Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 166,372
Positions
42,786 1,690 4,121 41,054 43,692 5,804 15,586 55,949 14,974 12,207 2,508 55 29,785 37,579
Changes from: April 16, 2019 Total Change is: 8,273
1,145 1,583 -279 2,101 2,885 -622 3,447 499 984 807 493 8 683 2,722
Percent of Open Interest Represented by Each Category of Trader
25.7 1.0 2.5 24.7 26.3 3.5 9.4 33.6 9.0 7.3 1.5 0.0 17.9 22.6
Number of Traders in Each Category Total Traders: 112
9 . 7 16 16 14 23 28 20 13 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 96,489
Positions
65,025 1,880 948 1,794 29,446 839 18,142 32,182 1,381 919 871 0 7,441 28,942
Changes from: April 16, 2019 Total Change is: 12,945
9,981 137 64 -718 3,739 351 3,067 6,885 -167 243 -48 0 125 1,984
Percent of Open Interest Represented by Each Category of Trader
67.4 1.9 1.0 1.9 30.5 0.9 18.8 33.4 1.4 1.0 0.9 0.0 7.7 30.0
Number of Traders in Each Category Total Traders: 65
8 . . . 20 . 10 21 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 177,424
Positions
11,577 10,010 5,620 63,093 71,895 6,596 42,042 20,573 16,303 2,831 10,903 209 29,153 35,316
Changes from: April 16, 2019 Total Change is: 12,508
-297 -6,960 692 6,309 8,593 1,851 3,159 -24 2,594 22 812 -33 -1,788 4,983
Percent of Open Interest Represented by Each Category of Trader
6.5 5.6 3.2 35.6 40.5 3.7 23.7 11.6 9.2 1.6 6.1 0.1 16.4 19.9
Number of Traders in Each Category Total Traders: 124
7 6 9 18 25 13 32 23 17 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 232,399
Positions
99,575 1,783 3,802 39,862 84,734 10,211 22,426 67,406 18,398 4,058 2,587 793 33,275 42,685
Changes from: April 16, 2019 Total Change is: 8,954
7,867 42 197 -397 5,272 1,366 -2,617 64 598 285 191 104 1,552 1,120
Percent of Open Interest Represented by Each Category of Trader
42.8 0.8 1.6 17.2 36.5 4.4 9.6 29.0 7.9 1.7 1.1 0.3 14.3 18.4
Number of Traders in Each Category Total Traders: 136
12 . 7 22 29 11 14 45 20 4 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 569,620
Positions
38,476 76,340 17,114 297,957 166,053 36,834 28,897 142,807 41,398 18,594 19,214 1,578 88,772 68,282
Changes from: April 16, 2019 Total Change is: 16,012
2,300 -4,571 2,070 -220 984 3,089 4,382 7,521 3,492 216 -1,249 48 635 4,627
Percent of Open Interest Represented by Each Category of Trader
6.8 13.4 3.0 52.3 29.2 6.5 5.1 25.1 7.3 3.3 3.4 0.3 15.6 12.0
Number of Traders in Each Category Total Traders: 307
21 9 18 93 42 46 32 63 32 26 21 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 27,969
Positions
0 7,544 0 10,609 9,320 3,536 1,858 472 1 0 583 8 11,957 6,505
Changes from: April 16, 2019 Total Change is: -425
0 0 0 27 -76 256 -345 39 0 0 0 0 -363 -644
Percent of Open Interest Represented by Each Category of Trader
0.0 27.0 0.0 37.9 33.3 12.6 6.6 1.7 0.0 0.0 2.1 0.0 42.8 23.3
Number of Traders in Each Category Total Traders: 24
0 . 0 10 7 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 23,370
Positions
4,240 4,745 632 8,130 10,471 2,514 1,624 0 0 0 0 0 6,230 5,008
Changes from: April 16, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.1 20.3 2.7 34.8 44.8 10.8 6.9 0.0 0.0 0.0 0.0 0.0 26.7 21.4
Number of Traders in Each Category Total Traders: 20
. . . 6 8 7 . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 157,620
Positions
59,086 4,123 2,805 14,371 49,309 4,487 34,308 37,490 11,750 5,883 5,631 1,141 23,788 40,885
Changes from: April 16, 2019 Total Change is: 2,498
-157 -3,194 515 -2,479 1,179 850 2,351 -3,382 247 -612 3,680 -343 2,126 2,945
Percent of Open Interest Represented by Each Category of Trader
37.5 2.6 1.8 9.1 31.3 2.8 21.8 23.8 7.5 3.7 3.6 0.7 15.1 25.9
Number of Traders in Each Category Total Traders: 90
6 4 5 12 17 12 20 22 14 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 59,814
Positions
0 48,511 500 52,794 0 0 3,911 9,011 0 599 956 0 2,010 836
Changes from: April 16, 2019 Total Change is: 1,683
0 1,965 0 435 0 0 769 -120 0 75 -65 0 404 -97
Percent of Open Interest Represented by Each Category of Trader
0.0 81.1 0.8 88.3 0.0 0.0 6.5 15.1 0.0 1.0 1.6 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 37
0 4 . 10 0 0 12 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 253,003
Positions
763 149,747 1,051 149,069 15,592 0 92,084 50,128 512 2,760 32,306 0 6,764 3,666
Changes from: April 16, 2019 Total Change is: 7,886
-73 2,348 -102 4,852 -2,619 0 2,986 7,765 -54 270 100 0 7 448
Percent of Open Interest Represented by Each Category of Trader
0.3 59.2 0.4 58.9 6.2 0.0 36.4 19.8 0.2 1.1 12.8 0.0 2.7 1.4
Number of Traders in Each Category Total Traders: 184
4 11 . 35 8 0 58 39 8 12 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 35,159
Positions
14,569 274 0 1,080 25,313 0 15,379 6,753 453 1,326 660 0 2,352 1,706
Changes from: April 16, 2019 Total Change is: 5,186
1,809 0 0 0 2,423 0 2,719 2,302 141 -19 40 0 536 280
Percent of Open Interest Represented by Each Category of Trader
41.4 0.8 0.0 3.1 72.0 0.0 43.7 19.2 1.3 3.8 1.9 0.0 6.7 4.9
Number of Traders in Each Category Total Traders: 37
. . 0 . 4 0 9 15 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 45,176
Positions
17,020 2,185 21 6,764 19,524 274 16,335 14,490 1,831 323 739 0 2,608 6,113
Changes from: April 16, 2019 Total Change is: 7,359
3,313 -301 -8 -3,201 3,564 -48 7,886 3,986 -165 149 -196 0 -567 527
Percent of Open Interest Represented by Each Category of Trader
37.7 4.8 0.0 15.0 43.2 0.6 36.2 32.1 4.1 0.7 1.6 0.0 5.8 13.5
Number of Traders in Each Category Total Traders: 91
9 4 . 7 15 . 19 31 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 40,876
Positions
6,426 21,034 1,319 11,961 468 1,675 7,536 4,632 2,055 1,494 1,949 0 8,410 7,745
Changes from: April 16, 2019 Total Change is: -501
-402 -3,069 109 -2,807 -212 1,382 1,794 1,097 317 0 101 0 -894 -226
Percent of Open Interest Represented by Each Category of Trader
15.7 51.5 3.2 29.3 1.1 4.1 18.4 11.3 5.0 3.7 4.8 0.0 20.6 18.9
Number of Traders in Each Category Total Traders: 100
14 19 4 16 . 7 26 12 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 81,752
Positions
12,852 42,067 2,639 23,922 936 3,350 15,072 9,264 4,109 2,988 3,897 0 16,820 15,490
Changes from: April 16, 2019 Total Change is: -1,002
-804 -6,137 217 -5,614 -424 2,764 3,589 2,194 635 0 201 0 -1,789 -451
Percent of Open Interest Represented by Each Category of Trader
15.7 51.5 3.2 29.3 1.1 4.1 18.4 11.3 5.0 3.7 4.8 0.0 20.6 18.9
Number of Traders in Each Category Total Traders: 100
14 19 4 16 . 7 26 12 7 . 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 24,483
Positions
2,584 19,544 0 19,655 1,369 297 380 1,372 0 0 452 0 1,567 1,449
Changes from: April 16, 2019 Total Change is: -1,811
475 -1,688 0 -1,979 22 -264 -343 -104 0 0 0 0 300 223
Percent of Open Interest Represented by Each Category of Trader
10.6 79.8 0.0 80.3 5.6 1.2 1.6 5.6 0.0 0.0 1.8 0.0 6.4 5.9
Number of Traders in Each Category Total Traders: 25
. 7 0 12 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 771,497
Positions
59,716 155,159 37,537 282,559 122,685 60,680 62,003 83,608 143,831 16,040 57,292 17,392 91,739 93,313
Changes from: April 16, 2019 Total Change is: 8,835
-20 3,895 2,833 2,823 4,531 -608 6,690 -78 -6,054 -244 -170 -1,118 4,533 5,605
Percent of Open Interest Represented by Each Category of Trader
7.7 20.1 4.9 36.6 15.9 7.9 8.0 10.8 18.6 2.1 7.4 2.3 11.9 12.1
Number of Traders in Each Category Total Traders: 617
33 35 43 170 90 131 82 99 101 55 52 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 65,122
Positions
4,882 19,543 2,409 3,769 2,623 3,076 8,433 5,409 14,868 108 83 222 27,355 16,889
Changes from: April 16, 2019 Total Change is: 1,150
441 1,711 -154 -21 561 636 387 963 -2,683 -156 53 -9 2,709 71
Percent of Open Interest Represented by Each Category of Trader
7.5 30.0 3.7 5.8 4.0 4.7 12.9 8.3 22.8 0.2 0.1 0.3 42.0 25.9
Number of Traders in Each Category Total Traders: 52
4 10 5 . . . 10 13 21 5 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 14,528
Positions
4,982 11,389 0 6,980 857 178 229 697 45 0 0 0 2,114 1,362
Changes from: April 16, 2019 Total Change is: -17
0 -18 0 25 0 0 0 0 0 0 0 0 -42 1
Percent of Open Interest Represented by Each Category of Trader
34.3 78.4 0.0 48.0 5.9 1.2 1.6 4.8 0.3 0.0 0.0 0.0 14.6 9.4
Number of Traders in Each Category Total Traders: 21
6 4 0 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,531,875
Positions
283,038 686,946 166,774 1,398,875 605,240 283,092 326,422 449,565 586,242 79,664 286,045 85,850 321,919 382,121
Changes from: April 16, 2019 Total Change is: 38,426
-881 12,347 13,507 13,663 19,292 -5,662 43,292 6,567 -28,633 -1,505 -2,185 -4,475 9,119 27,666
Percent of Open Interest Represented by Each Category of Trader
8.0 19.4 4.7 39.6 17.1 8.0 9.2 12.7 16.6 2.3 8.1 2.4 9.1 10.8
Number of Traders in Each Category Total Traders: 601
32 34 41 171 88 130 78 97 94 51 49 51
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 34,110
Positions
1,920 11,263 17,742 10,370 957 1,102 252 782 0 0 338 0 2,724 1,926
Changes from: April 16, 2019 Total Change is: -1,431
247 -1,027 -258 -903 -255 -25 0 -203 0 0 338 0 -492 -1
Percent of Open Interest Represented by Each Category of Trader
5.6 33.0 52.0 30.4 2.8 3.2 0.7 2.3 0.0 0.0 1.0 0.0 8.0 5.6
Number of Traders in Each Category Total Traders: 25
4 6 . 9 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 17,219
Positions
8,352 4,307 0 3,046 10,457 1,117 1,211 242 0 0 0 0 3,493 1,096
Changes from: April 16, 2019 Total Change is: -31
-51 0 0 -209 -94 13 -81 0 0 0 0 0 297 50
Percent of Open Interest Represented by Each Category of Trader
48.5 25.0 0.0 17.7 60.7 6.5 7.0 1.4 0.0 0.0 0.0 0.0 20.3 6.4
Number of Traders in Each Category Total Traders: 24
7 4 0 . 5 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 65,281
Positions
6,599 14,533 238 42,340 36,449 2,925 1,232 4,170 426 266 3,283 0 11,255 3,257
Changes from: April 16, 2019 Total Change is: 1,103
-823 1,221 -33 1,679 303 69 436 -251 140 0 0 0 -365 -346
Percent of Open Interest Represented by Each Category of Trader
10.1 22.3 0.4 64.9 55.8 4.5 1.9 6.4 0.7 0.4 5.0 0.0 17.2 5.0
Number of Traders in Each Category Total Traders: 83
5 8 . 35 19 14 6 7 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 46,933
Positions
10,749 9,800 419 14,596 11,027 962 8,165 10,576 3,495 1,486 1,466 80 6,981 9,107
Changes from: April 16, 2019 Total Change is: 1,416
-404 801 131 41 1,310 -146 2,682 -10 -248 -574 -182 40 -105 -279
Percent of Open Interest Represented by Each Category of Trader
22.9 20.9 0.9 31.1 23.5 2.0 17.4 22.5 7.4 3.2 3.1 0.2 14.9 19.4
Number of Traders in Each Category Total Traders: 244
23 20 5 52 34 26 33 48 24 11 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 234,663
Positions
53,745 49,000 2,093 72,978 55,136 4,810 40,823 52,882 17,477 7,432 7,331 400 34,905 45,534
Changes from: April 16, 2019 Total Change is: 7,082
-2,022 4,003 655 204 6,549 -729 13,409 -52 -1,240 -2,868 -910 201 -527 -1,396
Percent of Open Interest Represented by Each Category of Trader
22.9 20.9 0.9 31.1 23.5 2.0 17.4 22.5 7.4 3.2 3.1 0.2 14.9 19.4
Number of Traders in Each Category Total Traders: 244
23 20 5 52 34 26 33 48 24 11 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 429,701
Positions
65,900 61,619 3,501 232,070 192,358 41,274 45,357 71,565 11,153 7,612 29,451 0 22,834 18,780
Changes from: April 16, 2019 Total Change is: -4,671
-2,710 1,422 -1,829 6,552 -1,439 185 -8,872 -1,634 -314 107 -1,666 0 2,210 604
Percent of Open Interest Represented by Each Category of Trader
15.3 14.3 0.8 54.0 44.8 9.6 10.6 16.7 2.6 1.8 6.9 0.0 5.3 4.4
Number of Traders in Each Category Total Traders: 278
25 17 7 72 51 43 40 53 29 11 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 25,644
Positions
5,745 0 0 12,897 1,059 309 657 19,920 6 713 0 0 5,317 4,350
Changes from: April 16, 2019 Total Change is: -261
0 0 0 8 0 0 -430 -1,094 5 0 0 0 156 828
Percent of Open Interest Represented by Each Category of Trader
22.4 0.0 0.0 50.3 4.1 1.2 2.6 77.7 0.0 2.8 0.0 0.0 20.7 17.0
Number of Traders in Each Category Total Traders: 31
. 0 0 15 . 4 . 6 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 61,515
Positions
2,946 24,716 322 19,289 4,476 968 29,067 3,404 300 0 400 0 8,623 26,929
Changes from: April 16, 2019 Total Change is: 224
459 2,257 25 1,539 -745 -152 -2,416 -27 -2 0 0 0 771 -1,132
Percent of Open Interest Represented by Each Category of Trader
4.8 40.2 0.5 31.4 7.3 1.6 47.3 5.5 0.5 0.0 0.7 0.0 14.0 43.8
Number of Traders in Each Category Total Traders: 69
7 17 . 14 8 8 13 9 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 332,415
Positions
34,180 196,068 3,835 247,411 86,413 17,849 12,714 19,316 298 5,557 1,408 0 10,571 7,228
Changes from: April 16, 2019 Total Change is: 3,139
-25 -247 12 4,054 4,093 -1,774 1,499 342 11 -2 -200 0 -636 902
Percent of Open Interest Represented by Each Category of Trader
10.3 59.0 1.2 74.4 26.0 5.4 3.8 5.8 0.1 1.7 0.4 0.0 3.2 2.2
Number of Traders in Each Category Total Traders: 166
15 14 6 64 36 27 15 15 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,321,220
Positions
73,033 932,263 2,538 989,058 175,930 97,105 85,779 73,738 1,773 31,646 20,553 3,094 37,194 14,226
Changes from: April 16, 2019 Total Change is: 2,374
955 -1,290 80 -1,618 3,874 -551 2,264 -1,710 -193 609 -339 -309 1,137 2,812
Percent of Open Interest Represented by Each Category of Trader
5.5 70.6 0.2 74.9 13.3 7.3 6.5 5.6 0.1 2.4 1.6 0.2 2.8 1.1
Number of Traders in Each Category Total Traders: 428
27 21 7 190 54 77 57 33 14 35 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 101,334
Positions
35,019 54,180 46,489 6,244 0 305 12,151 0 300 800 0 0 26 60
Changes from: April 16, 2019 Total Change is: 64
532 82 -18 50 0 0 -500 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
34.6 53.5 45.9 6.2 0.0 0.3 12.0 0.0 0.3 0.8 0.0 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 32
4 17 9 7 0 . . 0 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 1,132,838
Positions
11,102 58,972 17,106 423,392 345,908 221,587 100,797 145,393 140,171 25,421 36,183 8,748 184,515 158,771
Changes from: April 16, 2019 Total Change is: -19,261
213 -12,413 -2,780 -18,123 716 5,774 3,834 -1,417 -5,813 -1,114 971 -823 -429 -3,476
Percent of Open Interest Represented by Each Category of Trader
1.0 5.2 1.5 37.4 30.5 19.6 8.9 12.8 12.4 2.2 3.2 0.8 16.3 14.0
Number of Traders in Each Category Total Traders: 192
8 16 14 57 29 50 30 30 41 8 14 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 1,184,922
Positions
5,911 205,913 7,047 716,747 47,120 187,444 26,451 611,555 29,705 41,351 975 979 169,287 94,185
Changes from: April 16, 2019 Total Change is: 8,361
-354 -6,056 754 4,307 -1,475 2,299 -818 8,070 3,668 -651 247 -247 -597 1,101
Percent of Open Interest Represented by Each Category of Trader
0.5 17.4 0.6 60.5 4.0 15.8 2.2 51.6 2.5 3.5 0.1 0.1 14.3 7.9
Number of Traders in Each Category Total Traders: 133
. 14 5 63 18 55 8 24 13 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 3,831,433
Positions
111,738 347,237 40,948 1,829,986 588,329 274,339 608,545 2,004,419 278,139 492,301 168,589 14,311 181,126 115,122
Changes from: April 16, 2019 Total Change is: 118,903
-14,941 37,632 -8,304 54,318 56,091 -7,828 57,991 9,691 21,330 9,591 7,967 -1,549 8,296 3,873
Percent of Open Interest Represented by Each Category of Trader
2.9 9.1 1.1 47.8 15.4 7.2 15.9 52.3 7.3 12.8 4.4 0.4 4.7 3.0
Number of Traders in Each Category Total Traders: 364
17 29 12 120 35 79 62 59 47 24 18 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,916,104
Positions
196,931 209,924 267,055 1,666,371 984,037 878,759 401,912 1,228,572 570,272 372,243 225,953 96,584 465,976 454,947
Changes from: April 16, 2019 Total Change is: 20,344
-22,490 -30,813 22,418 -24,560 -51,849 48,877 3,958 42,110 -9,470 5,364 9,886 2,727 -6,480 -13,540
Percent of Open Interest Represented by Each Category of Trader
4.0 4.3 5.4 33.9 20.0 17.9 8.2 25.0 11.6 7.6 4.6 2.0 9.5 9.3
Number of Traders in Each Category Total Traders: 411
28 28 38 93 82 109 62 68 83 23 27 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 754,077
Positions
32,300 64,173 887 320,570 315,668 99,758 121,737 113,841 7,434 60,427 12,318 10 110,954 139,988
Changes from: April 16, 2019 Total Change is: 5,849
3,628 -3,786 -389 11,746 278 9,024 -9,830 3,439 94 1,596 3,490 -490 -9,530 -5,811
Percent of Open Interest Represented by Each Category of Trader
4.3 8.5 0.1 42.5 41.9 13.2 16.1 15.1 1.0 8.0 1.6 0.0 14.7 18.6
Number of Traders in Each Category Total Traders: 111
6 10 . 26 33 36 17 12 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 5,053,077
Positions
110,368 429,301 139,372 2,305,248 834,406 816,548 473,995 1,675,091 485,908 353,944 297,386 21,199 346,495 353,866
Changes from: April 16, 2019 Total Change is: 68,060
16,204 24,082 19,077 36,020 20,032 -388 33,021 17,742 -27,224 10,717 22,109 1,559 -20,925 -8,928
Percent of Open Interest Represented by Each Category of Trader
2.2 8.5 2.8 45.6 16.5 16.2 9.4 33.1 9.6 7.0 5.9 0.4 6.9 7.0
Number of Traders in Each Category Total Traders: 347
13 34 28 92 60 90 53 56 60 12 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,923,505
Positions
612,198 288,340 493,629 37,013 12,312 49,642 109,725 525,068 475,406 95,527 13,787 15,560 34,805 49,761
Changes from: April 16, 2019 Total Change is: 126,945
28,113 -6,892 56,140 -2,711 -1,315 3,774 -26,062 -23,325 92,956 -19,944 158 -2,876 -2,446 8,324
Percent of Open Interest Represented by Each Category of Trader
31.8 15.0 25.7 1.9 0.6 2.6 5.7 27.3 24.7 5.0 0.7 0.8 1.8 2.6
Number of Traders in Each Category Total Traders: 144
19 34 48 4 7 . 24 39 48 4 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is25,193,210
Positions
2,767,219 1,516,525 4,955,326 628,065 1,877,809 1,641,523 1,309,735 899,239 12,730,402 179,793 214,127 251,782 729,366 1,106,478
Changes from: April 16, 2019 Total Change is: 554,965
-24,675 -6,359 17,926 12,781 49,712 54,857 14,049 -41,409 466,398 -9,438 -19,483 14,068 8,999 19,256
Percent of Open Interest Represented by Each Category of Trader
11.0 6.0 19.7 2.5 7.5 6.5 5.2 3.6 50.5 0.7 0.8 1.0 2.9 4.4
Number of Traders in Each Category Total Traders: 302
26 40 60 17 33 41 64 76 122 15 26 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($2,500 x Contract IMM Index)
CFTC Code #134741 Open Interest is 61,356
Positions
8,054 17,667 5,001 1,107 0 0 26,960 18,418 19,960 0 0 0 274 310
Changes from: April 16, 2019 Total Change is: 4,416
-1,089 1,426 180 0 0 0 2,007 -569 3,190 0 0 0 128 189
Percent of Open Interest Represented by Each Category of Trader
13.1 28.8 8.2 1.8 0.0 0.0 43.9 30.0 32.5 0.0 0.0 0.0 0.4 0.5
Number of Traders in Each Category Total Traders: 33
. 8 6 . 0 0 10 10 16 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE ($4,167 x Contract IMM Index)
CFTC Code #134742 Open Interest is 59,827
Positions
11,252 9,904 11,364 4,710 2,784 50 17,140 19,993 14,683 500 902 0 128 147
Changes from: April 16, 2019 Total Change is: 10,160
326 -4,915 5,438 1,375 1,215 0 -3,481 475 7,332 100 902 0 -930 -287
Percent of Open Interest Represented by Each Category of Trader
18.8 16.6 19.0 7.9 4.7 0.1 28.6 33.4 24.5 0.8 1.5 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 56
10 6 9 . . . 18 16 19 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 21,484
Positions
2,386 6,889 0 1,362 5,301 0 10,220 5,379 75 7,420 1,200 0 21 2,640
Changes from: April 16, 2019 Total Change is: 1,621
2 1,615 0 0 38 0 1,644 11 4 -33 0 0 4 -47
Percent of Open Interest Represented by Each Category of Trader
11.1 32.1 0.0 6.3 24.7 0.0 47.6 25.0 0.3 34.5 5.6 0.0 0.1 12.3
Number of Traders in Each Category Total Traders: 36
. 4 0 . 10 0 5 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 16,460
Positions
2,830 8,139 0 741 2,102 9 12,836 4,449 0 0 237 0 44 1,524
Changes from: April 16, 2019 Total Change is: 4
2 93 0 -2 -20 0 32 -74 0 0 0 0 -28 5
Percent of Open Interest Represented by Each Category of Trader
17.2 49.4 0.0 4.5 12.8 0.1 78.0 27.0 0.0 0.0 1.4 0.0 0.3 9.3
Number of Traders in Each Category Total Traders: 29
. 5 0 . 8 . 4 6 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE 100,000 USD notional principal
CFTC Code #344601 Open Interest is 49,118
Positions
10,763 4,264 15,507 0 220 0 8,815 9,291 13,711 30 5,872 246 46 7
Changes from: April 16, 2019 Total Change is: 675
0 0 0 0 0 0 672 584 1 0 110 0 2 -20
Percent of Open Interest Represented by Each Category of Trader
21.9 8.7 31.6 0.0 0.4 0.0 17.9 18.9 27.9 0.1 12.0 0.5 0.1 0.0
Number of Traders in Each Category Total Traders: 22
. . . 0 . 0 . 4 . . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 2,710
Positions
55 0 0 0 0 0 206 1,332 0 1,161 1,233 0 1,288 145
Changes from: April 16, 2019 Total Change is: -54
0 0 0 0 0 0 -6 134 -96 -7 -38 0 55 -54
Percent of Open Interest Represented by Each Category of Trader
2.0 0.0 0.0 0.0 0.0 0.0 7.6 49.2 0.0 42.8 45.5 0.0 47.5 5.4
Number of Traders in Each Category Total Traders: 22
. 0 0 0 0 0 . 6 0 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN - CHICAGO MERCANTILE EXCHANGE (5 Bitcoins)
CFTC Code #133741 Open Interest is 4,313
Positions
0 158 0 245 132 4 2,025 2,458 152 501 1,173 0 1,386 236
Changes from: April 16, 2019 Total Change is: -11
0 0 0 82 -69 4 -247 -83 -24 -31 198 -17 222 -20
Percent of Open Interest Represented by Each Category of Trader
0.0 3.7 0.0 5.7 3.1 0.1 47.0 57.0 3.5 11.6 27.2 0.0 32.1 5.5
Number of Traders in Each Category Total Traders: 44
0 . 0 . . . 9 20 . 6 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 56,720
Positions
597 25,624 0 22,805 2,664 389 24,312 23,397 1,617 2,096 950 127 4,777 1,952
Changes from: April 16, 2019 Total Change is: 6,795
0 -60 0 1,494 50 -11 4,601 6,676 -116 35 135 96 696 25
Percent of Open Interest Represented by Each Category of Trader
1.1 45.2 0.0 40.2 4.7 0.7 42.9 41.3 2.9 3.7 1.7 0.2 8.4 3.4
Number of Traders in Each Category Total Traders: 108
. . 0 13 6 . 39 18 14 17 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 456,136
Positions
86,979 7,186 19,997 151,065 133,865 34,730 45,405 152,473 65,844 15,814 2,885 11,747 24,555 27,409
Changes from: April 16, 2019 Total Change is: -7,355
-4,961 -2,614 -12,914 14,074 11,157 1,152 -7,184 -5,080 464 -455 -668 2,524 -55 -1,376
Percent of Open Interest Represented by Each Category of Trader
19.1 1.6 4.4 33.1 29.3 7.6 10.0 33.4 14.4 3.5 0.6 2.6 5.4 6.0
Number of Traders in Each Category Total Traders: 204
20 7 15 22 37 25 29 56 51 13 10 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 23, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 27,834
Positions
1,355 1,131 1,143 23,687 4,827 39 174 20,416 100 1,155 125 0 181 53
Changes from: April 16, 2019 Total Change is: -182
0 12 0 -120 1,515 39 -24 -1,743 0 -10 -25 0 -67 20
Percent of Open Interest Represented by Each Category of Trader
4.9 4.1 4.1 85.1 17.3 0.1 0.6 73.3 0.4 4.1 0.4 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 42
. . . 13 4 . . 10 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 26, 2019