Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 152,998
Positions
43,302 946 998 40,503 43,818 5,066 16,075 56,478 6,987 12,138 2,466 52 27,877 36,187
Changes from: April 16, 2019 Total Change is: 7,957
1,628 946 -393 959 2,984 21 3,573 472 915 848 455 5 401 2,552
Percent of Open Interest Represented by Each Category of Trader
28.3 0.6 0.7 26.5 28.6 3.3 10.5 36.9 4.6 7.9 1.6 0.0 18.2 23.7
Number of Traders in Each Category Total Traders: 107
9 . 4 14 17 11 21 28 14 12 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 94,115
Positions
64,528 2,673 13 1,794 29,446 839 18,817 31,556 252 919 871 0 6,953 28,465
Changes from: April 16, 2019 Total Change is: 12,175
9,724 95 0 -718 3,739 351 3,188 6,733 -497 243 -48 0 -116 1,802
Percent of Open Interest Represented by Each Category of Trader
68.6 2.8 0.0 1.9 31.3 0.9 20.0 33.5 0.3 1.0 0.9 0.0 7.4 30.2
Number of Traders in Each Category Total Traders: 65
7 . . . 20 . 11 20 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 157,851
Positions
13,604 9,188 754 62,040 73,181 3,974 43,259 21,301 4,642 2,711 10,890 0 26,867 33,921
Changes from: April 16, 2019 Total Change is: 9,649
1,638 -7,457 -684 5,465 10,267 276 4,299 752 360 0 800 0 -1,705 5,335
Percent of Open Interest Represented by Each Category of Trader
8.6 5.8 0.5 39.3 46.4 2.5 27.4 13.5 2.9 1.7 6.9 0.0 17.0 21.5
Number of Traders in Each Category Total Traders: 113
6 6 . 16 25 10 32 20 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 207,316
Positions
97,553 1,854 509 39,774 85,808 7,576 24,871 66,543 1,961 3,953 1,867 0 31,119 41,198
Changes from: April 16, 2019 Total Change is: 7,298
7,106 -175 465 -379 4,994 1,184 -2,466 -422 -154 210 389 0 1,332 1,017
Percent of Open Interest Represented by Each Category of Trader
47.1 0.9 0.2 19.2 41.4 3.7 12.0 32.1 0.9 1.9 0.9 0.0 15.0 19.9
Number of Traders in Each Category Total Traders: 127
10 4 . 21 30 8 15 40 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 507,722
Positions
37,322 74,854 4,738 293,134 170,852 28,345 35,713 139,533 5,819 18,494 18,890 219 83,938 64,472
Changes from: April 16, 2019 Total Change is: 8,442
1,987 -7,922 1,096 1,658 5,375 -572 2,432 6,871 835 537 -1,781 -19 488 4,559
Percent of Open Interest Represented by Each Category of Trader
7.4 14.7 0.9 57.7 33.7 5.6 7.0 27.5 1.1 3.6 3.7 0.0 16.5 12.7
Number of Traders in Each Category Total Traders: 289
20 10 11 91 42 39 36 53 17 20 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 27,969
Positions
0 7,544 0 10,609 9,320 3,536 1,858 472 1 0 583 8 11,957 6,505
Changes from: April 16, 2019 Total Change is: -425
0 0 0 27 -76 256 -345 39 0 0 0 0 -363 -644
Percent of Open Interest Represented by Each Category of Trader
0.0 27.0 0.0 37.9 33.3 12.6 6.6 1.7 0.0 0.0 2.1 0.0 42.8 23.3
Number of Traders in Each Category Total Traders: 24
0 . 0 10 7 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 23,370
Positions
4,240 4,745 632 8,130 10,471 2,514 1,624 0 0 0 0 0 6,230 5,008
Changes from: April 16, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.1 20.3 2.7 34.8 44.8 10.8 6.9 0.0 0.0 0.0 0.0 0.0 26.7 21.4
Number of Traders in Each Category Total Traders: 20
. . . 6 8 7 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 142,394
Positions
59,000 4,110 581 13,828 49,629 3,817 34,628 37,839 3,079 6,354 4,660 0 21,107 38,679
Changes from: April 16, 2019 Total Change is: 1,720
734 -3,248 78 -2,393 1,570 870 1,735 -3,088 -317 -260 2,600 0 1,273 3,255
Percent of Open Interest Represented by Each Category of Trader
41.4 2.9 0.4 9.7 34.9 2.7 24.3 26.6 2.2 4.5 3.3 0.0 14.8 27.2
Number of Traders in Each Category Total Traders: 85
6 4 . 12 17 11 19 22 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 59,814
Positions
0 48,511 500 52,794 0 0 3,911 9,011 0 599 956 0 2,010 836
Changes from: April 16, 2019 Total Change is: 1,683
0 1,965 0 435 0 0 769 -120 0 75 -65 0 404 -97
Percent of Open Interest Represented by Each Category of Trader
0.0 81.1 0.8 88.3 0.0 0.0 6.5 15.1 0.0 1.0 1.6 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 37
0 4 . 10 0 0 12 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 252,304
Positions
763 149,849 800 149,069 15,592 0 92,084 50,048 85 2,760 32,306 0 6,743 3,624
Changes from: April 16, 2019 Total Change is: 7,944
-73 2,331 -93 4,852 -2,619 0 2,986 7,779 -1 270 100 0 3 447
Percent of Open Interest Represented by Each Category of Trader
0.3 59.4 0.3 59.1 6.2 0.0 36.5 19.8 0.0 1.1 12.8 0.0 2.7 1.4
Number of Traders in Each Category Total Traders: 184
4 11 . 35 8 0 58 39 5 12 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 35,159
Positions
14,569 274 0 1,080 25,313 0 15,379 6,753 453 1,326 660 0 2,352 1,706
Changes from: April 16, 2019 Total Change is: 5,186
1,809 0 0 0 2,423 0 2,719 2,302 141 -19 40 0 536 280
Percent of Open Interest Represented by Each Category of Trader
41.4 0.8 0.0 3.1 72.0 0.0 43.7 19.2 1.3 3.8 1.9 0.0 6.7 4.9
Number of Traders in Each Category Total Traders: 37
. . 0 . 4 0 9 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 45,134
Positions
17,003 2,193 0 6,764 19,524 274 16,335 14,461 1,831 323 739 0 2,604 6,112
Changes from: April 16, 2019 Total Change is: 7,364
3,314 -290 0 -3,201 3,564 -48 7,886 3,972 -165 149 -196 0 -571 527
Percent of Open Interest Represented by Each Category of Trader
37.7 4.9 0.0 15.0 43.3 0.6 36.2 32.0 4.1 0.7 1.6 0.0 5.8 13.5
Number of Traders in Each Category Total Traders: 91
9 4 0 7 15 . 19 31 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,466
Positions
6,426 20,985 1,238 11,961 468 1,675 7,500 4,716 1,839 1,494 1,949 0 8,334 7,597
Changes from: April 16, 2019 Total Change is: -479
-402 -3,068 106 -2,807 -212 1,382 1,794 1,098 329 0 101 0 -880 -214
Percent of Open Interest Represented by Each Category of Trader
15.9 51.9 3.1 29.6 1.2 4.1 18.5 11.7 4.5 3.7 4.8 0.0 20.6 18.8
Number of Traders in Each Category Total Traders: 100
14 19 . 16 . 7 26 12 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 80,932
Positions
12,852 41,970 2,475 23,922 936 3,350 14,999 9,432 3,678 2,988 3,897 0 16,668 15,194
Changes from: April 16, 2019 Total Change is: -958
-804 -6,136 212 -5,614 -424 2,764 3,587 2,196 657 0 201 0 -1,760 -428
Percent of Open Interest Represented by Each Category of Trader
15.9 51.9 3.1 29.6 1.2 4.1 18.5 11.7 4.5 3.7 4.8 0.0 20.6 18.8
Number of Traders in Each Category Total Traders: 100
14 19 . 16 . 7 26 12 5 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 24,483
Positions
2,584 19,544 0 19,655 1,369 297 380 1,372 0 0 452 0 1,567 1,449
Changes from: April 16, 2019 Total Change is: -1,811
475 -1,688 0 -1,979 22 -264 -343 -104 0 0 0 0 300 223
Percent of Open Interest Represented by Each Category of Trader
10.6 79.8 0.0 80.3 5.6 1.2 1.6 5.6 0.0 0.0 1.8 0.0 6.4 5.9
Number of Traders in Each Category Total Traders: 25
. 7 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 575,717
Positions
57,740 156,062 13,508 282,108 120,065 51,098 51,407 75,699 20,474 16,370 56,454 3,515 79,496 78,840
Changes from: April 16, 2019 Total Change is: 16,574
1,464 3,715 3,990 -379 4,336 -883 4,457 -4,846 4,378 -385 507 -122 4,054 5,499
Percent of Open Interest Represented by Each Category of Trader
10.0 27.1 2.3 49.0 20.9 8.9 8.9 13.1 3.6 2.8 9.8 0.6 13.8 13.7
Number of Traders in Each Category Total Traders: 557
33 35 24 169 85 115 74 96 51 33 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 39,129
Positions
4,410 20,043 0 3,769 1,097 0 8,195 5,935 0 2 0 0 22,753 12,054
Changes from: April 16, 2019 Total Change is: 4,316
1,560 1,642 0 -21 0 0 -28 1,719 0 -90 0 0 2,895 955
Percent of Open Interest Represented by Each Category of Trader
11.3 51.2 0.0 9.6 2.8 0.0 20.9 15.2 0.0 0.0 0.0 0.0 58.1 30.8
Number of Traders in Each Category Total Traders: 31
4 10 0 . . 0 7 6 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 14,528
Positions
4,982 11,389 0 6,980 857 178 229 697 45 0 0 0 2,114 1,362
Changes from: April 16, 2019 Total Change is: -17
0 -18 0 25 0 0 0 0 0 0 0 0 -42 1
Percent of Open Interest Represented by Each Category of Trader
34.3 78.4 0.0 48.0 5.9 1.2 1.6 4.8 0.3 0.0 0.0 0.0 14.6 9.4
Number of Traders in Each Category Total Traders: 21
6 4 0 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,682,940
Positions
278,574 692,020 55,616 1,396,624 599,768 250,564 277,345 410,109 41,085 81,840 282,269 17,577 283,715 333,932
Changes from: April 16, 2019 Total Change is: 61,291
4,029 14,874 15,441 -2,347 21,123 -3,859 39,553 -15,697 4,763 -1,924 2,083 -159 5,794 22,722
Percent of Open Interest Represented by Each Category of Trader
10.4 25.8 2.1 52.1 22.4 9.3 10.3 15.3 1.5 3.1 10.5 0.7 10.6 12.4
Number of Traders in Each Category Total Traders: 553
33 33 21 170 84 115 72 97 46 32 32 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,110
Positions
1,920 11,263 17,742 10,370 957 1,102 252 782 0 0 338 0 2,724 1,926
Changes from: April 16, 2019 Total Change is: -1,431
247 -1,027 -258 -903 -255 -25 0 -203 0 0 338 0 -492 -1
Percent of Open Interest Represented by Each Category of Trader
5.6 33.0 52.0 30.4 2.8 3.2 0.7 2.3 0.0 0.0 1.0 0.0 8.0 5.6
Number of Traders in Each Category Total Traders: 25
4 6 . 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,219
Positions
8,352 4,307 0 3,046 10,457 1,117 1,211 242 0 0 0 0 3,493 1,096
Changes from: April 16, 2019 Total Change is: -31
-51 0 0 -209 -94 13 -81 0 0 0 0 0 297 50
Percent of Open Interest Represented by Each Category of Trader
48.5 25.0 0.0 17.7 60.7 6.5 7.0 1.4 0.0 0.0 0.0 0.0 20.3 6.4
Number of Traders in Each Category Total Traders: 24
7 4 0 . 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 65,281
Positions
6,599 14,533 238 42,340 36,449 2,925 1,232 4,170 426 266 3,283 0 11,255 3,257
Changes from: April 16, 2019 Total Change is: 1,103
-823 1,221 -33 1,679 303 69 436 -251 140 0 0 0 -365 -346
Percent of Open Interest Represented by Each Category of Trader
10.1 22.3 0.4 64.9 55.8 4.5 1.9 6.4 0.7 0.4 5.0 0.0 17.2 5.0
Number of Traders in Each Category Total Traders: 83
5 8 . 35 19 14 6 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 43,451
Positions
10,785 9,850 217 14,598 11,027 960 8,161 10,914 731 1,497 1,393 5 6,497 8,354
Changes from: April 16, 2019 Total Change is: 1,637
-400 816 168 41 1,310 -146 2,706 68 -46 -541 -187 0 -145 -344
Percent of Open Interest Represented by Each Category of Trader
24.8 22.7 0.5 33.6 25.4 2.2 18.8 25.1 1.7 3.4 3.2 0.0 15.0 19.2
Number of Traders in Each Category Total Traders: 237
23 20 . 52 34 26 34 45 13 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 217,253
Positions
53,925 49,248 1,086 72,989 55,136 4,799 40,804 54,569 3,655 7,485 6,966 23 32,487 41,771
Changes from: April 16, 2019 Total Change is: 8,186
-2,002 4,078 838 204 6,549 -729 13,531 338 -232 -2,703 -937 2 -723 -1,721
Percent of Open Interest Represented by Each Category of Trader
24.8 22.7 0.5 33.6 25.4 2.2 18.8 25.1 1.7 3.4 3.2 0.0 15.0 19.2
Number of Traders in Each Category Total Traders: 237
23 20 . 52 34 26 34 45 13 12 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 425,504
Positions
65,735 61,619 3,393 232,070 191,464 41,203 44,815 71,854 8,185 7,612 29,450 0 22,491 18,336
Changes from: April 16, 2019 Total Change is: -4,184
-2,661 1,422 -1,809 6,552 -1,386 198 -9,320 -2,009 469 223 -1,665 0 2,164 596
Percent of Open Interest Represented by Each Category of Trader
15.4 14.5 0.8 54.5 45.0 9.7 10.5 16.9 1.9 1.8 6.9 0.0 5.3 4.3
Number of Traders in Each Category Total Traders: 278
25 17 5 72 51 42 39 54 22 11 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 25,644
Positions
5,745 0 0 12,897 1,059 309 657 19,920 6 713 0 0 5,317 4,350
Changes from: April 16, 2019 Total Change is: -261
0 0 0 8 0 0 -430 -1,094 5 0 0 0 156 828
Percent of Open Interest Represented by Each Category of Trader
22.4 0.0 0.0 50.3 4.1 1.2 2.6 77.7 0.0 2.8 0.0 0.0 20.7 17.0
Number of Traders in Each Category Total Traders: 31
. 0 0 15 . 4 . 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 61,515
Positions
2,946 24,716 322 19,289 4,476 968 29,067 3,404 300 0 400 0 8,623 26,929
Changes from: April 16, 2019 Total Change is: 224
459 2,257 25 1,539 -745 -152 -2,416 -27 -2 0 0 0 771 -1,132
Percent of Open Interest Represented by Each Category of Trader
4.8 40.2 0.5 31.4 7.3 1.6 47.3 5.5 0.5 0.0 0.7 0.0 14.0 43.8
Number of Traders in Each Category Total Traders: 69
7 17 . 14 8 8 13 9 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 332,415
Positions
34,180 196,068 3,835 247,411 86,413 17,849 12,714 19,316 298 5,557 1,408 0 10,571 7,228
Changes from: April 16, 2019 Total Change is: 3,139
-25 -247 12 4,054 4,093 -1,774 1,499 342 11 -2 -200 0 -636 902
Percent of Open Interest Represented by Each Category of Trader
10.3 59.0 1.2 74.4 26.0 5.4 3.8 5.8 0.1 1.7 0.4 0.0 3.2 2.2
Number of Traders in Each Category Total Traders: 166
15 14 6 64 36 27 15 15 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,321,220
Positions
73,033 932,263 2,538 989,058 175,930 97,105 85,779 73,738 1,773 31,646 20,553 3,094 37,194 14,226
Changes from: April 16, 2019 Total Change is: 2,374
955 -1,290 80 -1,618 3,874 -551 2,264 -1,710 -193 609 -339 -309 1,137 2,812
Percent of Open Interest Represented by Each Category of Trader
5.5 70.6 0.2 74.9 13.3 7.3 6.5 5.6 0.1 2.4 1.6 0.2 2.8 1.1
Number of Traders in Each Category Total Traders: 428
27 21 7 190 54 77 57 33 14 35 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 101,334
Positions
35,019 54,180 46,489 6,244 0 305 12,151 0 300 800 0 0 26 60
Changes from: April 16, 2019 Total Change is: 64
532 82 -18 50 0 0 -500 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
34.6 53.5 45.9 6.2 0.0 0.3 12.0 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 17 9 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 942,264
Positions
8,603 64,828 1,431 406,049 346,189 193,033 126,214 144,386 7,248 24,126 32,872 3,871 171,689 148,406
Changes from: April 16, 2019 Total Change is: -7,752
-1,086 -12,327 -1,229 -15,469 2,082 3,945 4,924 -585 797 -576 1,220 67 875 -1,722
Percent of Open Interest Represented by Each Category of Trader
0.9 6.9 0.2 43.1 36.7 20.5 13.4 15.3 0.8 2.6 3.5 0.4 18.2 15.7
Number of Traders in Each Category Total Traders: 182
7 16 4 55 29 45 33 24 14 5 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,184,696
Positions
5,911 205,913 7,047 716,749 47,120 187,442 26,447 611,550 29,618 41,351 975 979 169,152 94,052
Changes from: April 16, 2019 Total Change is: 8,363
-354 -6,056 754 4,307 -1,475 2,299 -819 8,076 3,758 -651 247 -247 -684 1,007
Percent of Open Interest Represented by Each Category of Trader
0.5 17.4 0.6 60.5 4.0 15.8 2.2 51.6 2.5 3.5 0.1 0.1 14.3 7.9
Number of Traders in Each Category Total Traders: 133
. 14 5 63 18 54 8 24 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,732,420
Positions
110,044 346,840 40,611 1,825,413 583,972 257,216 612,160 2,004,543 202,822 492,327 169,638 12,521 179,306 114,257
Changes from: April 16, 2019 Total Change is: 141,190
-16,158 37,629 -8,641 54,243 47,922 5,698 54,273 12,240 35,810 9,763 8,431 -2,514 8,716 4,615
Percent of Open Interest Represented by Each Category of Trader
2.9 9.3 1.1 48.9 15.6 6.9 16.4 53.7 5.4 13.2 4.5 0.3 4.8 3.1
Number of Traders in Each Category Total Traders: 359
16 28 12 120 34 78 60 60 32 24 17 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,019,262
Positions
249,242 212,897 42,546 1,671,916 976,859 745,948 424,709 1,263,635 102,725 319,067 223,733 23,891 439,218 427,028
Changes from: April 16, 2019 Total Change is: 35,526
-10,382 -21,555 8,424 -11,088 -29,932 46,749 15,792 31,917 -7,287 -4,131 10,008 2,275 -4,826 -5,073
Percent of Open Interest Represented by Each Category of Trader
6.2 5.3 1.1 41.6 24.3 18.6 10.6 31.4 2.6 7.9 5.6 0.6 10.9 10.6
Number of Traders in Each Category Total Traders: 394
27 27 13 96 76 96 61 65 43 24 18 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 754,063
Positions
32,300 64,173 887 320,570 315,668 99,758 121,726 113,841 7,434 60,427 12,318 10 110,951 139,974
Changes from: April 16, 2019 Total Change is: 5,847
3,628 -3,786 -389 11,746 278 9,024 -9,832 3,439 94 1,596 3,490 -490 -9,530 -5,813
Percent of Open Interest Represented by Each Category of Trader
4.3 8.5 0.1 42.5 41.9 13.2 16.1 15.1 1.0 8.0 1.6 0.0 14.7 18.6
Number of Traders in Each Category Total Traders: 111
6 10 . 26 33 36 17 12 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 4,599,028
Positions
106,341 426,284 72,394 2,306,889 823,039 747,767 490,453 1,692,909 192,076 341,354 298,239 3,081 338,673 343,239
Changes from: April 16, 2019 Total Change is: 102,747
22,016 38,418 5,002 37,414 21,838 14,152 31,701 6,168 5,327 7,925 22,197 156 -20,946 -10,511
Percent of Open Interest Represented by Each Category of Trader
2.3 9.3 1.6 50.2 17.9 16.3 10.7 36.8 4.2 7.4 6.5 0.1 7.4 7.5
Number of Traders in Each Category Total Traders: 344
11 35 13 95 57 88 50 57 39 13 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,923,109
Positions
612,198 288,340 493,629 37,013 12,312 49,642 109,792 525,252 474,943 95,527 13,670 15,560 34,805 49,761
Changes from: April 16, 2019 Total Change is: 127,030
28,113 -6,892 56,140 -2,711 -1,315 3,774 -25,954 -23,305 92,933 -19,944 246 -2,876 -2,445 8,325
Percent of Open Interest Represented by Each Category of Trader
31.8 15.0 25.7 1.9 0.6 2.6 5.7 27.3 24.7 5.0 0.7 0.8 1.8 2.6
Number of Traders in Each Category Total Traders: 144
19 34 48 4 7 . 24 39 48 4 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is12,680,091
Positions
2,654,402 1,614,514 2,683,647 531,613 1,708,076 920,026 1,671,769 1,195,788 3,199,520 222,842 185,140 122,882 673,390 1,050,498
Changes from: April 16, 2019 Total Change is: 37,802
-16,979 62,764 -87,393 425 77,668 21,570 131,847 -21,322 -12,891 -3,779 -20,614 1,909 3,093 16,111
Percent of Open Interest Represented by Each Category of Trader
20.9 12.7 21.2 4.2 13.5 7.3 13.2 9.4 25.2 1.8 1.5 1.0 5.3 8.3
Number of Traders in Each Category Total Traders: 255
26 39 58 14 31 33 60 48 95 9 15 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 61,356
Positions
8,054 17,667 5,001 1,107 0 0 26,960 18,418 19,960 0 0 0 274 310
Changes from: April 16, 2019 Total Change is: 4,416
-1,089 1,426 180 0 0 0 2,007 -569 3,190 0 0 0 128 189
Percent of Open Interest Represented by Each Category of Trader
13.1 28.8 8.2 1.8 0.0 0.0 43.9 30.0 32.5 0.0 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 33
. 8 6 . 0 0 10 10 16 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 59,827
Positions
11,252 9,904 11,364 4,710 2,784 50 17,140 19,993 14,683 500 902 0 128 147
Changes from: April 16, 2019 Total Change is: 10,160
326 -4,915 5,438 1,375 1,215 0 -3,481 475 7,332 100 902 0 -930 -287
Percent of Open Interest Represented by Each Category of Trader
18.8 16.6 19.0 7.9 4.7 0.1 28.6 33.4 24.5 0.8 1.5 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 56
10 6 9 . . . 18 16 19 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 21,484
Positions
2,386 6,889 0 1,362 5,301 0 10,220 5,379 75 7,420 1,200 0 21 2,640
Changes from: April 16, 2019 Total Change is: 1,621
2 1,615 0 0 38 0 1,644 11 4 -33 0 0 4 -47
Percent of Open Interest Represented by Each Category of Trader
11.1 32.1 0.0 6.3 24.7 0.0 47.6 25.0 0.3 34.5 5.6 0.0 0.1 12.3
Number of Traders in Each Category Total Traders: 36
. 4 0 . 10 0 5 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,460
Positions
2,830 8,139 0 741 2,102 9 12,836 4,449 0 0 237 0 44 1,524
Changes from: April 16, 2019 Total Change is: 4
2 93 0 -2 -20 0 32 -74 0 0 0 0 -28 5
Percent of Open Interest Represented by Each Category of Trader
17.2 49.4 0.0 4.5 12.8 0.1 78.0 27.0 0.0 0.0 1.4 0.0 0.3 9.3
Number of Traders in Each Category Total Traders: 29
. 5 0 . 8 . 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 49,118
Positions
10,763 4,264 15,507 0 220 0 8,815 9,291 13,711 30 5,872 246 46 7
Changes from: April 16, 2019 Total Change is: 675
0 0 0 0 0 0 672 584 1 0 110 0 2 -20
Percent of Open Interest Represented by Each Category of Trader
21.9 8.7 31.6 0.0 0.4 0.0 17.9 18.9 27.9 0.1 12.0 0.5 0.1 0.0
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 4 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 2,710
Positions
55 0 0 0 0 0 206 1,332 0 1,161 1,233 0 1,288 145
Changes from: April 16, 2019 Total Change is: -54
0 0 0 0 0 0 -6 134 -96 -7 -38 0 55 -54
Percent of Open Interest Represented by Each Category of Trader
2.0 0.0 0.0 0.0 0.0 0.0 7.6 49.2 0.0 42.8 45.5 0.0 47.5 5.4
Number of Traders in Each Category Total Traders: 22
. 0 0 0 0 0 . 6 0 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,313
Positions
0 158 0 245 132 4 2,025 2,458 152 501 1,173 0 1,386 236
Changes from: April 16, 2019 Total Change is: -11
0 0 0 82 -69 4 -247 -83 -24 -31 198 -17 222 -20
Percent of Open Interest Represented by Each Category of Trader
0.0 3.7 0.0 5.7 3.1 0.1 47.0 57.0 3.5 11.6 27.2 0.0 32.1 5.5
Number of Traders in Each Category Total Traders: 44
0 . 0 . . . 9 20 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,644
Positions
597 25,624 0 22,805 2,664 389 24,257 23,398 1,614 2,093 891 115 4,774 1,949
Changes from: April 16, 2019 Total Change is: 6,757
0 -60 0 1,494 50 -11 4,572 6,676 -116 7 77 115 696 26
Percent of Open Interest Represented by Each Category of Trader
1.1 45.2 0.0 40.3 4.7 0.7 42.8 41.3 2.8 3.7 1.6 0.2 8.4 3.4
Number of Traders in Each Category Total Traders: 106
. . 0 13 6 . 38 18 13 17 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 456,136
Positions
86,979 7,186 19,997 151,065 133,865 34,730 45,405 152,473 65,844 15,814 2,885 11,747 24,555 27,409
Changes from: April 16, 2019 Total Change is: -7,355
-4,961 -2,614 -12,914 14,074 11,157 1,152 -7,184 -5,080 464 -455 -668 2,524 -55 -1,376
Percent of Open Interest Represented by Each Category of Trader
19.1 1.6 4.4 33.1 29.3 7.6 10.0 33.4 14.4 3.5 0.6 2.6 5.4 6.0
Number of Traders in Each Category Total Traders: 204
20 7 15 22 37 25 29 56 51 13 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 27,834
Positions
1,355 1,131 1,143 23,687 4,827 39 174 20,416 100 1,155 125 0 181 53
Changes from: April 16, 2019 Total Change is: -182
0 12 0 -120 1,515 39 -24 -1,743 0 -10 -25 0 -67 20
Percent of Open Interest Represented by Each Category of Trader
4.9 4.1 4.1 85.1 17.3 0.1 0.6 73.3 0.4 4.1 0.4 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 42
. . . 13 4 . . 10 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 26, 2019