Traders in Financial Futures - Futures Only Positions as of June 1, 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 228,957
Positions
2,892 135,851 5,562 83,155 11,246 7,141 54,113 42,416 7,543 17,054 1,410 6 51,491 17,782
Changes from: May 25, 2021 Total Change is: 15,781
311 11,094 5,032 5,001 -3,384 580 326 924 2,287 59 48 0 2,185 -800
Percent of Open Interest Represented by Each Category of Trader
1.3 59.3 2.4 36.3 4.9 3.1 23.6 18.5 3.3 7.4 0.6 0.0 22.5 7.8
Number of Traders in Each Category Total Traders: 113
4 11 4 23 11 9 31 20 17 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 46,004
Positions
9,914 10,274 173 6,697 7,607 151 13,785 11,412 304 0 640 9 14,971 15,434
Changes from: May 25, 2021 Total Change is: 2,483
-1,447 2,055 103 746 -21 -157 1,255 536 236 0 -3 9 1,738 -275
Percent of Open Interest Represented by Each Category of Trader
21.6 22.3 0.4 14.6 16.5 0.3 30.0 24.8 0.7 0.0 1.4 0.0 32.5 33.5
Number of Traders in Each Category Total Traders: 51
4 7 . 4 9 . 10 16 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 174,502
Positions
3,134 54,570 1,463 73,440 47,041 5,414 45,973 35,668 2,289 2,338 6,681 0 40,451 21,376
Changes from: May 25, 2021 Total Change is: 5,130
424 -302 333 6,485 -1,967 239 -2,930 5,792 1,116 0 0 0 -537 -81
Percent of Open Interest Represented by Each Category of Trader
1.8 31.3 0.8 42.1 27.0 3.1 26.3 20.4 1.3 1.3 3.8 0.0 23.2 12.2
Number of Traders in Each Category Total Traders: 122
4 9 5 23 25 12 26 27 12 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 162,091
Positions
62,180 6,064 1,027 44,406 40,565 4,942 25,947 70,002 3,422 700 1,138 0 19,467 34,931
Changes from: May 25, 2021 Total Change is: 8,895
4,482 -1,826 -106 -422 5,398 -839 5,050 1,438 383 0 -167 0 347 4,614
Percent of Open Interest Represented by Each Category of Trader
38.4 3.7 0.6 27.4 25.0 3.0 16.0 43.2 2.1 0.4 0.7 0.0 12.0 21.6
Number of Traders in Each Category Total Traders: 126
11 . 6 20 25 13 25 37 13 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 742,079
Positions
27,372 521,623 2,398 452,078 67,875 24,889 69,560 69,723 9,406 40,619 4,600 3,700 112,057 37,865
Changes from: May 25, 2021 Total Change is: 3,941
-304 5,379 79 6,295 468 -280 -1,421 -3,761 459 -1,435 -625 -32 580 2,254
Percent of Open Interest Represented by Each Category of Trader
3.7 70.3 0.3 60.9 9.1 3.4 9.4 9.4 1.3 5.5 0.6 0.5 15.1 5.1
Number of Traders in Each Category Total Traders: 307
15 14 9 116 28 44 52 37 24 36 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 26,021
Positions
0 5,711 0 10,643 3,405 2,606 0 7,922 6 800 0 0 11,966 6,371
Changes from: May 25, 2021 Total Change is: -562
0 101 0 -1,023 -471 371 0 -374 6 0 0 0 84 -195
Percent of Open Interest Represented by Each Category of Trader
0.0 21.9 0.0 40.9 13.1 10.0 0.0 30.4 0.0 3.1 0.0 0.0 46.0 24.5
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 June 1, 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 23,353
Positions
2,414 4,632 6 6,330 11,051 1,926 2,512 1,545 0 0 920 55 10,110 3,218
Changes from: May 25, 2021 Total Change is: 141
3 18 0 406 24 -1 -150 0 0 0 0 0 -117 100
Percent of Open Interest Represented by Each Category of Trader
10.3 19.8 0.0 27.1 47.3 8.2 10.8 6.6 0.0 0.0 3.9 0.2 43.3 13.8
Number of Traders in Each Category Total Traders: 21
. . . 7 8 4 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 135,182
Positions
5,538 40,620 6 50,616 54,629 1,345 44,101 20,310 945 1,366 0 1,040 30,225 16,287
Changes from: May 25, 2021 Total Change is: 392
767 -2,203 0 -2,672 2,867 -354 2,149 -1,473 173 -1,393 0 1,040 682 342
Percent of Open Interest Represented by Each Category of Trader
4.1 30.0 0.0 37.4 40.4 1.0 32.6 15.0 0.7 1.0 0.0 0.8 22.4 12.0
Number of Traders in Each Category Total Traders: 92
4 10 . 21 10 7 28 16 11 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 34,646
Positions
163 16,043 0 22,896 0 0 7,790 16,085 0 1,428 1,061 71 2,298 1,386
Changes from: May 25, 2021 Total Change is: -428
30 306 0 -666 0 0 396 -1,076 0 -128 134 71 -131 137
Percent of Open Interest Represented by Each Category of Trader
0.5 46.3 0.0 66.1 0.0 0.0 22.5 46.4 0.0 4.1 3.1 0.2 6.6 4.0
Number of Traders in Each Category Total Traders: 51
. 6 0 12 0 0 18 7 0 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 159,507
Positions
2,033 82,663 784 63,788 3,854 616 68,505 32,972 12,508 3,499 22,790 0 7,774 3,320
Changes from: May 25, 2021 Total Change is: 12,615
1,149 3,086 279 1,572 -388 213 2,122 2,548 6,924 296 -383 -51 111 387
Percent of Open Interest Represented by Each Category of Trader
1.3 51.8 0.5 40.0 2.4 0.4 42.9 20.7 7.8 2.2 14.3 0.0 4.9 2.1
Number of Traders in Each Category Total Traders: 162
. 10 . 25 5 . 63 27 11 12 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 68,951
Positions
9,738 20 19,683 15,562 2,374 241 14,397 41,760 109 4,753 2,411 0 4,468 2,353
Changes from: May 25, 2021 Total Change is: 3,264
-237 -167 727 300 114 161 651 1,848 -88 773 301 -64 1,041 432
Percent of Open Interest Represented by Each Category of Trader
14.1 0.0 28.5 22.6 3.4 0.3 20.9 60.6 0.2 6.9 3.5 0.0 6.5 3.4
Number of Traders in Each Category Total Traders: 72
. . . 13 4 . 16 16 . 10 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 46,253
Positions
4,798 18,199 217 11,991 6,272 712 20,683 15,548 1,098 529 1,338 55 6,170 2,814
Changes from: May 25, 2021 Total Change is: 2,008
60 -120 195 726 -321 8 127 1,788 516 43 -157 36 297 63
Percent of Open Interest Represented by Each Category of Trader
10.4 39.3 0.5 25.9 13.6 1.5 44.7 33.6 2.4 1.1 2.9 0.1 13.3 6.1
Number of Traders in Each Category Total Traders: 95
5 7 . 16 7 . 36 16 8 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 14,923
Positions
1,441 0 0 6,585 3,162 0 4,626 10,313 48 662 150 0 1,561 1,250
Changes from: May 25, 2021 Total Change is: 971
280 0 0 223 -22 0 -70 914 38 541 0 0 -41 41
Percent of Open Interest Represented by Each Category of Trader
9.7 0.0 0.0 44.1 21.2 0.0 31.0 69.1 0.3 4.4 1.0 0.0 10.5 8.4
Number of Traders in Each Category Total Traders: 39
. 0 0 5 4 0 13 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 51,621
Positions
14,374 17,210 636 15,796 1,182 299 8,258 9,617 2,426 737 14,455 0 9,096 5,798
Changes from: May 25, 2021 Total Change is: 2,213
323 1,463 -153 1,463 -123 -34 368 1,135 124 -138 -551 0 261 353
Percent of Open Interest Represented by Each Category of Trader
27.8 33.3 1.2 30.6 2.3 0.6 16.0 18.6 4.7 1.4 28.0 0.0 17.6 11.2
Number of Traders in Each Category Total Traders: 110
17 16 . 27 4 8 23 15 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 103,242
Positions
28,748 34,420 1,271 31,591 2,363 598 16,516 19,233 4,852 1,474 28,910 0 18,192 11,595
Changes from: May 25, 2021 Total Change is: 4,426
646 2,926 -306 2,925 -245 -68 736 2,269 247 -275 -1,102 0 521 705
Percent of Open Interest Represented by Each Category of Trader
27.8 33.3 1.2 30.6 2.3 0.6 16.0 18.6 4.7 1.4 28.0 0.0 17.6 11.2
Number of Traders in Each Category Total Traders: 110
17 16 . 27 4 8 23 15 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 32,027
Positions
2,700 27,859 386 23,720 0 726 1,571 2,482 0 0 0 0 2,924 574
Changes from: May 25, 2021 Total Change is: 209
894 380 20 -309 0 0 -320 -114 0 0 0 0 -76 -77
Percent of Open Interest Represented by Each Category of Trader
8.4 87.0 1.2 74.1 0.0 2.3 4.9 7.7 0.0 0.0 0.0 0.0 9.1 1.8
Number of Traders in Each Category Total Traders: 31
4 7 . 15 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 594,184
Positions
46,929 159,247 48,918 254,254 82,698 54,674 54,469 80,319 34,293 20,456 63,406 1,114 79,076 69,514
Changes from: May 25, 2021 Total Change is: 6,086
-654 -2,291 3,866 -3,160 -4,721 2,452 2,316 2,777 -5,852 1,692 5,699 -387 5,813 4,542
Percent of Open Interest Represented by Each Category of Trader
7.9 26.8 8.2 42.8 13.9 9.2 9.2 13.5 5.8 3.4 10.7 0.2 13.3 11.7
Number of Traders in Each Category Total Traders: 536
38 29 27 172 84 106 71 90 61 33 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 40,679
Positions
16,040 11,590 87 0 0 0 20,821 5,196 200 300 0 0 3,231 23,606
Changes from: May 25, 2021 Total Change is: -272
500 1,200 0 0 0 0 -1,621 -6,094 0 -100 0 0 949 4,622
Percent of Open Interest Represented by Each Category of Trader
39.4 28.5 0.2 0.0 0.0 0.0 51.2 12.8 0.5 0.7 0.0 0.0 7.9 58.0
Number of Traders in Each Category Total Traders: 20
5 4 . 0 0 0 7 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 15,117
Positions
3,140 12,796 0 6,789 538 0 3,645 772 0 0 0 0 1,543 1,011
Changes from: May 25, 2021 Total Change is: 918
0 465 0 49 40 0 1,367 172 0 0 0 0 -498 241
Percent of Open Interest Represented by Each Category of Trader
20.8 84.6 0.0 44.9 3.6 0.0 24.1 5.1 0.0 0.0 0.0 0.0 10.2 6.7
Number of Traders in Each Category Total Traders: 21
4 7 0 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 32,488
Positions
13,673 29,403 0 11,906 0 0 3,553 1,730 142 0 0 0 3,214 1,213
Changes from: May 25, 2021 Total Change is: 1,523
2,468 265 0 -2,167 0 0 1,244 656 142 -252 0 0 88 460
Percent of Open Interest Represented by Each Category of Trader
42.1 90.5 0.0 36.6 0.0 0.0 10.9 5.3 0.4 0.0 0.0 0.0 9.9 3.7
Number of Traders in Each Category Total Traders: 37
5 8 0 15 0 0 6 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 2,767,524
Positions
246,286 830,130 152,314 1,271,270 413,491 273,371 268,600 475,974 70,105 102,281 318,529 4,072 379,225 229,538
Changes from: May 25, 2021 Total Change is: 31,789
12,086 403 1,474 -15,801 -23,606 12,259 -3,673 20,996 -5,898 8,459 27,995 -1,436 24,319 -398
Percent of Open Interest Represented by Each Category of Trader
8.9 30.0 5.5 45.9 14.9 9.9 9.7 17.2 2.5 3.7 11.5 0.1 13.7 8.3
Number of Traders in Each Category Total Traders: 536
38 29 24 172 84 106 71 90 60 33 19 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 52,476
Positions
3,567 50,201 0 41,960 328 135 2,222 1,162 0 0 0 0 4,592 650
Changes from: May 25, 2021 Total Change is: -227
-234 526 0 1,041 0 -886 -2 1 0 0 0 0 -146 132
Percent of Open Interest Represented by Each Category of Trader
6.8 95.7 0.0 80.0 0.6 0.3 4.2 2.2 0.0 0.0 0.0 0.0 8.8 1.2
Number of Traders in Each Category Total Traders: 39
4 7 0 21 . . 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,910
Positions
3,971 11,819 0 7,335 446 0 0 985 0 0 0 0 2,604 660
Changes from: May 25, 2021 Total Change is: -233
0 96 0 -20 5 0 0 -364 0 0 0 0 -213 30
Percent of Open Interest Represented by Each Category of Trader
28.5 85.0 0.0 52.7 3.2 0.0 0.0 7.1 0.0 0.0 0.0 0.0 18.7 4.7
Number of Traders in Each Category Total Traders: 20
. 8 0 6 . 0 0 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 20,613
Positions
2,937 18,709 0 13,017 38 313 1,705 316 0 0 0 0 2,641 1,237
Changes from: May 25, 2021 Total Change is: -255
246 200 0 261 -85 -906 536 316 0 0 0 0 -392 220
Percent of Open Interest Represented by Each Category of Trader
14.2 90.8 0.0 63.1 0.2 1.5 8.3 1.5 0.0 0.0 0.0 0.0 12.8 6.0
Number of Traders in Each Category Total Traders: 24
4 7 0 9 . . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 13,287
Positions
3,945 10,332 2 5,496 1,875 328 854 0 0 0 0 0 2,662 750
Changes from: May 25, 2021 Total Change is: -473
581 -557 0 249 21 -377 -751 0 0 0 0 0 -175 440
Percent of Open Interest Represented by Each Category of Trader
29.7 77.8 0.0 41.4 14.1 2.5 6.4 0.0 0.0 0.0 0.0 0.0 20.0 5.6
Number of Traders in Each Category Total Traders: 23
4 8 . 6 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 44,581
Positions
4,958 13,471 245 25,358 21,265 2,587 3,071 2,682 6 0 0 0 8,356 4,325
Changes from: May 25, 2021 Total Change is: -45
-387 216 0 733 -485 20 269 -458 1 0 0 0 -681 661
Percent of Open Interest Represented by Each Category of Trader
11.1 30.2 0.5 56.9 47.7 5.8 6.9 6.0 0.0 0.0 0.0 0.0 18.7 9.7
Number of Traders in Each Category Total Traders: 70
6 10 . 28 15 10 7 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 47,675
Positions
14,981 6,443 178 9,827 10,237 1,340 11,481 15,855 743 1,630 3,581 62 7,433 9,236
Changes from: May 25, 2021 Total Change is: 997
361 367 -19 -5 372 -34 708 -51 129 -155 222 57 -45 -47
Percent of Open Interest Represented by Each Category of Trader
31.4 13.5 0.4 20.6 21.5 2.8 24.1 33.3 1.6 3.4 7.5 0.1 15.6 19.4
Number of Traders in Each Category Total Traders: 297
33 20 10 55 50 40 40 67 21 11 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 238,373
Positions
74,907 32,215 889 49,133 51,183 6,701 57,404 79,277 3,716 8,149 17,903 310 37,164 46,179
Changes from: May 25, 2021 Total Change is: 4,985
1,806 1,836 -94 -25 1,862 -171 3,542 -256 647 -777 1,112 283 -226 -234
Percent of Open Interest Represented by Each Category of Trader
31.4 13.5 0.4 20.6 21.5 2.8 24.1 33.3 1.6 3.4 7.5 0.1 15.6 19.4
Number of Traders in Each Category Total Traders: 297
33 20 10 55 50 40 40 67 21 11 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 155,048
Positions
0 27,202 0 252 0 0 71,449 101,292 4,522 1,080 840 350 77,395 20,842
Changes from: May 25, 2021 Total Change is: 7,145
0 1,022 0 -104 0 0 4,868 7,671 136 -25 -40 0 2,270 -1,644
Percent of Open Interest Represented by Each Category of Trader
0.0 17.5 0.0 0.2 0.0 0.0 46.1 65.3 2.9 0.7 0.5 0.2 49.9 13.4
Number of Traders in Each Category Total Traders: 25
0 . 0 . 0 0 8 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 456,497
Positions
113,752 89,561 2,755 222,454 155,761 36,677 41,749 95,108 4,450 8,169 51,406 31 26,460 20,748
Changes from: May 25, 2021 Total Change is: 4,699
-3,474 -2,572 -828 11,777 -2,784 -4,368 1,965 7,653 570 488 5,271 4 -1,435 1,753
Percent of Open Interest Represented by Each Category of Trader
24.9 19.6 0.6 48.7 34.1 8.0 9.1 20.8 1.0 1.8 11.3 0.0 5.8 4.5
Number of Traders in Each Category Total Traders: 333
30 14 5 96 50 48 43 66 19 13 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 32,360
Positions
6,927 31,052 0 20,583 502 0 2,631 437 0 0 0 0 2,219 369
Changes from: May 25, 2021 Total Change is: 46
0 0 0 -15 0 0 0 0 0 0 0 0 61 46
Percent of Open Interest Represented by Each Category of Trader
21.4 96.0 0.0 63.6 1.6 0.0 8.1 1.4 0.0 0.0 0.0 0.0 6.9 1.1
Number of Traders in Each Category Total Traders: 34
. 10 0 17 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 17,028
Positions
0 6,602 0 9,785 0 11 888 5,863 57 1,116 927 0 5,171 3,568
Changes from: May 25, 2021 Total Change is: 1,269
-214 873 0 63 0 1 177 -162 51 0 247 0 1,191 259
Percent of Open Interest Represented by Each Category of Trader
0.0 38.8 0.0 57.5 0.0 0.1 5.2 34.4 0.3 6.6 5.4 0.0 30.4 21.0
Number of Traders in Each Category Total Traders: 22
0 . 0 10 0 . 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 42,320
Positions
9,394 6,434 461 9,592 1,850 395 14,263 4,430 365 863 911 0 6,987 27,474
Changes from: May 25, 2021 Total Change is: -22
1,244 919 48 -176 -24 35 -1,753 -254 -353 60 672 0 873 -1,065
Percent of Open Interest Represented by Each Category of Trader
22.2 15.2 1.1 22.7 4.4 0.9 33.7 10.5 0.9 2.0 2.2 0.0 16.5 64.9
Number of Traders in Each Category Total Traders: 58
9 9 . 13 . . 16 6 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 402,474
Positions
27,690 250,278 7,153 261,740 66,820 64,496 24,125 5,321 951 6,387 2,041 49 9,883 5,365
Changes from: May 25, 2021 Total Change is: -3,621
-580 -2,397 -459 -8,727 2,896 159 6,312 -977 -21 51 -2,017 3 -359 -808
Percent of Open Interest Represented by Each Category of Trader
6.9 62.2 1.8 65.0 16.6 16.0 6.0 1.3 0.2 1.6 0.5 0.0 2.5 1.3
Number of Traders in Each Category Total Traders: 184
12 15 6 76 39 45 25 8 8 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 1,079,554
Positions
98,187 578,478 8,918 693,871 246,739 106,430 88,220 55,339 4,604 37,081 57,659 5,936 36,307 15,451
Changes from: May 25, 2021 Total Change is: -4,178
-9,146 3,234 455 -4,164 -16,679 323 4,834 5,576 -388 -2,268 -1,571 2,188 3,988 2,684
Percent of Open Interest Represented by Each Category of Trader
9.1 53.6 0.8 64.3 22.9 9.9 8.2 5.1 0.4 3.4 5.3 0.5 3.4 1.4
Number of Traders in Each Category Total Traders: 417
27 19 8 174 65 86 63 27 25 26 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 198,673
Positions
36,157 155,848 24,166 15,756 6,747 2,781 109,984 416 8,511 1,031 137 0 287 67
Changes from: May 25, 2021 Total Change is: -594
-25 1,681 -1,813 91 0 -105 1,637 23 -380 0 0 0 1 0
Percent of Open Interest Represented by Each Category of Trader
18.2 78.4 12.2 7.9 3.4 1.4 55.4 0.2 4.3 0.5 0.1 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 83
10 18 15 13 . . 30 . 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 1,192,840
Positions
4,508 98,448 2,091 614,619 324,567 225,561 51,647 237,421 35,211 102,548 56,739 2,237 154,418 210,565
Changes from: May 25, 2021 Total Change is: -84,796
-362 6,469 -2,262 -15,102 2,083 -7,951 -3,348 -3,002 -67,367 36,526 13,161 -698 -24,232 -25,229
Percent of Open Interest Represented by Each Category of Trader
0.4 8.3 0.2 51.5 27.2 18.9 4.3 19.9 3.0 8.6 4.8 0.2 12.9 17.7
Number of Traders in Each Category Total Traders: 196
6 20 5 56 43 56 11 42 20 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 1,188,834
Positions
25,630 96,972 2,262 672,785 318,148 200,630 65,421 349,349 25,185 66,857 29,197 0 130,064 167,091
Changes from: May 25, 2021 Total Change is: -46,099
2,060 -3,576 -5,363 13,989 13,209 -8,368 4,888 4,142 -29,995 -261 7,974 0 -23,049 -24,122
Percent of Open Interest Represented by Each Category of Trader
2.2 8.2 0.2 56.6 26.8 16.9 5.5 29.4 2.1 5.6 2.5 0.0 10.9 14.1
Number of Traders in Each Category Total Traders: 162
4 11 . 70 31 60 7 27 16 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 2,255,784
Positions
171,411 166,669 22,056 970,527 454,724 300,581 417,575 1,067,540 64,561 151,163 60,656 1,203 156,707 117,794
Changes from: May 25, 2021 Total Change is: -64,015
-14,596 -32,451 -4,149 38,684 24,987 -16,743 20,833 23,180 -30,291 -9,743 3,965 -22,079 -25,931 -10,434
Percent of Open Interest Represented by Each Category of Trader
7.6 7.4 1.0 43.0 20.2 13.3 18.5 47.3 2.9 6.7 2.7 0.1 6.9 5.2
Number of Traders in Each Category Total Traders: 315
11 33 12 105 33 75 50 46 32 24 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 4,376,087
Positions
140,681 219,650 27,398 1,552,204 1,597,728 742,463 1,315,341 749,774 70,585 206,095 382,168 2,865 318,455 583,456
Changes from: May 25, 2021 Total Change is: -126,706
-17,765 -20,532 -18,165 51,768 73,641 -89,136 121,470 67,820 -119,626 32,954 81,883 -18,934 -69,272 -83,657
Percent of Open Interest Represented by Each Category of Trader
3.2 5.0 0.6 35.5 36.5 17.0 30.1 17.1 1.6 4.7 8.7 0.1 7.3 13.3
Number of Traders in Each Category Total Traders: 426
18 37 16 75 106 102 56 87 45 19 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 1,659,205
Positions
111,653 27,572 5,313 479,000 633,197 168,170 650,560 360,929 70,731 53,151 118,049 683 119,944 274,561
Changes from: May 25, 2021 Total Change is: 17,609
-16,268 482 -5,242 7,580 8,455 4,182 16,880 -3,056 18,640 15,946 19,152 683 -24,792 -25,687
Percent of Open Interest Represented by Each Category of Trader
6.7 1.7 0.3 28.9 38.2 10.1 39.2 21.8 4.3 3.2 7.1 0.0 7.2 16.5
Number of Traders in Each Category Total Traders: 164
8 7 8 21 62 52 25 23 20 . 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 3,500,881
Positions
71,120 121,677 24,366 1,754,711 1,105,357 618,602 385,521 928,068 115,641 227,491 196,902 213 303,216 390,055
Changes from: May 25, 2021 Total Change is: -208,188
12,074 -13,951 -14,477 58,425 -22,622 10,714 -71,928 50,714 -161,609 6,578 9,159 -16,046 -31,919 -50,070
Percent of Open Interest Represented by Each Category of Trader
2.0 3.5 0.7 50.1 31.6 17.7 11.0 26.5 3.3 6.5 5.6 0.0 8.7 11.1
Number of Traders in Each Category Total Traders: 325
11 28 12 78 67 79 33 74 29 8 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 1,007,796
Positions
442,649 149,622 237,207 13,400 1,701 7,513 63,981 351,924 223,511 1,327 5,954 0 18,208 30,364
Changes from: May 25, 2021 Total Change is: -113,591
28,004 -29,559 -59,964 -9,633 -11,204 -1,838 -19,336 38,921 -49,697 727 -746 0 -1,854 496
Percent of Open Interest Represented by Each Category of Trader
43.9 14.8 23.5 1.3 0.2 0.7 6.3 34.9 22.2 0.1 0.6 0.0 1.8 3.0
Number of Traders in Each Category Total Traders: 100
23 25 45 . . 5 17 24 34 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 is13,412,453
Positions
2,786,892 1,610,380 1,737,410 773,581 1,075,135 986,201 2,615,527 3,210,239 3,507,931 75,589 181,734 238,214 691,108 865,209
Changes from: May 25, 2021 Total Change is: 318,461
144,468 -35,491 66,052 63,641 7,980 -4,054 -140,334 140,260 173,133 1,058 822 2,323 12,174 -32,564
Percent of Open Interest Represented by Each Category of Trader
20.8 12.0 13.0 5.8 8.0 7.4 19.5 23.9 26.2 0.6 1.4 1.8 5.2 6.5
Number of Traders in Each Category Total Traders: 264
33 44 73 21 17 32 46 65 86 10 16 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 568,753
Positions
91,823 138,037 171,048 13,990 2,777 7,839 140,469 105,411 135,399 2,847 3,815 4,233 1,105 194
Changes from: May 25, 2021 Total Change is: 20,047
-11,913 -325 5,275 62 49 -1,398 41,800 29,790 -13,563 169 1,046 -819 434 -8
Percent of Open Interest Represented by Each Category of Trader
16.1 24.3 30.1 2.5 0.5 1.4 24.7 18.5 23.8 0.5 0.7 0.7 0.2 0.0
Number of Traders in Each Category Total Traders: 109
19 25 25 . 4 . 14 29 33 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 179,624
Positions
21,101 68,147 24,077 4,535 8,994 2,256 85,301 36,369 38,168 3,130 578 987 69 48
Changes from: May 25, 2021 Total Change is: -61,279
-15,256 -25,836 -8,823 3,033 -3,541 1,618 -38,591 -20,799 -3,007 -197 -745 -68 12 -78
Percent of Open Interest Represented by Each Category of Trader
11.7 37.9 13.4 2.5 5.0 1.3 47.5 20.2 21.2 1.7 0.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 86
11 20 12 . 5 . 25 17 27 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 166,964
Positions
0 53,987 0 1,527 2,196 0 2,204 21,021 89,134 74,088 500 0 11 126
Changes from: May 25, 2021 Total Change is: -5,661
0 -2,573 0 -702 89 0 11 182 -3,370 -1,600 0 0 0 11
Percent of Open Interest Represented by Each Category of Trader
0.0 32.3 0.0 0.9 1.3 0.0 1.3 12.6 53.4 44.4 0.3 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 27
0 8 0 . 5 0 . 6 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 39,662
Positions
8,301 581 13,215 0 65 0 2,222 8,236 15,218 460 2,066 246 0 35
Changes from: May 25, 2021 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.9 1.5 33.3 0.0 0.2 0.0 5.6 20.8 38.4 1.2 5.2 0.6 0.0 0.1
Number of Traders in Each Category Total Traders: 20
. . . 0 . 0 . 5 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 7,318
Positions
228 145 80 407 619 31 2,081 4,949 369 2,144 269 78 1,900 778
Changes from: May 25, 2021 Total Change is: -1,575
-153 13 15 3 -32 -29 -180 -799 -166 -420 -67 -474 -171 -36
Percent of Open Interest Represented by Each Category of Trader
3.1 2.0 1.1 5.6 8.5 0.4 28.4 67.6 5.0 29.3 3.7 1.1 26.0 10.6
Number of Traders in Each Category Total Traders: 74
. . . . . . 22 23 8 16 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 1, 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 13,050
Positions
0 28 0 210 0 0 3,375 6,993 2,041 2,273 2,818 208 4,943 962
Changes from: May 25, 2021 Total Change is: -23,999
0 -8,718 0 50 0 0 -25,258 -15,473 1,511 -781 509 -73 552 -1,755
Percent of Open Interest Represented by Each Category of Trader
0.0 0.2 0.0 1.6 0.0 0.0 25.9 53.6 15.6 17.4 21.6 1.6 37.9 7.4
Number of Traders in Each Category Total Traders: 85
0 . 0 . 0 0 9 9 . 50 15 .
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Traders in Financial Futures - Futures Only Positions as of June 1, 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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ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points)
CFTC Code #146021 Open Interest is 2,819
Positions
0 0 0 0 64 0 1,177 2,310 12 416 34 33 1,181 366
Changes from: May 25, 2021 Total Change is: -846
-6 0 -38 0 2 0 -403 -316 -97 -310 -259 -37 45 -101
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 0.0 2.3 0.0 41.8 81.9 0.4 14.8 1.2 1.2 41.9 13.0
Number of Traders in Each Category Total Traders: 38
0 0 0 0 . 0 15 14 . 7 . .
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Traders in Financial Futures - Futures Only Positions as of June 1, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 48,045
Positions
2,707 9,136 0 9,034 9,697 912 19,962 18,315 4,090 3,919 1,345 204 7,217 4,346
Changes from: May 25, 2021 Total Change is: 5,002
-1,001 1,079 0 592 511 -1 5,715 2,126 280 -1,641 210 0 1,058 797
Percent of Open Interest Represented by Each Category of Trader
5.6 19.0 0.0 18.8 20.2 1.9 41.5 38.1 8.5 8.2 2.8 0.4 15.0 9.0
Number of Traders in Each Category Total Traders: 123
. . 0 9 9 . 19 40 9 26 14 .
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Traders in Financial Futures - Futures Only Positions as of June 1, 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 334,983
Positions
59,146 18,458 11,257 112,024 82,855 31,245 32,830 100,361 57,336 5,102 2,215 5,307 20,736 25,949
Changes from: May 25, 2021 Total Change is: -2,207
2,731 -2,082 -71 -6,964 14,498 -340 3,354 -9,855 3,887 -193 -1,858 -4,295 -316 -2,091
Percent of Open Interest Represented by Each Category of Trader
17.7 5.5 3.4 33.4 24.7 9.3 9.8 30.0 17.1 1.5 0.7 1.6 6.2 7.7
Number of Traders in Each Category Total Traders: 164
12 12 17 17 33 22 29 42 47 . 7 9
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Traders in Financial Futures - Futures Only Positions as of June 1, 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 45,803
Positions
6,349 8,559 40 37,116 1,246 0 572 35,869 0 1,295 0 1 430 88
Changes from: May 25, 2021 Total Change is: -138
333 -314 0 -174 25 0 -317 172 0 62 0 0 -42 -21
Percent of Open Interest Represented by Each Category of Trader
13.9 18.7 0.1 81.0 2.7 0.0 1.2 78.3 0.0 2.8 0.0 0.0 0.9 0.2
Number of Traders in Each Category Total Traders: 56
5 4 . 14 4 0 5 7 0 17 0 .
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Updated June 04, 2021