Traders in Financial Futures - Futures Only Positions as of June 25, 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 137,543 Positions 12,205 38,470 1,708 32,644 19,577 5,186 21,037 36,983 9,038 18,902 1,981 2 36,821 24,598 Changes from: June 18, 2019 Total Change is: -23,252 6,318 15,357 -8,389 3,369 -11,041 -832 4,024 -13,386 -1,441 -197 -464 -3 -26,101 -3,053 Percent of Open Interest Represented by Each Category of Trader 8.9 28.0 1.2 23.7 14.2 3.8 15.3 26.9 6.6 13.7 1.4 0.0 26.8 17.9 Number of Traders in Each Category Total Traders: 109 7 6 . 17 15 11 22 27 13 13 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 55,740 Positions 24,170 2,637 931 2,399 13,532 522 16,022 17,609 287 931 818 0 10,478 19,404 Changes from: June 18, 2019 Total Change is: -3,221 -6,328 1,304 0 -46 -4,725 -63 719 2,858 14 0 -664 0 2,483 -1,945 Percent of Open Interest Represented by Each Category of Trader 43.4 4.7 1.7 4.3 24.3 0.9 28.7 31.6 0.5 1.7 1.5 0.0 18.8 34.8 Number of Traders in Each Category Total Traders: 50 4 4 . . 14 . 10 13 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 207,543 Positions 81,758 3,798 336 58,383 109,582 4,324 28,945 39,870 8,034 20 7,362 0 25,743 34,237 Changes from: June 18, 2019 Total Change is: -2,878 -4,691 105 6 4,150 3,337 -337 -1,579 466 -2,569 -620 22 0 2,762 -3,908 Percent of Open Interest Represented by Each Category of Trader 39.4 1.8 0.2 28.1 52.8 2.1 13.9 19.2 3.9 0.0 3.5 0.0 12.4 16.5 Number of Traders in Each Category Total Traders: 120 11 . . 15 30 11 24 33 16 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 139,439 Positions 4,215 34,715 329 42,467 34,241 8,898 35,773 21,973 9,425 4,869 2,761 0 33,463 27,097 Changes from: June 18, 2019 Total Change is: 15,810 -11 20,121 181 5,954 -4,664 595 718 -3,814 4,742 -1,534 773 0 5,165 -2,124 Percent of Open Interest Represented by Each Category of Trader 3.0 24.9 0.2 30.5 24.6 6.4 25.7 15.8 6.8 3.5 2.0 0.0 24.0 19.4 Number of Traders in Each Category Total Traders: 116 . 9 . 27 20 16 28 23 15 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 521,907 Positions 32,056 139,701 2,947 304,947 141,172 33,466 37,864 130,813 6,265 16,650 12,517 278 87,434 54,748 Changes from: June 18, 2019 Total Change is: 18,082 -1,594 16,865 904 12,998 -10,850 4,063 2,724 6,829 979 -7,480 1,299 135 5,353 -2,142 Percent of Open Interest Represented by Each Category of Trader 6.1 26.8 0.6 58.4 27.0 6.4 7.3 25.1 1.2 3.2 2.4 0.1 16.8 10.5 Number of Traders in Each Category Total Traders: 269 18 12 12 89 37 44 34 47 19 16 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 25,320 Positions 0 9,587 0 8,897 5,775 2,342 999 1,465 0 0 589 2 13,080 5,560 Changes from: June 18, 2019 Total Change is: 245 0 0 0 -118 12 -1 -25 -141 0 0 0 0 389 375 Percent of Open Interest Represented by Each Category of Trader 0.0 37.9 0.0 35.1 22.8 9.2 3.9 5.8 0.0 0.0 2.3 0.0 51.7 22.0 Number of Traders in Each Category Total Traders: 21 0 . 0 11 4 8 . . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 25,302 Positions 3,938 4,472 564 7,577 10,656 2,302 5,220 957 0 0 1,850 0 5,701 4,501 Changes from: June 18, 2019 Total Change is: -3,346 -437 -56 -895 23 43 4 163 0 -1,916 0 0 0 -288 -526 Percent of Open Interest Represented by Each Category of Trader 15.6 17.7 2.2 29.9 42.1 9.1 20.6 3.8 0.0 0.0 7.3 0.0 22.5 17.8 Number of Traders in Each Category Total Traders: 21 . . . 6 8 8 . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 164,741 Positions 76,404 6,180 327 14,254 56,625 3,545 38,720 53,344 4,239 0 1,750 0 27,252 38,731 Changes from: June 18, 2019 Total Change is: -13,660 381 1,541 4 663 -7,357 208 -11,342 -3,557 -583 -2,462 50 0 -529 -3,966 Percent of Open Interest Represented by Each Category of Trader 46.4 3.8 0.2 8.7 34.4 2.2 23.5 32.4 2.6 0.0 1.1 0.0 16.5 23.5 Number of Traders in Each Category Total Traders: 91 8 6 . 13 19 14 19 25 10 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 67,781 Positions 0 45,973 0 59,797 0 0 5,326 20,139 0 399 824 0 2,259 845 Changes from: June 18, 2019 Total Change is: 6,046 0 1,543 0 5,530 0 0 1,093 4,619 0 -784 -206 0 207 90 Percent of Open Interest Represented by Each Category of Trader 0.0 67.8 0.0 88.2 0.0 0.0 7.9 29.7 0.0 0.6 1.2 0.0 3.3 1.2 Number of Traders in Each Category Total Traders: 43 0 6 0 10 0 0 15 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 216,206 Positions 911 135,423 913 134,509 20,707 14 69,912 39,925 151 2,457 16,383 0 7,339 2,690 Changes from: June 18, 2019 Total Change is: 13,462 780 2,893 113 7,546 2,969 -169 4,555 7,421 -130 18 436 0 749 -71 Percent of Open Interest Represented by Each Category of Trader 0.4 62.6 0.4 62.2 9.6 0.0 32.3 18.5 0.1 1.1 7.6 0.0 3.4 1.2 Number of Traders in Each Category Total Traders: 153 . 9 . 32 10 . 49 30 . 10 11 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 43,844 Positions 27,477 766 3,350 1,392 8,579 0 8,181 28,996 533 685 460 0 2,226 1,160 Changes from: June 18, 2019 Total Change is: 883 -200 766 0 125 -4,148 -315 1,139 5,340 -370 110 0 0 394 -390 Percent of Open Interest Represented by Each Category of Trader 62.7 1.7 7.6 3.2 19.6 0.0 18.7 66.1 1.2 1.6 1.0 0.0 5.1 2.6 Number of Traders in Each Category Total Traders: 39 . . . . 4 0 9 16 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 61,828 Positions 41,213 1,049 0 3,115 35,374 593 11,187 15,015 1,906 1,464 1,014 8 2,342 6,869 Changes from: June 18, 2019 Total Change is: -2,412 1,196 17 0 38 1,957 256 -3,440 -1,934 5 -84 -3,062 0 -383 349 Percent of Open Interest Represented by Each Category of Trader 66.7 1.7 0.0 5.0 57.2 1.0 18.1 24.3 3.1 2.4 1.6 0.0 3.8 11.1 Number of Traders in Each Category Total Traders: 98 10 . 0 6 25 . 18 27 5 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 12,293 Positions 7,356 2,679 0 3,460 3,094 0 567 4,412 0 0 120 0 910 1,988 Changes from: June 18, 2019 Total Change is: 1,285 788 26 0 3,460 232 0 -2,963 1,058 0 -173 -100 0 173 69 Percent of Open Interest Represented by Each Category of Trader 59.8 21.8 0.0 28.1 25.2 0.0 4.6 35.9 0.0 0.0 1.0 0.0 7.4 16.2 Number of Traders in Each Category Total Traders: 23 . . 0 . 5 0 . 7 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 41,325 Positions 4,679 23,806 1,013 14,404 431 321 10,477 3,761 920 1,645 1,568 0 7,868 9,507 Changes from: June 18, 2019 Total Change is: -2,471 -5,424 5,484 -3,947 5,176 -293 -400 3,583 -2,032 -412 -464 37 -57 -527 -852 Percent of Open Interest Represented by Each Category of Trader 11.3 57.6 2.5 34.9 1.0 0.8 25.4 9.1 2.2 4.0 3.8 0.0 19.0 23.0 Number of Traders in Each Category Total Traders: 94 9 20 . 15 4 . 25 11 4 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 82,649 Positions 9,357 47,611 2,026 28,808 861 641 20,953 7,521 1,839 3,290 3,136 0 15,735 19,014 Changes from: June 18, 2019 Total Change is: -4,941 -10,848 10,968 -7,894 10,352 -585 -800 7,166 -4,064 -823 -928 73 -113 -1,053 -1,703 Percent of Open Interest Represented by Each Category of Trader 11.3 57.6 2.5 34.9 1.0 0.8 25.4 9.1 2.2 4.0 3.8 0.0 19.0 23.0 Number of Traders in Each Category Total Traders: 94 9 20 . 15 4 . 25 11 4 . 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 26,594 Positions 0 22,196 265 21,477 673 580 1,075 1,205 0 1,226 1,224 0 1,971 451 Changes from: June 18, 2019 Total Change is: -6,682 -1,948 393 -3,667 -1,155 34 -74 261 0 0 430 0 0 -529 -3,368 Percent of Open Interest Represented by Each Category of Trader 0.0 83.5 1.0 80.8 2.5 2.2 4.0 4.5 0.0 4.6 4.6 0.0 7.4 1.7 Number of Traders in Each Category Total Traders: 23 0 4 . 12 . 4 . . 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 516,250 Positions 34,888 123,027 6,914 303,730 119,132 47,131 31,292 77,703 12,654 13,404 65,632 1,247 64,990 62,811 Changes from: June 18, 2019 Total Change is: -147,662 -14,190 -5,489 -58,225 14,329 -8,091 -18,244 -14,640 -11,130 -23,666 -5,247 3,095 -7,314 -20,466 -18,598 Percent of Open Interest Represented by Each Category of Trader 6.8 23.8 1.3 58.8 23.1 9.1 6.1 15.1 2.5 2.6 12.7 0.2 12.6 12.2 Number of Traders in Each Category Total Traders: 554 28 41 18 166 94 106 59 106 49 23 37 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 22,742 Positions 2 12,357 0 3,562 1,096 0 4,589 1,391 0 0 0 0 14,589 7,898 Changes from: June 18, 2019 Total Change is: -27,969 -6,058 -10,156 -6,706 -1,988 0 0 -6,769 -8,693 -159 0 0 0 -6,289 -2,255 Percent of Open Interest Represented by Each Category of Trader 0.0 54.3 0.0 15.7 4.8 0.0 20.2 6.1 0.0 0.0 0.0 0.0 64.2 34.7 Number of Traders in Each Category Total Traders: 15 . 5 0 . . 0 5 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 2,467,541 Positions 181,589 560,508 27,410 1,504,974 594,310 231,522 154,791 402,835 41,993 67,019 328,162 6,236 252,007 274,565 Changes from: June 18, 2019 Total Change is: -598,467 -64,147 -151 -234,108 78,122 -43,917 -87,758 -56,394 -29,226 -100,493 -26,234 15,473 -36,571 -70,884 -81,716 Percent of Open Interest Represented by Each Category of Trader 7.4 22.7 1.1 61.0 24.1 9.4 6.3 16.3 1.7 2.7 13.3 0.3 10.2 11.1 Number of Traders in Each Category Total Traders: 552 30 38 16 167 93 106 58 106 48 23 37 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 13,440 Positions 3,220 10,934 0 6,387 527 769 484 528 0 0 232 0 2,580 450 Changes from: June 18, 2019 Total Change is: -6,449 -365 247 -6,443 -26 527 0 40 0 0 0 232 0 345 -1,012 Percent of Open Interest Represented by Each Category of Trader 24.0 81.4 0.0 47.5 3.9 5.7 3.6 3.9 0.0 0.0 1.7 0.0 19.2 3.3 Number of Traders in Each Category Total Traders: 22 . 6 0 7 . . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 15,146 Positions 7,887 3,684 0 3,170 9,418 1,209 722 0 0 0 0 0 2,158 835 Changes from: June 18, 2019 Total Change is: -8,623 -1,621 -1,395 -5,787 -15 -240 -97 333 -264 0 0 -403 0 -1,436 -437 Percent of Open Interest Represented by Each Category of Trader 52.1 24.3 0.0 20.9 62.2 8.0 4.8 0.0 0.0 0.0 0.0 0.0 14.2 5.5 Number of Traders in Each Category Total Traders: 20 5 4 0 . 6 . . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 63,127 Positions 4,502 10,926 213 42,683 36,954 2,116 1,395 1,880 197 2,695 7,597 4 9,322 3,240 Changes from: June 18, 2019 Total Change is: -9,355 -2,754 680 -5,581 304 -242 138 875 142 32 245 0 0 -2,614 -4,524 Percent of Open Interest Represented by Each Category of Trader 7.1 17.3 0.3 67.6 58.5 3.4 2.2 3.0 0.3 4.3 12.0 0.0 14.8 5.1 Number of Traders in Each Category Total Traders: 79 5 8 . 37 16 13 4 5 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 43,391 Positions 5,977 12,487 385 17,544 7,801 877 9,651 11,692 1,020 1,825 2,235 5 6,107 6,888 Changes from: June 18, 2019 Total Change is: -6,150 -4,375 1,889 -4,251 1,224 -1,676 -1,451 4,259 753 -660 612 162 -546 -963 -371 Percent of Open Interest Represented by Each Category of Trader 13.8 28.8 0.9 40.4 18.0 2.0 22.2 26.9 2.4 4.2 5.2 0.0 14.1 15.9 Number of Traders in Each Category Total Traders: 234 17 27 . 51 31 24 28 50 11 12 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 216,956 Positions 29,884 62,435 1,927 87,721 39,005 4,387 48,255 58,462 5,101 9,123 11,174 25 30,533 34,440 Changes from: June 18, 2019 Total Change is: -30,749 -21,874 9,447 -21,254 6,121 -8,380 -7,255 21,296 3,764 -3,298 3,058 810 -2,730 -4,813 -1,853 Percent of Open Interest Represented by Each Category of Trader 13.8 28.8 0.9 40.4 18.0 2.0 22.2 26.9 2.4 4.2 5.2 0.0 14.1 15.9 Number of Traders in Each Category Total Traders: 234 17 27 . 51 31 24 28 50 11 12 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 411,906 Positions 65,278 41,592 8,074 212,456 190,043 40,332 46,182 78,284 6,202 12,863 29,026 0 20,519 18,353 Changes from: June 18, 2019 Total Change is: -60,268 -2,916 -6,236 -35,348 -5,514 14,740 -11,396 1,268 4,761 -5,308 3,503 -3,021 -1,916 -2,641 -16,544 Percent of Open Interest Represented by Each Category of Trader 15.8 10.1 2.0 51.6 46.1 9.8 11.2 19.0 1.5 3.1 7.0 0.0 5.0 4.5 Number of Traders in Each Category Total Traders: 284 22 20 4 74 52 44 37 52 18 11 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 27,590 Positions 363 4,014 0 11,089 852 220 7,793 19,491 30 2,032 0 27 6,036 2,956 Changes from: June 18, 2019 Total Change is: 4,129 0 215 0 370 0 -1 2,548 4,538 -12 814 -550 27 383 -88 Percent of Open Interest Represented by Each Category of Trader 1.3 14.5 0.0 40.2 3.1 0.8 28.2 70.6 0.1 7.4 0.0 0.1 21.9 10.7 Number of Traders in Each Category Total Traders: 33 . . 0 11 . . 8 4 . 4 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 57,144 Positions 4,985 6,771 355 17,871 17,378 1,009 26,630 11,962 38 0 1,523 0 6,256 18,108 Changes from: June 18, 2019 Total Change is: 2,170 -1,166 2,334 72 -1,468 3,225 458 6,919 3,143 -293 -1,146 1,123 0 -1,206 -7,892 Percent of Open Interest Represented by Each Category of Trader 8.7 11.8 0.6 31.3 30.4 1.8 46.6 20.9 0.1 0.0 2.7 0.0 10.9 31.7 Number of Traders in Each Category Total Traders: 75 9 8 . 14 10 7 16 15 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 312,809 Positions 24,335 178,879 3,041 226,453 96,399 19,685 15,168 7,463 104 15,016 1,358 0 9,007 5,880 Changes from: June 18, 2019 Total Change is: -67,064 -6,991 868 -44,553 -10,844 931 -1,863 4,953 -3,773 -1,134 7,942 -1,221 -7,140 -7,434 -9,179 Percent of Open Interest Represented by Each Category of Trader 7.8 57.2 1.0 72.4 30.8 6.3 4.8 2.4 0.0 4.8 0.4 0.0 2.9 1.9 Number of Traders in Each Category Total Traders: 160 13 12 5 62 36 31 18 10 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,200,921 Positions 84,066 795,694 2,793 847,497 209,683 121,848 82,794 42,178 2,389 25,187 8,522 4,623 29,724 13,191 Changes from: June 18, 2019 Total Change is: -251,536 8,468 34,071 -178,500 8,414 -7,316 -25,452 14,364 -11,330 -3,966 -13,264 273 -387 -61,213 -58,929 Percent of Open Interest Represented by Each Category of Trader 7.0 66.3 0.2 70.6 17.5 10.1 6.9 3.5 0.2 2.1 0.7 0.4 2.5 1.1 Number of Traders in Each Category Total Traders: 408 24 21 9 171 66 89 55 30 15 32 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 121,672 Positions 43,775 50,760 56,676 5,800 420 560 13,736 1,500 299 800 11,396 1 25 60 Changes from: June 18, 2019 Total Change is: 7,559 1,939 2,676 3,844 1,391 0 135 300 0 0 0 954 -50 0 0 Percent of Open Interest Represented by Each Category of Trader 36.0 41.7 46.6 4.8 0.3 0.5 11.3 1.2 0.2 0.7 9.4 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 36 4 18 11 5 . . 4 . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 939,464 Positions 4,109 105,466 1,372 445,231 321,818 157,180 108,407 166,766 8,312 37,198 39,336 0 177,655 139,214 Changes from: June 18, 2019 Total Change is: -25,042 -4,092 -7,780 -4,588 11,997 4,965 -15,576 -11,749 4,767 -2,996 2,508 -9,738 -999 453 6,903 Percent of Open Interest Represented by Each Category of Trader 0.4 11.2 0.1 47.4 34.3 16.7 11.5 17.8 0.9 4.0 4.2 0.0 18.9 14.8 Number of Traders in Each Category Total Traders: 173 7 15 . 55 28 42 28 26 10 9 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 1,141,914 Positions 4,773 148,596 283 709,685 22,966 174,219 22,757 643,200 13,074 40,013 50,390 0 177,110 89,186 Changes from: June 18, 2019 Total Change is: -13,068 791 -3,088 -636 -10,040 -193 1,326 -210 -1,498 -2,197 403 -2,960 -489 -2,016 -3,333 Percent of Open Interest Represented by Each Category of Trader 0.4 13.0 0.0 62.1 2.0 15.3 2.0 56.3 1.1 3.5 4.4 0.0 15.5 7.8 Number of Traders in Each Category Total Traders: 130 . 13 . 68 10 52 9 22 10 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 3,617,304 Positions 85,065 259,086 23,719 1,822,513 526,611 241,572 627,709 2,168,735 49,111 562,065 225,689 5,850 199,700 116,931 Changes from: June 18, 2019 Total Change is: 13,840 20,032 -16,177 2,839 6,009 -42,860 -16,455 30,742 101,644 -8,881 -10,099 6,830 -10,997 650 -2,103 Percent of Open Interest Represented by Each Category of Trader 2.4 7.2 0.7 50.4 14.6 6.7 17.4 60.0 1.4 15.5 6.2 0.2 5.5 3.2 Number of Traders in Each Category Total Traders: 360 24 27 9 116 33 73 53 64 30 25 18 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 3,769,289 Positions 212,477 209,258 32,703 1,654,368 836,726 708,952 399,943 1,247,771 75,138 198,539 232,759 17,565 469,604 408,417 Changes from: June 18, 2019 Total Change is: -85,850 -25,279 -53,102 -22,112 -46,717 110,756 17,177 75,322 -104,248 -9,866 -67,931 -19,409 -10,919 4,475 5,873 Percent of Open Interest Represented by Each Category of Trader 5.6 5.6 0.9 43.9 22.2 18.8 10.6 33.1 2.0 5.3 6.2 0.5 12.5 10.8 Number of Traders in Each Category Total Traders: 382 23 26 8 99 67 95 68 57 42 25 17 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 751,821 Positions 26,068 83,923 466 304,929 291,522 96,528 152,933 93,582 12,935 46,952 24,809 0 111,010 148,056 Changes from: June 18, 2019 Total Change is: 10,712 -3,206 13,383 58 10,199 -1,773 -4,813 9,321 -6,735 5,515 -1,401 -69 0 -4,961 5,146 Percent of Open Interest Represented by Each Category of Trader 3.5 11.2 0.1 40.6 38.8 12.8 20.3 12.4 1.7 6.2 3.3 0.0 14.8 19.7 Number of Traders in Each Category Total Traders: 107 4 11 . 25 34 39 19 7 8 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 4,450,788 Positions 115,763 509,161 17,011 2,230,626 686,085 823,739 471,046 1,722,529 51,136 378,285 307,224 2,501 360,681 331,402 Changes from: June 18, 2019 Total Change is: -75,692 1,013 -35,943 -10,232 -47,486 -115,359 22,615 8,144 112,446 -46,901 -8,108 -2,252 100 5,163 -166 Percent of Open Interest Represented by Each Category of Trader 2.6 11.4 0.4 50.1 15.4 18.5 10.6 38.7 1.1 8.5 6.9 0.1 8.1 7.4 Number of Traders in Each Category Total Traders: 330 17 32 11 95 46 84 45 64 38 14 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 2019 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 2,284,359 Positions 502,858 345,307 639,141 5,201 92,548 61,925 443,655 619,528 397,239 184,486 57,569 8,728 41,126 62,374 Changes from: June 18, 2019 Total Change is: -4,457 -35,950 42,360 -14,814 -7,071 -7,449 -29,842 94,814 40,672 -43,145 31,886 7,705 -7,253 6,918 7,309 Percent of Open Interest Represented by Each Category of Trader 22.0 15.1 28.0 0.2 4.1 2.7 19.4 27.1 17.4 8.1 2.5 0.4 1.8 2.7 Number of Traders in Each Category Total Traders: 180 29 43 52 . 9 . 35 37 53 8 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 is12,663,249 Positions 1,976,839 2,269,379 2,754,460 534,205 1,522,592 621,406 2,230,565 684,203 3,602,377 186,079 135,025 95,220 662,098 978,587 Changes from: June 18, 2019 Total Change is: 390,110 -172,964 47,178 98,010 15,056 138,092 28,018 399,037 77,616 62,503 -12,238 -50,214 -2,800 -24,512 -8,293 Percent of Open Interest Represented by Each Category of Trader 15.6 17.9 21.8 4.2 12.0 4.9 17.6 5.4 28.4 1.5 1.1 0.8 5.2 7.7 Number of Traders in Each Category Total Traders: 259 37 35 67 12 31 28 52 55 88 11 13 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 51,037 Positions 11,648 5,939 4,254 2,445 2,296 1,094 11,487 15,835 18,718 0 1,583 0 1,391 1,318 Changes from: June 18, 2019 Total Change is: -26,665 491 -13,751 -2,655 -244 -1,002 -256 -21,662 -6,571 -2,855 0 104 0 516 321 Percent of Open Interest Represented by Each Category of Trader 22.8 11.6 8.3 4.8 4.5 2.1 22.5 31.0 36.7 0.0 3.1 0.0 2.7 2.6 Number of Traders in Each Category Total Traders: 41 5 9 7 . . . 15 5 18 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 89,583 Positions 11,517 8,865 15,264 3,850 1,200 2,983 35,332 37,878 19,963 439 3,136 0 235 294 Changes from: June 18, 2019 Total Change is: 7,693 -1,699 950 1,397 -1,700 1,200 -350 9,637 2,512 433 0 1,536 0 -25 15 Percent of Open Interest Represented by Each Category of Trader 12.9 9.9 17.0 4.3 1.3 3.3 39.4 42.3 22.3 0.5 3.5 0.0 0.3 0.3 Number of Traders in Each Category Total Traders: 58 8 9 12 . . . 13 21 23 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 15,872 Positions 2,687 3,075 0 1,092 3,918 0 5,746 5,163 69 6,235 1,242 0 43 2,405 Changes from: June 18, 2019 Total Change is: -503 1 -899 0 25 -47 0 -615 212 0 100 0 0 -14 231 Percent of Open Interest Represented by Each Category of Trader 16.9 19.4 0.0 6.9 24.7 0.0 36.2 32.5 0.4 39.3 7.8 0.0 0.3 15.2 Number of Traders in Each Category Total Traders: 32 . 4 0 . 9 0 . 5 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 9,216 Positions 4,120 2,142 0 1,110 1,543 0 3,945 3,623 0 0 207 0 41 1,701 Changes from: June 18, 2019 Total Change is: -709 -3 -283 0 0 47 0 -711 -435 0 0 0 0 5 -38 Percent of Open Interest Represented by Each Category of Trader 44.7 23.2 0.0 12.0 16.7 0.0 42.8 39.3 0.0 0.0 2.2 0.0 0.4 18.5 Number of Traders in Each Category Total Traders: 26 . . 0 . 9 0 4 5 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 50,811 Positions 16,317 298 16,597 0 40 0 6,072 13,407 11,549 30 8,650 246 0 24 Changes from: June 18, 2019 Total Change is: 1,568 4,011 -17 0 0 0 0 -186 816 -2,257 0 3,025 0 0 1 Percent of Open Interest Represented by Each Category of Trader 32.1 0.6 32.7 0.0 0.1 0.0 12.0 26.4 22.7 0.1 17.0 0.5 0.0 0.0 Number of Traders in Each Category Total Traders: 25 . . . 0 . 0 . 9 . . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 6,021 Positions 0 0 0 310 0 25 3,093 3,246 366 490 1,967 0 1,737 417 Changes from: June 18, 2019 Total Change is: 630 0 0 0 -44 0 25 529 335 -125 8 346 0 237 49 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 5.1 0.0 0.4 51.4 53.9 6.1 8.1 32.7 0.0 28.8 6.9 Number of Traders in Each Category Total Traders: 49 0 0 0 5 0 . 19 14 6 10 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 45,093 Positions 758 25,605 0 13,347 3,752 437 22,750 8,213 2,559 1,217 1,721 104 3,921 2,702 Changes from: June 18, 2019 Total Change is: -1,919 330 -2,147 0 -5,518 840 -23 2,817 -3,831 1,149 -594 1,076 0 -80 1,017 Percent of Open Interest Represented by Each Category of Trader 1.7 56.8 0.0 29.6 8.3 1.0 50.5 18.2 5.7 2.7 3.8 0.2 8.7 6.0 Number of Traders in Each Category Total Traders: 99 . . 0 11 10 . 27 18 8 13 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 379,918 Positions 73,181 16,478 12,252 125,534 95,700 23,210 32,179 117,621 71,429 12,486 3,766 9,788 19,859 29,674 Changes from: June 18, 2019 Total Change is: -27,300 19,309 -11,562 -8,745 -1,963 5,184 -3,794 -9,436 12,142 -16,344 -998 -542 -4,764 -565 1,125 Percent of Open Interest Represented by Each Category of Trader 19.3 4.3 3.2 33.0 25.2 6.1 8.5 31.0 18.8 3.3 1.0 2.6 5.2 7.8 Number of Traders in Each Category Total Traders: 193 14 11 17 19 28 21 33 52 48 13 11 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 25, 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 26,147 Positions 3,057 0 1,146 12,385 11,112 4,483 3,600 8,361 100 1,190 218 0 186 727 Changes from: June 18, 2019 Total Change is: -15,577 1,508 -4,962 -1,642 -1,068 -5,793 1,761 -8,304 2,847 -7,814 0 39 0 -18 -13 Percent of Open Interest Represented by Each Category of Trader 11.7 0.0 4.4 47.4 42.5 17.1 13.8 32.0 0.4 4.6 0.8 0.0 0.7 2.8 Number of Traders in Each Category Total Traders: 45 4 0 . 11 5 . 6 8 . 8 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 28, 2019