Traders in Financial Futures - Futures Only Positions as of June 11, 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 159,212
Positions
28,097 12,661 14,335 32,944 31,480 3,676 18,637 58,896 8,555 19,621 2,431 29 33,318 27,149
Changes from: June 4, 2019 Total Change is: 7,242
-12,344 11,160 5,134 4,077 -7,734 87 5,463 5,965 -3,428 4,915 489 28 3,310 -4,459
Percent of Open Interest Represented by Each Category of Trader
17.6 8.0 9.0 20.7 19.8 2.3 11.7 37.0 5.4 12.3 1.5 0.0 20.9 17.1
Number of Traders in Each Category Total Traders: 111
8 6 6 12 17 10 22 29 16 14 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 72,177
Positions
40,196 3,230 4,778 1,533 15,586 1,306 14,256 23,045 269 931 1,488 0 8,908 22,475
Changes from: June 4, 2019 Total Change is: -10,666
-14,151 -539 4,776 129 -8,380 406 -45 -4,624 -591 12 6 0 -1,202 -1,720
Percent of Open Interest Represented by Each Category of Trader
55.7 4.5 6.6 2.1 21.6 1.8 19.8 31.9 0.4 1.3 2.1 0.0 12.3 31.1
Number of Traders in Each Category Total Traders: 52
6 5 5 . 15 . 7 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 221,181
Positions
83,318 5,250 17,263 52,772 102,493 5,125 26,505 32,936 11,922 140 6,814 0 24,136 39,378
Changes from: June 4, 2019 Total Change is: 453
-7,883 1,891 15,476 421 -10,271 -1,044 -8,317 -6,762 1,297 140 0 0 363 -134
Percent of Open Interest Represented by Each Category of Trader
37.7 2.4 7.8 23.9 46.3 2.3 12.0 14.9 5.4 0.1 3.1 0.0 10.9 17.8
Number of Traders in Each Category Total Traders: 121
10 4 6 15 29 11 24 36 20 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 169,387
Positions
38,619 19,295 14,956 35,772 43,502 9,052 26,407 42,005 8,412 6,397 1,988 0 29,772 30,177
Changes from: June 4, 2019 Total Change is: 1,577
-4,781 -4,065 11,839 -757 -7,666 307 -6,411 205 2,243 -110 -785 0 -753 -501
Percent of Open Interest Represented by Each Category of Trader
22.8 11.4 8.8 21.1 25.7 5.3 15.6 24.8 5.0 3.8 1.2 0.0 17.6 17.8
Number of Traders in Each Category Total Traders: 112
8 7 5 22 23 13 23 24 18 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 542,810
Positions
35,062 112,458 26,154 297,222 148,904 33,649 31,166 134,565 10,278 19,996 12,165 145 89,138 64,492
Changes from: June 4, 2019 Total Change is: 25,382
3,571 11,203 18,732 1,460 -14,584 4,409 -11,817 -400 2,324 2,490 -2,864 2 4,211 6,560
Percent of Open Interest Represented by Each Category of Trader
6.5 20.7 4.8 54.8 27.4 6.2 5.7 24.8 1.9 3.7 2.2 0.0 16.4 11.9
Number of Traders in Each Category Total Traders: 273
19 10 13 87 41 48 30 52 18 18 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 26,654
Positions
0 7,546 54 9,313 5,577 2,506 530 3,928 476 0 588 3 13,772 5,976
Changes from: June 4, 2019 Total Change is: 52
0 124 -29 685 -360 -689 0 -363 476 0 5 -5 -386 893
Percent of Open Interest Represented by Each Category of Trader
0.0 28.3 0.2 34.9 20.9 9.4 2.0 14.7 1.8 0.0 2.2 0.0 51.7 22.4
Number of Traders in Each Category Total Traders: 22
0 . . 11 4 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 27,094
Positions
4,399 3,986 573 8,385 10,529 2,247 3,739 947 1,801 0 1,550 0 5,950 5,461
Changes from: June 4, 2019 Total Change is: -290
-23 -21 21 418 -3,217 83 -665 -10 1,753 0 600 0 -1,877 501
Percent of Open Interest Represented by Each Category of Trader
16.2 14.7 2.1 30.9 38.9 8.3 13.8 3.5 6.6 0.0 5.7 0.0 22.0 20.2
Number of Traders in Each Category Total Traders: 24
. . . 6 8 8 4 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 198,112
Positions
68,562 4,818 32,945 14,103 58,314 2,642 35,562 46,161 9,310 4,923 2,787 0 30,065 41,135
Changes from: June 4, 2019 Total Change is: 27,861
-7,869 -113 30,363 -725 -7,519 19 -3,817 1,207 4,260 2,159 204 -6 3,477 -554
Percent of Open Interest Represented by Each Category of Trader
34.6 2.4 16.6 7.1 29.4 1.3 18.0 23.3 4.7 2.5 1.4 0.0 15.2 20.8
Number of Traders in Each Category Total Traders: 97
8 5 9 12 18 13 24 23 12 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 63,178
Positions
0 51,618 1,000 48,231 0 0 3,179 8,784 555 7,821 400 0 2,392 821
Changes from: June 4, 2019 Total Change is: -619
0 -423 950 -1,878 0 0 44 -546 80 -26 0 0 211 -680
Percent of Open Interest Represented by Each Category of Trader
0.0 81.7 1.6 76.3 0.0 0.0 5.0 13.9 0.9 12.4 0.6 0.0 3.8 1.3
Number of Traders in Each Category Total Traders: 35
0 6 . 6 0 0 11 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 222,003
Positions
525 130,134 2,186 127,408 16,689 556 65,783 35,647 17,219 2,170 17,077 0 6,156 2,495
Changes from: June 4, 2019 Total Change is: -20,087
-1,386 -14,692 1,382 -19,433 760 338 -9,423 -1,660 9,160 84 -13,550 0 -809 -1,825
Percent of Open Interest Represented by Each Category of Trader
0.2 58.6 1.0 57.4 7.5 0.3 29.6 16.1 7.8 1.0 7.7 0.0 2.8 1.1
Number of Traders in Each Category Total Traders: 149
4 12 . 28 8 . 48 31 12 7 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 42,084
Positions
29,391 0 1,101 1,296 20,158 0 4,798 16,064 2,666 811 470 0 2,021 1,625
Changes from: June 4, 2019 Total Change is: -1,603
-188 0 228 63 -11,848 0 -3,429 8,716 1,511 129 -90 -125 208 5
Percent of Open Interest Represented by Each Category of Trader
69.8 0.0 2.6 3.1 47.9 0.0 11.4 38.2 6.3 1.9 1.1 0.0 4.8 3.9
Number of Traders in Each Category Total Traders: 42
. 0 . . 5 0 8 18 6 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 62,497
Positions
34,828 3,137 1,155 3,147 29,176 491 14,980 16,377 1,920 2,604 3,858 5 3,367 6,378
Changes from: June 4, 2019 Total Change is: -6,263
-1,321 2,056 -2,043 -568 -3,195 74 -2,845 -1,772 -2,022 1,981 175 0 481 464
Percent of Open Interest Represented by Each Category of Trader
55.7 5.0 1.8 5.0 46.7 0.8 24.0 26.2 3.1 4.2 6.2 0.0 5.4 10.2
Number of Traders in Each Category Total Traders: 97
10 . . 6 22 . 19 27 5 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 12,272
Positions
6,044 3,776 0 119 2,361 2 5,192 3,650 0 169 255 0 746 2,228
Changes from: June 4, 2019 Total Change is: -2,978
24 378 -2,116 -3,625 126 2 2,754 -1,386 -48 47 120 0 -16 -54
Percent of Open Interest Represented by Each Category of Trader
49.3 30.8 0.0 1.0 19.2 0.0 42.3 29.7 0.0 1.4 2.1 0.0 6.1 18.2
Number of Traders in Each Category Total Traders: 23
. . 0 . 4 . 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 37,341
Positions
11,713 14,840 1,700 6,094 1,263 1,830 6,235 6,544 702 1,594 1,331 0 7,475 9,133
Changes from: June 4, 2019 Total Change is: -1,866
-2,683 707 337 230 -722 -139 483 -1,428 -286 -19 -31 0 211 -305
Percent of Open Interest Represented by Each Category of Trader
31.4 39.7 4.6 16.3 3.4 4.9 16.7 17.5 1.9 4.3 3.6 0.0 20.0 24.5
Number of Traders in Each Category Total Traders: 94
14 13 7 14 5 4 17 21 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 74,681
Positions
23,425 29,679 3,400 12,187 2,526 3,659 12,470 13,087 1,403 3,188 2,661 0 14,949 18,266
Changes from: June 4, 2019 Total Change is: -3,731
-5,365 1,413 674 460 -1,443 -277 965 -2,855 -572 -38 -61 0 422 -610
Percent of Open Interest Represented by Each Category of Trader
31.4 39.7 4.6 16.3 3.4 4.9 16.7 17.5 1.9 4.3 3.6 0.0 20.0 24.5
Number of Traders in Each Category Total Traders: 94
14 13 7 14 5 4 17 21 7 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 28,348
Positions
1,619 20,945 0 23,409 1,444 580 435 1,867 0 796 1,232 0 1,509 2,280
Changes from: June 4, 2019 Total Change is: 2,495
-269 973 0 2,794 3 -11 0 601 0 0 120 0 -19 809
Percent of Open Interest Represented by Each Category of Trader
5.7 73.9 0.0 82.6 5.1 2.0 1.5 6.6 0.0 2.8 4.3 0.0 5.3 8.0
Number of Traders in Each Category Total Traders: 25
. 6 0 11 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 586,932
Positions
47,982 128,877 41,262 287,140 125,144 52,546 46,737 84,176 20,249 20,474 62,903 3,568 66,974 68,207
Changes from: June 4, 2019 Total Change is: 5,254
-4,017 -2,523 12,086 13,402 -5,121 -3,376 -13,883 9,231 -888 -1,224 -191 -15 3,171 -3,947
Percent of Open Interest Represented by Each Category of Trader
8.2 22.0 7.0 48.9 21.3 9.0 8.0 14.3 3.4 3.5 10.7 0.6 11.4 11.6
Number of Traders in Each Category Total Traders: 572
34 34 37 167 93 117 76 101 63 29 37 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 40,924
Positions
9,450 19,802 0 5,551 1,097 0 9,731 9,070 29 0 0 0 16,163 10,926
Changes from: June 4, 2019 Total Change is: 2,072
-1,570 2,196 0 997 0 0 2,162 886 -606 0 0 0 1,089 -404
Percent of Open Interest Represented by Each Category of Trader
23.1 48.4 0.0 13.6 2.7 0.0 23.8 22.2 0.1 0.0 0.0 0.0 39.5 26.7
Number of Traders in Each Category Total Traders: 34
4 11 0 . . 0 6 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 14,498
Positions
5,260 12,231 909 5,461 0 74 255 554 0 323 0 0 2,216 730
Changes from: June 4, 2019 Total Change is: -97
594 -222 1 -1,332 0 45 255 113 -45 0 0 0 385 11
Percent of Open Interest Represented by Each Category of Trader
36.3 84.4 6.3 37.7 0.0 0.5 1.8 3.8 0.0 2.2 0.0 0.0 15.3 5.0
Number of Traders in Each Category Total Traders: 21
4 6 . 7 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 2,730,040
Positions
226,972 579,688 171,997 1,422,136 634,425 248,540 225,209 415,710 60,919 102,371 314,515 17,839 254,057 286,407
Changes from: June 4, 2019 Total Change is: 15,912
8,347 -3,016 39,848 72,427 -15,201 -27,286 -84,279 37,673 2,643 -6,119 -955 -77 10,408 -17,717
Percent of Open Interest Represented by Each Category of Trader
8.3 21.2 6.3 52.1 23.2 9.1 8.2 15.2 2.2 3.7 11.5 0.7 9.3 10.5
Number of Traders in Each Category Total Traders: 570
32 35 31 168 92 117 76 101 60 29 37 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 25,823
Positions
2,493 10,472 12,730 7,035 0 769 444 528 0 0 0 0 2,352 1,324
Changes from: June 4, 2019 Total Change is: -1,377
0 -1,388 0 -958 0 -16 -345 0 0 0 0 0 -58 27
Percent of Open Interest Represented by Each Category of Trader
9.7 40.6 49.3 27.2 0.0 3.0 1.7 2.0 0.0 0.0 0.0 0.0 9.1 5.1
Number of Traders in Each Category Total Traders: 25
4 9 4 8 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 MATERIALS INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Materials Index price)
CFTC Code #13874H Open Interest is 7,620
Positions
4,621 3,788 109 278 845 95 258 1,427 0 1,472 0 0 787 1,356
Changes from: June 4, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
60.6 49.7 1.4 3.6 11.1 1.2 3.4 18.7 0.0 19.3 0.0 0.0 10.3 17.8
Number of Traders in Each Category Total Traders: 20
4 7 . . . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 16,930
Positions
8,874 4,701 0 3,113 9,212 1,272 389 473 0 0 403 0 3,282 869
Changes from: June 4, 2019 Total Change is: 153
230 91 0 -131 -480 412 -206 209 0 0 150 0 -152 -229
Percent of Open Interest Represented by Each Category of Trader
52.4 27.8 0.0 18.4 54.4 7.5 2.3 2.8 0.0 0.0 2.4 0.0 19.4 5.1
Number of Traders in Each Category Total Traders: 24
6 5 0 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 64,165
Positions
6,419 10,660 445 43,163 37,170 2,448 453 1,566 58 2,354 7,597 0 8,825 4,221
Changes from: June 4, 2019 Total Change is: -1,724
766 -142 -485 240 -714 -153 -1,287 -538 0 -213 0 0 -592 308
Percent of Open Interest Represented by Each Category of Trader
10.0 16.6 0.7 67.3 57.9 3.8 0.7 2.4 0.1 3.7 11.8 0.0 13.8 6.6
Number of Traders in Each Category Total Traders: 72
7 6 4 34 16 12 . 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 43,984
Positions
11,099 9,076 240 16,576 10,067 1,020 6,807 13,127 479 1,015 1,890 10 6,739 8,076
Changes from: June 4, 2019 Total Change is: -560
-594 979 97 1,244 472 -236 -1,288 -1,628 -186 -25 -809 0 428 751
Percent of Open Interest Represented by Each Category of Trader
25.2 20.6 0.5 37.7 22.9 2.3 15.5 29.8 1.1 2.3 4.3 0.0 15.3 18.4
Number of Traders in Each Category Total Traders: 242
21 23 6 49 35 23 28 60 14 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 219,921
Positions
55,495 45,380 1,199 82,879 50,336 5,101 34,035 65,634 2,393 5,073 9,450 50 33,696 40,378
Changes from: June 4, 2019 Total Change is: -2,799
-2,970 4,894 486 6,218 2,360 -1,178 -6,440 -8,139 -929 -125 -4,046 0 2,139 3,753
Percent of Open Interest Represented by Each Category of Trader
25.2 20.6 0.5 37.7 22.9 2.3 15.5 29.8 1.1 2.3 4.3 0.0 15.3 18.4
Number of Traders in Each Category Total Traders: 242
21 23 6 49 35 23 28 60 14 9 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 424,631
Positions
69,197 48,210 6,083 214,700 196,249 41,648 52,260 72,190 5,721 9,925 31,799 0 25,097 22,731
Changes from: June 4, 2019 Total Change is: 2,694
3,917 -4,499 751 -3,705 7,764 -304 -307 93 -1,135 -777 -786 0 4,254 810
Percent of Open Interest Represented by Each Category of Trader
16.3 11.4 1.4 50.6 46.2 9.8 12.3 17.0 1.3 2.3 7.5 0.0 5.9 5.4
Number of Traders in Each Category Total Traders: 285
25 18 11 69 56 46 40 52 21 10 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 32,437
Positions
6,041 0 3,799 10,711 784 223 4,077 23,075 583 1,676 0 98 5,229 3,875
Changes from: June 4, 2019 Total Change is: 4,560
10 0 3,799 631 -190 -23 193 644 523 215 0 92 -880 -285
Percent of Open Interest Represented by Each Category of Trader
18.6 0.0 11.7 33.0 2.4 0.7 12.6 71.1 1.8 5.2 0.0 0.3 16.1 11.9
Number of Traders in Each Category Total Traders: 32
4 0 . 11 . . 5 5 4 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 84,457
Positions
5,828 21,028 1,328 24,356 14,345 663 35,318 9,377 2,506 0 2,302 6 14,452 32,902
Changes from: June 4, 2019 Total Change is: 8,325
-2,171 3,806 814 2,529 -1,966 109 -79 -1,404 2,001 -1,171 987 3 6,290 3,975
Percent of Open Interest Represented by Each Category of Trader
6.9 24.9 1.6 28.8 17.0 0.8 41.8 11.1 3.0 0.0 2.7 0.0 17.1 39.0
Number of Traders in Each Category Total Traders: 84
12 14 6 16 8 8 16 15 10 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 335,597
Positions
30,277 187,695 8,637 247,468 96,664 18,015 10,263 13,211 316 10,629 3,799 0 9,992 7,260
Changes from: June 4, 2019 Total Change is: 2,537
-2,908 2,140 3,770 7,900 -2,863 -5,592 -107 6,126 -80 169 -172 0 -615 -792
Percent of Open Interest Represented by Each Category of Trader
9.0 55.9 2.6 73.7 28.8 5.4 3.1 3.9 0.1 3.2 1.1 0.0 3.0 2.2
Number of Traders in Each Category Total Traders: 165
13 15 10 63 36 31 12 15 4 6 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 1,300,677
Positions
65,419 817,628 23,478 875,735 236,374 122,459 67,542 66,225 5,487 94,630 8,391 4,376 41,551 16,259
Changes from: June 4, 2019 Total Change is: 31,767
680 10,112 12,722 -7,925 -284 5,943 -3,678 11,640 2,748 13,385 -571 -85 7,977 -10,458
Percent of Open Interest Represented by Each Category of Trader
5.0 62.9 1.8 67.3 18.2 9.4 5.2 5.1 0.4 7.3 0.6 0.3 3.2 1.3
Number of Traders in Each Category Total Traders: 421
23 26 13 161 75 92 53 40 20 34 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 111,767
Positions
42,829 49,867 48,975 4,409 420 425 13,486 1,500 267 800 9,702 551 25 60
Changes from: June 4, 2019 Total Change is: 1,771
626 -874 1,045 0 0 0 100 1,000 0 0 600 0 0 0
Percent of Open Interest Represented by Each Category of Trader
38.3 44.6 43.8 3.9 0.4 0.4 12.1 1.3 0.2 0.7 8.7 0.5 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 18 9 5 . . 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 968,255
Positions
5,897 117,417 7,181 426,732 319,408 167,757 137,007 152,208 13,705 28,756 49,270 1,644 179,576 139,665
Changes from: June 4, 2019 Total Change is: -12,885
-1,948 22,427 -4,278 551 -2,156 -6,782 22,470 2,296 -15,868 3,650 99 -2,776 -7,904 -5,847
Percent of Open Interest Represented by Each Category of Trader
0.6 12.1 0.7 44.1 33.0 17.3 14.1 15.7 1.4 3.0 5.1 0.2 18.5 14.4
Number of Traders in Each Category Total Traders: 182
6 18 7 58 25 44 37 23 12 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 1,159,173
Positions
4,336 157,550 444 720,631 20,460 172,628 22,689 637,141 24,873 35,713 54,046 489 177,370 91,542
Changes from: June 4, 2019 Total Change is: 4,649
-30 16,576 -857 -5,193 -8,549 -4,520 11,912 -2,396 -4,689 7,247 4,464 0 779 4,620
Percent of Open Interest Represented by Each Category of Trader
0.4 13.6 0.0 62.2 1.8 14.9 2.0 55.0 2.1 3.1 4.7 0.0 15.3 7.9
Number of Traders in Each Category Total Traders: 134
. 15 . 68 10 50 8 24 8 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 3,680,451
Positions
71,739 256,663 23,994 1,810,582 645,501 243,649 695,362 2,119,221 42,151 586,402 216,741 17,049 189,523 115,482
Changes from: June 4, 2019 Total Change is: 98,898
-10,396 -36,323 3,900 70,835 -34,057 -18,202 -26,906 166,022 4,707 54,578 10,512 317 20,065 2,022
Percent of Open Interest Represented by Each Category of Trader
1.9 7.0 0.7 49.2 17.5 6.6 18.9 57.6 1.1 15.9 5.9 0.5 5.1 3.1
Number of Traders in Each Category Total Traders: 364
19 32 6 117 33 74 52 67 27 27 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 3,935,860
Positions
228,746 272,940 54,768 1,632,388 808,245 694,635 395,527 1,281,127 101,629 322,325 271,538 28,935 476,907 422,043
Changes from: June 4, 2019 Total Change is: 1,050
19,466 23,511 2,007 -44,737 29,450 -14,807 37,435 -2,482 -34,946 26,500 -5,692 26 10,106 3,983
Percent of Open Interest Represented by Each Category of Trader
5.8 6.9 1.4 41.5 20.5 17.6 10.0 32.6 2.6 8.2 6.9 0.7 12.1 10.7
Number of Traders in Each Category Total Traders: 407
24 39 11 98 70 92 65 67 38 23 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 717,293
Positions
19,769 65,273 2,118 287,315 291,178 91,794 143,875 90,160 6,127 53,285 21,448 0 113,010 149,195
Changes from: June 4, 2019 Total Change is: -11,799
-362 -21,810 275 -38,806 21,124 -555 22,035 -5,110 -901 844 -4,709 0 5,671 -113
Percent of Open Interest Represented by Each Category of Trader
2.8 9.1 0.3 40.1 40.6 12.8 20.1 12.6 0.9 7.4 3.0 0.0 15.8 20.8
Number of Traders in Each Category Total Traders: 103
. 9 4 26 34 37 16 8 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 4,509,009
Positions
100,637 506,960 31,413 2,292,105 809,832 789,326 447,612 1,626,527 105,183 397,845 315,210 2,408 342,480 322,150
Changes from: June 4, 2019 Total Change is: -137,922
21,022 -26,210 2,212 -151,363 -28,133 35,749 -23,795 -83,836 -17,403 8,011 -15,800 -339 -12,016 -4,162
Percent of Open Interest Represented by Each Category of Trader
2.2 11.2 0.7 50.8 18.0 17.5 9.9 36.1 2.3 8.8 7.0 0.1 7.6 7.1
Number of Traders in Each Category Total Traders: 336
15 35 12 87 52 83 47 64 36 15 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 2,275,845
Positions
570,675 224,877 667,645 22,538 88,923 61,996 311,048 663,941 456,466 134,654 41,130 17,260 33,563 53,607
Changes from: June 4, 2019 Total Change is: 109,911
24,656 41,569 17,662 -14,973 5,769 30,799 45,536 6,439 1,070 12,183 11,027 -7,727 705 3,303
Percent of Open Interest Represented by Each Category of Trader
25.1 9.9 29.3 1.0 3.9 2.7 13.7 29.2 20.1 5.9 1.8 0.8 1.5 2.4
Number of Traders in Each Category Total Traders: 157
26 33 47 5 7 4 27 40 50 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 is13,362,441
Positions
1,920,313 2,768,384 2,941,707 525,917 1,030,941 736,748 2,265,003 767,206 3,764,203 323,833 188,856 120,165 764,552 1,044,231
Changes from: June 4, 2019 Total Change is: 163,642
164,161 267,183 -59,424 63,696 112,499 295 26,436 -81,807 -6,135 -96,138 -35,176 -37,015 107,766 3,222
Percent of Open Interest Represented by Each Category of Trader
14.4 20.7 22.0 3.9 7.7 5.5 17.0 5.7 28.2 2.4 1.4 0.9 5.7 7.8
Number of Traders in Each Category Total Traders: 267
28 43 68 14 30 31 65 46 92 12 16 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 73,746
Positions
7,383 17,499 6,971 679 3,446 1,350 33,641 20,496 22,746 0 57 0 976 1,181
Changes from: June 4, 2019 Total Change is: -704
-235 -33 276 0 -526 0 -900 -668 -39 0 1 0 194 285
Percent of Open Interest Represented by Each Category of Trader
10.0 23.7 9.5 0.9 4.7 1.8 45.6 27.8 30.8 0.0 0.1 0.0 1.3 1.6
Number of Traders in Each Category Total Traders: 41
. 9 9 . . . 14 7 20 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 76,435
Positions
10,042 10,215 13,202 6,202 1,200 1,285 25,884 28,846 19,057 439 1,971 0 324 659
Changes from: June 4, 2019 Total Change is: -758
-1,458 -5,124 -503 926 0 1,000 3,038 4,775 -1,760 109 821 0 -2,110 33
Percent of Open Interest Represented by Each Category of Trader
13.1 13.4 17.3 8.1 1.6 1.7 33.9 37.7 24.9 0.6 2.6 0.0 0.4 0.9
Number of Traders in Each Category Total Traders: 52
9 6 11 . . . 12 18 22 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 29,037
Positions
2,399 14,702 1,148 1,210 3,960 33 17,819 5,819 71 6,333 1,192 0 24 2,112
Changes from: June 4, 2019 Total Change is: 1,773
1 1,921 1,148 1 -152 33 854 -1,161 0 -243 -50 0 -21 34
Percent of Open Interest Represented by Each Category of Trader
8.3 50.6 4.0 4.2 13.6 0.1 61.4 20.0 0.2 21.8 4.1 0.0 0.1 7.3
Number of Traders in Each Category Total Traders: 32
. 5 . . 9 . 4 4 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 23,204
Positions
2,893 11,846 2,689 1,150 1,915 0 16,282 4,793 108 0 207 0 82 1,646
Changes from: June 4, 2019 Total Change is: 2,073
16 2,180 2,689 -3 -101 0 -740 -1,872 41 0 -30 0 70 -834
Percent of Open Interest Represented by Each Category of Trader
12.5 51.1 11.6 5.0 8.3 0.0 70.2 20.7 0.5 0.0 0.9 0.0 0.4 7.1
Number of Traders in Each Category Total Traders: 30
. 5 . . 9 0 5 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 45,754
Positions
11,286 133 16,597 0 40 0 3,842 9,374 13,736 30 5,625 246 17 3
Changes from: June 4, 2019 Total Change is: -3,221
23 -4,996 770 0 0 0 -3,625 1,673 -386 0 -280 0 -3 -2
Percent of Open Interest Represented by Each Category of Trader
24.7 0.3 36.3 0.0 0.1 0.0 8.4 20.5 30.0 0.1 12.3 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 . 8 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 4,434
Positions
0 0 0 359 0 0 2,073 3,044 256 362 751 24 1,360 359
Changes from: June 4, 2019 Total Change is: -2
0 0 0 59 -56 0 -248 346 45 149 -292 24 -31 -69
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 8.1 0.0 0.0 46.8 68.7 5.8 8.2 16.9 0.5 30.7 8.1
Number of Traders in Each Category Total Traders: 43
0 0 0 . 0 0 15 16 5 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 49,167
Positions
568 26,437 0 15,175 2,990 510 21,516 11,000 3,320 1,796 1,270 218 6,064 3,422
Changes from: June 4, 2019 Total Change is: 2,270
60 -39 0 -6,086 185 78 5,035 -1,012 2,077 -79 -320 70 1,115 1,231
Percent of Open Interest Represented by Each Category of Trader
1.2 53.8 0.0 30.9 6.1 1.0 43.8 22.4 6.8 3.7 2.6 0.4 12.3 7.0
Number of Traders in Each Category Total Traders: 94
. . 0 11 7 . 26 21 13 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 380,320
Positions
45,883 26,786 16,836 142,327 80,885 23,398 31,284 112,788 70,035 10,576 3,873 14,999 24,982 30,720
Changes from: June 4, 2019 Total Change is: -5,534
3,741 2,031 -2,599 -8,003 7,410 -3 1,186 -16,584 2,721 56 1,163 953 -3,586 -626
Percent of Open Interest Represented by Each Category of Trader
12.1 7.0 4.4 37.4 21.3 6.2 8.2 29.7 18.4 2.8 1.0 3.9 6.6 8.1
Number of Traders in Each Category Total Traders: 195
11 18 18 23 27 25 35 47 54 9 11 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 11, 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 33,182
Positions
1,369 5,088 1,370 13,492 18,578 109 13,866 5,531 1,619 1,173 222 0 184 665
Changes from: June 4, 2019 Total Change is: 1,330
-566 126 219 437 281 36 -300 -904 1,509 -7 51 0 2 12
Percent of Open Interest Represented by Each Category of Trader
4.1 15.3 4.1 40.7 56.0 0.3 41.8 16.7 4.9 3.5 0.7 0.0 0.6 2.0
Number of Traders in Each Category Total Traders: 47
. . . 10 8 . 5 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 14, 2019