900 14,266 27,669 1,638 919 1,482 0 10,308 24,601
Changes from: May 28, 2019 Total Change is: -3,350
-5,767 2,071 -400 419 -4,109 192 390 1,967 169 0 -34 0 1,646 -3,207
Percent of Open Interest Represented by Each Category of Trader
64.4 4.2 0.7 1.7 28.4 1.1 16.9 32.8 1.9 1.1 1.8 0.0 12.2 29.1
Number of Traders in Each Category Total Traders: 56
6 5 . . 18 . 9 13 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 254,127
Positions
86,502 5,116 10,630 53,929 105,874 14,762 30,077 38,147 30,956 1 6,856 169 27,101 41,615
Changes from: May 28, 2019 Total Change is: 6,561
11,839 -239 1,467 -2,953 5,846 1,718 -6,893 -2,430 1,266 1 -278 169 -52 -957
Percent of Open Interest Represented by Each Category of Trader
34.0 2.0 4.2 21.2 41.7 5.8 11.8 15.0 12.2 0.0 2.7 0.1 10.7 16.4
Number of Traders in Each Category Total Traders: 130
10 4 8 15 31 11 28 38 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 212,215
Positions
49,444 21,279 12,243 32,610 52,123 14,087 28,492 43,012 33,076 7,409 2,094 1,239 33,615 33,063
Changes from: May 28, 2019 Total Change is: 10,269
-13,638 4,811 5,192 2,144 -5,848 3,886 215 -4,961 8,196 955 -263 646 2,675 -1,390
Percent of Open Interest Represented by Each Category of Trader
23.3 10.0 5.8 15.4 24.6 6.6 13.4 20.3 15.6 3.5 1.0 0.6 15.8 15.6
Number of Traders in Each Category Total Traders: 127
7 8 8 21 27 16 20 33 23 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 586,063
Positions
33,238 96,332 23,058 302,117 163,913 34,375 28,699 135,850 52,540 20,366 14,791 2,156 89,515 63,047
Changes from: May 28, 2019 Total Change is: -9,508
-4,746 7,783 -8,566 -384 1,589 -1,761 1,962 -7,857 2,322 3,849 -2,925 -28 -2,155 -64
Percent of Open Interest Represented by Each Category of Trader
5.7 16.4 3.9 51.6 28.0 5.9 4.9 23.2 9.0 3.5 2.5 0.4 15.3 10.8
Number of Traders in Each Category Total Traders: 304
20 12 14 88 42 49 35 66 36 22 19 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 26,602
Positions
0 7,422 83 8,628 5,937 3,195 530 4,291 0 0 583 8 14,158 5,083
Changes from: May 28, 2019 Total Change is: 137
0 975 83 302 -1,658 -333 0 1,670 -2 0 0 0 87 -598
Percent of Open Interest Represented by Each Category of Trader
0.0 27.9 0.3 32.4 22.3 12.0 2.0 16.1 0.0 0.0 2.2 0.0 53.2 19.1
Number of Traders in Each Category Total Traders: 22
0 . . 10 5 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 27,384
Positions
4,422 4,007 552 7,967 13,746 2,164 4,404 957 48 0 950 0 7,827 4,960
Changes from: May 28, 2019 Total Change is: -43
92 -157 -17 -139 890 -145 -1,684 0 45 0 950 0 1,805 -1,609
Percent of Open Interest Represented by Each Category of Trader
16.1 14.6 2.0 29.1 50.2 7.9 16.1 3.5 0.2 0.0 3.5 0.0 28.6 18.1
Number of Traders in Each Category Total Traders: 24
. . . 6 9 8 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 191,439
Positions
76,626 4,744 5,939 13,821 65,603 4,269 39,256 43,005 19,148 2,475 3,050 777 29,129 44,905
Changes from: May 28, 2019 Total Change is: -7,343
-5,076 207 -942 -2,502 -4,954 -513 -31 -4,832 4,159 -535 -224 583 -2,484 -826
Percent of Open Interest Represented by Each Category of Trader
40.0 2.5 3.1 7.2 34.3 2.2 20.5 22.5 10.0 1.3 1.6 0.4 15.2 23.5
Number of Traders in Each Category Total Traders: 104
9 . 9 12 19 13 27 23 17 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 63,797
Positions
0 52,041 50 50,109 0 0 3,135 9,330 475 7,847 400 0 2,181 1,501
Changes from: May 28, 2019 Total Change is: 948
0 631 0 431 0 0 -318 -668 475 164 -8 0 196 518
Percent of Open Interest Represented by Each Category of Trader
0.0 81.6 0.1 78.5 0.0 0.0 4.9 14.6 0.7 12.3 0.6 0.0 3.4 2.4
Number of Traders in Each Category Total Traders: 38
0 6 . 7 0 0 12 9 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 243,164
Positions
1,932 145,096 914 146,841 15,935 218 75,235 37,239 8,727 2,086 30,637 0 7,211 4,399
Changes from: May 28, 2019 Total Change is: -32,556
1,666 -11,603 -114 -18,313 -1,093 208 -17,217 -22,497 1,798 -909 -529 0 325 1,273
Percent of Open Interest Represented by Each Category of Trader
0.8 59.7 0.4 60.4 6.6 0.1 30.9 15.3 3.6 0.9 12.6 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 150
4 10 . 32 7 . 41 33 14 7 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 43,712
Positions
29,579 0 873 1,233 32,006 0 8,227 7,348 1,155 682 560 125 1,838 1,645
Changes from: May 28, 2019 Total Change is: -9,684
5,941 0 808 335 -5,926 -3,808 -11,557 394 -668 -489 -150 125 -371 -459
Percent of Open Interest Represented by Each Category of Trader
67.7 0.0 2.0 2.8 73.2 0.0 18.8 16.8 2.6 1.6 1.3 0.3 4.2 3.8
Number of Traders in Each Category Total Traders: 44
. 0 . . 5 0 11 16 5 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 68,799
Positions
36,149 1,076 3,218 3,715 32,371 417 17,825 18,150 3,960 623 3,683 5 2,887 5,919
Changes from: May 28, 2019 Total Change is: 6,766
3,352 -112 3,163 -30 2,924 201 -1,719 -710 1,795 -40 19 0 44 -514
Percent of Open Interest Represented by Each Category of Trader
52.5 1.6 4.7 5.4 47.1 0.6 25.9 26.4 5.8 0.9 5.4 0.0 4.2 8.6
Number of Traders in Each Category Total Traders: 103
10 . . 7 21 . 24 30 9 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 15,250
Positions
6,020 3,398 2,116 3,744 2,235 0 2,438 5,036 48 122 135 0 762 2,282
Changes from: May 28, 2019 Total Change is: 432
69 0 347 -118 -1 0 -128 -54 44 122 18 0 96 78
Percent of Open Interest Represented by Each Category of Trader
39.5 22.3 13.9 24.6 14.7 0.0 16.0 33.0 0.3 0.8 0.9 0.0 5.0 15.0
Number of Traders in Each Category Total Traders: 21
. . . . . 0 . 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 39,710
Positions
14,395 14,196 1,453 5,864 1,985 1,968 5,797 7,933 1,252 1,618 1,361 0 7,364 9,562
Changes from: May 28, 2019 Total Change is: -410
4,816 -2,821 273 -1,408 1,371 -1,575 -1,586 708 105 -179 -266 0 -857 1,793
Percent of Open Interest Represented by Each Category of Trader
36.3 35.8 3.7 14.8 5.0 5.0 14.6 20.0 3.2 4.1 3.4 0.0 18.5 24.1
Number of Traders in Each Category Total Traders: 98
14 14 6 17 6 5 19 16 12 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 79,419
Positions
28,790 28,393 2,906 11,727 3,969 3,936 11,593 15,867 2,504 3,236 2,722 0 14,727 19,123
Changes from: May 28, 2019 Total Change is: -820
9,631 -5,642 547 -2,815 2,742 -3,149 -3,173 1,416 210 -358 -531 0 -1,714 3,587
Percent of Open Interest Represented by Each Category of Trader
36.3 35.8 3.7 14.8 5.0 5.0 14.6 20.0 3.2 4.1 3.4 0.0 18.5 24.1
Number of Traders in Each Category Total Traders: 98
14 14 6 17 6 5 19 16 12 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 25,853
Positions
1,888 19,972 0 20,615 1,441 591 435 1,266 0 796 1,112 0 1,528 1,471
Changes from: May 28, 2019 Total Change is: -1,544
0 -863 0 -1,652 -41 142 0 -546 0 0 660 0 -34 -896
Percent of Open Interest Represented by Each Category of Trader
7.3 77.3 0.0 79.7 5.6 2.3 1.7 4.9 0.0 3.1 4.3 0.0 5.9 5.7
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 818,397
Positions
53,498 130,362 53,772 273,106 130,843 71,502 56,226 72,909 181,961 26,198 64,102 22,601 79,534 90,344
Changes from: May 28, 2019 Total Change is: -4,343
-4,157 -4,150 4,223 4,095 535 2,688 6,614 -1,983 2,705 355 1,805 -10,842 -10,022 677
Percent of Open Interest Represented by Each Category of Trader
6.5 15.9 6.6 33.4 16.0 8.7 6.9 8.9 22.2 3.2 7.8 2.8 9.7 11.0
Number of Traders in Each Category Total Traders: 637
33 36 48 172 104 150 93 97 108 41 61 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 62,353
Positions
11,255 17,196 1,387 4,554 1,292 713 7,314 8,312 14,122 21 104 627 22,360 18,601
Changes from: May 28, 2019 Total Change is: -3,227
466 -2,920 -158 -367 135 -62 812 -2,708 537 -35 24 16 -4,436 1,908
Percent of Open Interest Represented by Each Category of Trader
18.1 27.6 2.2 7.3 2.1 1.1 11.7 13.3 22.6 0.0 0.2 1.0 35.9 29.8
Number of Traders in Each Category Total Traders: 46
6 9 6 . . . 10 9 16 4 . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 17,284
Positions
8,432 11,285 1,057 3,524 1,607 1,607 561 421 2 0 300 0 2,101 1,005
Changes from: May 28, 2019 Total Change is: 2,193
1,480 -111 1,057 95 1,607 0 -393 -435 -232 0 0 0 186 307
Percent of Open Interest Represented by Each Category of Trader
48.8 65.3 6.1 20.4 9.3 9.3 3.2 2.4 0.0 0.0 1.7 0.0 12.2 5.8
Number of Traders in Each Category Total Traders: 20
5 7 . . . . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 14,595
Positions
4,666 12,453 908 6,793 0 29 0 441 45 323 0 0 1,831 719
Changes from: May 28, 2019 Total Change is: 344
-842 -38 908 319 0 7 0 -12 0 0 0 0 -48 -521
Percent of Open Interest Represented by Each Category of Trader
32.0 85.3 6.2 46.5 0.0 0.2 0.0 3.0 0.3 2.2 0.0 0.0 12.5 4.9
Number of Traders in Each Category Total Traders: 20
5 6 . 6 0 . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 3,780,222
Positions
224,081 578,699 249,061 1,346,547 651,544 350,161 297,644 376,073 786,105 130,883 319,992 109,870 285,871 358,718
Changes from: May 28, 2019 Total Change is: -5,579
-30,928 -13,963 29,718 21,917 1,607 14,142 14,949 -10,438 24,896 1,947 8,906 -54,290 -27,930 -6,156
Percent of Open Interest Represented by Each Category of Trader
5.9 15.3 6.6 35.6 17.2 9.3 7.9 9.9 20.8 3.5 8.5 2.9 7.6 9.5
Number of Traders in Each Category Total Traders: 625
32 35 47 173 102 149 87 99 104 37 60 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 27,200
Positions
2,493 11,860 12,730 7,993 0 785 789 528 0 0 0 0 2,410 1,297
Changes from: May 28, 2019 Total Change is: -3,399
0 1,622 -3,112 -445 -1,107 -110 564 0 -89 0 0 0 -207 -603
Percent of Open Interest Represented by Each Category of Trader
9.2 43.6 46.8 29.4 0.0 2.9 2.9 1.9 0.0 0.0 0.0 0.0 8.9 4.8
Number of Traders in Each Category Total Traders: 24
4 9 4 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 16,777
Positions
8,644 4,610 0 3,244 9,692 860 595 264 0 0 253 0 3,434 1,098
Changes from: May 28, 2019 Total Change is: 556
394 604 0 63 564 3 -15 -307 0 0 0 0 111 -308
Percent of Open Interest Represented by Each Category of Trader
51.5 27.5 0.0 19.3 57.8 5.1 3.5 1.6 0.0 0.0 1.5 0.0 20.5 6.5
Number of Traders in Each Category Total Traders: 24
6 5 0 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 65,889
Positions
5,653 10,802 930 42,923 37,884 2,601 1,740 2,104 58 2,567 7,597 0 9,417 3,913
Changes from: May 28, 2019 Total Change is: 1,374
1,833 -1,642 390 838 -23 20 -121 1,049 53 392 -47 0 -2,031 1,574
Percent of Open Interest Represented by Each Category of Trader
8.6 16.4 1.4 65.1 57.5 3.9 2.6 3.2 0.1 3.9 11.5 0.0 14.3 5.9
Number of Traders in Each Category Total Traders: 74
6 6 5 34 15 12 4 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 48,927
Positions
11,694 8,139 358 15,329 9,595 1,259 8,101 14,439 4,244 1,054 2,807 72 6,817 8,014
Changes from: May 28, 2019 Total Change is: 224
822 -1,013 81 -466 713 52 172 69 477 -219 169 -25 -670 -299
Percent of Open Interest Represented by Each Category of Trader
23.9 16.6 0.7 31.3 19.6 2.6 16.6 29.5 8.7 2.2 5.7 0.1 13.9 16.4
Number of Traders in Each Category Total Traders: 261
20 22 7 50 33 26 34 70 27 11 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 244,637
Positions
58,471 40,697 1,791 76,645 47,976 6,295 40,503 72,195 21,218 5,271 14,036 360 34,083 40,069
Changes from: May 28, 2019 Total Change is: 1,121
4,112 -5,067 405 -2,329 3,565 258 858 346 2,387 -1,096 844 -125 -3,350 -1,493
Percent of Open Interest Represented by Each Category of Trader
23.9 16.6 0.7 31.3 19.6 2.6 16.6 29.5 8.7 2.2 5.7 0.1 13.9 16.4
Number of Traders in Each Category Total Traders: 261
20 22 7 50 33 26 34 70 27 11 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 428,540
Positions
65,472 52,665 5,665 218,405 188,836 42,028 52,247 71,531 12,830 10,702 32,585 0 21,190 22,400
Changes from: May 28, 2019 Total Change is: -3,538
701 -9,426 1,336 -11,184 1,375 3,295 -1,444 -3,574 3,155 -17 -1,488 0 620 1,788
Percent of Open Interest Represented by Each Category of Trader
15.3 12.3 1.3 51.0 44.1 9.8 12.2 16.7 3.0 2.5 7.6 0.0 4.9 5.2
Number of Traders in Each Category Total Traders: 288
26 20 9 67 53 45 46 53 25 10 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 27,877
Positions
6,031 0 0 10,080 974 246 3,884 22,431 60 1,461 0 6 6,109 4,160
Changes from: May 28, 2019 Total Change is: 1,237
287 -253 0 -1,180 386 24 2,754 2,251 -450 -83 0 -395 280 -326
Percent of Open Interest Represented by Each Category of Trader
21.6 0.0 0.0 36.2 3.5 0.9 13.9 80.5 0.2 5.2 0.0 0.0 21.9 14.9
Number of Traders in Each Category Total Traders: 29
4 0 0 11 . . 4 4 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 76,132
Positions
7,999 17,222 514 21,827 16,311 554 35,397 10,781 505 1,171 1,315 3 8,162 28,927
Changes from: May 28, 2019 Total Change is: 10,490
3,451 -984 -330 1,537 2,247 49 5,977 2,456 -73 1,171 225 -385 -907 7,285
Percent of Open Interest Represented by Each Category of Trader
10.5 22.6 0.7 28.7 21.4 0.7 46.5 14.2 0.7 1.5 1.7 0.0 10.7 38.0
Number of Traders in Each Category Total Traders: 82
12 14 . 14 10 6 15 13 4 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 333,060
Positions
33,185 185,555 4,867 239,568 99,527 23,607 10,370 7,085 396 10,460 3,971 0 10,607 8,052
Changes from: May 28, 2019 Total Change is: 784
-3,488 -7,003 557 831 -592 3,402 -2,605 -102 158 1,008 2,517 0 921 1,847
Percent of Open Interest Represented by Each Category of Trader
10.0 55.7 1.5 71.9 29.9 7.1 3.1 2.1 0.1 3.1 1.2 0.0 3.2 2.4
Number of Traders in Each Category Total Traders: 161
14 13 8 61 40 32 12 10 . 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 1,268,910
Positions
64,739 807,516 10,756 883,660 236,658 116,516 71,220 54,585 2,739 81,245 8,962 4,461 33,574 26,717
Changes from: May 28, 2019 Total Change is: 59,008
-4,761 34,344 9,516 40,258 22,187 -20,947 -6,840 5,324 -1,339 43,646 1,820 238 -763 7,865
Percent of Open Interest Represented by Each Category of Trader
5.1 63.6 0.8 69.6 18.7 9.2 5.6 4.3 0.2 6.4 0.7 0.4 2.6 2.1
Number of Traders in Each Category Total Traders: 415
23 25 7 164 70 87 50 39 18 32 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 109,996
Positions
42,203 50,741 47,930 4,409 420 425 13,386 500 267 800 9,102 551 25 60
Changes from: May 28, 2019 Total Change is: 1,829
1,484 -146 121 0 0 0 492 500 32 0 1,622 -300 0 0
Percent of Open Interest Represented by Each Category of Trader
38.4 46.1 43.6 4.0 0.4 0.4 12.2 0.5 0.2 0.7 8.3 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 18 8 5 . . 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 1,174,892
Positions
5,588 85,158 35,390 431,394 324,705 203,327 90,258 147,829 158,221 35,315 48,618 13,869 201,530 157,776
Changes from: May 28, 2019 Total Change is: 8,004
-890 -4,536 5,798 2,924 -11,712 -17,451 -7,252 592 16,322 9,059 -1,780 6,606 -7,112 14,166
Percent of Open Interest Represented by Each Category of Trader
0.5 7.2 3.0 36.7 27.6 17.3 7.7 12.6 13.5 3.0 4.1 1.2 17.2 13.4
Number of Traders in Each Category Total Traders: 188
4 16 13 59 26 48 31 33 46 6 13 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 1,155,008
Positions
4,366 140,974 1,301 725,824 29,009 177,148 10,749 639,451 30,016 28,466 49,582 489 176,649 87,038
Changes from: May 28, 2019 Total Change is: -100,597
87 -23,203 100 -24,994 -5,765 -3,900 -8,862 -4,391 -53,269 -8,111 -886 145 -1,793 -9,428
Percent of Open Interest Represented by Each Category of Trader
0.4 12.2 0.1 62.8 2.5 15.3 0.9 55.4 2.6 2.5 4.3 0.0 15.3 7.5
Number of Traders in Each Category Total Traders: 134
. 14 4 70 12 51 5 26 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,650,929
Positions
87,363 294,626 20,249 1,743,366 686,420 269,606 718,171 1,948,755 91,866 532,194 206,005 17,293 170,821 116,109
Changes from: May 28, 2019 Total Change is: -192,529
-54,386 -41,147 -70,894 -69,729 119,731 -33,905 84,936 -91,785 -35,165 18,200 -24,660 -5,331 -26,255 -9,374
Percent of Open Interest Represented by Each Category of Trader
2.4 8.1 0.6 47.8 18.8 7.4 19.7 53.4 2.5 14.6 5.6 0.5 4.7 3.2
Number of Traders in Each Category Total Traders: 372
22 36 10 118 33 76 62 62 46 25 14 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 4,910,803
Positions
235,168 200,282 307,677 1,656,898 872,217 825,504 361,609 1,231,285 631,763 294,356 277,635 107,125 490,704 457,314
Changes from: May 28, 2019 Total Change is: -251,052
21,953 -58,931 61,565 -35,108 17,452 39,665 -2,868 -11,390 -267,559 22,213 17,924 8,481 -99,394 -58,259
Percent of Open Interest Represented by Each Category of Trader
4.8 4.1 6.3 33.7 17.8 16.8 7.4 25.1 12.9 6.0 5.7 2.2 10.0 9.3
Number of Traders in Each Category Total Traders: 421
34 31 46 109 64 104 71 57 91 25 30 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 729,092
Positions
20,131 87,083 1,843 326,121 270,054 92,349 121,840 95,270 7,028 52,441 26,157 0 107,339 149,308
Changes from: May 28, 2019 Total Change is: -49,131
1,024 24,151 -14,428 7,510 -5,068 -6,226 13,462 -5,342 -19,929 -5,641 -800 -2,020 -22,883 -19,469
Percent of Open Interest Represented by Each Category of Trader
2.8 11.9 0.3 44.7 37.0 12.7 16.7 13.1 1.0 7.2 3.6 0.0 14.7 20.5
Number of Traders in Each Category Total Traders: 104
. 11 4 26 31 35 17 9 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 5,107,801
Positions
76,859 531,742 131,642 2,387,780 840,995 841,803 466,611 1,647,451 423,937 388,848 321,861 30,406 359,915 337,965
Changes from: May 28, 2019 Total Change is: -186,073
19,837 -578 -12,680 18,980 47,507 18,726 -38,779 -16,454 -173,209 49,649 -9,674 12,999 -81,596 -52,710
Percent of Open Interest Represented by Each Category of Trader
1.5 10.4 2.6 46.7 16.5 16.5 9.1 32.3 8.3 7.6 6.3 0.6 7.0 6.6
Number of Traders in Each Category Total Traders: 330
17 32 28 86 53 86 44 63 68 16 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 2,166,286
Positions
546,019 183,308 649,983 37,511 83,154 31,197 265,570 657,384 455,690 122,471 30,103 24,987 32,858 50,480
Changes from: May 28, 2019 Total Change is: -237,433
-146,262 -18,099 -4,809 33,330 -8,614 -23,089 51,122 -56,885 -138,550 -9,040 10,081 3,171 -3,305 -639
Percent of Open Interest Represented by Each Category of Trader
25.2 8.5 30.0 1.7 3.8 1.4 12.3 30.3 21.0 5.7 1.4 1.2 1.5 2.3
Number of Traders in Each Category Total Traders: 154
24 35 44 6 6 . 24 41 46 6 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 is32,831,379
Positions
2,385,044 2,411,062 6,049,313 612,887 1,174,209 1,934,889 1,563,860 710,448 18,862,089 351,185 242,598 341,199 730,913 1,105,572
Changes from: May 28, 2019 Total Change is: 3,793,280
6,736 169,613 524,390 -94,114 -14,757 106,663 -34,649 -264,591 3,301,111 -25,404 -54,355 -30,932 39,481 56,138
Percent of Open Interest Represented by Each Category of Trader
7.3 7.3 18.4 1.9 3.6 5.9 4.8 2.2 57.5 1.1 0.7 1.0 2.2 3.4
Number of Traders in Each Category Total Traders: 321
32 45 72 15 34 40 63 78 123 20 30 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 74,450
Positions
7,618 17,532 6,695 679 3,972 1,350 34,541 21,164 22,785 0 56 0 782 896
Changes from: May 28, 2019 Total Change is: -2,772
400 -1,817 1,361 0 0 0 -466 1,703 -3,531 0 0 0 -536 -488
Percent of Open Interest Represented by Each Category of Trader
10.2 23.5 9.0 0.9 5.3 1.8 46.4 28.4 30.6 0.0 0.1 0.0 1.1 1.2
Number of Traders in Each Category Total Traders: 39
5 7 8 . . . 12 8 19 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 77,193
Positions
11,500 15,339 13,705 5,276 1,200 285 22,846 24,071 20,817 330 1,150 0 2,434 626
Changes from: May 28, 2019 Total Change is: -1,296
-4,912 -454 3,280 -78 1,200 0 2,545 -2,503 -3,811 -320 1,150 0 2,000 -158
Percent of Open Interest Represented by Each Category of Trader
14.9 19.9 17.8 6.8 1.6 0.4 29.6 31.2 27.0 0.4 1.5 0.0 3.2 0.8
Number of Traders in Each Category Total Traders: 51
9 6 10 . . . 11 19 22 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 27,264
Positions
2,398 12,781 0 1,209 4,112 0 16,965 6,980 71 6,576 1,242 0 45 2,078
Changes from: May 28, 2019 Total Change is: 2,974
1 2,715 0 -75 -158 0 3,844 438 -15 -780 22 0 -1 -28
Percent of Open Interest Represented by Each Category of Trader
8.8 46.9 0.0 4.4 15.1 0.0 62.2 25.6 0.3 24.1 4.6 0.0 0.2 7.6
Number of Traders in Each Category Total Traders: 35
. 4 0 . 10 0 4 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 21,131
Positions
2,877 9,666 0 1,153 2,016 0 17,022 6,665 67 0 237 0 12 2,480
Changes from: May 28, 2019 Total Change is: 1,358
-2 1,145 0 -56 -40 -9 1,375 -96 67 0 0 0 -17 291
Percent of Open Interest Represented by Each Category of Trader
13.6 45.7 0.0 5.5 9.5 0.0 80.6 31.5 0.3 0.0 1.1 0.0 0.1 11.7
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 0 4 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 48,975
Positions
11,263 5,129 15,827 0 40 0 7,467 7,701 14,122 30 5,905 246 20 5
Changes from: May 28, 2019 Total Change is: -2,029
0 -35 320 0 -30 0 -2,760 -2,676 411 0 0 0 0 -19
Percent of Open Interest Represented by Each Category of Trader
23.0 10.5 32.3 0.0 0.1 0.0 15.2 15.7 28.8 0.1 12.1 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 5 5 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 4,436
Positions
0 0 0 300 56 0 2,321 2,698 211 213 1,043 0 1,391 428
Changes from: May 28, 2019 Total Change is: -754
0 -123 0 -19 56 0 -388 -65 -160 -25 -534 0 -162 72
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 6.8 1.3 0.0 52.3 60.8 4.8 4.8 23.5 0.0 31.4 9.6
Number of Traders in Each Category Total Traders: 42
0 0 0 . . 0 14 16 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 46,921
Positions
508 26,476 0 21,261 2,805 432 16,481 12,010 1,249 1,879 1,599 157 4,953 2,193
Changes from: May 28, 2019 Total Change is: -3,194
206 0 0 126 200 36 -2,758 -4,187 -376 -108 689 -143 -177 587
Percent of Open Interest Represented by Each Category of Trader
1.1 56.4 0.0 45.3 6.0 0.9 35.1 25.6 2.7 4.0 3.4 0.3 10.6 4.7
Number of Traders in Each Category Total Traders: 100
. . 0 14 6 . 25 20 11 19 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 385,854
Positions
42,142 24,755 19,435 150,330 73,475 23,401 30,098 129,372 67,314 10,520 2,710 14,046 28,568 31,346
Changes from: May 28, 2019 Total Change is: 19,659
-8,547 7,101 989 11,428 -4,864 242 4,249 5,271 5,560 -2,246 -621 1,857 6,127 4,124
Percent of Open Interest Represented by Each Category of Trader
10.9 6.4 5.0 39.0 19.0 6.1 7.8 33.5 17.4 2.7 0.7 3.6 7.4 8.1
Number of Traders in Each Category Total Traders: 203
13 18 19 32 24 23 36 49 51 8 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 4, 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 31,852
Positions
1,935 4,962 1,151 13,055 18,297 73 14,166 6,435 110 1,180 171 0 182 653
Changes from: May 28, 2019 Total Change is: -72
-20 4,305 0 -1,397 -1,572 73 1,258 -3,436 8 -3 -68 0 9 618
Percent of Open Interest Represented by Each Category of Trader
6.1 15.6 3.6 41.0 57.4 0.2 44.5 20.2 0.3 3.7 0.5 0.0 0.6 2.1
Number of Traders in Each Category Total Traders: 45
4 . . 11 6 . 5 8 . 8 . 0
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Updated June 7, 2019