Traders in Financial Futures - Futures Only Positions as of May 11, 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 201,955
Positions
2,910 110,843 96 75,591 15,929 5,612 47,810 42,461 3,736 17,425 2,123 550 48,225 20,605
Changes from: May 4, 2021 Total Change is: 5,138
504 6,087 90 4,925 -2,428 -7 1,659 -3,783 1,528 410 484 95 -4,066 3,072
Percent of Open Interest Represented by Each Category of Trader
1.4 54.9 0.0 37.4 7.9 2.8 23.7 21.0 1.8 8.6 1.1 0.3 23.9 10.2
Number of Traders in Each Category Total Traders: 109
. 10 . 23 11 8 27 22 16 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 41,585
Positions
11,523 5,953 70 4,346 8,364 6 11,538 10,220 240 0 643 0 13,862 16,089
Changes from: May 4, 2021 Total Change is: 2,059
-2,057 1,495 70 1,346 54 -9 -403 2,873 18 0 0 0 3,094 -2,442
Percent of Open Interest Represented by Each Category of Trader
27.7 14.3 0.2 10.5 20.1 0.0 27.7 24.6 0.6 0.0 1.5 0.0 33.3 38.7
Number of Traders in Each Category Total Traders: 47
4 5 . 4 10 . 8 15 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 173,960
Positions
3,094 52,802 893 64,841 52,435 4,777 52,151 32,235 1,778 2,667 6,681 0 43,759 22,359
Changes from: May 4, 2021 Total Change is: 21,219
-631 15,850 549 11,174 768 -584 5,900 3,510 674 430 0 0 3,707 452
Percent of Open Interest Represented by Each Category of Trader
1.8 30.4 0.5 37.3 30.1 2.7 30.0 18.5 1.0 1.5 3.8 0.0 25.2 12.9
Number of Traders in Each Category Total Traders: 110
. 7 4 21 24 11 23 23 12 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 152,404
Positions
50,064 10,078 1,063 46,216 32,788 5,884 25,983 66,036 2,442 700 566 0 20,052 33,547
Changes from: May 4, 2021 Total Change is: -272
2,721 -1,297 -59 -1,832 -285 530 -1,411 404 15 0 0 0 -236 420
Percent of Open Interest Represented by Each Category of Trader
32.8 6.6 0.7 30.3 21.5 3.9 17.0 43.3 1.6 0.5 0.4 0.0 13.2 22.0
Number of Traders in Each Category Total Traders: 116
10 4 4 21 22 12 23 32 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 697,211
Positions
28,318 476,767 2,189 406,686 67,350 29,441 72,130 69,703 7,400 40,908 5,220 4,016 106,123 35,125
Changes from: May 4, 2021 Total Change is: 19,814
-8,710 16,635 -328 8,003 1,402 1,079 12,149 5,902 -39 -161 1,011 -1,383 9,204 -4,465
Percent of Open Interest Represented by Each Category of Trader
4.1 68.4 0.3 58.3 9.7 4.2 10.3 10.0 1.1 5.9 0.7 0.6 15.2 5.0
Number of Traders in Each Category Total Traders: 312
14 15 7 117 27 48 56 38 23 34 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 26,177
Positions
0 5,595 0 11,241 4,157 2,335 0 7,193 1 800 0 0 11,800 6,896
Changes from: May 4, 2021 Total Change is: 7
0 -2 0 141 -2,159 -117 0 1,472 1 0 0 0 -18 812
Percent of Open Interest Represented by Each Category of Trader
0.0 21.4 0.0 42.9 15.9 8.9 0.0 27.5 0.0 3.1 0.0 0.0 45.1 26.3
Number of Traders in Each Category Total Traders: 22
0 . 0 11 5 8 0 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 23,092
Positions
2,401 4,604 16 6,253 11,125 1,908 2,489 1,545 0 0 920 55 9,970 2,919
Changes from: May 4, 2021 Total Change is: 43
-3 4 -4 -29 4 25 20 0 0 0 0 0 34 14
Percent of Open Interest Represented by Each Category of Trader
10.4 19.9 0.1 27.1 48.2 8.3 10.8 6.7 0.0 0.0 4.0 0.2 43.2 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 11, 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 140,907
Positions
2,404 45,992 6 58,129 50,778 1,365 41,507 24,374 578 1,356 405 795 34,767 16,614
Changes from: May 4, 2021 Total Change is: 3,258
-576 3,769 -49 2,547 -1,609 -376 -668 1,754 274 -1,853 -14 195 3,764 -686
Percent of Open Interest Represented by Each Category of Trader
1.7 32.6 0.0 41.3 36.0 1.0 29.5 17.3 0.4 1.0 0.3 0.6 24.7 11.8
Number of Traders in Each Category Total Traders: 90
4 11 . 21 11 7 21 17 12 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 32,492
Positions
115 15,707 0 21,059 0 0 7,145 14,457 0 1,578 1,112 0 2,595 1,216
Changes from: May 4, 2021 Total Change is: 2,266
3 187 0 998 0 0 805 2,395 0 150 -72 0 310 -244
Percent of Open Interest Represented by Each Category of Trader
0.4 48.3 0.0 64.8 0.0 0.0 22.0 44.5 0.0 4.9 3.4 0.0 8.0 3.7
Number of Traders in Each Category Total Traders: 46
. 5 0 11 0 0 15 6 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 143,323
Positions
232 81,808 783 60,922 3,833 404 66,443 29,165 3,338 3,329 21,169 167 7,705 2,656
Changes from: May 4, 2021 Total Change is: -2,625
156 -4,671 225 -7,933 -566 0 3,435 1,176 1,124 46 399 -112 434 -200
Percent of Open Interest Represented by Each Category of Trader
0.2 57.1 0.5 42.5 2.7 0.3 46.4 20.3 2.3 2.3 14.8 0.1 5.4 1.9
Number of Traders in Each Category Total Traders: 161
. 12 . 22 5 . 69 22 8 13 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 43,190
Positions
9,975 351 340 12,740 1,916 80 12,415 36,179 557 3,557 2,066 0 3,526 1,701
Changes from: May 4, 2021 Total Change is: 7,832
-240 156 0 6,769 -7,964 0 1,403 15,791 90 -400 156 0 210 -397
Percent of Open Interest Represented by Each Category of Trader
23.1 0.8 0.8 29.5 4.4 0.2 28.7 83.8 1.3 8.2 4.8 0.0 8.2 3.9
Number of Traders in Each Category Total Traders: 72
. . . 10 4 . 15 16 4 10 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 45,414
Positions
4,655 18,466 79 12,126 4,748 1,029 20,451 16,332 275 1,214 1,751 19 5,566 2,715
Changes from: May 4, 2021 Total Change is: 961
-78 1,933 -145 340 -754 381 -336 -258 -4 189 68 0 614 -260
Percent of Open Interest Represented by Each Category of Trader
10.3 40.7 0.2 26.7 10.5 2.3 45.0 36.0 0.6 2.7 3.9 0.0 12.3 6.0
Number of Traders in Each Category Total Traders: 88
4 7 . 18 7 . 30 14 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 14,848
Positions
1,197 0 0 7,264 3,047 0 4,832 9,959 0 107 300 0 1,448 1,542
Changes from: May 4, 2021 Total Change is: -1,063
-49 0 0 -1,337 194 0 573 -1,217 0 -238 50 0 -12 -90
Percent of Open Interest Represented by Each Category of Trader
8.1 0.0 0.0 48.9 20.5 0.0 32.5 67.1 0.0 0.7 2.0 0.0 9.8 10.4
Number of Traders in Each Category Total Traders: 37
. 0 0 5 . 0 13 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 49,322
Positions
14,170 15,399 829 11,308 1,898 369 9,319 7,213 2,543 1,402 14,798 0 9,385 6,275
Changes from: May 4, 2021 Total Change is: 3,330
2 364 94 390 530 -13 1,123 945 1,326 643 301 0 -235 -215
Percent of Open Interest Represented by Each Category of Trader
28.7 31.2 1.7 22.9 3.8 0.7 18.9 14.6 5.2 2.8 30.0 0.0 19.0 12.7
Number of Traders in Each Category Total Traders: 116
20 11 . 24 6 8 23 19 9 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 98,643
Positions
28,339 30,798 1,657 22,615 3,795 737 18,637 14,425 5,085 2,804 29,596 0 18,769 12,550
Changes from: May 4, 2021 Total Change is: 6,660
4 727 188 780 1,059 -26 2,246 1,889 2,652 1,285 601 0 -469 -430
Percent of Open Interest Represented by Each Category of Trader
28.7 31.2 1.7 22.9 3.8 0.7 18.9 14.6 5.2 2.8 30.0 0.0 19.0 12.7
Number of Traders in Each Category Total Traders: 116
20 11 . 24 6 8 23 19 9 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 31,729
Positions
1,622 26,658 487 21,246 0 747 1,831 3,241 0 0 0 0 5,796 596
Changes from: May 4, 2021 Total Change is: 3,649
-429 2,861 58 1,072 0 21 140 619 0 0 0 0 2,787 90
Percent of Open Interest Represented by Each Category of Trader
5.1 84.0 1.5 67.0 0.0 2.4 5.8 10.2 0.0 0.0 0.0 0.0 18.3 1.9
Number of Traders in Each Category Total Traders: 32
. 7 . 16 0 . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 568,597
Positions
50,286 159,161 40,296 257,014 84,098 52,603 47,990 84,587 36,885 19,618 55,777 644 63,261 54,546
Changes from: May 4, 2021 Total Change is: -9,973
-5,694 2,740 -1,313 -4,125 -225 643 1,947 -8,198 -1,843 -790 231 -1,389 2,590 -621
Percent of Open Interest Represented by Each Category of Trader
8.8 28.0 7.1 45.2 14.8 9.3 8.4 14.9 6.5 3.5 9.8 0.1 11.1 9.6
Number of Traders in Each Category Total Traders: 540
38 29 22 167 88 111 71 92 54 32 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 37,541
Positions
14,590 14,840 87 0 0 0 20,739 12,435 0 0 400 0 2,125 9,779
Changes from: May 4, 2021 Total Change is: 100
-500 868 0 0 0 0 19 -3,516 0 0 -900 0 581 3,648
Percent of Open Interest Represented by Each Category of Trader
38.9 39.5 0.2 0.0 0.0 0.0 55.2 33.1 0.0 0.0 1.1 0.0 5.7 26.0
Number of Traders in Each Category Total Traders: 20
5 4 . 0 0 0 5 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 12,423
Positions
3,238 7,390 0 5,574 3,853 0 1,399 219 0 0 0 0 2,212 961
Changes from: May 4, 2021 Total Change is: 837
0 629 0 432 0 0 147 219 0 0 0 0 258 -11
Percent of Open Interest Represented by Each Category of Trader
26.1 59.5 0.0 44.9 31.0 0.0 11.3 1.8 0.0 0.0 0.0 0.0 17.8 7.7
Number of Traders in Each Category Total Traders: 20
4 7 0 . . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 27,472
Positions
8,917 25,193 8 11,072 0 0 3,597 948 164 0 0 0 3,714 1,159
Changes from: May 4, 2021 Total Change is: 3,700
-101 4,634 8 2,712 0 -800 1,358 -370 162 0 0 0 361 66
Percent of Open Interest Represented by Each Category of Trader
32.5 91.7 0.0 40.3 0.0 0.0 13.1 3.5 0.6 0.0 0.0 0.0 13.5 4.2
Number of Traders in Each Category Total Traders: 33
6 7 . 11 0 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 2,655,280
Positions
261,189 804,315 118,338 1,285,071 420,491 263,013 257,697 482,204 62,982 98,089 276,883 3,219 305,682 223,835
Changes from: May 4, 2021 Total Change is: -50,367
-33,869 1,461 1,337 -20,623 -1,123 3,214 -284 -33,333 709 -10,450 -844 -444 10,043 -21,344
Percent of Open Interest Represented by Each Category of Trader
9.8 30.3 4.5 48.4 15.8 9.9 9.7 18.2 2.4 3.7 10.4 0.1 11.5 8.4
Number of Traders in Each Category Total Traders: 540
39 28 20 167 88 111 71 92 52 32 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 55,597
Positions
3,105 53,055 0 44,678 328 246 2,451 1,275 0 0 0 0 5,117 693
Changes from: May 4, 2021 Total Change is: 1,817
0 1,670 0 1,195 328 147 466 -410 0 0 0 0 9 82
Percent of Open Interest Represented by Each Category of Trader
5.6 95.4 0.0 80.4 0.6 0.4 4.4 2.3 0.0 0.0 0.0 0.0 9.2 1.2
Number of Traders in Each Category Total Traders: 37
. 8 0 19 . . 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 20,509
Positions
299 18,850 0 15,827 664 349 1,139 0 0 0 0 0 2,895 646
Changes from: May 4, 2021 Total Change is: -2,801
0 -2,399 0 -2,809 0 -406 204 0 0 0 0 0 210 4
Percent of Open Interest Represented by Each Category of Trader
1.5 91.9 0.0 77.2 3.2 1.7 5.6 0.0 0.0 0.0 0.0 0.0 14.1 3.1
Number of Traders in Each Category Total Traders: 21
. 8 0 8 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 14,250
Positions
3,164 11,283 1 5,602 1,856 328 2,231 0 0 0 0 0 2,924 782
Changes from: May 4, 2021 Total Change is: -218
1,014 -202 1 -875 6 0 -401 0 0 0 0 0 43 -23
Percent of Open Interest Represented by Each Category of Trader
22.2 79.2 0.0 39.3 13.0 2.3 15.7 0.0 0.0 0.0 0.0 0.0 20.5 5.5
Number of Traders in Each Category Total Traders: 22
. 8 . 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 45,196
Positions
4,676 14,137 249 25,529 22,307 1,943 3,601 3,137 21 321 0 0 8,856 3,402
Changes from: May 4, 2021 Total Change is: 246
440 -135 0 -1,059 239 -71 863 587 -118 58 0 0 133 -256
Percent of Open Interest Represented by Each Category of Trader
10.3 31.3 0.6 56.5 49.4 4.3 8.0 6.9 0.0 0.7 0.0 0.0 19.6 7.5
Number of Traders in Each Category Total Traders: 73
6 9 . 27 17 9 9 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 45,487
Positions
14,018 6,322 257 10,029 7,787 1,201 10,198 15,937 712 1,715 3,829 25 7,332 9,416
Changes from: May 4, 2021 Total Change is: -1,961
180 -1,046 43 -124 267 244 -1,857 -1,897 -215 184 491 16 -432 136
Percent of Open Interest Represented by Each Category of Trader
30.8 13.9 0.6 22.0 17.1 2.6 22.4 35.0 1.6 3.8 8.4 0.1 16.1 20.7
Number of Traders in Each Category Total Traders: 296
29 23 8 55 49 36 35 66 16 15 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 227,436
Positions
70,088 31,612 1,286 50,144 38,936 6,007 50,991 79,685 3,562 8,575 19,143 125 36,658 47,080
Changes from: May 4, 2021 Total Change is: -9,804
899 -5,231 214 -620 1,336 1,222 -9,286 -9,483 -1,076 922 2,456 79 -2,158 679
Percent of Open Interest Represented by Each Category of Trader
30.8 13.9 0.6 22.0 17.1 2.6 22.4 35.0 1.6 3.8 8.4 0.1 16.1 20.7
Number of Traders in Each Category Total Traders: 296
29 23 8 55 49 36 35 66 16 15 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 143,292
Positions
255 21,831 0 290 233 0 68,891 97,558 4,386 700 1,085 255 68,515 17,944
Changes from: May 4, 2021 Total Change is: 2,264
-38 6,410 0 80 -687 0 6,461 -5,073 283 -310 -340 220 -4,432 1,451
Percent of Open Interest Represented by Each Category of Trader
0.2 15.2 0.0 0.2 0.2 0.0 48.1 68.1 3.1 0.5 0.8 0.2 47.8 12.5
Number of Traders in Each Category Total Traders: 25
. . 0 . . 0 9 6 5 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 451,264
Positions
110,831 103,498 6,081 215,057 129,516 42,194 37,384 99,043 3,918 8,724 47,692 8 27,067 19,314
Changes from: May 4, 2021 Total Change is: 1,326
2,815 -7,712 309 -6,444 3,434 2,941 1,314 2,869 -650 836 848 -23 228 -690
Percent of Open Interest Represented by Each Category of Trader
24.6 22.9 1.3 47.7 28.7 9.4 8.3 21.9 0.9 1.9 10.6 0.0 6.0 4.3
Number of Traders in Each Category Total Traders: 339
28 19 4 96 48 49 45 67 19 14 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 31,225
Positions
6,907 29,888 0 19,465 502 0 2,660 452 0 0 0 0 2,193 383
Changes from: May 4, 2021 Total Change is: 935
38 844 0 241 -6 0 416 0 0 0 0 0 240 97
Percent of Open Interest Represented by Each Category of Trader
22.1 95.7 0.0 62.3 1.6 0.0 8.5 1.4 0.0 0.0 0.0 0.0 7.0 1.2
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 11, 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 15,698
Positions
453 5,742 0 9,700 0 10 784 4,937 3 1,115 2,034 0 3,633 2,972
Changes from: May 4, 2021 Total Change is: 291
453 -48 0 -65 0 0 224 709 0 0 -1 0 -321 -369
Percent of Open Interest Represented by Each Category of Trader
2.9 36.6 0.0 61.8 0.0 0.1 5.0 31.4 0.0 7.1 13.0 0.0 23.1 18.9
Number of Traders in Each Category Total Traders: 23
. . 0 10 0 . . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 41,613
Positions
8,334 4,929 446 9,588 1,988 162 13,900 3,826 387 1,504 1,581 0 7,292 28,294
Changes from: May 4, 2021 Total Change is: 1,199
132 895 10 -957 16 -67 3,323 -1,376 177 -858 1,093 0 -561 451
Percent of Open Interest Represented by Each Category of Trader
20.0 11.8 1.1 23.0 4.8 0.4 33.4 9.2 0.9 3.6 3.8 0.0 17.5 68.0
Number of Traders in Each Category Total Traders: 59
10 8 . 11 . . 18 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 412,074
Positions
27,937 250,987 7,323 273,274 64,822 66,620 19,295 10,776 1,028 6,289 5,136 46 10,262 5,336
Changes from: May 4, 2021 Total Change is: 3,250
-1,832 5,176 52 7,005 1,708 -1,263 -588 -3,030 -73 114 810 0 -165 -130
Percent of Open Interest Represented by Each Category of Trader
6.8 60.9 1.8 66.3 15.7 16.2 4.7 2.6 0.2 1.5 1.2 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 189
13 14 6 79 40 45 24 11 7 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 1,086,090
Positions
105,946 591,036 8,124 701,520 239,331 109,081 81,481 65,202 3,932 38,395 52,756 3,613 33,998 13,015
Changes from: May 4, 2021 Total Change is: -2,244
-346 -6,913 1,038 9,427 262 -1,002 -10,243 5,559 -1,523 -1,067 1,491 12 1,460 -1,168
Percent of Open Interest Represented by Each Category of Trader
9.8 54.4 0.7 64.6 22.0 10.0 7.5 6.0 0.4 3.5 4.9 0.3 3.1 1.2
Number of Traders in Each Category Total Traders: 408
27 21 8 173 65 85 49 36 20 25 12 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 191,759
Positions
31,449 150,053 22,559 15,907 6,597 2,886 108,141 330 9,106 1,388 137 0 323 91
Changes from: May 4, 2021 Total Change is: 4,352
-187 3,562 1,253 0 0 -550 3,545 -80 149 88 0 0 54 18
Percent of Open Interest Represented by Each Category of Trader
16.4 78.3 11.8 8.3 3.4 1.5 56.4 0.2 4.7 0.7 0.1 0.0 0.2 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 11, 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 1,189,283
Positions
5,376 112,692 4,732 633,876 300,113 229,057 64,551 249,042 29,604 69,288 44,978 1,993 150,806 217,072
Changes from: May 4, 2021 Total Change is: -1,615
1,144 4,082 1,966 -5,904 8,951 40 170 -25,789 581 2,085 -2,988 0 -1,697 11,542
Percent of Open Interest Represented by Each Category of Trader
0.5 9.5 0.4 53.3 25.2 19.3 5.4 20.9 2.5 5.8 3.8 0.2 12.7 18.3
Number of Traders in Each Category Total Traders: 198
6 21 5 59 37 57 16 42 26 10 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 1,136,567
Positions
25,420 98,937 1,017 647,162 315,971 201,537 46,361 310,280 15,515 64,202 18,614 0 135,353 174,696
Changes from: May 4, 2021 Total Change is: 546
29 -12,321 781 -13,857 25,298 5,178 4,140 -28,872 5,207 673 -4,168 0 -1,605 9,443
Percent of Open Interest Represented by Each Category of Trader
2.2 8.7 0.1 56.9 27.8 17.7 4.1 27.3 1.4 5.6 1.6 0.0 11.9 15.4
Number of Traders in Each Category Total Traders: 158
. 13 4 70 31 60 7 24 12 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 2,296,220
Positions
196,914 199,294 18,907 995,733 452,332 321,089 403,081 1,086,563 42,703 161,205 61,561 1,524 155,064 112,247
Changes from: May 4, 2021 Total Change is: -66,170
17,245 3,204 666 39,683 10,119 3,561 -133,388 -84,370 -1,404 2,186 3,068 0 5,281 -1,014
Percent of Open Interest Represented by Each Category of Trader
8.6 8.7 0.8 43.4 19.7 14.0 17.6 47.3 1.9 7.0 2.7 0.1 6.8 4.9
Number of Traders in Each Category Total Traders: 317
12 31 6 103 35 77 47 52 25 24 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 4,294,776
Positions
164,439 184,280 34,991 1,491,054 1,485,992 777,601 1,199,570 694,394 107,579 183,875 423,836 3,000 332,667 583,103
Changes from: May 4, 2021 Total Change is: 35,026
562 -83,064 5,476 -21,543 68,111 -13,490 55,264 -2,702 16,071 -3,572 29,896 221 -3,963 14,507
Percent of Open Interest Represented by Each Category of Trader
3.8 4.3 0.8 34.7 34.6 18.1 27.9 16.2 2.5 4.3 9.9 0.1 7.7 13.6
Number of Traders in Each Category Total Traders: 427
21 35 18 77 109 100 50 89 51 15 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 1,571,953
Positions
143,632 26,196 4,227 451,391 588,509 176,415 624,232 382,047 18,659 37,364 104,501 2 116,031 271,397
Changes from: May 4, 2021 Total Change is: 40,150
4,954 3,971 901 10,998 4,347 -5,081 27,935 24,608 6,622 -2,531 1,894 0 -3,648 2,888
Percent of Open Interest Represented by Each Category of Trader
9.1 1.7 0.3 28.7 37.4 11.2 39.7 24.3 1.2 2.4 6.6 0.0 7.4 17.3
Number of Traders in Each Category Total Traders: 162
11 6 5 20 62 52 29 19 23 . 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 3,446,935
Positions
51,164 155,076 18,517 1,654,674 1,111,464 645,357 429,189 783,788 109,771 239,751 226,134 562 297,950 396,266
Changes from: May 4, 2021 Total Change is: 56,717
-2,242 18,053 -3,223 33,910 -24,596 -11,130 16,623 86,245 2,734 14,218 -22,765 -2,882 8,709 14,281
Percent of Open Interest Represented by Each Category of Trader
1.5 4.5 0.5 48.0 32.2 18.7 12.5 22.7 3.2 7.0 6.6 0.0 8.6 11.5
Number of Traders in Each Category Total Traders: 326
14 22 8 82 66 80 36 73 35 10 23 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 1,045,336
Positions
404,920 158,436 264,012 20,843 11,372 9,845 75,476 320,187 242,892 600 4,950 0 26,748 33,642
Changes from: May 4, 2021 Total Change is: 56,438
-6,959 12,118 35,097 1,280 -1,202 -1,263 5,184 -11,344 15,745 0 2,500 0 7,354 4,787
Percent of Open Interest Represented by Each Category of Trader
38.7 15.2 25.3 2.0 1.1 0.9 7.2 30.6 23.2 0.1 0.5 0.0 2.6 3.2
Number of Traders in Each Category Total Traders: 93
27 23 42 . . 4 17 18 29 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 is12,281,590
Positions
2,304,313 1,731,954 1,664,933 633,560 1,001,403 950,273 2,739,028 2,597,401 3,043,856 71,232 191,733 235,730 638,665 864,307
Changes from: May 4, 2021 Total Change is: 109,035
-81,545 -106,109 -25,436 26,407 -2,030 -76,226 30,464 186,725 207,216 -16,006 22,901 -3,986 48,147 -94,020
Percent of Open Interest Represented by Each Category of Trader
18.8 14.1 13.6 5.2 8.2 7.7 22.3 21.1 24.8 0.6 1.6 1.9 5.2 7.0
Number of Traders in Each Category Total Traders: 246
31 44 70 16 15 23 48 59 88 8 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 535,681
Positions
98,636 144,850 154,317 14,118 2,334 9,871 97,134 63,109 152,649 2,563 2,658 5,714 679 179
Changes from: May 4, 2021 Total Change is: 7,062
6,947 -25,555 8,182 -5,004 0 -4,249 -14,567 13,359 13,641 117 -252 2,096 -101 -160
Percent of Open Interest Represented by Each Category of Trader
18.4 27.0 28.8 2.6 0.4 1.8 18.1 11.8 28.5 0.5 0.5 1.1 0.1 0.0
Number of Traders in Each Category Total Traders: 109
18 23 23 . . . 22 22 34 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 231,941
Positions
34,860 81,944 34,289 1,423 15,007 530 118,140 54,713 40,777 327 3,029 1,549 46 103
Changes from: May 4, 2021 Total Change is: 4,830
-518 -681 2,410 1,222 -1,739 -595 3,122 5,581 -766 0 633 4 -49 -17
Percent of Open Interest Represented by Each Category of Trader
15.0 35.3 14.8 0.6 6.5 0.2 50.9 23.6 17.6 0.1 1.3 0.7 0.0 0.0
Number of Traders in Each Category Total Traders: 94
16 21 11 . 6 . 16 25 30 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 180,997
Positions
0 55,851 0 2,098 2,035 0 2,457 24,736 97,744 78,688 500 0 10 131
Changes from: May 4, 2021 Total Change is: 1,419
0 -302 0 0 15 0 -178 3,157 -1,453 3,050 0 0 0 2
Percent of Open Interest Represented by Each Category of Trader
0.0 30.9 0.0 1.2 1.1 0.0 1.4 13.7 54.0 43.5 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 29
0 8 0 . 5 0 . 6 . 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 8,259
Positions
516 113 131 377 910 112 2,327 5,409 382 2,152 271 110 2,152 821
Changes from: May 4, 2021 Total Change is: -47
16 20 -20 7 -84 92 -217 -98 54 132 13 23 -134 -47
Percent of Open Interest Represented by Each Category of Trader
6.2 1.4 1.6 4.6 11.0 1.4 28.2 65.5 4.6 26.1 3.3 1.3 26.1 9.9
Number of Traders in Each Category Total Traders: 76
. . . 4 4 . 24 20 10 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 5,203
Positions
25 298 0 0 0 0 1,042 2,812 1,009 1,547 477 0 1,580 607
Changes from: May 4, 2021 Total Change is: 2,238
25 298 0 0 0 0 -695 882 860 937 157 0 1,111 41
Percent of Open Interest Represented by Each Category of Trader
0.5 5.7 0.0 0.0 0.0 0.0 20.0 54.0 19.4 29.7 9.2 0.0 30.4 11.7
Number of Traders in Each Category Total Traders: 42
. . 0 0 0 0 . 4 . 26 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 2,843
Positions
0 42 0 0 70 10 1,123 2,089 106 405 44 19 1,180 463
Changes from: May 4, 2021 Total Change is: 427
0 42 0 -66 70 10 173 231 32 94 -25 1 183 66
Percent of Open Interest Represented by Each Category of Trader
0.0 1.5 0.0 0.0 2.5 0.4 39.5 73.5 3.7 14.2 1.5 0.7 41.5 16.3
Number of Traders in Each Category Total Traders: 33
0 . 0 0 . . 13 10 5 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of May 11, 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 41,836
Positions
4,810 8,057 0 8,398 8,503 910 14,888 17,279 2,971 4,001 843 64 5,794 3,209
Changes from: May 4, 2021 Total Change is: 7,657
-1,020 0 0 405 2,599 -50 6,885 3,895 609 933 8 64 -169 532
Percent of Open Interest Represented by Each Category of Trader
11.5 19.3 0.0 20.1 20.3 2.2 35.6 41.3 7.1 9.6 2.0 0.2 13.8 7.7
Number of Traders in Each Category Total Traders: 112
. . 0 8 9 . 18 39 7 24 10 .
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Traders in Financial Futures - Futures Only Positions as of May 11, 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 363,554
Positions
69,434 16,549 12,312 122,889 67,517 29,245 26,200 127,323 65,493 6,009 4,845 9,444 22,528 30,826
Changes from: May 4, 2021 Total Change is: 3,437
-4,790 3,030 -427 -2,454 -19,054 -1,655 -4,806 5,896 10,219 175 626 5,056 2,119 -254
Percent of Open Interest Represented by Each Category of Trader
19.1 4.6 3.4 33.8 18.6 8.0 7.2 35.0 18.0 1.7 1.3 2.6 6.2 8.5
Number of Traders in Each Category Total Traders: 161
11 11 16 21 33 27 21 47 44 5 6 8
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Traders in Financial Futures - Futures Only Positions as of May 11, 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 34,313
Positions
4,881 8,888 25 22,684 1,198 0 2,288 24,027 6 4,039 0 0 390 169
Changes from: May 4, 2021 Total Change is: 1,541
0 17 -17 -506 -1 0 -222 1,441 0 2,256 0 0 30 101
Percent of Open Interest Represented by Each Category of Trader
14.2 25.9 0.1 66.1 3.5 0.0 6.7 70.0 0.0 11.8 0.0 0.0 1.1 0.5
Number of Traders in Each Category Total Traders: 56
. 4 . 12 . 0 10 4 . 20 0 0
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Updated May 14, 2021