Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 172,669
Positions
28,915 15,139 16,871 32,762 31,517 4,377 18,811 57,481 16,201 19,784 2,440 48 34,901 28,596
Changes from: June 4, 2019 Total Change is: 5,889
-12,815 12,186 5,046 3,564 -7,809 352 7,352 5,850 -6,149 4,995 484 35 3,510 -4,106
Percent of Open Interest Represented by Each Category of Trader
16.7 8.8 9.8 19.0 18.3 2.5 10.9 33.3 9.4 11.5 1.4 0.0 20.2 16.6
Number of Traders in Each Category Total Traders: 114
8 6 10 11 18 12 21 30 19 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 73,145
Positions
40,196 3,354 4,988 1,533 15,586 1,306 14,483 23,045 469 931 1,488 0 9,239 22,909
Changes from: June 4, 2019 Total Change is: -11,252
-14,135 -157 4,358 129 -8,380 406 217 -4,624 -1,169 12 6 0 -1,069 -1,692
Percent of Open Interest Represented by Each Category of Trader
55.0 4.6 6.8 2.1 21.3 1.8 19.8 31.5 0.6 1.3 2.0 0.0 12.6 31.3
Number of Traders in Each Category Total Traders: 52
6 5 5 . 15 . 7 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 235,805
Positions
83,436 5,681 19,336 53,688 103,175 6,136 25,652 32,606 21,171 225 6,814 137 26,023 40,748
Changes from: June 4, 2019 Total Change is: -18,322
-3,066 565 8,707 -240 -2,699 -8,627 -4,425 -5,541 -9,785 224 -42 -31 -1,078 -867
Percent of Open Interest Represented by Each Category of Trader
35.4 2.4 8.2 22.8 43.8 2.6 10.9 13.8 9.0 0.1 2.9 0.1 11.0 17.3
Number of Traders in Each Category Total Traders: 123
10 4 9 16 29 12 23 37 24 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 192,166
Positions
39,249 18,881 20,237 35,772 44,324 9,964 26,066 41,856 22,841 6,578 2,057 344 31,114 31,662
Changes from: June 4, 2019 Total Change is: -20,049
-10,195 -2,398 7,994 3,162 -7,799 -4,123 -2,426 -1,156 -10,235 -831 -37 -895 -2,501 -1,401
Percent of Open Interest Represented by Each Category of Trader
20.4 9.8 10.5 18.6 23.1 5.2 13.6 21.8 11.9 3.4 1.1 0.2 16.2 16.5
Number of Traders in Each Category Total Traders: 116
8 7 9 22 25 16 20 27 22 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 597,323
Positions
34,360 105,980 41,197 304,246 152,926 35,409 21,916 135,787 43,862 21,902 12,148 1,443 92,989 68,572
Changes from: June 4, 2019 Total Change is: 11,260
1,123 9,647 18,139 2,129 -10,987 1,034 -6,783 -64 -8,679 1,536 -2,643 -713 3,474 5,525
Percent of Open Interest Represented by Each Category of Trader
5.8 17.7 6.9 50.9 25.6 5.9 3.7 22.7 7.3 3.7 2.0 0.2 15.6 11.5
Number of Traders in Each Category Total Traders: 287
19 10 16 89 41 52 29 59 28 23 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 26,654
Positions
0 7,546 54 9,313 5,577 2,506 530 3,928 476 0 588 3 13,772 5,976
Changes from: June 4, 2019 Total Change is: 52
0 124 -29 685 -360 -689 0 -363 476 0 5 -5 -386 893
Percent of Open Interest Represented by Each Category of Trader
0.0 28.3 0.2 34.9 20.9 9.4 2.0 14.7 1.8 0.0 2.2 0.0 51.7 22.4
Number of Traders in Each Category Total Traders: 22
0 . . 11 4 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 27,094
Positions
4,399 3,986 573 8,385 10,529 2,247 3,739 947 1,801 0 1,550 0 5,950 5,461
Changes from: June 4, 2019 Total Change is: -290
-23 -21 21 418 -3,217 83 -665 -10 1,753 0 600 0 -1,877 501
Percent of Open Interest Represented by Each Category of Trader
16.2 14.7 2.1 30.9 38.9 8.3 13.8 3.5 6.6 0.0 5.7 0.0 22.0 20.2
Number of Traders in Each Category Total Traders: 24
. . . 6 8 8 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 212,392
Positions
69,603 4,843 34,509 13,550 58,441 3,579 35,063 45,343 18,717 4,923 3,300 413 32,035 43,248
Changes from: June 4, 2019 Total Change is: 20,953
-7,022 99 28,570 -271 -7,162 -690 -4,193 2,338 -431 2,448 250 -364 2,906 -1,657
Percent of Open Interest Represented by Each Category of Trader
32.8 2.3 16.2 6.4 27.5 1.7 16.5 21.3 8.8 2.3 1.6 0.2 15.1 20.4
Number of Traders in Each Category Total Traders: 101
8 5 10 12 18 14 22 27 16 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 63,178
Positions
0 51,618 1,000 48,231 0 0 3,179 8,784 555 7,821 400 0 2,392 821
Changes from: June 4, 2019 Total Change is: -619
0 -423 950 -1,878 0 0 44 -546 80 -26 0 0 211 -680
Percent of Open Interest Represented by Each Category of Trader
0.0 81.7 1.6 76.3 0.0 0.0 5.0 13.9 0.9 12.4 0.6 0.0 3.8 1.3
Number of Traders in Each Category Total Traders: 35
0 6 . 6 0 0 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 222,696
Positions
525 130,045 2,301 127,408 16,689 556 65,649 35,820 17,664 2,170 17,077 0 6,423 2,544
Changes from: June 4, 2019 Total Change is: -20,468
-1,407 -15,051 1,387 -19,433 754 338 -9,585 -1,419 8,937 84 -13,560 0 -789 -1,854
Percent of Open Interest Represented by Each Category of Trader
0.2 58.4 1.0 57.2 7.5 0.2 29.5 16.1 7.9 1.0 7.7 0.0 2.9 1.1
Number of Traders in Each Category Total Traders: 149
4 12 . 28 8 . 47 32 15 7 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 42,110
Positions
29,391 0 1,101 1,296 20,158 0 4,798 16,064 2,666 811 470 0 2,047 1,651
Changes from: June 4, 2019 Total Change is: -1,602
-188 0 228 63 -11,848 0 -3,429 8,716 1,511 129 -90 -125 209 6
Percent of Open Interest Represented by Each Category of Trader
69.8 0.0 2.6 3.1 47.9 0.0 11.4 38.1 6.3 1.9 1.1 0.0 4.9 3.9
Number of Traders in Each Category Total Traders: 42
. 0 . . 5 0 8 18 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 62,539
Positions
34,842 3,137 1,168 3,147 29,176 491 14,980 16,388 1,933 2,604 3,858 5 3,368 6,382
Changes from: June 4, 2019 Total Change is: -6,260
-1,307 2,061 -2,050 -568 -3,195 74 -2,845 -1,761 -2,027 1,981 175 0 481 463
Percent of Open Interest Represented by Each Category of Trader
55.7 5.0 1.9 5.0 46.7 0.8 24.0 26.2 3.1 4.2 6.2 0.0 5.4 10.2
Number of Traders in Each Category Total Traders: 98
10 . 4 6 22 . 19 28 6 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 12,272
Positions
6,044 3,776 0 119 2,361 2 5,192 3,650 0 169 255 0 746 2,228
Changes from: June 4, 2019 Total Change is: -2,978
24 378 -2,116 -3,625 126 2 2,754 -1,386 -48 47 120 0 -16 -54
Percent of Open Interest Represented by Each Category of Trader
49.3 30.8 0.0 1.0 19.2 0.0 42.3 29.7 0.0 1.4 2.1 0.0 6.1 18.2
Number of Traders in Each Category Total Traders: 23
. . 0 . 4 . 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 37,855
Positions
11,655 14,858 1,865 6,094 1,263 1,830 6,345 6,515 912 1,595 1,331 0 7,561 9,282
Changes from: June 4, 2019 Total Change is: -1,855
-2,740 662 412 230 -722 -139 548 -1,418 -340 -23 -31 0 198 -280
Percent of Open Interest Represented by Each Category of Trader
30.8 39.3 4.9 16.1 3.3 4.8 16.8 17.2 2.4 4.2 3.5 0.0 20.0 24.5
Number of Traders in Each Category Total Traders: 95
13 14 9 14 5 4 18 20 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 75,710
Positions
23,310 29,717 3,730 12,187 2,526 3,659 12,689 13,030 1,823 3,189 2,661 0 15,123 18,564
Changes from: June 4, 2019 Total Change is: -3,709
-5,480 1,324 824 460 -1,443 -277 1,096 -2,836 -680 -47 -61 0 395 -559
Percent of Open Interest Represented by Each Category of Trader
30.8 39.3 4.9 16.1 3.3 4.8 16.8 17.2 2.4 4.2 3.5 0.0 20.0 24.5
Number of Traders in Each Category Total Traders: 95
13 14 9 14 5 4 18 20 9 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 28,348
Positions
1,619 20,945 0 23,409 1,444 580 435 1,867 0 796 1,232 0 1,509 2,280
Changes from: June 4, 2019 Total Change is: 2,495
-269 973 0 2,794 3 -11 0 601 0 0 120 0 -19 809
Percent of Open Interest Represented by Each Category of Trader
5.7 73.9 0.0 82.6 5.1 2.0 1.5 6.6 0.0 2.8 4.3 0.0 5.3 8.0
Number of Traders in Each Category Total Traders: 25
. 6 0 11 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 821,136
Positions
49,878 126,730 66,420 285,650 126,038 68,027 50,952 86,733 177,073 20,555 64,012 18,476 84,104 87,627
Changes from: June 4, 2019 Total Change is: 2,738
-3,620 -3,632 12,648 12,544 -4,805 -3,476 -5,274 13,823 -4,887 -5,642 -90 -4,125 4,570 -2,717
Percent of Open Interest Represented by Each Category of Trader
6.1 15.4 8.1 34.8 15.3 8.3 6.2 10.6 21.6 2.5 7.8 2.3 10.2 10.7
Number of Traders in Each Category Total Traders: 626
34 34 50 169 96 139 83 106 106 50 54 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 70,379
Positions
9,918 19,268 1,660 5,551 1,732 2,659 9,570 9,220 15,864 54 8 270 24,832 19,698
Changes from: June 4, 2019 Total Change is: 8,026
-1,337 2,073 274 997 441 1,946 2,256 908 1,742 33 -96 -357 2,473 1,097
Percent of Open Interest Represented by Each Category of Trader
14.1 27.4 2.4 7.9 2.5 3.8 13.6 13.1 22.5 0.1 0.0 0.4 35.3 28.0
Number of Traders in Each Category Total Traders: 50
4 11 6 . . . 10 11 18 7 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 14,498
Positions
5,260 12,231 909 5,461 0 74 255 554 0 323 0 0 2,216 730
Changes from: June 4, 2019 Total Change is: -97
594 -222 1 -1,332 0 45 255 113 -45 0 0 0 385 11
Percent of Open Interest Represented by Each Category of Trader
36.3 84.4 6.3 37.7 0.0 0.5 1.8 3.8 0.0 2.2 0.0 0.0 15.3 5.0
Number of Traders in Each Category Total Traders: 21
4 6 . 7 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 3,753,783
Positions
232,712 570,222 290,885 1,414,688 635,718 312,648 267,277 447,932 745,679 102,506 320,019 91,032 296,356 339,647
Changes from: June 4, 2019 Total Change is: -26,439
8,630 -8,477 41,824 68,141 -15,825 -37,513 -30,367 71,859 -40,426 -28,377 27 -18,837 10,486 -19,071
Percent of Open Interest Represented by Each Category of Trader
6.2 15.2 7.7 37.7 16.9 8.3 7.1 11.9 19.9 2.7 8.5 2.4 7.9 9.0
Number of Traders in Each Category Total Traders: 613
32 35 48 170 94 138 82 102 100 45 53 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 25,823
Positions
2,493 10,472 12,730 7,035 0 769 444 528 0 0 0 0 2,352 1,324
Changes from: June 4, 2019 Total Change is: -1,377
0 -1,388 0 -958 0 -16 -345 0 0 0 0 0 -58 27
Percent of Open Interest Represented by Each Category of Trader
9.7 40.6 49.3 27.2 0.0 3.0 1.7 2.0 0.0 0.0 0.0 0.0 9.1 5.1
Number of Traders in Each Category Total Traders: 25
4 9 4 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 7,620
Positions
4,621 3,788 109 278 845 95 258 1,427 0 1,472 0 0 787 1,356
Changes from: June 4, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
60.6 49.7 1.4 3.6 11.1 1.2 3.4 18.7 0.0 19.3 0.0 0.0 10.3 17.8
Number of Traders in Each Category Total Traders: 20
4 7 . . . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 16,930
Positions
8,874 4,701 0 3,113 9,212 1,272 389 473 0 0 403 0 3,282 869
Changes from: June 4, 2019 Total Change is: 153
230 91 0 -131 -480 412 -206 209 0 0 150 0 -152 -229
Percent of Open Interest Represented by Each Category of Trader
52.4 27.8 0.0 18.4 54.4 7.5 2.3 2.8 0.0 0.0 2.4 0.0 19.4 5.1
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 11, 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 64,165
Positions
6,419 10,660 445 43,163 37,170 2,448 453 1,566 58 2,354 7,597 0 8,825 4,221
Changes from: June 4, 2019 Total Change is: -1,724
766 -142 -485 240 -714 -153 -1,287 -538 0 -213 0 0 -592 308
Percent of Open Interest Represented by Each Category of Trader
10.0 16.6 0.7 67.3 57.9 3.8 0.7 2.4 0.1 3.7 11.8 0.0 13.8 6.6
Number of Traders in Each Category Total Traders: 72
7 6 4 34 16 12 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 48,596
Positions
11,083 9,064 516 16,569 10,067 1,027 6,788 12,768 4,283 1,014 1,910 158 7,158 8,804
Changes from: June 4, 2019 Total Change is: -331
-611 924 158 1,240 472 -232 -1,312 -1,671 39 -40 -898 86 342 790
Percent of Open Interest Represented by Each Category of Trader
22.8 18.7 1.1 34.1 20.7 2.1 14.0 26.3 8.8 2.1 3.9 0.3 14.7 18.1
Number of Traders in Each Category Total Traders: 249
21 23 8 49 35 23 29 60 23 11 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 242,982
Positions
55,415 45,319 2,580 82,846 50,336 5,134 33,941 63,840 21,414 5,071 9,549 789 35,791 44,020
Changes from: June 4, 2019 Total Change is: -1,655
-3,057 4,622 790 6,200 2,360 -1,161 -6,562 -8,355 196 -200 -4,488 430 1,709 3,951
Percent of Open Interest Represented by Each Category of Trader
22.8 18.7 1.1 34.1 20.7 2.1 14.0 26.3 8.8 2.1 3.9 0.3 14.7 18.1
Number of Traders in Each Category Total Traders: 249
21 23 8 49 35 23 29 60 23 11 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 431,445
Positions
69,364 48,171 6,468 214,700 196,537 41,651 51,833 71,609 11,992 9,925 31,799 0 25,511 23,218
Changes from: June 4, 2019 Total Change is: 2,905
3,892 -4,495 803 -3,705 7,702 -378 -413 79 -838 -777 -786 0 4,321 818
Percent of Open Interest Represented by Each Category of Trader
16.1 11.2 1.5 49.8 45.6 9.7 12.0 16.6 2.8 2.3 7.4 0.0 5.9 5.4
Number of Traders in Each Category Total Traders: 285
25 18 13 69 56 47 40 52 26 10 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 32,437
Positions
6,041 0 3,799 10,711 784 223 4,077 23,075 583 1,676 0 98 5,229 3,875
Changes from: June 4, 2019 Total Change is: 4,560
10 0 3,799 631 -190 -23 193 644 523 215 0 92 -880 -285
Percent of Open Interest Represented by Each Category of Trader
18.6 0.0 11.7 33.0 2.4 0.7 12.6 71.1 1.8 5.2 0.0 0.3 16.1 11.9
Number of Traders in Each Category Total Traders: 32
4 0 . 11 . . 5 5 4 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 84,457
Positions
5,828 21,028 1,328 24,356 14,345 663 35,318 9,377 2,506 0 2,302 6 14,452 32,902
Changes from: June 4, 2019 Total Change is: 8,325
-2,171 3,806 814 2,529 -1,966 109 -79 -1,404 2,001 -1,171 987 3 6,290 3,975
Percent of Open Interest Represented by Each Category of Trader
6.9 24.9 1.6 28.8 17.0 0.8 41.8 11.1 3.0 0.0 2.7 0.0 17.1 39.0
Number of Traders in Each Category Total Traders: 84
12 14 6 16 8 8 16 15 10 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 335,597
Positions
30,277 187,695 8,637 247,468 96,664 18,015 10,263 13,211 316 10,629 3,799 0 9,992 7,260
Changes from: June 4, 2019 Total Change is: 2,537
-2,908 2,140 3,770 7,900 -2,863 -5,592 -107 6,126 -80 169 -172 0 -615 -792
Percent of Open Interest Represented by Each Category of Trader
9.0 55.9 2.6 73.7 28.8 5.4 3.1 3.9 0.1 3.2 1.1 0.0 3.0 2.2
Number of Traders in Each Category Total Traders: 165
13 15 10 63 36 31 12 15 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 1,300,677
Positions
65,419 817,628 23,478 875,735 236,374 122,459 67,542 66,225 5,487 94,630 8,391 4,376 41,551 16,259
Changes from: June 4, 2019 Total Change is: 31,767
680 10,112 12,722 -7,925 -284 5,943 -3,678 11,640 2,748 13,385 -571 -85 7,977 -10,458
Percent of Open Interest Represented by Each Category of Trader
5.0 62.9 1.8 67.3 18.2 9.4 5.2 5.1 0.4 7.3 0.6 0.3 3.2 1.3
Number of Traders in Each Category Total Traders: 421
23 26 13 161 75 92 53 40 20 34 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 111,767
Positions
42,829 49,867 48,975 4,409 420 425 13,486 1,500 267 800 9,702 551 25 60
Changes from: June 4, 2019 Total Change is: 1,771
626 -874 1,045 0 0 0 100 1,000 0 0 600 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.3 44.6 43.8 3.9 0.4 0.4 12.1 1.3 0.2 0.7 8.7 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 18 9 5 . . 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 1,162,744
Positions
3,450 104,518 35,697 431,118 319,782 197,771 107,624 145,938 147,465 37,909 49,242 10,369 191,342 151,963
Changes from: June 4, 2019 Total Change is: -12,148
-2,138 19,360 307 -276 -4,923 -5,557 17,366 -1,891 -10,756 2,594 624 -3,500 -10,189 -5,813
Percent of Open Interest Represented by Each Category of Trader
0.3 9.0 3.1 37.1 27.5 17.0 9.3 12.6 12.7 3.3 4.2 0.9 16.5 13.1
Number of Traders in Each Category Total Traders: 190
4 20 16 59 26 49 32 31 41 7 11 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 1,159,629
Positions
4,336 157,550 444 720,631 20,460 172,628 22,675 637,074 25,284 35,713 54,046 489 177,430 91,655
Changes from: June 4, 2019 Total Change is: 4,621
-30 16,576 -857 -5,193 -8,549 -4,520 11,926 -2,377 -4,733 7,247 4,464 0 781 4,617
Percent of Open Interest Represented by Each Category of Trader
0.4 13.6 0.0 62.1 1.8 14.9 2.0 54.9 2.2 3.1 4.7 0.0 15.3 7.9
Number of Traders in Each Category Total Traders: 134
. 15 . 68 10 50 8 24 11 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 3,760,183
Positions
75,734 256,958 25,373 1,812,187 652,944 253,456 694,341 2,114,794 104,455 586,593 216,632 17,553 190,490 118,018
Changes from: June 4, 2019 Total Change is: 109,254
-11,629 -37,668 5,124 68,822 -33,476 -16,150 -23,830 166,039 12,589 54,399 10,627 260 19,670 1,910
Percent of Open Interest Represented by Each Category of Trader
2.0 6.8 0.7 48.2 17.4 6.7 18.5 56.2 2.8 15.6 5.8 0.5 5.1 3.1
Number of Traders in Each Category Total Traders: 369
21 32 7 118 32 74 54 66 46 29 17 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 4,917,996
Positions
233,860 216,494 342,824 1,592,821 879,267 842,894 398,110 1,223,519 587,805 321,311 268,715 100,542 497,828 455,936
Changes from: June 4, 2019 Total Change is: 7,193
-1,308 16,212 35,148 -64,076 7,050 17,390 36,501 -7,766 -43,958 26,956 -8,921 -6,583 7,124 -1,378
Percent of Open Interest Represented by Each Category of Trader
4.8 4.4 7.0 32.4 17.9 17.1 8.1 24.9 12.0 6.5 5.5 2.0 10.1 9.3
Number of Traders in Each Category Total Traders: 422
26 39 43 98 72 104 78 57 83 28 24 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 717,293
Positions
19,769 65,273 2,118 287,315 291,178 91,794 143,875 90,160 6,127 53,285 21,448 0 113,010 149,195
Changes from: June 4, 2019 Total Change is: -11,799
-362 -21,810 275 -38,806 21,124 -555 22,035 -5,110 -901 844 -4,709 0 5,671 -113
Percent of Open Interest Represented by Each Category of Trader
2.8 9.1 0.3 40.1 40.6 12.8 20.1 12.6 0.9 7.4 3.0 0.0 15.8 20.8
Number of Traders in Each Category Total Traders: 103
. 9 4 26 34 37 16 8 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 5,012,578
Positions
103,966 491,437 175,924 2,239,148 816,175 874,778 438,378 1,570,880 411,928 395,537 313,022 24,239 348,681 334,197
Changes from: June 4, 2019 Total Change is: -95,223
27,107 -40,305 44,281 -148,632 -24,820 32,975 -28,233 -76,571 -12,009 6,689 -8,839 -6,167 -11,234 -3,768
Percent of Open Interest Represented by Each Category of Trader
2.1 9.8 3.5 44.7 16.3 17.5 8.7 31.3 8.2 7.9 6.2 0.5 7.0 6.7
Number of Traders in Each Category Total Traders: 338
19 31 24 87 52 85 51 61 65 16 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 2,276,163
Positions
570,675 224,877 667,645 22,538 88,923 61,996 311,366 664,100 456,466 134,654 41,130 17,260 33,563 53,766
Changes from: June 4, 2019 Total Change is: 109,877
24,656 41,569 17,662 -14,973 5,769 30,799 45,796 6,716 776 12,183 11,027 -7,727 705 3,286
Percent of Open Interest Represented by Each Category of Trader
25.1 9.9 29.3 1.0 3.9 2.7 13.7 29.2 20.1 5.9 1.8 0.8 1.5 2.4
Number of Traders in Each Category Total Traders: 157
26 33 47 5 7 4 27 40 50 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 is32,345,480
Positions
2,518,124 2,619,820 6,103,884 591,992 1,261,422 1,918,511 1,537,859 543,038 18,303,755 253,484 203,029 283,100 834,772 1,108,922
Changes from: June 4, 2019 Total Change is: -485,899
133,081 208,758 54,571 -20,896 87,213 -16,378 -26,001 -167,410 -558,334 -97,702 -39,569 -58,099 103,859 3,350
Percent of Open Interest Represented by Each Category of Trader
7.8 8.1 18.9 1.8 3.9 5.9 4.8 1.7 56.6 0.8 0.6 0.9 2.6 3.4
Number of Traders in Each Category Total Traders: 315
32 40 69 14 38 38 63 76 122 20 27 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 73,746
Positions
7,383 17,499 6,971 679 3,446 1,350 33,641 20,496 22,746 0 57 0 976 1,181
Changes from: June 4, 2019 Total Change is: -704
-235 -33 276 0 -526 0 -900 -668 -39 0 1 0 194 285
Percent of Open Interest Represented by Each Category of Trader
10.0 23.7 9.5 0.9 4.7 1.8 45.6 27.8 30.8 0.0 0.1 0.0 1.3 1.6
Number of Traders in Each Category Total Traders: 41
. 9 9 . . . 14 7 20 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 76,435
Positions
10,042 10,215 13,202 6,202 1,200 1,285 25,884 28,846 19,057 439 1,971 0 324 659
Changes from: June 4, 2019 Total Change is: -758
-1,458 -5,124 -503 926 0 1,000 3,038 4,775 -1,760 109 821 0 -2,110 33
Percent of Open Interest Represented by Each Category of Trader
13.1 13.4 17.3 8.1 1.6 1.7 33.9 37.7 24.9 0.6 2.6 0.0 0.4 0.9
Number of Traders in Each Category Total Traders: 52
9 6 11 . . . 12 18 22 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 29,037
Positions
2,399 14,702 1,148 1,210 3,960 33 17,819 5,819 71 6,333 1,192 0 24 2,112
Changes from: June 4, 2019 Total Change is: 1,773
1 1,921 1,148 1 -152 33 854 -1,161 0 -243 -50 0 -21 34
Percent of Open Interest Represented by Each Category of Trader
8.3 50.6 4.0 4.2 13.6 0.1 61.4 20.0 0.2 21.8 4.1 0.0 0.1 7.3
Number of Traders in Each Category Total Traders: 32
. 5 . . 9 . 4 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 23,204
Positions
2,893 11,846 2,689 1,150 1,915 0 16,282 4,793 108 0 207 0 82 1,646
Changes from: June 4, 2019 Total Change is: 2,073
16 2,180 2,689 -3 -101 0 -740 -1,872 41 0 -30 0 70 -834
Percent of Open Interest Represented by Each Category of Trader
12.5 51.1 11.6 5.0 8.3 0.0 70.2 20.7 0.5 0.0 0.9 0.0 0.4 7.1
Number of Traders in Each Category Total Traders: 30
. 5 . . 9 0 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 45,754
Positions
11,286 133 16,597 0 40 0 3,842 9,374 13,736 30 5,625 246 17 3
Changes from: June 4, 2019 Total Change is: -3,221
23 -4,996 770 0 0 0 -3,625 1,673 -386 0 -280 0 -3 -2
Percent of Open Interest Represented by Each Category of Trader
24.7 0.3 36.3 0.0 0.1 0.0 8.4 20.5 30.0 0.1 12.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 8 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 4,434
Positions
0 0 0 359 0 0 2,073 3,044 256 362 751 24 1,360 359
Changes from: June 4, 2019 Total Change is: -2
0 0 0 59 -56 0 -248 346 45 149 -292 24 -31 -69
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 8.1 0.0 0.0 46.8 68.7 5.8 8.2 16.9 0.5 30.7 8.1
Number of Traders in Each Category Total Traders: 43
0 0 0 . 0 0 15 16 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 49,193
Positions
568 26,437 0 15,175 2,990 510 21,522 11,000 3,322 1,796 1,270 229 6,071 3,435
Changes from: June 4, 2019 Total Change is: 2,272
60 -39 0 -6,086 185 78 5,041 -1,009 2,073 -83 -328 72 1,118 1,241
Percent of Open Interest Represented by Each Category of Trader
1.2 53.7 0.0 30.8 6.1 1.0 43.7 22.4 6.8 3.7 2.6 0.5 12.3 7.0
Number of Traders in Each Category Total Traders: 96
. . 0 11 7 . 26 21 13 15 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 380,320
Positions
45,883 26,786 16,836 142,327 80,885 23,398 31,284 112,788 70,035 10,576 3,873 14,999 24,982 30,720
Changes from: June 4, 2019 Total Change is: -5,534
3,741 2,031 -2,599 -8,003 7,410 -3 1,186 -16,584 2,721 56 1,163 953 -3,586 -626
Percent of Open Interest Represented by Each Category of Trader
12.1 7.0 4.4 37.4 21.3 6.2 8.2 29.7 18.4 2.8 1.0 3.9 6.6 8.1
Number of Traders in Each Category Total Traders: 195
11 18 18 23 27 25 35 47 54 9 11 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 11, 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 33,182
Positions
1,369 5,088 1,370 13,492 18,578 109 13,866 5,531 1,619 1,173 222 0 184 665
Changes from: June 4, 2019 Total Change is: 1,330
-566 126 219 437 281 36 -300 -904 1,509 -7 51 0 2 12
Percent of Open Interest Represented by Each Category of Trader
4.1 15.3 4.1 40.7 56.0 0.3 41.8 16.7 4.9 3.5 0.7 0.0 0.6 2.0
Number of Traders in Each Category Total Traders: 47
. . . 10 8 . 5 8 . 8 . 0
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Updated June 14, 2019