Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 153,275
Positions
42,876 2,449 3,843 28,581 41,424 4,188 10,873 45,685 17,976 13,244 2,047 11 31,685 35,653
Changes from: May 21, 2019 Total Change is: 25
-195 377 66 593 -2,240 59 669 2,059 -314 214 -7 -44 -1,023 70
Percent of Open Interest Represented by Each Category of Trader
28.0 1.6 2.5 18.6 27.0 2.7 7.1 29.8 11.7 8.6 1.3 0.0 20.7 23.3
Number of Traders in Each Category Total Traders: 107
11 . 9 11 20 12 13 33 17 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 87,747
Positions
60,098 1,440 1,030 985 28,075 708 13,876 25,702 1,469 919 1,516 0 8,663 27,807
Changes from: May 21, 2019 Total Change is: -2,601
-2,262 -176 -20 0 -2,216 384 -546 -1,686 81 0 15 0 -238 1,017
Percent of Open Interest Represented by Each Category of Trader
68.5 1.6 1.2 1.1 32.0 0.8 15.8 29.3 1.7 1.0 1.7 0.0 9.9 31.7
Number of Traders in Each Category Total Traders: 55
7 . . . 19 . 8 15 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 247,566
Positions
74,663 5,356 9,163 56,881 100,029 13,044 36,970 40,578 29,691 1 7,134 0 27,153 42,572
Changes from: May 21, 2019 Total Change is: 27,104
19,073 -494 906 -3,241 10,942 1,660 6,256 5,795 3,785 -73 0 -203 -1,057 4,714
Percent of Open Interest Represented by Each Category of Trader
30.2 2.2 3.7 23.0 40.4 5.3 14.9 16.4 12.0 0.0 2.9 0.0 11.0 17.2
Number of Traders in Each Category Total Traders: 125
10 4 8 15 28 14 27 38 24 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 201,946
Positions
63,082 16,468 7,052 30,466 57,971 10,201 28,278 47,973 24,880 6,454 2,357 593 30,941 34,453
Changes from: May 21, 2019 Total Change is: 4,505
-2,547 5,545 1,118 -1,237 -917 -10 -807 -1,587 2,626 1,739 -601 271 3,353 -1,940
Percent of Open Interest Represented by Each Category of Trader
31.2 8.2 3.5 15.1 28.7 5.1 14.0 23.8 12.3 3.2 1.2 0.3 15.3 17.1
Number of Traders in Each Category Total Traders: 127
8 6 8 18 27 17 18 38 23 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 595,571
Positions
37,984 88,550 31,624 302,501 162,324 36,136 26,737 143,708 50,219 16,517 17,715 2,183 91,670 63,111
Changes from: May 21, 2019 Total Change is: 22,708
-512 1,425 13,609 -3,440 1,847 1,157 419 -2,551 8,511 -261 223 846 2,379 -2,360
Percent of Open Interest Represented by Each Category of Trader
6.4 14.9 5.3 50.8 27.3 6.1 4.5 24.1 8.4 2.8 3.0 0.4 15.4 10.6
Number of Traders in Each Category Total Traders: 300
19 12 17 90 41 49 29 67 37 18 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 26,465
Positions
0 6,447 0 8,326 7,595 3,528 530 2,621 2 0 583 8 14,071 5,681
Changes from: May 21, 2019 Total Change is: -230
0 17 0 -386 -813 48 0 1,149 2 0 0 0 106 -633
Percent of Open Interest Represented by Each Category of Trader
0.0 24.4 0.0 31.5 28.7 13.3 2.0 9.9 0.0 0.0 2.2 0.0 53.2 21.5
Number of Traders in Each Category Total Traders: 22
0 . 0 9 7 8 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 27,427
Positions
4,330 4,164 569 8,106 12,856 2,309 6,088 957 3 0 0 0 6,022 6,569
Changes from: May 21, 2019 Total Change is: 643
-2 -640 -4 -507 630 -22 1,034 -39 -9 0 0 0 153 727
Percent of Open Interest Represented by Each Category of Trader
15.8 15.2 2.1 29.6 46.9 8.4 22.2 3.5 0.0 0.0 0.0 0.0 22.0 24.0
Number of Traders in Each Category Total Traders: 23
. . . 6 9 8 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 198,782
Positions
81,702 4,537 6,882 16,323 70,557 4,782 39,287 47,836 14,990 3,010 3,274 194 31,613 45,731
Changes from: May 21, 2019 Total Change is: -4,924
931 -495 1,099 -2,019 2,296 617 -383 -1,309 -2,622 -77 -3,717 179 -2,650 -973
Percent of Open Interest Represented by Each Category of Trader
41.1 2.3 3.5 8.2 35.5 2.4 19.8 24.1 7.5 1.5 1.6 0.1 15.9 23.0
Number of Traders in Each Category Total Traders: 105
9 . 9 13 20 14 22 28 16 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 62,849
Positions
0 51,410 50 49,678 0 0 3,453 9,998 0 7,683 408 0 1,985 983
Changes from: May 21, 2019 Total Change is: 4,023
-114 -44 0 3,607 0 0 -325 3,870 0 602 -54 0 253 251
Percent of Open Interest Represented by Each Category of Trader
0.0 81.8 0.1 79.0 0.0 0.0 5.5 15.9 0.0 12.2 0.6 0.0 3.2 1.6
Number of Traders in Each Category Total Traders: 34
0 4 . 7 0 0 11 9 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 275,720
Positions
266 156,699 1,028 165,154 17,028 10 92,451 59,735 6,929 2,995 31,166 0 6,887 3,125
Changes from: May 21, 2019 Total Change is: 3,408
0 -2,189 -50 1,245 -1,067 0 -2,908 2,293 5,011 13 -528 -23 120 -38
Percent of Open Interest Represented by Each Category of Trader
0.1 56.8 0.4 59.9 6.2 0.0 33.5 21.7 2.5 1.1 11.3 0.0 2.5 1.1
Number of Traders in Each Category Total Traders: 171
. 12 . 34 7 . 51 35 12 13 17 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 53,396
Positions
23,638 0 65 898 37,932 3,808 19,784 6,954 1,823 1,171 710 0 2,209 2,104
Changes from: May 21, 2019 Total Change is: 8,077
-5 0 65 8 4,258 3,808 2,087 -1,989 1,820 160 100 0 134 15
Percent of Open Interest Represented by Each Category of Trader
44.3 0.0 0.1 1.7 71.0 7.1 37.1 13.0 3.4 2.2 1.3 0.0 4.1 3.9
Number of Traders in Each Category Total Traders: 48
. 0 . . 8 . 10 19 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 62,033
Positions
32,797 1,188 55 3,745 29,447 216 19,544 18,860 2,165 663 3,664 5 2,843 6,433
Changes from: May 21, 2019 Total Change is: 3,394
6,287 -188 -211 232 3,578 -15 -2,955 261 -115 251 299 0 -80 -215
Percent of Open Interest Represented by Each Category of Trader
52.9 1.9 0.1 6.0 47.5 0.3 31.5 30.4 3.5 1.1 5.9 0.0 4.6 10.4
Number of Traders in Each Category Total Traders: 98
10 . . 6 19 . 21 32 7 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 14,818
Positions
5,951 3,398 1,769 3,862 2,236 0 2,566 5,090 4 0 117 0 666 2,204
Changes from: May 21, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
40.2 22.9 11.9 26.1 15.1 0.0 17.3 34.4 0.0 0.0 0.8 0.0 4.5 14.9
Number of Traders in Each Category Total Traders: 21
. . . . . 0 . 9 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 40,120
Positions
9,580 17,017 1,179 7,271 614 3,543 7,383 7,226 1,147 1,797 1,627 0 8,221 7,768
Changes from: May 21, 2019 Total Change is: 1,056
2,464 714 -159 -4,487 143 1,821 355 -1,181 497 -7 319 0 572 -1,097
Percent of Open Interest Represented by Each Category of Trader
23.9 42.4 2.9 18.1 1.5 8.8 18.4 18.0 2.9 4.5 4.1 0.0 20.5 19.4
Number of Traders in Each Category Total Traders: 99
13 15 6 14 5 6 20 17 12 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 80,239
Positions
19,159 34,035 2,359 14,542 1,227 7,085 14,766 14,451 2,293 3,594 3,253 0 16,441 15,536
Changes from: May 21, 2019 Total Change is: 2,111
4,927 1,428 -319 -8,973 285 3,642 709 -2,362 994 -15 637 0 1,145 -2,194
Percent of Open Interest Represented by Each Category of Trader
23.9 42.4 2.9 18.1 1.5 8.8 18.4 18.0 2.9 4.5 4.1 0.0 20.5 19.4
Number of Traders in Each Category Total Traders: 99
13 15 6 14 5 6 20 17 12 4 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 27,397
Positions
1,888 20,835 0 22,267 1,482 449 435 1,812 0 796 452 0 1,562 2,367
Changes from: May 21, 2019 Total Change is: -1,508
0 -1,337 0 -1,330 132 -132 0 -248 0 0 0 0 -46 77
Percent of Open Interest Represented by Each Category of Trader
6.9 76.0 0.0 81.3 5.4 1.6 1.6 6.6 0.0 2.9 1.6 0.0 5.7 8.6
Number of Traders in Each Category Total Traders: 24
. 7 0 10 . . . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 822,740
Positions
57,654 134,512 49,550 269,011 130,308 68,814 49,612 74,893 179,256 25,843 62,297 33,443 89,556 89,667
Changes from: May 21, 2019 Total Change is: 33,655
-644 3,042 -681 1,273 3,076 2,981 -59 -3,773 17,932 2,781 354 9,618 454 1,106
Percent of Open Interest Represented by Each Category of Trader
7.0 16.3 6.0 32.7 15.8 8.4 6.0 9.1 21.8 3.1 7.6 4.1 10.9 10.9
Number of Traders in Each Category Total Traders: 649
33 35 50 170 104 148 79 114 104 62 51 58
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 65,580
Positions
10,789 20,116 1,545 4,921 1,157 775 6,503 11,020 13,585 56 79 611 26,796 16,692
Changes from: May 21, 2019 Total Change is: 1,515
105 -23 117 993 -250 -481 953 1,048 -270 19 49 181 -103 1,144
Percent of Open Interest Represented by Each Category of Trader
16.5 30.7 2.4 7.5 1.8 1.2 9.9 16.8 20.7 0.1 0.1 0.9 40.9 25.5
Number of Traders in Each Category Total Traders: 55
6 11 6 . . . 9 15 19 8 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 15,091
Positions
6,952 11,396 0 3,429 0 1,607 954 856 234 0 300 0 1,915 698
Changes from: May 21, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
46.1 75.5 0.0 22.7 0.0 10.6 6.3 5.7 1.6 0.0 2.0 0.0 12.7 4.6
Number of Traders in Each Category Total Traders: 21
5 7 0 . 0 . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 14,251
Positions
5,508 12,491 0 6,474 0 22 0 453 45 323 0 0 1,879 1,240
Changes from: May 21, 2019 Total Change is: 39
-52 -81 0 48 0 0 0 -142 0 0 0 0 43 262
Percent of Open Interest Represented by Each Category of Trader
38.6 87.6 0.0 45.4 0.0 0.2 0.0 3.2 0.3 2.3 0.0 0.0 13.2 8.7
Number of Traders in Each Category Total Traders: 20
5 6 0 6 0 . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 3,785,801
Positions
255,009 592,662 219,343 1,324,630 649,937 336,019 282,694 386,511 761,209 128,937 311,087 164,160 313,800 364,874
Changes from: May 21, 2019 Total Change is: 160,700
-4,085 14,979 -3,647 1,403 16,630 17,307 9,396 -9,645 76,554 13,806 1,529 47,182 2,784 -189
Percent of Open Interest Represented by Each Category of Trader
6.7 15.7 5.8 35.0 17.2 8.9 7.5 10.2 20.1 3.4 8.2 4.3 8.3 9.6
Number of Traders in Each Category Total Traders: 632
33 34 48 171 102 147 76 108 98 57 50 55
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 30,599
Positions
2,493 10,238 15,842 8,438 1,107 895 225 528 89 0 0 0 2,617 1,900
Changes from: May 21, 2019 Total Change is: -2,393
0 -86 -2,158 -100 0 0 -89 0 89 0 0 0 -135 -238
Percent of Open Interest Represented by Each Category of Trader
8.1 33.5 51.8 27.6 3.6 2.9 0.7 1.7 0.3 0.0 0.0 0.0 8.6 6.2
Number of Traders in Each Category Total Traders: 24
4 9 4 7 . . . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 16,221
Positions
8,250 4,006 0 3,181 9,128 857 610 571 0 0 253 0 3,323 1,406
Changes from: May 21, 2019 Total Change is: 367
240 0 0 -3 260 -20 13 342 0 0 0 0 137 -215
Percent of Open Interest Represented by Each Category of Trader
50.9 24.7 0.0 19.6 56.3 5.3 3.8 3.5 0.0 0.0 1.6 0.0 20.5 8.7
Number of Traders in Each Category Total Traders: 22
5 . 0 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 64,515
Positions
3,820 12,444 540 42,085 37,907 2,581 1,861 1,055 5 2,175 7,644 0 11,448 2,339
Changes from: May 21, 2019 Total Change is: -982
24 -1,230 93 -1,384 601 42 162 -330 -66 0 0 0 147 -92
Percent of Open Interest Represented by Each Category of Trader
5.9 19.3 0.8 65.2 58.8 4.0 2.9 1.6 0.0 3.4 11.8 0.0 17.7 3.6
Number of Traders in Each Category Total Traders: 70
. 7 . 34 16 13 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 48,703
Positions
10,872 9,153 277 15,795 8,882 1,207 7,929 14,370 3,766 1,273 2,638 97 7,486 8,312
Changes from: May 21, 2019 Total Change is: 1,679
139 -299 41 1,161 1,814 -296 -121 259 397 -43 -4 -41 441 -193
Percent of Open Interest Represented by Each Category of Trader
22.3 18.8 0.6 32.4 18.2 2.5 16.3 29.5 7.7 2.6 5.4 0.2 15.4 17.1
Number of Traders in Each Category Total Traders: 258
19 24 6 50 33 22 34 57 23 16 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 243,516
Positions
54,360 45,764 1,386 78,974 44,411 6,037 39,644 71,849 18,831 6,367 13,192 484 37,432 41,562
Changes from: May 21, 2019 Total Change is: 8,395
695 -1,495 207 5,804 9,072 -1,478 -605 1,296 1,985 -214 -22 -206 2,207 -964
Percent of Open Interest Represented by Each Category of Trader
22.3 18.8 0.6 32.4 18.2 2.5 16.3 29.5 7.7 2.6 5.4 0.2 15.4 17.1
Number of Traders in Each Category Total Traders: 258
19 24 6 50 33 22 34 57 23 16 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 432,078
Positions
64,771 62,091 4,329 229,589 187,461 38,733 53,691 75,104 9,675 10,719 34,073 0 20,571 20,612
Changes from: May 21, 2019 Total Change is: -472
-667 -6,594 636 -4,758 1,097 538 5,764 1,115 747 -1,355 1,563 -39 -1,337 465
Percent of Open Interest Represented by Each Category of Trader
15.0 14.4 1.0 53.1 43.4 9.0 12.4 17.4 2.2 2.5 7.9 0.0 4.8 4.8
Number of Traders in Each Category Total Traders: 288
23 21 8 71 50 46 45 52 27 11 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 26,640
Positions
5,744 253 0 11,260 588 222 1,130 20,180 510 1,544 0 401 5,829 4,486
Changes from: May 21, 2019 Total Change is: 1,911
0 253 0 -206 -73 -3 900 320 21 106 0 401 692 992
Percent of Open Interest Represented by Each Category of Trader
21.6 0.9 0.0 42.3 2.2 0.8 4.2 75.8 1.9 5.8 0.0 1.5 21.9 16.8
Number of Traders in Each Category Total Traders: 30
. . 0 12 . . . 5 4 4 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 65,642
Positions
4,548 18,206 844 20,290 14,064 505 29,420 8,325 578 0 1,090 388 9,069 21,642
Changes from: May 21, 2019 Total Change is: -768
-1,411 -102 69 -211 1,508 -87 673 2,760 105 0 112 388 -294 -5,521
Percent of Open Interest Represented by Each Category of Trader
6.9 27.7 1.3 30.9 21.4 0.8 44.8 12.7 0.9 0.0 1.7 0.6 13.8 33.0
Number of Traders in Each Category Total Traders: 73
8 13 . 13 9 6 14 13 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 332,276
Positions
36,673 192,558 4,310 238,737 100,119 20,205 12,975 7,187 238 9,452 1,454 0 9,686 6,205
Changes from: May 21, 2019 Total Change is: -3,683
-4,425 -4,082 498 -556 2,041 445 281 -1,889 -34 276 29 0 -168 -691
Percent of Open Interest Represented by Each Category of Trader
11.0 58.0 1.3 71.8 30.1 6.1 3.9 2.2 0.1 2.8 0.4 0.0 2.9 1.9
Number of Traders in Each Category Total Traders: 162
14 12 7 64 37 28 13 13 4 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 1,209,902
Positions
69,500 773,172 1,240 843,402 214,471 137,463 78,060 49,261 4,078 37,599 7,142 4,223 34,337 18,852
Changes from: May 21, 2019 Total Change is: -970
4,181 -14,989 -485 -34,682 10,061 18,564 8,548 -12,357 1,570 2,877 -939 -48 -1,495 -2,347
Percent of Open Interest Represented by Each Category of Trader
5.7 63.9 0.1 69.7 17.7 11.4 6.5 4.1 0.3 3.1 0.6 0.3 2.8 1.6
Number of Traders in Each Category Total Traders: 420
26 22 6 168 73 90 52 34 20 35 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 108,167
Positions
40,719 50,887 47,809 4,409 420 425 12,894 0 235 800 7,480 851 25 60
Changes from: May 21, 2019 Total Change is: -11
2,683 1,834 -2,551 0 0 0 411 0 47 0 1,260 -601 0 0
Percent of Open Interest Represented by Each Category of Trader
37.6 47.0 44.2 4.1 0.4 0.4 11.9 0.0 0.2 0.7 6.9 0.8 0.0 0.1
Number of Traders in Each Category Total Traders: 34
4 18 8 5 . . 4 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 1,166,888
Positions
6,478 89,694 29,592 428,470 336,417 220,778 97,510 147,237 141,899 26,257 50,398 7,263 208,642 143,610
Changes from: May 21, 2019 Total Change is: -71,718
-504 -770 -20,092 -6,319 6,712 -11,171 5,429 3,648 -48,132 -164 2,241 -37 9,272 -4,116
Percent of Open Interest Represented by Each Category of Trader
0.6 7.7 2.5 36.7 28.8 18.9 8.4 12.6 12.2 2.3 4.3 0.6 17.9 12.3
Number of Traders in Each Category Total Traders: 189
6 15 13 55 29 50 29 34 43 8 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 1,255,605
Positions
4,279 164,177 1,201 750,818 34,774 181,048 19,611 643,841 83,286 36,577 50,468 344 178,441 96,466
Changes from: May 21, 2019 Total Change is: -9,948
-2,733 -9,193 -20,555 1,334 888 3,134 -410 -195 6,785 -2,642 -3,513 -161 5,300 12,862
Percent of Open Interest Represented by Each Category of Trader
0.3 13.1 0.1 59.8 2.8 14.4 1.6 51.3 6.6 2.9 4.0 0.0 14.2 7.7
Number of Traders in Each Category Total Traders: 134
. 13 4 67 13 53 5 29 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 3,843,458
Positions
141,749 335,773 91,143 1,813,094 566,689 303,511 633,236 2,040,540 127,031 513,994 230,665 22,624 197,075 125,482
Changes from: May 21, 2019 Total Change is: -269,078
30,938 48,059 -12,727 -65,641 -45,192 22,653 -80,513 -129,866 -167,687 5,935 2,032 5,736 -7,772 7,914
Percent of Open Interest Represented by Each Category of Trader
3.7 8.7 2.4 47.2 14.7 7.9 16.5 53.1 3.3 13.4 6.0 0.6 5.1 3.3
Number of Traders in Each Category Total Traders: 375
24 32 20 122 28 74 64 59 54 27 19 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 5,161,855
Positions
213,214 259,213 246,112 1,692,005 854,765 785,839 364,477 1,242,675 899,322 272,143 259,711 98,644 590,098 515,573
Changes from: May 21, 2019 Total Change is: 143,808
17,186 26,495 -77,977 -41,734 -81,717 -49,243 -22,259 -34,495 260,932 -25,636 11,036 18,971 63,569 69,808
Percent of Open Interest Represented by Each Category of Trader
4.1 5.0 4.8 32.8 16.6 15.2 7.1 24.1 17.4 5.3 5.0 1.9 11.4 10.0
Number of Traders in Each Category Total Traders: 387
26 32 44 104 61 106 64 56 85 18 26 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 778,223
Positions
19,107 62,932 16,271 318,611 275,122 98,575 108,378 100,612 26,957 58,082 26,957 2,020 130,222 168,777
Changes from: May 21, 2019 Total Change is: 8,024
-4,738 100 15,598 -9,408 -7,682 -11,182 -9,466 -16,705 12,394 -2,158 3,925 2,020 14,964 9,556
Percent of Open Interest Represented by Each Category of Trader
2.5 8.1 2.1 40.9 35.4 12.7 13.9 12.9 3.5 7.5 3.5 0.3 16.7 21.7
Number of Traders in Each Category Total Traders: 107
5 8 6 23 30 32 21 10 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 5,293,874
Positions
57,022 532,320 144,322 2,368,800 793,488 823,076 505,391 1,663,904 597,146 339,199 331,536 17,406 441,511 390,675
Changes from: May 21, 2019 Total Change is: -1,617
5,616 68,262 -27,546 -57,709 -30,739 -47,661 17,802 -68,766 59,990 -38,900 21,893 -3,007 89,799 25,959
Percent of Open Interest Represented by Each Category of Trader
1.1 10.1 2.7 44.7 15.0 15.5 9.5 31.4 11.3 6.4 6.3 0.3 8.3 7.4
Number of Traders in Each Category Total Traders: 331
15 32 25 90 52 84 46 58 76 14 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 2,403,719
Positions
692,281 201,407 654,792 4,181 91,768 54,286 214,449 714,269 594,241 131,511 20,022 21,816 36,163 51,119
Changes from: May 21, 2019 Total Change is: 102,674
39,670 -24,484 24,497 -986 1,270 604 19,322 89,373 7,039 7,852 713 441 4,235 3,222
Percent of Open Interest Represented by Each Category of Trader
28.8 8.4 27.2 0.2 3.8 2.3 8.9 29.7 24.7 5.5 0.8 0.9 1.5 2.1
Number of Traders in Each Category Total Traders: 151
26 32 47 . 6 6 28 34 46 7 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 is29,038,099
Positions
2,378,308 2,241,450 5,524,923 707,002 1,188,966 1,828,226 1,598,509 975,038 15,560,978 376,590 296,953 372,131 691,432 1,049,434
Changes from: May 21, 2019 Total Change is: 2,035,758
-49,602 113,480 412,423 50,839 -105,823 86,740 96,037 83,396 1,415,850 13,280 32,917 29,415 -19,224 -32,641
Percent of Open Interest Represented by Each Category of Trader
8.2 7.7 19.0 2.4 4.1 6.3 5.5 3.4 53.6 1.3 1.0 1.3 2.4 3.6
Number of Traders in Each Category Total Traders: 331
29 48 72 20 31 39 60 86 128 19 31 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 77,222
Positions
7,218 19,349 5,334 679 3,972 1,350 35,007 19,461 26,316 0 56 0 1,318 1,384
Changes from: May 21, 2019 Total Change is: 2,925
461 -250 342 0 203 0 -51 432 2,052 0 0 0 121 146
Percent of Open Interest Represented by Each Category of Trader
9.3 25.1 6.9 0.9 5.1 1.7 45.3 25.2 34.1 0.0 0.1 0.0 1.7 1.8
Number of Traders in Each Category Total Traders: 40
4 7 8 . . . 13 9 20 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 78,489
Positions
16,412 15,793 10,425 5,354 0 285 20,301 26,574 24,628 650 0 0 434 784
Changes from: May 21, 2019 Total Change is: 396
1,731 39 -2,830 25 0 -125 1,048 2,643 436 0 0 0 111 233
Percent of Open Interest Represented by Each Category of Trader
20.9 20.1 13.3 6.8 0.0 0.4 25.9 33.9 31.4 0.8 0.0 0.0 0.6 1.0
Number of Traders in Each Category Total Traders: 54
7 10 10 . 0 . 16 16 23 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 24,290
Positions
2,397 10,066 0 1,284 4,270 0 13,121 6,542 86 7,356 1,220 0 46 2,106
Changes from: May 21, 2019 Total Change is: 631
9 210 0 9 45 0 495 295 11 67 0 0 40 70
Percent of Open Interest Represented by Each Category of Trader
9.9 41.4 0.0 5.3 17.6 0.0 54.0 26.9 0.4 30.3 5.0 0.0 0.2 8.7
Number of Traders in Each Category Total Traders: 34
. 4 0 . 10 0 4 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 19,773
Positions
2,879 8,521 0 1,209 2,056 9 15,647 6,761 0 0 237 0 29 2,189
Changes from: May 21, 2019 Total Change is: 1,000
21 87 0 0 0 0 977 688 0 0 0 0 2 225
Percent of Open Interest Represented by Each Category of Trader
14.6 43.1 0.0 6.1 10.4 0.0 79.1 34.2 0.0 0.0 1.2 0.0 0.1 11.1
Number of Traders in Each Category Total Traders: 31
. 5 0 . 9 . 4 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 51,004
Positions
11,263 5,164 15,507 0 70 0 10,227 10,377 13,711 30 5,905 246 20 24
Changes from: May 21, 2019 Total Change is: 115
250 58 0 0 0 0 -155 217 0 0 -179 0 20 19
Percent of Open Interest Represented by Each Category of Trader
22.1 10.1 30.4 0.0 0.1 0.0 20.1 20.3 26.9 0.1 11.6 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. . . 0 . 0 5 5 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 5,190
Positions
0 123 0 319 0 0 2,709 2,763 371 238 1,577 0 1,553 356
Changes from: May 21, 2019 Total Change is: 540
0 0 0 96 0 0 355 265 -13 -30 326 0 132 -38
Percent of Open Interest Represented by Each Category of Trader
0.0 2.4 0.0 6.1 0.0 0.0 52.2 53.2 7.1 4.6 30.4 0.0 29.9 6.9
Number of Traders in Each Category Total Traders: 47
0 . 0 4 0 0 18 15 6 6 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 50,115
Positions
302 26,476 0 21,135 2,605 396 19,239 16,197 1,626 1,987 909 300 5,130 1,606
Changes from: May 21, 2019 Total Change is: -1,762
-45 0 0 48 0 1 -1,611 -1,914 243 -71 100 69 -396 -261
Percent of Open Interest Represented by Each Category of Trader
0.6 52.8 0.0 42.2 5.2 0.8 38.4 32.3 3.2 4.0 1.8 0.6 10.2 3.2
Number of Traders in Each Category Total Traders: 99
. . 0 14 6 . 32 18 12 17 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 366,195
Positions
50,689 17,654 18,446 138,902 78,339 23,159 25,849 124,101 61,754 12,766 3,331 12,189 22,441 27,222
Changes from: May 21, 2019 Total Change is: -3,788
868 -2,486 -4,897 12,842 4,451 -2,802 -9,582 5,005 -2,889 1,711 147 923 38 -1,240
Percent of Open Interest Represented by Each Category of Trader
13.8 4.8 5.0 37.9 21.4 6.3 7.1 33.9 16.9 3.5 0.9 3.3 6.1 7.4
Number of Traders in Each Category Total Traders: 193
12 14 18 30 22 21 32 50 46 11 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 28, 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 31,924
Positions
1,955 657 1,151 14,452 19,869 0 12,908 9,871 102 1,183 239 0 173 35
Changes from: May 21, 2019 Total Change is: -1,007
-270 10 4 -15 925 0 -788 -1,946 0 56 -1 0 6 1
Percent of Open Interest Represented by Each Category of Trader
6.1 2.1 3.6 45.3 62.2 0.0 40.4 30.9 0.3 3.7 0.7 0.0 0.5 0.1
Number of Traders in Each Category Total Traders: 44
4 . . 11 4 0 5 8 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 31, 2019