Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 246,936 Positions 3,436 136,479 9,633 82,092 11,758 8,867 53,721 41,606 17,383 17,694 1,581 98 54,013 19,532 Changes from: May 25, 2021 Total Change is: 16,056 134 11,617 4,761 4,351 -3,342 1,224 572 -210 2,748 55 -22 5 2,206 -725 Percent of Open Interest Represented by Each Category of Trader 1.4 55.3 3.9 33.2 4.8 3.6 21.8 16.8 7.0 7.2 0.6 0.0 21.9 7.9 Number of Traders in Each Category Total Traders: 115 4 11 7 23 11 11 31 20 21 11 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 48,636 Positions 9,914 10,103 1,310 6,697 7,607 151 13,924 11,761 1,471 0 640 9 15,161 15,584 Changes from: May 25, 2021 Total Change is: 2,432 -1,568 1,910 198 746 -21 -157 1,265 572 203 0 -3 9 1,736 -279 Percent of Open Interest Represented by Each Category of Trader 20.4 20.8 2.7 13.8 15.6 0.3 28.6 24.2 3.0 0.0 1.3 0.0 31.2 32.0 Number of Traders in Each Category Total Traders: 52 4 7 4 4 9 . 9 18 7 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 199,768 Positions 2,501 54,996 4,401 72,406 47,042 6,846 45,628 33,326 22,726 2,629 6,565 634 41,996 23,231 Changes from: May 25, 2021 Total Change is: 6,146 401 -18 122 6,615 -1,960 92 -2,758 6,413 1,735 2 -605 422 -485 -56 Percent of Open Interest Represented by Each Category of Trader 1.3 27.5 2.2 36.2 23.5 3.4 22.8 16.7 11.4 1.3 3.3 0.3 21.0 11.6 Number of Traders in Each Category Total Traders: 126 . 10 8 24 26 15 27 26 17 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 176,143 Positions 62,336 6,145 3,385 44,518 40,255 5,905 24,086 68,022 14,859 702 1,174 6 20,346 36,391 Changes from: May 25, 2021 Total Change is: 10,796 4,729 -1,862 68 -201 4,924 -792 3,491 293 3,142 -56 -152 -2 417 5,178 Percent of Open Interest Represented by Each Category of Trader 35.4 3.5 1.9 25.3 22.9 3.4 13.7 38.6 8.4 0.4 0.7 0.0 11.6 20.7 Number of Traders in Each Category Total Traders: 128 11 . 9 20 25 14 22 40 20 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 789,666 Positions 26,891 524,474 12,063 458,325 68,935 29,660 68,407 70,822 34,043 40,970 4,859 3,878 115,430 40,933 Changes from: May 25, 2021 Total Change is: -474 -67 6,307 -357 7,629 343 -1,653 -1,871 -3,672 -2,599 -1,355 -560 50 -250 1,668 Percent of Open Interest Represented by Each Category of Trader 3.4 66.4 1.5 58.0 8.7 3.8 8.7 9.0 4.3 5.2 0.6 0.5 14.6 5.2 Number of Traders in Each Category Total Traders: 325 15 14 14 118 32 55 51 42 33 38 14 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 26,021 Positions 0 5,711 0 10,643 3,405 2,606 0 7,922 6 800 0 0 11,966 6,371 Changes from: May 25, 2021 Total Change is: -562 0 101 0 -1,023 -471 371 0 -374 6 0 0 0 84 -195 Percent of Open Interest Represented by Each Category of Trader 0.0 21.9 0.0 40.9 13.1 10.0 0.0 30.4 0.0 3.1 0.0 0.0 46.0 24.5 Number of Traders in Each Category Total Traders: 22 0 . 0 11 5 8 0 4 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #399741 Open Interest is 23,353 Positions 2,414 4,632 6 6,330 11,051 1,926 2,512 1,545 0 0 920 55 10,110 3,218 Changes from: May 25, 2021 Total Change is: 141 3 18 0 406 24 -1 -150 0 0 0 0 0 -117 100 Percent of Open Interest Represented by Each Category of Trader 10.3 19.8 0.0 27.1 47.3 8.2 10.8 6.6 0.0 0.0 3.9 0.2 43.3 13.8 Number of Traders in Each Category Total Traders: 21 . . . 7 8 4 . . 0 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 142,677 Positions 6,278 39,807 1,991 50,370 55,423 1,682 43,765 20,533 4,639 1,396 674 1,040 31,516 16,887 Changes from: May 25, 2021 Total Change is: -907 337 -1,903 -491 -2,656 2,613 -391 2,149 -1,643 -197 -1,422 -250 1,040 724 316 Percent of Open Interest Represented by Each Category of Trader 4.4 27.9 1.4 35.3 38.8 1.2 30.7 14.4 3.3 1.0 0.5 0.7 22.1 11.8 Number of Traders in Each Category Total Traders: 97 4 10 6 21 11 8 27 18 12 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 34,646 Positions 163 16,043 0 22,896 0 0 7,790 16,085 0 1,428 1,061 71 2,298 1,386 Changes from: May 25, 2021 Total Change is: -428 30 306 0 -666 0 0 396 -1,076 0 -128 134 71 -131 137 Percent of Open Interest Represented by Each Category of Trader 0.5 46.3 0.0 66.1 0.0 0.0 22.5 46.4 0.0 4.1 3.1 0.2 6.6 4.0 Number of Traders in Each Category Total Traders: 51 . 6 0 12 0 0 18 7 0 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 160,399 Positions 2,046 82,659 958 63,789 3,854 616 68,563 33,027 13,149 3,499 22,790 0 7,780 3,346 Changes from: May 25, 2021 Total Change is: 12,868 1,162 3,082 453 1,563 -388 213 2,148 2,579 6,978 296 -383 -51 106 385 Percent of Open Interest Represented by Each Category of Trader 1.3 51.5 0.6 39.8 2.4 0.4 42.7 20.6 8.2 2.2 14.2 0.0 4.9 2.1 Number of Traders in Each Category Total Traders: 163 4 9 4 26 5 . 63 27 14 12 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 68,986 Positions 9,738 20 19,683 15,562 2,374 241 14,402 41,760 124 4,753 2,431 0 4,483 2,353 Changes from: May 25, 2021 Total Change is: 3,284 -237 -167 727 300 114 161 656 1,846 -80 773 314 -64 1,048 433 Percent of Open Interest Represented by Each Category of Trader 14.1 0.0 28.5 22.6 3.4 0.3 20.9 60.5 0.2 6.9 3.5 0.0 6.5 3.4 Number of Traders in Each Category Total Traders: 74 . . . 13 4 . 17 16 . 10 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 46,379 Positions 4,798 18,199 217 11,991 6,272 712 20,683 15,546 1,161 529 1,338 55 6,233 2,879 Changes from: May 25, 2021 Total Change is: 2,127 60 -120 195 726 -321 8 127 1,786 579 43 -157 36 353 121 Percent of Open Interest Represented by Each Category of Trader 10.3 39.2 0.5 25.9 13.5 1.5 44.6 33.5 2.5 1.1 2.9 0.1 13.4 6.2 Number of Traders in Each Category Total Traders: 95 5 7 . 16 7 . 36 16 9 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 14,923 Positions 1,441 0 0 6,585 3,162 0 4,626 10,313 48 662 150 0 1,561 1,250 Changes from: May 25, 2021 Total Change is: 971 280 0 0 223 -22 0 -70 914 38 541 0 0 -41 41 Percent of Open Interest Represented by Each Category of Trader 9.7 0.0 0.0 44.1 21.2 0.0 31.0 69.1 0.3 4.4 1.0 0.0 10.5 8.4 Number of Traders in Each Category Total Traders: 39 . 0 0 5 4 0 13 11 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 51,827 Positions 14,374 17,210 636 15,796 1,182 299 8,207 9,599 2,564 737 14,455 0 9,215 5,883 Changes from: May 25, 2021 Total Change is: 2,209 323 1,463 -153 1,463 -123 -34 375 1,132 118 -138 -551 0 254 356 Percent of Open Interest Represented by Each Category of Trader 27.7 33.2 1.2 30.5 2.3 0.6 15.8 18.5 4.9 1.4 27.9 0.0 17.8 11.4 Number of Traders in Each Category Total Traders: 110 17 16 . 27 4 8 23 15 10 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 103,654 Positions 28,748 34,420 1,271 31,591 2,363 598 16,415 19,198 5,127 1,474 28,910 0 18,430 11,767 Changes from: May 25, 2021 Total Change is: 4,417 646 2,926 -306 2,925 -245 -68 750 2,265 236 -275 -1,102 0 509 711 Percent of Open Interest Represented by Each Category of Trader 27.7 33.2 1.2 30.5 2.3 0.6 15.8 18.5 4.9 1.4 27.9 0.0 17.8 11.4 Number of Traders in Each Category Total Traders: 110 17 16 . 27 4 8 23 15 10 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX) CFTC Code #124606 Open Interest is 32,027 Positions 2,700 27,859 386 23,720 0 726 1,571 2,482 0 0 0 0 2,924 574 Changes from: May 25, 2021 Total Change is: 209 894 380 20 -309 0 0 -320 -114 0 0 0 0 -76 -77 Percent of Open Interest Represented by Each Category of Trader 8.4 87.0 1.2 74.1 0.0 2.3 4.9 7.7 0.0 0.0 0.0 0.0 9.1 1.8 Number of Traders in Each Category Total Traders: 31 4 7 . 15 0 . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 707,114 Positions 44,017 158,767 67,305 254,892 82,730 56,711 54,259 77,036 113,870 20,532 63,613 3,197 92,330 83,885 Changes from: May 25, 2021 Total Change is: -7,545 -1,064 -2,172 248 -2,063 -4,756 1,364 2,059 3,145 -14,799 1,652 5,707 -647 5,705 4,364 Percent of Open Interest Represented by Each Category of Trader 6.2 22.5 9.5 36.0 11.7 8.0 7.7 10.9 16.1 2.9 9.0 0.5 13.1 11.9 Number of Traders in Each Category Total Traders: 573 37 30 41 169 90 116 79 95 103 44 29 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 55,329 Positions 16,015 11,575 406 0 0 0 20,944 5,393 8,135 300 0 0 9,528 29,820 Changes from: May 25, 2021 Total Change is: -2,989 487 1,230 -91 0 0 0 -1,363 -5,954 -2,923 -100 0 0 1,000 4,748 Percent of Open Interest Represented by Each Category of Trader 28.9 20.9 0.7 0.0 0.0 0.0 37.9 9.7 14.7 0.5 0.0 0.0 17.2 53.9 Number of Traders in Each Category Total Traders: 28 5 4 . 0 0 0 9 8 14 . 0 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price) CFTC Code #138748 Open Interest is 15,117 Positions 3,140 12,796 0 6,789 538 0 3,645 772 0 0 0 0 1,543 1,011 Changes from: May 25, 2021 Total Change is: 918 0 465 0 49 40 0 1,367 172 0 0 0 0 -498 241 Percent of Open Interest Represented by Each Category of Trader 20.8 84.6 0.0 44.9 3.6 0.0 24.1 5.1 0.0 0.0 0.0 0.0 10.2 6.7 Number of Traders in Each Category Total Traders: 21 4 7 0 4 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price) CFTC Code #138749 Open Interest is 32,488 Positions 13,673 29,403 0 11,906 0 0 3,553 1,730 142 0 0 0 3,214 1,213 Changes from: May 25, 2021 Total Change is: 1,523 2,468 265 0 -2,167 0 0 1,244 656 142 -252 0 0 88 460 Percent of Open Interest Represented by Each Category of Trader 42.1 90.5 0.0 36.6 0.0 0.0 10.9 5.3 0.4 0.0 0.0 0.0 9.9 3.7 Number of Traders in Each Category Total Traders: 37 5 8 0 15 0 0 6 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,258,924 Positions 231,175 827,129 243,329 1,274,462 413,652 283,556 275,611 467,244 419,642 102,656 319,564 14,483 414,010 270,325 Changes from: May 25, 2021 Total Change is: -22,780 9,524 269 -15,587 -10,317 -23,779 6,820 -15,698 12,682 -26,568 8,259 28,037 -2,736 23,522 -1,919 Percent of Open Interest Represented by Each Category of Trader 7.1 25.4 7.5 39.1 12.7 8.7 8.5 14.3 12.9 3.1 9.8 0.4 12.7 8.3 Number of Traders in Each Category Total Traders: 569 37 30 39 169 90 116 79 91 98 44 29 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price) CFTC Code #13874C Open Interest is 52,476 Positions 3,567 50,201 0 41,960 328 135 2,222 1,162 0 0 0 0 4,592 650 Changes from: May 25, 2021 Total Change is: -227 -234 526 0 1,041 0 -886 -2 1 0 0 0 0 -146 132 Percent of Open Interest Represented by Each Category of Trader 6.8 95.7 0.0 80.0 0.6 0.3 4.2 2.2 0.0 0.0 0.0 0.0 8.8 1.2 Number of Traders in Each Category Total Traders: 39 4 7 0 21 . . 5 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price) CFTC Code #13874E Open Interest is 13,910 Positions 3,971 11,819 0 7,335 446 0 0 985 0 0 0 0 2,604 660 Changes from: May 25, 2021 Total Change is: -233 0 96 0 -20 5 0 0 -364 0 0 0 0 -213 30 Percent of Open Interest Represented by Each Category of Trader 28.5 85.0 0.0 52.7 3.2 0.0 0.0 7.1 0.0 0.0 0.0 0.0 18.7 4.7 Number of Traders in Each Category Total Traders: 20 . 8 0 6 . 0 0 . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P INDUSTRIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Industrial Index price) CFTC Code #13874F Open Interest is 20,613 Positions 2,937 18,709 0 13,017 38 313 1,705 316 0 0 0 0 2,641 1,237 Changes from: May 25, 2021 Total Change is: -255 246 200 0 261 -85 -906 536 316 0 0 0 0 -392 220 Percent of Open Interest Represented by Each Category of Trader 14.2 90.8 0.0 63.1 0.2 1.5 8.3 1.5 0.0 0.0 0.0 0.0 12.8 6.0 Number of Traders in Each Category Total Traders: 24 4 7 0 9 . . . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price) CFTC Code #13874J Open Interest is 13,287 Positions 3,945 10,332 2 5,496 1,875 328 854 0 0 0 0 0 2,662 750 Changes from: May 25, 2021 Total Change is: -473 581 -557 0 249 21 -377 -751 0 0 0 0 0 -175 440 Percent of Open Interest Represented by Each Category of Trader 29.7 77.8 0.0 41.4 14.1 2.5 6.4 0.0 0.0 0.0 0.0 0.0 20.0 5.6 Number of Traders in Each Category Total Traders: 23 4 8 . 6 . . . 0 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 44,581 Positions 4,958 13,471 245 25,358 21,265 2,587 3,071 2,682 6 0 0 0 8,356 4,325 Changes from: May 25, 2021 Total Change is: -45 -387 216 0 733 -485 20 269 -458 1 0 0 0 -681 661 Percent of Open Interest Represented by Each Category of Trader 11.1 30.2 0.5 56.9 47.7 5.8 6.9 6.0 0.0 0.0 0.0 0.0 18.7 9.7 Number of Traders in Each Category Total Traders: 70 6 10 . 28 15 10 7 4 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 53,389 Positions 14,663 6,495 874 9,774 10,429 1,475 11,542 15,082 5,199 1,644 3,631 190 8,026 10,012 Changes from: May 25, 2021 Total Change is: 8 444 308 -61 -12 349 -55 653 220 -760 -124 180 -30 -46 -141 Percent of Open Interest Represented by Each Category of Trader 27.5 12.2 1.6 18.3 19.5 2.8 21.6 28.2 9.7 3.1 6.8 0.4 15.0 18.8 Number of Traders in Each Category Total Traders: 312 32 21 15 54 52 42 43 68 39 12 30 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 266,943 Positions 73,314 32,476 4,372 48,872 52,144 7,376 57,712 75,411 25,996 8,218 18,154 952 40,132 50,061 Changes from: May 25, 2021 Total Change is: 42 2,220 1,540 -307 -60 1,743 -276 3,267 1,099 -3,802 -618 900 -152 -229 -703 Percent of Open Interest Represented by Each Category of Trader 27.5 12.2 1.6 18.3 19.5 2.8 21.6 28.2 9.7 3.1 6.8 0.4 15.0 18.8 Number of Traders in Each Category Total Traders: 312 32 21 15 54 52 42 43 68 39 12 30 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO E-MINI NASDAQ-100 INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX x $2) CFTC Code #209747 Open Interest is 156,766 Positions 0 27,202 0 252 0 0 71,557 101,451 5,397 1,080 840 350 78,131 21,526 Changes from: May 25, 2021 Total Change is: 6,735 0 1,022 0 -104 0 0 4,921 7,830 -225 -25 -40 0 2,168 -1,853 Percent of Open Interest Represented by Each Category of Trader 0.0 17.4 0.0 0.2 0.0 0.0 45.6 64.7 3.4 0.7 0.5 0.2 49.8 13.7 Number of Traders in Each Category Total Traders: 25 0 . 0 . 0 0 8 7 4 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 465,599 Positions 113,752 89,561 2,755 222,470 155,915 36,685 41,735 94,768 12,636 8,183 51,327 241 27,141 21,711 Changes from: May 25, 2021 Total Change is: 5,126 -3,474 -2,572 -828 11,783 -2,805 -4,372 1,917 7,495 1,079 500 5,214 54 -1,532 1,862 Percent of Open Interest Represented by Each Category of Trader 24.4 19.2 0.6 47.8 33.5 7.9 9.0 20.4 2.7 1.8 11.0 0.1 5.8 4.7 Number of Traders in Each Category Total Traders: 336 30 14 5 96 51 49 43 66 30 15 21 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSELL 1000 VALUE INDEX x $50) CFTC Code #239744 Open Interest is 32,360 Positions 6,927 31,052 0 20,583 502 0 2,631 437 0 0 0 0 2,219 369 Changes from: May 25, 2021 Total Change is: 46 0 0 0 -15 0 0 0 0 0 0 0 0 61 46 Percent of Open Interest Represented by Each Category of Trader 21.4 96.0 0.0 63.6 1.6 0.0 8.1 1.4 0.0 0.0 0.0 0.0 6.9 1.1 Number of Traders in Each Category Total Traders: 34 . 10 0 17 . 0 . . 0 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 17,028 Positions 0 6,602 0 9,785 0 11 888 5,863 57 1,116 927 0 5,171 3,568 Changes from: May 25, 2021 Total Change is: 1,269 -214 873 0 63 0 1 177 -162 51 0 247 0 1,191 259 Percent of Open Interest Represented by Each Category of Trader 0.0 38.8 0.0 57.5 0.0 0.1 5.2 34.4 0.3 6.6 5.4 0.0 30.4 21.0 Number of Traders in Each Category Total Traders: 22 0 . 0 10 0 . 4 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 42,320 Positions 9,394 6,434 461 9,592 1,850 395 14,263 4,430 365 863 911 0 6,987 27,474 Changes from: May 25, 2021 Total Change is: -22 1,244 919 48 -176 -24 35 -1,753 -254 -353 60 672 0 873 -1,065 Percent of Open Interest Represented by Each Category of Trader 22.2 15.2 1.1 22.7 4.4 0.9 33.7 10.5 0.9 2.0 2.2 0.0 16.5 64.9 Number of Traders in Each Category Total Traders: 58 9 9 . 13 . . 16 6 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 402,474 Positions 27,690 250,278 7,153 261,740 66,820 64,496 24,125 5,321 951 6,387 2,041 49 9,883 5,365 Changes from: May 25, 2021 Total Change is: -3,621 -580 -2,397 -459 -8,727 2,896 159 6,312 -977 -21 51 -2,017 3 -359 -808 Percent of Open Interest Represented by Each Category of Trader 6.9 62.2 1.8 65.0 16.6 16.0 6.0 1.3 0.2 1.6 0.5 0.0 2.5 1.3 Number of Traders in Each Category Total Traders: 184 12 15 6 76 39 45 25 8 8 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,079,554 Positions 98,187 578,478 8,918 693,871 246,739 106,430 88,220 55,339 4,604 37,081 57,659 5,936 36,307 15,451 Changes from: May 25, 2021 Total Change is: -4,178 -9,146 3,234 455 -4,164 -16,679 323 4,834 5,576 -388 -2,268 -1,571 2,188 3,988 2,684 Percent of Open Interest Represented by Each Category of Trader 9.1 53.6 0.8 64.3 22.9 9.9 8.2 5.1 0.4 3.4 5.3 0.5 3.4 1.4 Number of Traders in Each Category Total Traders: 417 27 19 8 174 65 86 63 27 25 26 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 198,673 Positions 36,157 155,848 24,166 15,756 6,747 2,781 109,984 416 8,511 1,031 137 0 287 67 Changes from: May 25, 2021 Total Change is: -594 -25 1,681 -1,813 91 0 -105 1,637 23 -380 0 0 0 1 0 Percent of Open Interest Represented by Each Category of Trader 18.2 78.4 12.2 7.9 3.4 1.4 55.4 0.2 4.3 0.5 0.1 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 83 10 18 15 13 . . 30 . 4 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 1,292,106 Positions 4,703 96,216 17,622 613,320 325,620 243,273 49,427 233,334 88,480 101,440 56,805 9,007 164,834 221,750 Changes from: May 25, 2021 Total Change is: -87,601 -1,201 6,710 -1,318 -13,130 2,958 -10,476 -3,964 -2,433 -70,173 35,766 13,044 -225 -22,880 -25,689 Percent of Open Interest Represented by Each Category of Trader 0.4 7.4 1.4 47.5 25.2 18.8 3.8 18.1 6.8 7.9 4.4 0.7 12.8 17.2 Number of Traders in Each Category Total Traders: 201 6 20 19 57 43 61 13 42 38 11 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 1,188,955 Positions 25,630 96,972 2,262 672,795 318,148 200,633 65,421 349,349 25,185 66,857 29,197 0 130,172 167,209 Changes from: May 25, 2021 Total Change is: -46,033 2,060 -3,576 -5,363 13,999 13,209 -8,365 4,888 4,142 -29,995 -261 7,974 0 -22,996 -24,059 Percent of Open Interest Represented by Each Category of Trader 2.2 8.2 0.2 56.6 26.8 16.9 5.5 29.4 2.1 5.6 2.5 0.0 10.9 14.1 Number of Traders in Each Category Total Traders: 162 4 11 . 70 31 61 7 27 16 5 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 2,255,792 Positions 171,411 166,669 22,056 970,527 454,724 300,581 417,575 1,067,540 64,565 151,163 60,656 1,203 156,711 117,798 Changes from: May 25, 2021 Total Change is: -64,014 -14,596 -32,451 -4,149 38,684 24,987 -16,743 20,833 23,179 -30,290 -9,743 3,965 -22,079 -25,931 -10,433 Percent of Open Interest Represented by Each Category of Trader 7.6 7.4 1.0 43.0 20.2 13.3 18.5 47.3 2.9 6.7 2.7 0.1 6.9 5.2 Number of Traders in Each Category Total Traders: 315 11 33 12 105 33 75 50 46 32 24 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 5,015,288 Positions 137,894 237,794 97,493 1,547,820 1,621,926 797,773 1,306,763 700,028 504,434 209,149 365,479 76,985 336,977 613,376 Changes from: May 25, 2021 Total Change is: -22,726 -16,214 -16,334 -19,579 55,525 73,227 -88,373 125,811 78,182 -43,928 34,817 76,639 -2,522 -68,264 -80,039 Percent of Open Interest Represented by Each Category of Trader 2.7 4.7 1.9 30.9 32.3 15.9 26.1 14.0 10.1 4.2 7.3 1.5 6.7 12.2 Number of Traders in Each Category Total Traders: 435 18 38 36 77 106 109 63 84 86 19 30 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 1,659,205 Positions 111,653 27,572 5,313 479,000 633,197 168,170 650,560 360,929 70,731 53,151 118,049 683 119,944 274,561 Changes from: May 25, 2021 Total Change is: 17,609 -16,268 482 -5,242 7,580 8,455 4,182 16,880 -3,056 18,640 15,946 19,152 683 -24,792 -25,687 Percent of Open Interest Represented by Each Category of Trader 6.7 1.7 0.3 28.9 38.2 10.1 39.2 21.8 4.3 3.2 7.1 0.0 7.2 16.5 Number of Traders in Each Category Total Traders: 164 8 7 8 21 62 52 25 23 20 . 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,743,973 Positions 68,201 125,057 51,876 1,750,884 1,112,675 643,953 386,619 905,062 292,891 227,754 198,217 13,533 308,262 400,709 Changes from: May 25, 2021 Total Change is: -160,752 5,891 -17,465 -3,302 59,324 -17,572 14,667 -71,678 42,849 -129,313 6,829 11,118 -12,832 -30,337 -48,902 Percent of Open Interest Represented by Each Category of Trader 1.8 3.3 1.4 46.8 29.7 17.2 10.3 24.2 7.8 6.1 5.3 0.4 8.2 10.7 Number of Traders in Each Category Total Traders: 331 11 29 20 79 66 83 34 77 51 9 26 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,007,796 Positions 442,649 149,622 237,207 13,400 1,701 7,513 63,981 351,924 223,511 1,327 5,954 0 18,208 30,364 Changes from: May 25, 2021 Total Change is: -113,591 28,004 -29,559 -59,964 -9,633 -11,204 -1,838 -19,336 38,921 -49,697 727 -746 0 -1,854 496 Percent of Open Interest Represented by Each Category of Trader 43.9 14.8 23.5 1.3 0.2 0.7 6.3 34.9 22.2 0.1 0.6 0.0 1.8 3.0 Number of Traders in Each Category Total Traders: 100 23 25 45 . . 5 17 24 34 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is25,165,194 Positions 3,054,039 1,550,660 3,370,274 550,901 1,226,709 1,978,159 1,216,715 1,620,324 13,873,253 70,275 305,513 317,439 734,138 922,862 Changes from: May 25, 2021 Total Change is: 623,438 145,779 -36,547 118,433 48,560 -30,120 39,404 -143,578 163,149 395,654 5,815 6,373 -700 14,071 -32,208 Percent of Open Interest Represented by Each Category of Trader 12.1 6.2 13.4 2.2 4.9 7.9 4.8 6.4 55.1 0.3 1.2 1.3 2.9 3.7 Number of Traders in Each Category Total Traders: 311 35 42 74 23 21 37 50 89 114 11 33 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index) CFTC Code #134741 Open Interest is 569,712 Positions 91,823 138,037 171,048 13,990 2,777 7,839 140,493 105,435 136,334 2,847 3,815 4,233 1,105 194 Changes from: May 25, 2021 Total Change is: 19,998 -11,913 -325 5,275 62 49 -1,398 41,727 29,717 -13,539 169 1,046 -819 434 -8 Percent of Open Interest Represented by Each Category of Trader 16.1 24.2 30.0 2.5 0.5 1.4 24.7 18.5 23.9 0.5 0.7 0.7 0.2 0.0 Number of Traders in Each Category Total Traders: 111 19 25 25 . 4 . 16 29 35 6 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index) CFTC Code #134742 Open Interest is 179,624 Positions 21,101 68,147 24,077 4,535 8,994 2,256 85,301 36,369 38,168 3,130 578 987 69 48 Changes from: May 25, 2021 Total Change is: -61,279 -15,256 -25,836 -8,823 3,033 -3,541 1,618 -38,591 -20,799 -3,007 -197 -745 -68 12 -78 Percent of Open Interest Represented by Each Category of Trader 11.7 37.9 13.4 2.5 5.0 1.3 47.5 20.2 21.2 1.7 0.3 0.5 0.0 0.0 Number of Traders in Each Category Total Traders: 86 11 20 12 . 5 . 25 17 27 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 166,964 Positions 0 53,987 0 1,527 2,196 0 2,204 21,021 89,134 74,088 500 0 11 126 Changes from: May 25, 2021 Total Change is: -5,661 0 -2,573 0 -702 89 0 11 182 -3,370 -1,600 0 0 0 11 Percent of Open Interest Represented by Each Category of Trader 0.0 32.3 0.0 0.9 1.3 0.0 1.3 12.6 53.4 44.4 0.3 0.0 0.0 0.1 Number of Traders in Each Category Total Traders: 27 0 8 0 . 5 0 . 6 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal CFTC Code #344601 Open Interest is 39,662 Positions 8,301 581 13,215 0 65 0 2,222 8,236 15,218 460 2,066 246 0 35 Changes from: May 25, 2021 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 20.9 1.5 33.3 0.0 0.2 0.0 5.6 20.8 38.4 1.2 5.2 0.6 0.0 0.1 Number of Traders in Each Category Total Traders: 20 . . . 0 . 0 . 5 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins) CFTC Code #133741 Open Interest is 7,602 Positions 228 145 80 424 619 31 2,081 4,957 524 2,144 323 83 2,007 841 Changes from: May 25, 2021 Total Change is: -1,774 -153 13 15 -41 -32 -29 -151 -813 -297 -420 -61 -474 -224 -96 Percent of Open Interest Represented by Each Category of Trader 3.0 1.9 1.1 5.6 8.1 0.4 27.4 65.2 6.9 28.2 4.2 1.1 26.4 11.1 Number of Traders in Each Category Total Traders: 78 . . . 4 . . 22 23 9 17 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MICRO BITCOIN - CHICAGO MERCANTILE EXCHANGE (Bitcoin X $0.10) CFTC Code #133742 Open Interest is 13,050 Positions 0 28 0 210 0 0 3,375 6,993 2,041 2,273 2,818 208 4,943 962 Changes from: May 25, 2021 Total Change is: -23,999 0 -8,718 0 50 0 0 -25,258 -15,473 1,511 -781 509 -73 552 -1,755 Percent of Open Interest Represented by Each Category of Trader 0.0 0.2 0.0 1.6 0.0 0.0 25.9 53.6 15.6 17.4 21.6 1.6 37.9 7.4 Number of Traders in Each Category Total Traders: 85 0 . 0 . 0 0 9 9 . 50 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ETHER CASH SETTLED - CHICAGO MERCANTILE EXCHANGE (50 Index Points) CFTC Code #146021 Open Interest is 2,819 Positions 0 0 0 0 64 0 1,177 2,310 12 416 34 33 1,181 366 Changes from: May 25, 2021 Total Change is: -846 -6 0 -38 0 2 0 -403 -316 -97 -310 -259 -37 45 -101 Percent of Open Interest Represented by Each Category of Trader 0.0 0.0 0.0 0.0 2.3 0.0 41.8 81.9 0.4 14.8 1.2 1.2 41.9 13.0 Number of Traders in Each Category Total Traders: 38 0 0 0 0 . 0 15 14 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 48,079 Positions 2,707 9,136 0 9,034 9,697 912 19,967 18,315 4,094 3,928 1,345 215 7,223 4,365 Changes from: May 25, 2021 Total Change is: 5,000 -1,001 1,079 0 592 511 -1 5,715 2,126 280 -1,641 210 -1 1,057 796 Percent of Open Interest Represented by Each Category of Trader 5.6 19.0 0.0 18.8 20.2 1.9 41.5 38.1 8.5 8.2 2.8 0.4 15.0 9.1 Number of Traders in Each Category Total Traders: 125 . . 0 9 9 . 19 40 9 28 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 334,983 Positions 59,146 18,458 11,257 112,024 82,855 31,245 32,830 100,361 57,336 5,102 2,215 5,307 20,736 25,949 Changes from: May 25, 2021 Total Change is: -2,207 2,731 -2,082 -71 -6,964 14,498 -340 3,354 -9,855 3,887 -193 -1,858 -4,295 -316 -2,091 Percent of Open Interest Represented by Each Category of Trader 17.7 5.5 3.4 33.4 24.7 9.3 9.8 30.0 17.1 1.5 0.7 1.6 6.2 7.7 Number of Traders in Each Category Total Traders: 164 12 12 17 17 33 22 29 42 47 . 7 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 1, 2021 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 45,803 Positions 6,349 8,559 40 37,116 1,246 0 572 35,869 0 1,295 0 1 430 88 Changes from: May 25, 2021 Total Change is: -138 333 -314 0 -174 25 0 -317 172 0 62 0 0 -42 -21 Percent of Open Interest Represented by Each Category of Trader 13.9 18.7 0.1 81.0 2.7 0.0 1.2 78.3 0.0 2.8 0.0 0.0 0.9 0.2 Number of Traders in Each Category Total Traders: 56 5 4 . 14 4 0 5 7 0 17 0 . -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 04, 2021