Traders in Financial Futures - Futures Only Positions as of April 16, 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 145,041
Positions
41,674 0 1,391 39,544 40,834 5,045 12,502 56,006 6,072 11,290 2,011 47 27,476 33,635
Changes from: April 9, 2019 Total Change is: -4,503
5,081 -24 -1,218 -381 3,607 -421 -6,210 -7,167 -193 208 8 0 -1,369 905
Percent of Open Interest Represented by Each Category of Trader
28.7 0.0 1.0 27.3 28.2 3.5 8.6 38.6 4.2 7.8 1.4 0.0 18.9 23.2
Number of Traders in Each Category Total Traders: 103
12 0 5 15 17 12 18 27 14 11 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 81,940
Positions
54,804 2,578 13 2,512 25,707 488 15,629 24,823 749 676 919 0 7,069 26,663
Changes from: April 9, 2019 Total Change is: 7,783
8,663 43 -106 523 1,624 72 -1,293 3,584 197 0 0 0 -273 2,369
Percent of Open Interest Represented by Each Category of Trader
66.9 3.1 0.0 3.1 31.4 0.6 19.1 30.3 0.9 0.8 1.1 0.0 8.6 32.5
Number of Traders in Each Category Total Traders: 60
6 . . 4 17 . 11 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 148,202
Positions
11,966 16,645 1,438 56,575 62,914 3,698 38,960 20,549 4,282 2,711 10,090 0 28,572 28,586
Changes from: April 9, 2019 Total Change is: 5,677
-3,002 5,954 -638 4,323 2,879 -130 4,994 -605 -126 -867 -3 0 1,123 -1,654
Percent of Open Interest Represented by Each Category of Trader
8.1 11.2 1.0 38.2 42.5 2.5 26.3 13.9 2.9 1.8 6.8 0.0 19.3 19.3
Number of Traders in Each Category Total Traders: 106
6 7 4 14 23 9 28 21 10 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 200,018
Positions
90,447 2,029 44 40,153 80,814 6,392 27,337 66,965 2,115 3,743 1,478 0 29,787 40,181
Changes from: April 9, 2019 Total Change is: 34,282
26,318 434 -1,642 3,956 8,824 -1,195 5,346 21,977 -453 0 0 0 1,952 6,337
Percent of Open Interest Represented by Each Category of Trader
45.2 1.0 0.0 20.1 40.4 3.2 13.7 33.5 1.1 1.9 0.7 0.0 14.9 20.1
Number of Traders in Each Category Total Traders: 125
11 4 . 21 28 7 15 41 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 499,280
Positions
35,335 82,776 3,642 291,476 165,477 28,917 33,281 132,662 4,984 17,957 20,671 238 83,450 59,913
Changes from: April 9, 2019 Total Change is: 4,476
-1,252 9,079 831 4,516 -5,498 936 4,275 -26 -1,236 -1,227 1,413 -47 -2,320 -976
Percent of Open Interest Represented by Each Category of Trader
7.1 16.6 0.7 58.4 33.1 5.8 6.7 26.6 1.0 3.6 4.1 0.0 16.7 12.0
Number of Traders in Each Category Total Traders: 281
18 12 10 91 41 42 38 44 15 19 17 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 28,394
Positions
0 7,544 0 10,582 9,396 3,280 2,203 433 1 0 583 8 12,320 7,149
Changes from: April 9, 2019 Total Change is: 597
0 -139 0 -560 41 415 503 -178 1 0 0 0 238 457
Percent of Open Interest Represented by Each Category of Trader
0.0 26.6 0.0 37.3 33.1 11.6 7.8 1.5 0.0 0.0 2.1 0.0 43.4 25.2
Number of Traders in Each Category Total Traders: 24
0 . 0 10 7 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 140,674
Positions
58,266 7,358 503 16,221 48,059 2,947 32,893 40,927 3,396 6,614 2,060 0 19,834 35,424
Changes from: April 9, 2019 Total Change is: -5,902
-6,353 3,723 347 6 -5,775 -244 1,660 -3,485 77 650 260 0 -2,045 -805
Percent of Open Interest Represented by Each Category of Trader
41.4 5.2 0.4 11.5 34.2 2.1 23.4 29.1 2.4 4.7 1.5 0.0 14.1 25.2
Number of Traders in Each Category Total Traders: 90
6 6 . 12 19 10 20 22 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 58,131
Positions
0 46,546 500 52,359 0 0 3,142 9,131 0 524 1,021 0 1,606 933
Changes from: April 9, 2019 Total Change is: 1,669
0 523 0 742 0 0 824 1,249 0 225 -82 0 -122 -21
Percent of Open Interest Represented by Each Category of Trader
0.0 80.1 0.9 90.1 0.0 0.0 5.4 15.7 0.0 0.9 1.8 0.0 2.8 1.6
Number of Traders in Each Category Total Traders: 36
0 4 . 10 0 0 11 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 244,360
Positions
836 147,518 893 144,217 18,211 0 89,098 42,269 86 2,490 32,206 0 6,740 3,177
Changes from: April 9, 2019 Total Change is: 9,684
-361 2,512 0 7,057 3,046 -491 4,408 3,774 57 -96 692 0 -890 94
Percent of Open Interest Represented by Each Category of Trader
0.3 60.4 0.4 59.0 7.5 0.0 36.5 17.3 0.0 1.0 13.2 0.0 2.8 1.3
Number of Traders in Each Category Total Traders: 179
5 9 . 36 8 0 58 33 4 12 18 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 29,973
Positions
12,760 274 0 1,080 22,890 0 12,660 4,451 312 1,345 620 0 1,816 1,426
Changes from: April 9, 2019 Total Change is: 34
0 274 0 188 -322 0 -1,437 -183 7 1,200 20 0 76 238
Percent of Open Interest Represented by Each Category of Trader
42.6 0.9 0.0 3.6 76.4 0.0 42.2 14.9 1.0 4.5 2.1 0.0 6.1 4.8
Number of Traders in Each Category Total Traders: 33
. . 0 . 4 0 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 37,770
Positions
13,689 2,483 0 9,965 15,960 322 8,449 10,489 1,996 174 935 0 3,175 5,585
Changes from: April 9, 2019 Total Change is: 171
2,212 -1,719 -241 -1,205 3,012 -131 -570 -1,430 -89 19 150 0 176 619
Percent of Open Interest Represented by Each Category of Trader
36.2 6.6 0.0 26.4 42.3 0.9 22.4 27.8 5.3 0.5 2.5 0.0 8.4 14.8
Number of Traders in Each Category Total Traders: 79
10 . 0 9 15 . 14 23 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,945
Positions
6,828 24,053 1,132 14,768 680 293 5,706 3,618 1,511 1,494 1,848 0 9,214 7,811
Changes from: April 9, 2019 Total Change is: 1,381
787 2,398 83 4,302 -275 -1,318 -5,022 -1,042 689 -61 459 0 1,921 388
Percent of Open Interest Represented by Each Category of Trader
16.7 58.7 2.8 36.1 1.7 0.7 13.9 8.8 3.7 3.6 4.5 0.0 22.5 19.1
Number of Traders in Each Category Total Traders: 95
13 20 . 16 . 6 20 12 5 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 81,890
Positions
13,656 48,106 2,263 29,536 1,360 586 11,412 7,236 3,021 2,988 3,696 0 18,428 15,622
Changes from: April 9, 2019 Total Change is: 2,761
1,574 4,795 166 8,603 -550 -2,636 -10,043 -2,083 1,377 -122 917 0 3,842 775
Percent of Open Interest Represented by Each Category of Trader
16.7 58.7 2.8 36.1 1.7 0.7 13.9 8.8 3.7 3.6 4.5 0.0 22.5 19.1
Number of Traders in Each Category Total Traders: 95
13 20 . 16 . 6 20 12 5 . 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 26,294
Positions
2,109 21,232 0 21,634 1,347 561 723 1,476 0 0 452 0 1,267 1,226
Changes from: April 9, 2019 Total Change is: 1,603
392 1,436 0 984 1 -31 353 -386 0 0 0 0 -95 583
Percent of Open Interest Represented by Each Category of Trader
8.0 80.7 0.0 82.3 5.1 2.1 2.7 5.6 0.0 0.0 1.7 0.0 4.8 4.7
Number of Traders in Each Category Total Traders: 25
. 7 0 11 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 559,143
Positions
56,276 152,347 9,518 282,487 115,729 51,982 46,949 80,545 16,096 16,755 55,947 3,637 75,442 73,341
Changes from: April 9, 2019 Total Change is: 18,971
-1,879 9,381 2,406 7,870 -207 -2,615 1,653 3,022 2,710 1,166 -308 323 7,338 4,259
Percent of Open Interest Represented by Each Category of Trader
10.1 27.2 1.7 50.5 20.7 9.3 8.4 14.4 2.9 3.0 10.0 0.7 13.5 13.1
Number of Traders in Each Category Total Traders: 565
32 38 20 171 84 117 73 99 48 35 33 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 34,813
Positions
2,850 18,401 0 3,790 1,097 0 8,223 4,216 0 92 0 0 19,858 11,099
Changes from: April 9, 2019 Total Change is: 6,369
41 3,400 0 79 0 0 814 2,254 -5 0 0 0 5,440 720
Percent of Open Interest Represented by Each Category of Trader
8.2 52.9 0.0 10.9 3.2 0.0 23.6 12.1 0.0 0.3 0.0 0.0 57.0 31.9
Number of Traders in Each Category Total Traders: 32
. 10 0 . . 0 7 7 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 14,545
Positions
4,982 11,407 0 6,955 857 178 229 697 45 0 0 0 2,156 1,361
Changes from: April 9, 2019 Total Change is: 45
-27 259 0 2 0 -2 0 -238 0 0 0 0 72 26
Percent of Open Interest Represented by Each Category of Trader
34.3 78.4 0.0 47.8 5.9 1.2 1.6 4.8 0.3 0.0 0.0 0.0 14.8 9.4
Number of Traders in Each Category Total Traders: 21
6 4 0 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 2,621,649
Positions
274,545 677,146 40,175 1,398,971 578,645 254,423 237,792 425,806 36,322 83,764 280,186 17,736 277,921 311,210
Changes from: April 9, 2019 Total Change is: 63,012
-7,949 31,557 10,381 38,956 -1,033 -13,077 14,061 13,705 3,707 5,828 -1,538 1,617 9,488 17,693
Percent of Open Interest Represented by Each Category of Trader
10.5 25.8 1.5 53.4 22.1 9.7 9.1 16.2 1.4 3.2 10.7 0.7 10.6 11.9
Number of Traders in Each Category Total Traders: 561
33 36 18 171 84 117 71 99 44 34 33 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 35,541
Positions
1,673 12,290 18,000 11,273 1,212 1,127 252 985 0 0 0 0 3,216 1,927
Changes from: April 9, 2019 Total Change is: 1,222
-214 326 0 192 55 -55 252 229 0 0 0 0 1,047 667
Percent of Open Interest Represented by Each Category of Trader
4.7 34.6 50.6 31.7 3.4 3.2 0.7 2.8 0.0 0.0 0.0 0.0 9.0 5.4
Number of Traders in Each Category Total Traders: 25
. 8 . 7 . . . 4 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 9,539
Positions
1,184 8,201 25 5,614 281 0 216 494 0 0 0 0 2,500 538
Changes from: April 9, 2019 Total Change is: -71
-291 -530 23 -217 0 0 0 276 0 0 0 0 414 160
Percent of Open Interest Represented by Each Category of Trader
12.4 86.0 0.3 58.9 2.9 0.0 2.3 5.2 0.0 0.0 0.0 0.0 26.2 5.6
Number of Traders in Each Category Total Traders: 20
. 9 . 4 . 0 . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,250
Positions
8,403 4,307 0 3,255 10,551 1,104 1,292 242 0 0 0 0 3,196 1,046
Changes from: April 9, 2019 Total Change is: 1,281
808 0 0 -281 785 45 -70 0 0 0 0 0 779 451
Percent of Open Interest Represented by Each Category of Trader
48.7 25.0 0.0 18.9 61.2 6.4 7.5 1.4 0.0 0.0 0.0 0.0 18.5 6.1
Number of Traders in Each Category Total Traders: 23
6 4 0 . 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 64,178
Positions
7,422 13,312 271 40,661 36,146 2,856 796 4,421 286 266 3,283 0 11,620 3,603
Changes from: April 9, 2019 Total Change is: 491
-140 -38 8 -463 115 -76 65 351 190 0 0 0 907 -59
Percent of Open Interest Represented by Each Category of Trader
11.6 20.7 0.4 63.4 56.3 4.5 1.2 6.9 0.4 0.4 5.1 0.0 18.1 5.6
Number of Traders in Each Category Total Traders: 79
6 7 . 34 19 14 4 6 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 41,813
Positions
11,185 9,034 50 14,557 9,717 1,106 5,455 10,846 777 2,038 1,581 4 6,642 8,698
Changes from: April 9, 2019 Total Change is: 1,610
445 -1,488 -48 -216 1,069 197 488 788 32 179 84 -2 536 979
Percent of Open Interest Represented by Each Category of Trader
26.8 21.6 0.1 34.8 23.2 2.6 13.0 25.9 1.9 4.9 3.8 0.0 15.9 20.8
Number of Traders in Each Category Total Traders: 234
25 18 . 50 30 29 29 52 12 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 209,067
Positions
55,927 45,170 248 72,785 48,587 5,528 27,273 54,231 3,887 10,188 7,903 21 33,210 43,492
Changes from: April 9, 2019 Total Change is: 8,048
2,226 -7,440 -242 -1,081 5,343 985 2,439 3,938 161 893 420 -12 2,679 4,895
Percent of Open Interest Represented by Each Category of Trader
26.8 21.6 0.1 34.8 23.2 2.6 13.0 25.9 1.9 4.9 3.8 0.0 15.9 20.8
Number of Traders in Each Category Total Traders: 234
25 18 . 50 30 29 29 52 12 11 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 429,688
Positions
68,396 60,197 5,202 225,518 192,850 41,005 54,135 73,863 7,716 7,389 31,115 0 20,327 17,740
Changes from: April 9, 2019 Total Change is: -6,352
-1,997 -2,628 966 -139 -1,670 -3,980 705 6,557 -1,532 132 -2,426 0 -507 -1,639
Percent of Open Interest Represented by Each Category of Trader
15.9 14.0 1.2 52.5 44.9 9.5 12.6 17.2 1.8 1.7 7.2 0.0 4.7 4.1
Number of Traders in Each Category Total Traders: 285
24 20 6 71 51 41 44 52 24 11 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 25,905
Positions
5,745 0 0 12,889 1,059 309 1,087 21,014 1 713 0 0 5,161 3,522
Changes from: April 9, 2019 Total Change is: -254
-1 0 0 877 -649 -390 -552 1,229 -411 32 -278 0 191 245
Percent of Open Interest Represented by Each Category of Trader
22.2 0.0 0.0 49.8 4.1 1.2 4.2 81.1 0.0 2.8 0.0 0.0 19.9 13.6
Number of Traders in Each Category Total Traders: 34
. 0 0 15 . 4 . 8 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 61,291
Positions
2,487 22,459 297 17,750 5,221 1,120 31,483 3,431 302 0 400 0 7,852 28,061
Changes from: April 9, 2019 Total Change is: 639
-558 2,280 -81 -280 66 -269 3,040 -1,121 -668 -307 0 0 -238 432
Percent of Open Interest Represented by Each Category of Trader
4.1 36.6 0.5 29.0 8.5 1.8 51.4 5.6 0.5 0.0 0.7 0.0 12.8 45.8
Number of Traders in Each Category Total Traders: 72
6 17 . 13 8 7 18 9 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 329,276
Positions
34,205 196,315 3,823 243,357 82,320 19,623 11,215 18,974 287 5,559 1,608 0 11,207 6,326
Changes from: April 9, 2019 Total Change is: 5,517
337 7,580 132 5,165 -1,849 1,472 -1,232 -1,777 168 -5 0 0 -520 -209
Percent of Open Interest Represented by Each Category of Trader
10.4 59.6 1.2 73.9 25.0 6.0 3.4 5.8 0.1 1.7 0.5 0.0 3.4 1.9
Number of Traders in Each Category Total Traders: 165
14 14 7 65 35 31 12 17 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 1,318,846
Positions
72,078 933,553 2,458 990,676 172,056 97,656 83,515 75,448 1,966 31,037 20,892 3,403 36,057 11,414
Changes from: April 9, 2019 Total Change is: 4,941
2,483 11,881 54 2,479 -4,131 295 -1,562 -3,854 -28 704 919 256 260 -451
Percent of Open Interest Represented by Each Category of Trader
5.5 70.8 0.2 75.1 13.0 7.4 6.3 5.7 0.1 2.4 1.6 0.3 2.7 0.9
Number of Traders in Each Category Total Traders: 426
27 20 7 188 55 77 58 32 14 33 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 101,270
Positions
34,487 54,098 46,507 6,194 0 305 12,651 0 300 800 0 0 26 60
Changes from: April 9, 2019 Total Change is: 3,289
-1,186 -1,049 4,339 135 0 0 0 0 0 0 0 0 1 -1
Percent of Open Interest Represented by Each Category of Trader
34.1 53.4 45.9 6.1 0.0 0.3 12.5 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 17 9 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 950,016
Positions
9,689 77,155 2,660 421,518 344,107 189,088 121,290 144,971 6,451 24,702 31,652 3,804 170,814 150,128
Changes from: April 9, 2019 Total Change is: 8,348
-2,653 8,282 1,121 -11,435 -4,937 4,223 9,095 -12,391 -719 -2,226 5,813 -138 11,080 7,094
Percent of Open Interest Represented by Each Category of Trader
1.0 8.1 0.3 44.4 36.2 19.9 12.8 15.3 0.7 2.6 3.3 0.4 18.0 15.8
Number of Traders in Each Category Total Traders: 185
7 19 5 56 30 45 27 28 10 4 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 1,176,333
Positions
6,265 211,969 6,293 712,442 48,595 185,143 27,266 603,474 25,860 42,002 728 1,226 169,836 93,045
Changes from: April 9, 2019 Total Change is: 17,502
1,486 4,658 5,976 9,869 -3,671 -6,834 -2,090 2,747 14,005 677 47 -47 -5,540 621
Percent of Open Interest Represented by Each Category of Trader
0.5 18.0 0.5 60.6 4.1 15.7 2.3 51.3 2.2 3.6 0.1 0.1 14.4 7.9
Number of Traders in Each Category Total Traders: 131
. 13 5 64 16 54 8 24 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 3,591,230
Positions
126,202 309,211 49,252 1,771,170 536,050 251,518 557,887 1,992,303 167,012 482,564 161,207 15,035 170,590 109,642
Changes from: April 9, 2019 Total Change is: 63,569
289 -3,915 18,314 50,626 26,597 -6,643 -42,913 -4,769 33,122 27,516 -4 666 -17,408 201
Percent of Open Interest Represented by Each Category of Trader
3.5 8.6 1.4 49.3 14.9 7.0 15.5 55.5 4.7 13.4 4.5 0.4 4.8 3.1
Number of Traders in Each Category Total Traders: 356
21 26 14 118 36 79 60 56 33 24 15 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 3,983,736
Positions
259,624 234,452 34,122 1,683,004 1,006,791 699,199 408,917 1,231,718 110,012 323,198 213,725 21,616 444,044 432,101
Changes from: April 9, 2019 Total Change is: 60,709
21,498 -1,765 -8,633 -2,129 65,288 11,739 4,835 -30,011 27,683 31,342 -10,353 -6,023 -19,603 12,784
Percent of Open Interest Represented by Each Category of Trader
6.5 5.9 0.9 42.2 25.3 17.6 10.3 30.9 2.8 8.1 5.4 0.5 11.1 10.8
Number of Traders in Each Category Total Traders: 397
31 24 8 102 72 97 62 63 41 28 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 748,216
Positions
28,672 67,959 1,276 308,824 315,390 90,734 131,558 110,402 7,340 58,831 8,828 500 120,481 145,787
Changes from: April 9, 2019 Total Change is: 13,982
7,012 1,798 -2,453 -4,192 -8,323 8,096 -291 10,928 754 192 0 0 4,864 3,182
Percent of Open Interest Represented by Each Category of Trader
3.8 9.1 0.2 41.3 42.2 12.1 17.6 14.8 1.0 7.9 1.2 0.1 16.1 19.5
Number of Traders in Each Category Total Traders: 107
5 10 . 24 33 36 18 11 9 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 4,496,281
Positions
84,325 387,866 67,392 2,269,475 801,201 733,615 458,752 1,686,741 186,749 333,429 276,042 2,925 359,619 353,750
Changes from: April 9, 2019 Total Change is: 181,638
-14,136 17,264 17,023 25,407 10,380 33,231 -5,420 17,195 74,995 39,032 13,084 -317 11,823 -1,217
Percent of Open Interest Represented by Each Category of Trader
1.9 8.6 1.5 50.5 17.8 16.3 10.2 37.5 4.2 7.4 6.1 0.1 8.0 7.9
Number of Traders in Each Category Total Traders: 338
12 34 11 95 54 89 47 60 35 12 24 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,796,079
Positions
584,085 295,232 437,489 39,724 13,627 45,868 135,746 548,557 382,010 115,471 13,424 18,436 37,250 41,436
Changes from: April 9, 2019 Total Change is: 26,743
35,959 47,087 -3,439 -6,048 3,606 -1,578 -22,228 -28,985 12,450 10,676 3,304 -3,781 4,732 -1,921
Percent of Open Interest Represented by Each Category of Trader
32.5 16.4 24.4 2.2 0.8 2.6 7.6 30.5 21.3 6.4 0.7 1.0 2.1 2.3
Number of Traders in Each Category Total Traders: 148
23 32 50 . 7 . 22 41 46 4 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 is12,642,289
Positions
2,671,381 1,551,750 2,771,040 531,188 1,630,408 898,456 1,539,922 1,217,110 3,212,411 226,621 205,754 120,973 670,297 1,034,387
Changes from: April 9, 2019 Total Change is: -140,825
91,723 55,668 -140,868 12,180 785 77,346 -12,337 -39,577 7,856 -119,503 -15,676 -37,360 -19,862 -48,999
Percent of Open Interest Represented by Each Category of Trader
21.1 12.3 21.9 4.2 12.9 7.1 12.2 9.6 25.4 1.8 1.6 1.0 5.3 8.2
Number of Traders in Each Category Total Traders: 256
27 40 62 11 33 33 57 48 91 9 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 56,940
Positions
9,143 16,241 4,821 1,107 0 0 24,953 18,987 16,770 0 0 0 146 121
Changes from: April 9, 2019 Total Change is: -5,483
417 -3,742 1,487 0 0 0 -4,209 34 -2,406 0 0 0 -772 -856
Percent of Open Interest Represented by Each Category of Trader
16.1 28.5 8.5 1.9 0.0 0.0 43.8 33.3 29.5 0.0 0.0 0.0 0.3 0.2
Number of Traders in Each Category Total Traders: 32
. 8 6 . 0 0 10 10 15 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 49,667
Positions
10,926 14,819 5,926 3,335 1,569 50 20,621 19,518 7,351 400 0 0 1,058 434
Changes from: April 9, 2019 Total Change is: 1,511
-241 1,162 1,330 -135 369 50 -849 -2,235 836 0 0 0 520 -1
Percent of Open Interest Represented by Each Category of Trader
22.0 29.8 11.9 6.7 3.2 0.1 41.5 39.3 14.8 0.8 0.0 0.0 2.1 0.9
Number of Traders in Each Category Total Traders: 51
8 6 7 . . . 18 15 18 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 19,863
Positions
2,384 5,274 0 1,362 5,263 0 8,576 5,368 71 7,453 1,200 0 17 2,687
Changes from: April 9, 2019 Total Change is: -59
5 814 0 0 -821 0 -431 -730 0 380 0 0 -13 678
Percent of Open Interest Represented by Each Category of Trader
12.0 26.6 0.0 6.9 26.5 0.0 43.2 27.0 0.4 37.5 6.0 0.0 0.1 13.5
Number of Traders in Each Category Total Traders: 36
. 4 0 . 10 0 5 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,456
Positions
2,828 8,046 0 743 2,122 9 12,804 4,523 0 0 237 0 72 1,519
Changes from: April 9, 2019 Total Change is: -515
-5 -280 0 -12 -116 0 -513 16 0 0 0 0 15 -135
Percent of Open Interest Represented by Each Category of Trader
17.2 48.9 0.0 4.5 12.9 0.1 77.8 27.5 0.0 0.0 1.4 0.0 0.4 9.2
Number of Traders in Each Category Total Traders: 28
. 5 0 . 8 . 4 5 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 48,443
Positions
10,763 4,264 15,507 0 220 0 8,143 8,707 13,710 30 5,762 246 44 27
Changes from: April 9, 2019 Total Change is: 123
0 50 0 0 0 0 108 103 0 0 -3 0 15 -27
Percent of Open Interest Represented by Each Category of Trader
22.2 8.8 32.0 0.0 0.5 0.0 16.8 18.0 28.3 0.1 11.9 0.5 0.1 0.1
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 4 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 2,764
Positions
55 0 0 0 0 0 212 1,198 96 1,168 1,271 0 1,233 199
Changes from: April 9, 2019 Total Change is: -509
0 0 0 0 0 0 -154 -375 -115 -8 -11 0 -232 -8
Percent of Open Interest Represented by Each Category of Trader
2.0 0.0 0.0 0.0 0.0 0.0 7.7 43.3 3.5 42.3 46.0 0.0 44.6 7.2
Number of Traders in Each Category Total Traders: 24
. 0 0 0 0 0 . 6 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,324
Positions
0 158 0 163 201 0 2,272 2,541 176 532 975 17 1,164 256
Changes from: April 9, 2019 Total Change is: -119
0 0 0 -81 121 -3 304 -173 -174 -102 171 -51 -12 -10
Percent of Open Interest Represented by Each Category of Trader
0.0 3.7 0.0 3.8 4.6 0.0 52.5 58.8 4.1 12.3 22.5 0.4 26.9 5.9
Number of Traders in Each Category Total Traders: 45
0 . 0 . . 0 9 20 4 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 49,887
Positions
597 25,684 0 21,311 2,614 400 19,685 16,722 1,730 2,086 814 0 4,078 1,923
Changes from: April 9, 2019 Total Change is: -958
30 100 0 -906 50 -11 -296 -1,076 322 -208 -88 -147 258 -108
Percent of Open Interest Represented by Each Category of Trader
1.2 51.5 0.0 42.7 5.2 0.8 39.5 33.5 3.5 4.2 1.6 0.0 8.2 3.9
Number of Traders in Each Category Total Traders: 97
. 4 0 14 6 . 26 22 13 17 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 463,491
Positions
91,940 9,800 32,911 136,991 122,708 33,578 52,589 157,553 65,380 16,269 3,553 9,223 24,610 28,785
Changes from: April 9, 2019 Total Change is: 60,458
11,958 1,064 11,110 -2,794 16,340 5,371 16,960 15,918 20,125 4,950 -2,761 -5,729 -1,493 -980
Percent of Open Interest Represented by Each Category of Trader
19.8 2.1 7.1 29.6 26.5 7.2 11.3 34.0 14.1 3.5 0.8 2.0 5.3 6.2
Number of Traders in Each Category Total Traders: 211
17 11 19 20 37 24 34 58 53 14 12 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 16, 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 28,016
Positions
1,355 1,119 1,143 23,807 3,312 0 198 22,159 100 1,165 150 0 248 33
Changes from: April 9, 2019 Total Change is: 301
0 162 0 333 500 -110 6 514 0 25 -214 0 47 -551
Percent of Open Interest Represented by Each Category of Trader
4.8 4.0 4.1 85.0 11.8 0.0 0.7 79.1 0.4 4.2 0.5 0.0 0.9 0.1
Number of Traders in Each Category Total Traders: 44
. . . 13 4 0 . 11 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 19, 2019