Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 196,817
Positions
2,406 104,756 6 70,666 18,357 5,619 46,151 46,244 2,208 17,015 1,639 455 52,291 17,533
Changes from: April 27, 2021 Total Change is: 16,046
216 11,323 1 9,015 -3,178 -42 7,028 8,327 337 -3,063 499 449 2,105 -1,670
Percent of Open Interest Represented by Each Category of Trader
1.2 53.2 0.0 35.9 9.3 2.9 23.4 23.5 1.1 8.6 0.8 0.2 26.6 8.9
Number of Traders in Each Category Total Traders: 107
. 11 . 25 9 9 22 25 13 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 39,526
Positions
13,580 4,458 0 3,000 8,310 15 11,941 7,347 222 0 643 0 10,768 18,531
Changes from: April 27, 2021 Total Change is: -1,257
-9 1,261 0 -1,252 -848 -313 -307 -379 -18 0 0 0 642 -960
Percent of Open Interest Represented by Each Category of Trader
34.4 11.3 0.0 7.6 21.0 0.0 30.2 18.6 0.6 0.0 1.6 0.0 27.2 46.9
Number of Traders in Each Category Total Traders: 41
5 4 0 . 10 . 8 10 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 152,741
Positions
3,725 36,952 344 53,667 51,667 5,361 46,251 28,725 1,104 2,237 6,681 0 40,052 21,907
Changes from: April 27, 2021 Total Change is: -8,510
1,399 -10,660 -720 -4,724 503 -73 -5,424 1,582 -433 145 0 0 1,320 1,291
Percent of Open Interest Represented by Each Category of Trader
2.4 24.2 0.2 35.1 33.8 3.5 30.3 18.8 0.7 1.5 4.4 0.0 26.2 14.3
Number of Traders in Each Category Total Traders: 107
. 6 . 21 24 14 23 22 11 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 152,676
Positions
47,343 11,375 1,122 48,048 33,073 5,354 27,394 65,632 2,427 700 566 0 20,288 33,127
Changes from: April 27, 2021 Total Change is: -2,218
-26 541 25 -2,189 1,947 -499 -1,385 -5,508 1,555 0 0 0 301 -279
Percent of Open Interest Represented by Each Category of Trader
31.0 7.5 0.7 31.5 21.7 3.5 17.9 43.0 1.6 0.5 0.4 0.0 13.3 21.7
Number of Traders in Each Category Total Traders: 116
10 4 5 21 22 12 26 29 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 677,397
Positions
37,028 460,132 2,517 398,683 65,948 28,362 59,981 63,801 7,439 41,069 4,209 5,399 96,919 39,590
Changes from: April 27, 2021 Total Change is: 5,325
-488 2,955 178 2,621 -169 276 -3,341 441 2,031 1,970 -2 1,118 960 -1,503
Percent of Open Interest Represented by Each Category of Trader
5.5 67.9 0.4 58.9 9.7 4.2 8.9 9.4 1.1 6.1 0.6 0.8 14.3 5.8
Number of Traders in Each Category Total Traders: 305
13 15 7 115 27 45 46 46 23 35 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 26,170
Positions
0 5,597 0 11,100 6,316 2,452 0 5,721 0 800 0 0 11,818 6,084
Changes from: April 27, 2021 Total Change is: -222
0 14 0 -169 467 -11 0 -282 0 0 0 0 -42 -410
Percent of Open Interest Represented by Each Category of Trader
0.0 21.4 0.0 42.4 24.1 9.4 0.0 21.9 0.0 3.1 0.0 0.0 45.2 23.2
Number of Traders in Each Category Total Traders: 24
0 . 0 11 8 9 0 . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,049
Positions
2,404 4,600 20 6,282 11,121 1,883 2,469 1,545 0 0 920 55 9,936 2,905
Changes from: April 27, 2021 Total Change is: -646
0 0 0 -35 -622 90 -45 0 0 0 0 0 -656 -114
Percent of Open Interest Represented by Each Category of Trader
10.4 20.0 0.1 27.3 48.2 8.2 10.7 6.7 0.0 0.0 4.0 0.2 43.1 12.6
Number of Traders in Each Category Total Traders: 22
. . . 7 9 5 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 137,649
Positions
2,980 42,223 55 55,582 52,387 1,741 42,175 22,620 304 3,209 419 600 31,003 17,300
Changes from: April 27, 2021 Total Change is: -3,087
-350 -841 -9 498 1,323 -443 -1,354 -4,416 71 537 419 -280 -1,757 1,089
Percent of Open Interest Represented by Each Category of Trader
2.2 30.7 0.0 40.4 38.1 1.3 30.6 16.4 0.2 2.3 0.3 0.4 22.5 12.6
Number of Traders in Each Category Total Traders: 88
. 10 . 22 11 8 22 15 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 30,226
Positions
112 15,520 0 20,061 0 0 6,340 12,062 0 1,428 1,184 0 2,285 1,460
Changes from: April 27, 2021 Total Change is: 1,232
-22 39 0 934 0 0 390 1,364 0 -407 4 0 337 -175
Percent of Open Interest Represented by Each Category of Trader
0.4 51.3 0.0 66.4 0.0 0.0 21.0 39.9 0.0 4.7 3.9 0.0 7.6 4.8
Number of Traders in Each Category Total Traders: 42
. 5 0 9 0 0 14 5 0 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 145,948
Positions
76 86,479 558 68,855 4,399 404 63,008 27,989 2,214 3,283 20,770 279 7,271 2,856
Changes from: April 27, 2021 Total Change is: -8,896
-43 -4,232 10 -4,437 -1,064 15 -4,602 -4,368 1,110 -783 457 269 -435 -1,093
Percent of Open Interest Represented by Each Category of Trader
0.1 59.3 0.4 47.2 3.0 0.3 43.2 19.2 1.5 2.2 14.2 0.2 5.0 2.0
Number of Traders in Each Category Total Traders: 154
. 11 . 23 4 . 63 24 9 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 35,358
Positions
10,215 195 340 5,971 9,880 80 11,012 20,388 467 3,957 1,910 0 3,316 2,098
Changes from: April 27, 2021 Total Change is: -13,553
-11,418 -543 -2,724 -36 -10,811 0 -108 2,344 30 506 -1,598 -25 222 -226
Percent of Open Interest Represented by Each Category of Trader
28.9 0.6 1.0 16.9 27.9 0.2 31.1 57.7 1.3 11.2 5.4 0.0 9.4 5.9
Number of Traders in Each Category Total Traders: 71
. . . 8 5 . 18 16 4 11 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,453
Positions
4,733 16,533 224 11,786 5,502 648 20,787 16,590 279 1,025 1,683 19 4,952 2,975
Changes from: April 27, 2021 Total Change is: 351
-165 1,591 224 1,374 -1,157 24 -849 173 -93 -58 -178 11 -117 -244
Percent of Open Interest Represented by Each Category of Trader
10.6 37.2 0.5 26.5 12.4 1.5 46.8 37.3 0.6 2.3 3.8 0.0 11.1 6.7
Number of Traders in Each Category Total Traders: 88
5 6 . 17 9 . 27 18 7 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,911
Positions
1,246 0 0 8,601 2,853 0 4,259 11,176 0 345 250 0 1,460 1,632
Changes from: April 27, 2021 Total Change is: -363
-36 0 0 539 -151 0 -550 337 0 45 -100 0 -361 -449
Percent of Open Interest Represented by Each Category of Trader
7.8 0.0 0.0 54.1 17.9 0.0 26.8 70.2 0.0 2.2 1.6 0.0 9.2 10.3
Number of Traders in Each Category Total Traders: 35
. 0 0 5 . 0 12 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,992
Positions
14,168 15,036 735 10,918 1,368 382 8,196 6,268 1,217 760 14,498 0 9,619 6,490
Changes from: April 27, 2021 Total Change is: 392
-918 392 237 1,567 -818 -83 1,222 692 -739 -431 -53 0 -465 764
Percent of Open Interest Represented by Each Category of Trader
30.8 32.7 1.6 23.7 3.0 0.8 17.8 13.6 2.6 1.7 31.5 0.0 20.9 14.1
Number of Traders in Each Category Total Traders: 111
15 12 . 27 . 7 27 17 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 91,983
Positions
28,335 30,071 1,469 21,835 2,736 763 16,391 12,536 2,433 1,519 28,995 0 19,238 12,980
Changes from: April 27, 2021 Total Change is: 783
-1,835 783 474 3,134 -1,635 -165 2,444 1,383 -1,478 -861 -106 0 -930 1,527
Percent of Open Interest Represented by Each Category of Trader
30.8 32.7 1.6 23.7 3.0 0.8 17.8 13.6 2.6 1.7 31.5 0.0 20.9 14.1
Number of Traders in Each Category Total Traders: 111
15 12 . 27 . 7 27 17 7 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 28,080
Positions
2,051 23,797 429 20,174 0 726 1,691 2,622 0 0 0 0 3,009 506
Changes from: April 27, 2021 Total Change is: -1,636
-278 -55 -22 211 0 -1,893 100 704 0 0 0 0 246 -370
Percent of Open Interest Represented by Each Category of Trader
7.3 84.7 1.5 71.8 0.0 2.6 6.0 9.3 0.0 0.0 0.0 0.0 10.7 1.8
Number of Traders in Each Category Total Traders: 31
. 8 . 14 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 578,570
Positions
55,980 156,421 41,609 261,139 84,323 51,960 46,043 92,785 38,728 20,408 55,545 2,033 60,672 55,167
Changes from: April 27, 2021 Total Change is: -2,547
-4,840 4,998 5,287 6,256 -2,074 -1,841 -1,143 572 1,382 1,432 510 916 -9,995 -12,296
Percent of Open Interest Represented by Each Category of Trader
9.7 27.0 7.2 45.1 14.6 9.0 8.0 16.0 6.7 3.5 9.6 0.4 10.5 9.5
Number of Traders in Each Category Total Traders: 534
37 30 23 168 84 111 60 99 58 30 26 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,441
Positions
15,090 13,972 87 0 0 0 20,720 15,951 0 0 1,300 0 1,544 6,131
Changes from: April 27, 2021 Total Change is: -1,030
-1,020 6,480 0 0 0 0 1,259 886 -130 0 400 0 -1,139 -8,666
Percent of Open Interest Represented by Each Category of Trader
40.3 37.3 0.2 0.0 0.0 0.0 55.3 42.6 0.0 0.0 3.5 0.0 4.1 16.4
Number of Traders in Each Category Total Traders: 24
5 5 . 0 0 0 7 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 11,586
Positions
3,238 6,761 0 5,142 3,853 0 1,252 0 0 0 0 0 1,954 972
Changes from: April 27, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
27.9 58.4 0.0 44.4 33.3 0.0 10.8 0.0 0.0 0.0 0.0 0.0 16.9 8.4
Number of Traders in Each Category Total Traders: 20
4 7 0 . . 0 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,772
Positions
9,018 20,559 0 8,360 0 800 2,239 1,318 2 0 0 0 3,353 1,093
Changes from: April 27, 2021 Total Change is: 1,402
1,063 74 0 -371 0 800 213 449 -159 0 0 0 -144 238
Percent of Open Interest Represented by Each Category of Trader
37.9 86.5 0.0 35.2 0.0 3.4 9.4 5.5 0.0 0.0 0.0 0.0 14.1 4.6
Number of Traders in Each Category Total Traders: 33
8 5 0 11 0 . 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,705,647
Positions
295,058 802,854 117,001 1,305,694 421,614 259,799 257,981 515,537 62,273 108,539 277,727 3,663 295,639 245,179
Changes from: April 27, 2021 Total Change is: -7,584
-7,144 4,547 14,478 31,280 -10,371 -9,203 -21,846 -11,409 17,395 11,193 4,586 544 -44,281 -18,151
Percent of Open Interest Represented by Each Category of Trader
10.9 29.7 4.3 48.3 15.6 9.6 9.5 19.1 2.3 4.0 10.3 0.1 10.9 9.1
Number of Traders in Each Category Total Traders: 533
38 29 21 168 84 111 61 97 55 30 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 53,780
Positions
3,105 51,385 0 43,483 0 99 1,985 1,685 0 0 0 0 5,108 611
Changes from: April 27, 2021 Total Change is: 1,991
-378 1,514 0 2,011 0 0 -865 322 0 0 0 0 1,223 155
Percent of Open Interest Represented by Each Category of Trader
5.8 95.5 0.0 80.9 0.0 0.2 3.7 3.1 0.0 0.0 0.0 0.0 9.5 1.1
Number of Traders in Each Category Total Traders: 39
. 8 0 21 0 . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price)
CFTC Code #13874F Open Interest is 23,310
Positions
299 21,249 0 18,636 664 755 935 0 0 0 0 0 2,685 642
Changes from: April 27, 2021 Total Change is: 229
95 -427 0 -293 0 527 0 0 0 0 0 0 -100 129
Percent of Open Interest Represented by Each Category of Trader
1.3 91.2 0.0 79.9 2.8 3.2 4.0 0.0 0.0 0.0 0.0 0.0 11.5 2.8
Number of Traders in Each Category Total Traders: 20
. 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 14,468
Positions
2,150 11,485 0 6,477 1,850 328 2,632 0 0 0 0 0 2,881 805
Changes from: April 27, 2021 Total Change is: 693
821 436 -23 185 820 0 -782 -603 0 0 0 0 492 63
Percent of Open Interest Represented by Each Category of Trader
14.9 79.4 0.0 44.8 12.8 2.3 18.2 0.0 0.0 0.0 0.0 0.0 19.9 5.6
Number of Traders in Each Category Total Traders: 21
. 9 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 44,950
Positions
4,236 14,272 249 26,588 22,068 2,014 2,738 2,550 139 263 0 0 8,723 3,658
Changes from: April 27, 2021 Total Change is: 63
63 -388 1 240 480 32 26 139 -26 263 0 0 -536 -175
Percent of Open Interest Represented by Each Category of Trader
9.4 31.8 0.6 59.2 49.1 4.5 6.1 5.7 0.3 0.6 0.0 0.0 19.4 8.1
Number of Traders in Each Category Total Traders: 71
5 9 . 29 16 9 7 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 47,448
Positions
13,838 7,369 214 10,153 7,520 957 12,055 17,834 928 1,531 3,337 9 7,763 9,280
Changes from: April 27, 2021 Total Change is: 3,872
1,751 -959 40 -63 811 -449 1,377 3,162 508 56 -133 4 648 888
Percent of Open Interest Represented by Each Category of Trader
29.2 15.5 0.5 21.4 15.8 2.0 25.4 37.6 2.0 3.2 7.0 0.0 16.4 19.6
Number of Traders in Each Category Total Traders: 294
27 26 6 54 48 33 31 73 18 12 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 237,240
Positions
69,189 36,843 1,072 50,764 37,600 4,785 60,277 89,168 4,638 7,653 16,687 46 38,816 46,401
Changes from: April 27, 2021 Total Change is: 19,361
8,754 -4,795 198 -313 4,056 -2,244 6,884 15,810 2,538 281 -663 21 3,242 4,440
Percent of Open Interest Represented by Each Category of Trader
29.2 15.5 0.5 21.4 15.8 2.0 25.4 37.6 2.0 3.2 7.0 0.0 16.4 19.6
Number of Traders in Each Category Total Traders: 294
27 26 6 54 48 33 31 73 18 12 23 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2)
CFTC Code #209747 Open Interest is 141,028
Positions
293 15,421 0 210 920 0 62,430 102,631 4,103 1,010 1,425 35 72,947 16,493
Changes from: April 27, 2021 Total Change is: 34,210
-235 4,029 0 -51 209 0 10,355 36,522 34 780 -287 35 23,292 -6,332
Percent of Open Interest Represented by Each Category of Trader
0.2 10.9 0.0 0.1 0.7 0.0 44.3 72.8 2.9 0.7 1.0 0.0 51.7 11.7
Number of Traders in Each Category Total Traders: 29
. . 0 . . 0 9 7 . 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 449,938
Positions
108,016 111,210 5,772 221,501 126,082 39,253 36,070 96,174 4,568 7,888 46,844 31 26,839 20,004
Changes from: April 27, 2021 Total Change is: 7,279
12,821 -6,711 518 -5,376 7,004 232 675 4,113 1,000 -846 10 -4 -1,741 1,117
Percent of Open Interest Represented by Each Category of Trader
24.0 24.7 1.3 49.2 28.0 8.7 8.0 21.4 1.0 1.8 10.4 0.0 6.0 4.4
Number of Traders in Each Category Total Traders: 334
28 16 4 101 47 46 43 66 20 12 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50)
CFTC Code #239744 Open Interest is 30,290
Positions
6,869 29,044 0 19,224 508 0 2,244 452 0 0 0 0 1,953 286
Changes from: April 27, 2021 Total Change is: 1,866
529 1,908 0 1,286 0 0 0 -3 0 0 0 0 51 -39
Percent of Open Interest Represented by Each Category of Trader
22.7 95.9 0.0 63.5 1.7 0.0 7.4 1.5 0.0 0.0 0.0 0.0 6.4 0.9
Number of Traders in Each Category Total Traders: 33
. 10 0 16 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 15,407
Positions
0 5,790 0 9,765 0 10 560 4,228 3 1,115 2,035 0 3,954 3,341
Changes from: April 27, 2021 Total Change is: -4
0 2,052 0 185 0 0 94 -1,625 -1 0 -70 0 -282 -360
Percent of Open Interest Represented by Each Category of Trader
0.0 37.6 0.0 63.4 0.0 0.1 3.6 27.4 0.0 7.2 13.2 0.0 25.7 21.7
Number of Traders in Each Category Total Traders: 21
0 . 0 10 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 40,414
Positions
8,202 4,034 436 10,545 1,972 229 10,577 5,202 210 2,362 488 0 7,853 27,843
Changes from: April 27, 2021 Total Change is: 519
1,901 -410 -228 -536 -75 -137 -917 -1,910 0 -67 -686 0 503 3,965
Percent of Open Interest Represented by Each Category of Trader
20.3 10.0 1.1 26.1 4.9 0.6 26.2 12.9 0.5 5.8 1.2 0.0 19.4 68.9
Number of Traders in Each Category Total Traders: 55
11 7 . 11 . . 12 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 408,824
Positions
29,769 245,811 7,271 266,269 63,114 67,883 19,883 13,806 1,101 6,175 4,326 46 10,427 5,466
Changes from: April 27, 2021 Total Change is: 4,165
-1,829 4,527 17 5,337 -4,415 2,011 -554 -342 101 107 2,186 46 -1,071 34
Percent of Open Interest Represented by Each Category of Trader
7.3 60.1 1.8 65.1 15.4 16.6 4.9 3.4 0.3 1.5 1.1 0.0 2.6 1.3
Number of Traders in Each Category Total Traders: 185
12 15 6 78 38 47 23 11 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,088,334
Positions
106,292 597,949 7,086 692,093 239,069 110,083 91,724 59,643 5,455 39,462 51,265 3,601 32,538 14,183
Changes from: April 27, 2021 Total Change is: -474
150 -5,624 -380 12,801 -136 -31 -11,123 6,554 2 662 -1,134 -220 -2,335 495
Percent of Open Interest Represented by Each Category of Trader
9.8 54.9 0.7 63.6 22.0 10.1 8.4 5.5 0.5 3.6 4.7 0.3 3.0 1.3
Number of Traders in Each Category Total Traders: 420
29 21 8 174 68 87 51 36 24 27 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 187,407
Positions
31,636 146,491 21,306 15,907 6,597 3,436 104,596 410 8,957 1,300 137 0 269 73
Changes from: April 27, 2021 Total Change is: 4,548
687 2,286 1,590 1,214 0 705 290 0 -34 80 0 0 16 1
Percent of Open Interest Represented by Each Category of Trader
16.9 78.2 11.4 8.5 3.5 1.8 55.8 0.2 4.8 0.7 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 83
10 18 15 13 . . 29 . 4 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,190,898
Positions
4,232 108,610 2,766 639,780 291,162 229,017 64,381 274,831 29,023 67,203 47,966 1,993 152,503 205,530
Changes from: April 27, 2021 Total Change is: 4,406
1,666 -9,698 -392 -8,631 -2,668 -1,404 12,470 21,939 -1,563 -3,070 2,254 119 5,211 -4,181
Percent of Open Interest Represented by Each Category of Trader
0.4 9.1 0.2 53.7 24.4 19.2 5.4 23.1 2.4 5.6 4.0 0.2 12.8 17.3
Number of Traders in Each Category Total Traders: 193
4 20 . 59 36 58 15 42 24 9 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,136,021
Positions
25,391 111,258 236 661,019 290,673 196,359 42,221 339,152 10,308 63,529 22,782 0 136,958 165,253
Changes from: April 27, 2021 Total Change is: 525
2,932 -3,555 114 1,016 11,046 -1,183 -3,802 -18,946 69 -3,464 1,801 0 4,843 11,179
Percent of Open Interest Represented by Each Category of Trader
2.2 9.8 0.0 58.2 25.6 17.3 3.7 29.9 0.9 5.6 2.0 0.0 12.1 14.5
Number of Traders in Each Category Total Traders: 156
. 13 . 69 28 58 7 25 11 5 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 2,362,390
Positions
179,669 196,090 18,241 956,050 442,213 317,528 536,469 1,170,933 44,107 159,019 58,493 1,524 149,783 113,261
Changes from: April 27, 2021 Total Change is: 67,930
1,455 6,459 -1,993 32,999 -3,716 749 17,065 48,230 15,410 -5,068 807 45 7,268 1,939
Percent of Open Interest Represented by Each Category of Trader
7.6 8.3 0.8 40.5 18.7 13.4 22.7 49.6 1.9 6.7 2.5 0.1 6.3 4.8
Number of Traders in Each Category Total Traders: 311
12 33 9 102 33 76 46 52 23 21 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,259,750
Positions
163,877 267,344 29,515 1,512,597 1,417,881 791,091 1,144,306 697,096 91,508 187,447 393,940 2,779 336,630 568,596
Changes from: April 27, 2021 Total Change is: 265,155
-6,528 17,931 5,959 -30,002 56,182 39,068 250,577 79,638 -15,772 -4,982 88,037 -5,262 32,097 -626
Percent of Open Interest Represented by Each Category of Trader
3.8 6.3 0.7 35.5 33.3 18.6 26.9 16.4 2.1 4.4 9.2 0.1 7.9 13.3
Number of Traders in Each Category Total Traders: 440
18 43 20 82 109 103 54 90 47 17 27 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,531,803
Positions
138,678 22,225 3,326 440,393 584,162 181,496 596,297 357,439 12,037 39,895 102,607 2 119,679 268,509
Changes from: April 27, 2021 Total Change is: 68,805
18,858 -467 -794 12,142 28,478 5,938 38,789 11,850 -3,088 -1,646 10,724 1 -1,395 16,163
Percent of Open Interest Represented by Each Category of Trader
9.1 1.5 0.2 28.7 38.1 11.8 38.9 23.3 0.8 2.6 6.7 0.0 7.8 17.5
Number of Traders in Each Category Total Traders: 162
10 5 4 20 62 50 28 21 14 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,390,218
Positions
53,406 137,023 21,740 1,620,764 1,136,060 656,487 412,566 697,543 107,037 225,533 248,899 3,444 289,241 381,985
Changes from: April 27, 2021 Total Change is: 20,198
2,104 -20,259 1,337 68,271 -22,589 -7,986 -60,169 -15,691 8,871 5,744 73,283 454 1,572 2,778
Percent of Open Interest Represented by Each Category of Trader
1.6 4.0 0.6 47.8 33.5 19.4 12.2 20.6 3.2 6.7 7.3 0.1 8.5 11.3
Number of Traders in Each Category Total Traders: 335
14 22 8 85 66 83 40 72 41 10 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 988,898
Positions
411,879 146,318 228,915 19,563 12,574 11,108 70,292 331,531 227,147 600 2,450 0 19,394 28,855
Changes from: April 27, 2021 Total Change is: -69,916
995 -47,792 -28,855 -1,574 10,473 1,626 -1,077 38,050 -39,860 -600 -1,550 0 -571 -2,008
Percent of Open Interest Represented by Each Category of Trader
41.7 14.8 23.1 2.0 1.3 1.1 7.1 33.5 23.0 0.1 0.2 0.0 2.0 2.9
Number of Traders in Each Category Total Traders: 91
27 21 42 . . . 15 21 30 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is12,172,555
Positions
2,385,858 1,838,063 1,690,369 607,153 1,003,433 1,026,499 2,708,564 2,410,676 2,836,640 87,238 168,832 239,716 590,518 958,327
Changes from: April 27, 2021 Total Change is: 553,968
107,824 -24,294 -47,213 -18,532 55,085 21,453 377,851 414,968 108,694 5,005 19,074 1,104 -2,218 5,097
Percent of Open Interest Represented by Each Category of Trader
19.6 15.1 13.9 5.0 8.2 8.4 22.3 19.8 23.3 0.7 1.4 2.0 4.9 7.9
Number of Traders in Each Category Total Traders: 241
32 42 71 16 17 21 38 62 86 7 18 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 528,619
Positions
91,689 170,405 146,135 19,122 2,334 14,120 111,701 49,750 139,008 2,446 2,910 3,618 780 339
Changes from: April 27, 2021 Total Change is: 38,293
3,996 6,873 8,890 4,452 0 2,681 -3,608 -2,399 22,210 104 320 -411 -21 129
Percent of Open Interest Represented by Each Category of Trader
17.3 32.2 27.6 3.6 0.4 2.7 21.1 9.4 26.3 0.5 0.6 0.7 0.1 0.1
Number of Traders in Each Category Total Traders: 108
17 23 23 4 . . 20 23 33 5 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 227,111
Positions
35,378 82,625 31,879 201 16,746 1,125 115,018 49,132 41,543 327 2,396 1,545 95 120
Changes from: April 27, 2021 Total Change is: -58,383
-13,661 -27,201 -2,145 5 2,437 -574 -24,870 -16,447 -12,352 -721 2,029 -4,098 33 -32
Percent of Open Interest Represented by Each Category of Trader
15.6 36.4 14.0 0.1 7.4 0.5 50.6 21.6 18.3 0.1 1.1 0.7 0.0 0.1
Number of Traders in Each Category Total Traders: 95
16 22 12 . 6 . 18 23 30 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 179,578
Positions
0 56,153 0 2,098 2,020 0 2,635 21,579 99,197 75,638 500 0 10 129
Changes from: April 27, 2021 Total Change is: 10,807
0 4,853 0 632 108 0 -94 -188 6,062 4,200 0 0 7 -28
Percent of Open Interest Represented by Each Category of Trader
0.0 31.3 0.0 1.2 1.1 0.0 1.5 12.0 55.2 42.1 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 28
0 8 0 . 5 0 . 5 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 8,306
Positions
500 93 151 370 994 20 2,544 5,507 328 2,020 258 87 2,286 868
Changes from: April 27, 2021 Total Change is: -123
11 52 -154 1 125 0 553 43 3 -20 89 -118 -399 -163
Percent of Open Interest Represented by Each Category of Trader
6.0 1.1 1.8 4.5 12.0 0.2 30.6 66.3 3.9 24.3 3.1 1.0 27.5 10.5
Number of Traders in Each Category Total Traders: 70
. . . . 5 . 24 20 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10)
CFTC Code #133742 Open Interest is 2,965
Positions
0 0 0 0 0 0 1,737 1,930 149 610 320 0 469 566
Changes from: April 27, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 0.0 0.0 58.6 65.1 5.0 20.6 10.8 0.0 15.8 19.1
Number of Traders in Each Category Total Traders: 20
0 0 0 0 0 0 4 . . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 2,416
Positions
0 0 0 66 0 0 950 1,858 74 311 69 18 997 397
Changes from: April 27, 2021 Total Change is: -259
0 -26 0 6 0 0 -61 -87 -170 83 -49 -4 -113 77
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 2.7 0.0 0.0 39.3 76.9 3.1 12.9 2.9 0.7 41.3 16.4
Number of Traders in Each Category Total Traders: 32
0 0 0 . 0 0 13 11 . 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 4, 2021
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 34,179
Positions
5,830 8,057 0 7,993 5,904 960 8,003 13,384 2,362 3,068 835 0 5,963 2,677
Changes from: April 27, 2021 Total Change is: -2,419
1,150 0 0 -48 477 -12 -3,106 -1,592 -597 201 -152 0 -7 -543
Percent of Open Interest Represented by Each Category of Trader
17.1 23.6 0.0 23.4 17.3 2.8 23.4 39.2 6.9 9.0 2.4 0.0 17.4 7.8
Number of Traders in Each Category Total Traders: 100
. . 0 8 9 . 19 28 6 22 10 0
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Traders in Financial Futures - Futures Only Positions as of May 4, 2021
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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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 360,117
Positions
74,224 13,519 12,739 125,343 86,571 30,900 31,006 121,427 55,274 5,834 4,219 4,388 20,409 31,080
Changes from: April 27, 2021 Total Change is: 6,170
3,719 -5,674 2,272 8,629 5,294 -3,790 -3,623 2,641 747 -1,272 864 -685 173 4,501
Percent of Open Interest Represented by Each Category of Trader
20.6 3.8 3.5 34.8 24.0 8.6 8.6 33.7 15.3 1.6 1.2 1.2 5.7 8.6
Number of Traders in Each Category Total Traders: 164
13 8 16 19 32 24 24 48 48 5 6 6
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Traders in Financial Futures - Futures Only Positions as of May 4, 2021
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 32,772
Positions
4,881 8,871 42 23,190 1,199 0 2,510 22,586 6 1,783 0 0 360 68
Changes from: April 27, 2021 Total Change is: 1,427
2,026 1,477 0 122 112 -122 -633 -38 0 84 0 0 -50 -2
Percent of Open Interest Represented by Each Category of Trader
14.9 27.1 0.1 70.8 3.7 0.0 7.7 68.9 0.0 5.4 0.0 0.0 1.1 0.2
Number of Traders in Each Category Total Traders: 54
. 4 . 12 . 0 10 4 . 18 0 0
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Updated May 06, 2021