Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 173,318
Positions
5,887 24,325 13,538 29,298 30,387 6,688 16,479 49,022 17,920 19,187 2,463 17 64,303 28,956
Changes from: June 11, 2019 Total Change is: 649
-23,028 9,186 -3,333 -3,464 -1,130 2,312 -2,332 -8,459 1,719 -597 24 -31 29,402 361
Percent of Open Interest Represented by Each Category of Trader
3.4 14.0 7.8 16.9 17.5 3.9 9.5 28.3 10.3 11.1 1.4 0.0 37.1 16.7
Number of Traders in Each Category Total Traders: 109
8 7 9 11 17 12 18 28 19 16 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 59,983
Positions
30,456 1,399 1,220 2,445 18,257 585 15,427 14,751 642 931 1,482 0 8,278 21,648
Changes from: June 11, 2019 Total Change is: -13,162
-9,740 -1,955 -3,768 912 2,671 -721 944 -8,294 173 0 -6 0 -962 -1,261
Percent of Open Interest Represented by Each Category of Trader
50.8 2.3 2.0 4.1 30.4 1.0 25.7 24.6 1.1 1.6 2.5 0.0 13.8 36.1
Number of Traders in Each Category Total Traders: 52
4 . . 4 17 . 10 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 227,724
Positions
86,238 3,795 3,253 55,310 104,722 6,887 28,720 40,774 20,726 962 7,581 305 25,324 39,683
Changes from: June 11, 2019 Total Change is: -8,081
2,802 -1,887 -16,084 1,621 1,547 751 3,067 8,168 -446 737 767 167 -699 -1,064
Percent of Open Interest Represented by Each Category of Trader
37.9 1.7 1.4 24.3 46.0 3.0 12.6 17.9 9.1 0.4 3.3 0.1 11.1 17.4
Number of Traders in Each Category Total Traders: 136
12 . 7 16 31 12 22 44 25 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 146,942
Positions
4,659 13,409 5,741 35,902 39,106 10,264 34,864 26,410 18,958 6,719 1,988 217 29,618 30,849
Changes from: June 11, 2019 Total Change is: -45,224
-34,590 -5,472 -14,496 130 -5,218 300 8,798 -15,445 -3,883 140 -69 -127 -1,496 -813
Percent of Open Interest Represented by Each Category of Trader
3.2 9.1 3.9 24.4 26.6 7.0 23.7 18.0 12.9 4.6 1.4 0.1 20.2 21.0
Number of Traders in Each Category Total Traders: 117
5 7 7 24 24 16 23 28 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 559,379
Positions
36,545 123,994 11,432 298,115 151,290 33,462 25,787 124,641 39,886 24,946 11,678 2,383 86,823 60,614
Changes from: June 11, 2019 Total Change is: -37,944
2,184 18,014 -29,766 -6,131 -1,635 -1,947 3,872 -11,146 -3,976 3,045 -470 941 -6,166 -7,958
Percent of Open Interest Represented by Each Category of Trader
6.5 22.2 2.0 53.3 27.0 6.0 4.6 22.3 7.1 4.5 2.1 0.4 15.5 10.8
Number of Traders in Each Category Total Traders: 287
18 12 14 89 41 48 25 62 25 21 19 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 25,075
Positions
0 9,587 0 9,015 5,763 2,343 1,024 1,606 0 0 589 2 12,691 5,185
Changes from: June 11, 2019 Total Change is: -1,579
0 2,041 -54 -298 186 -163 494 -2,322 -476 0 1 -1 -1,081 -791
Percent of Open Interest Represented by Each Category of Trader
0.0 38.2 0.0 36.0 23.0 9.3 4.1 6.4 0.0 0.0 2.3 0.0 50.6 20.7
Number of Traders in Each Category Total Traders: 21
0 . 0 11 4 8 . . 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 28,648
Positions
4,375 4,528 1,459 7,554 10,613 2,298 5,057 957 1,916 0 1,850 0 5,989 5,027
Changes from: June 11, 2019 Total Change is: 1,554
-24 542 886 -831 84 51 1,318 10 115 0 300 0 39 -434
Percent of Open Interest Represented by Each Category of Trader
15.3 15.8 5.1 26.4 37.0 8.0 17.7 3.3 6.7 0.0 6.5 0.0 20.9 17.5
Number of Traders in Each Category Total Traders: 23
. . . 6 8 8 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 194,403
Positions
77,116 4,572 2,559 13,942 63,741 4,035 48,102 56,377 15,776 2,493 2,435 210 30,171 44,699
Changes from: June 11, 2019 Total Change is: -17,989
7,512 -271 -31,950 392 5,300 456 13,039 11,034 -2,941 -2,430 -865 -203 -1,864 1,451
Percent of Open Interest Represented by Each Category of Trader
39.7 2.4 1.3 7.2 32.8 2.1 24.7 29.0 8.1 1.3 1.3 0.1 15.5 23.0
Number of Traders in Each Category Total Traders: 107
10 . 5 11 20 13 25 32 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 61,735
Positions
0 44,430 0 54,267 0 0 4,233 15,520 0 1,183 1,030 0 2,052 755
Changes from: June 11, 2019 Total Change is: -1,443
0 -7,188 -1,000 6,036 0 0 1,054 6,736 -555 -6,638 630 0 -340 -66
Percent of Open Interest Represented by Each Category of Trader
0.0 72.0 0.0 87.9 0.0 0.0 6.9 25.1 0.0 1.9 1.7 0.0 3.3 1.2
Number of Traders in Each Category Total Traders: 37
0 4 0 8 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 203,524
Positions
233 132,530 822 126,963 17,738 183 65,247 32,725 738 2,445 15,947 32 6,860 2,809
Changes from: June 11, 2019 Total Change is: -19,172
-292 2,485 -1,478 -445 1,049 -373 -402 -3,095 -16,926 275 -1,130 32 437 264
Percent of Open Interest Represented by Each Category of Trader
0.1 65.1 0.4 62.4 8.7 0.1 32.1 16.1 0.4 1.2 7.8 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 141
. 6 . 26 10 . 48 29 6 10 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 42,985
Positions
27,677 0 3,350 1,267 12,727 315 7,042 23,656 903 575 460 0 1,856 1,574
Changes from: June 11, 2019 Total Change is: 875
-1,714 0 2,249 -29 -7,431 315 2,244 7,592 -1,763 -236 -10 0 -191 -77
Percent of Open Interest Represented by Each Category of Trader
64.4 0.0 7.8 2.9 29.6 0.7 16.4 55.0 2.1 1.3 1.1 0.0 4.3 3.7
Number of Traders in Each Category Total Traders: 40
. 0 . . 4 . 8 19 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 64,289
Positions
40,044 1,032 10 3,077 33,417 337 14,617 16,961 1,922 1,548 4,076 8 2,725 6,526
Changes from: June 11, 2019 Total Change is: 1,750
5,202 -2,105 -1,158 -70 4,241 -154 -363 573 -11 -1,056 218 3 -643 144
Percent of Open Interest Represented by Each Category of Trader
62.3 1.6 0.0 4.8 52.0 0.5 22.7 26.4 3.0 2.4 6.3 0.0 4.2 10.2
Number of Traders in Each Category Total Traders: 104
10 . . 6 24 . 19 32 5 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 11,008
Positions
6,568 2,653 0 0 2,862 0 3,530 3,354 0 173 220 0 737 1,919
Changes from: June 11, 2019 Total Change is: -1,264
524 -1,123 0 -119 501 -2 -1,662 -296 0 4 -35 0 -9 -309
Percent of Open Interest Represented by Each Category of Trader
59.7 24.1 0.0 0.0 26.0 0.0 32.1 30.5 0.0 1.6 2.0 0.0 6.7 17.4
Number of Traders in Each Category Total Traders: 24
. . 0 0 5 0 8 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 44,321
Positions
10,015 18,322 5,162 9,228 723 721 6,932 5,667 1,638 2,110 1,532 57 8,459 10,501
Changes from: June 11, 2019 Total Change is: 6,466
-1,640 3,463 3,297 3,135 -540 -1,109 587 -848 727 515 201 57 898 1,220
Percent of Open Interest Represented by Each Category of Trader
22.6 41.3 11.6 20.8 1.6 1.6 15.6 12.8 3.7 4.8 3.5 0.1 19.1 23.7
Number of Traders in Each Category Total Traders: 100
15 15 13 15 4 5 21 17 13 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 88,642
Positions
20,031 36,643 10,323 18,456 1,446 1,441 13,863 11,334 3,276 4,219 3,063 113 16,919 21,003
Changes from: June 11, 2019 Total Change is: 12,932
-3,279 6,926 6,593 6,269 -1,080 -2,218 1,174 -1,697 1,453 1,030 402 113 1,796 2,439
Percent of Open Interest Represented by Each Category of Trader
22.6 41.3 11.6 20.8 1.6 1.6 15.6 12.8 3.7 4.8 3.5 0.1 19.1 23.7
Number of Traders in Each Category Total Traders: 100
15 15 13 15 4 5 21 17 13 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 33,276
Positions
1,948 21,803 3,932 22,632 639 654 814 1,205 0 796 1,224 0 2,500 3,819
Changes from: June 11, 2019 Total Change is: 4,928
329 858 3,932 -777 -805 74 379 -662 0 0 -8 0 991 1,539
Percent of Open Interest Represented by Each Category of Trader
5.9 65.5 11.8 68.0 1.9 2.0 2.4 3.6 0.0 2.4 3.7 0.0 7.5 11.5
Number of Traders in Each Category Total Traders: 26
. 6 . 12 . 4 . . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 906,385
Positions
50,490 126,012 92,638 286,954 127,752 81,617 54,844 95,240 194,173 18,705 63,558 24,145 102,819 101,249
Changes from: June 11, 2019 Total Change is: 85,250
612 -718 26,218 1,304 1,715 13,590 3,891 8,508 17,100 -1,850 -453 5,668 18,716 13,622
Percent of Open Interest Represented by Each Category of Trader
5.6 13.9 10.2 31.7 14.1 9.0 6.1 10.5 21.4 2.1 7.0 2.7 11.3 11.2
Number of Traders in Each Category Total Traders: 632
35 37 55 165 99 134 93 100 124 50 52 56
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 87,344
Positions
6,788 22,021 8,674 5,550 1,682 3,920 11,229 10,468 20,447 33 34 386 30,316 19,710
Changes from: June 11, 2019 Total Change is: 16,965
-3,130 2,753 7,014 -1 -50 1,262 1,659 1,248 4,583 -21 26 116 5,483 13
Percent of Open Interest Represented by Each Category of Trader
7.8 25.2 9.9 6.4 1.9 4.5 12.9 12.0 23.4 0.0 0.0 0.4 34.7 22.6
Number of Traders in Each Category Total Traders: 53
. 12 8 . . . 8 16 19 6 . 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 23,284
Positions
10,589 13,060 2,353 5,601 3,876 1,607 1,313 932 0 0 300 0 1,821 1,156
Changes from: June 11, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
45.5 56.1 10.1 24.1 16.6 6.9 5.6 4.0 0.0 0.0 1.3 0.0 7.8 5.0
Number of Traders in Each Category Total Traders: 25
5 7 . 6 . . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 17,822
Positions
5,320 12,330 4,153 4,979 0 74 318 754 0 373 0 0 2,605 511
Changes from: June 11, 2019 Total Change is: 3,324
60 99 3,244 -482 0 0 63 200 0 50 0 0 389 -219
Percent of Open Interest Represented by Each Category of Trader
29.9 69.2 23.3 27.9 0.0 0.4 1.8 4.2 0.0 2.1 0.0 0.0 14.6 2.9
Number of Traders in Each Category Total Traders: 21
5 6 7 5 0 . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 4,095,207
Positions
248,842 550,290 389,485 1,414,617 637,944 380,886 276,292 482,085 810,409 93,362 317,622 118,794 362,519 407,692
Changes from: June 11, 2019 Total Change is: 341,424
16,130 -19,933 98,600 -70 2,226 68,238 9,015 34,152 64,731 -9,144 -2,397 27,762 66,162 68,045
Percent of Open Interest Represented by Each Category of Trader
6.1 13.4 9.5 34.5 15.6 9.3 6.7 11.8 19.8 2.3 7.8 2.9 8.9 10.0
Number of Traders in Each Category Total Traders: 619
35 36 53 165 98 133 93 95 120 46 50 53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 19,889
Positions
3,585 10,687 6,443 6,413 0 769 444 528 0 0 0 0 2,235 1,462
Changes from: June 11, 2019 Total Change is: -5,934
1,092 215 -6,287 -622 0 0 0 0 0 0 0 0 -117 138
Percent of Open Interest Represented by Each Category of Trader
18.0 53.7 32.4 32.2 0.0 3.9 2.2 2.7 0.0 0.0 0.0 0.0 11.2 7.4
Number of Traders in Each Category Total Traders: 24
4 9 5 7 0 . . . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2019
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P HEALTH CARE INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Health Care Index price)
CFTC Code #13874E Open Interest is 13,503
Positions
232 7,184 2,001 8,194 1,060 0 438 532 0 250 0 0 2,388 2,726
Changes from: June 11, 2019 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
1.7 53.2 14.8 60.7 7.9 0.0 3.2 3.9 0.0 1.9 0.0 0.0 17.7 20.2
Number of Traders in Each Category Total Traders: 20
. 9 4 . . 0 . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 23,769
Positions
9,508 5,079 5,787 3,185 9,658 1,306 389 264 0 0 403 0 3,594 1,272
Changes from: June 11, 2019 Total Change is: 6,839
634 378 5,787 72 446 34 0 -209 0 0 0 0 312 403
Percent of Open Interest Represented by Each Category of Trader
40.0 21.4 24.3 13.4 40.6 5.5 1.6 1.1 0.0 0.0 1.7 0.0 15.1 5.4
Number of Traders in Each Category Total Traders: 23
6 5 4 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 72,482
Positions
7,256 10,246 5,794 42,379 37,196 1,978 520 1,738 165 2,450 7,597 4 11,936 7,764
Changes from: June 11, 2019 Total Change is: 8,317
837 -414 5,349 -784 26 -470 67 172 107 96 0 4 3,111 3,543
Percent of Open Interest Represented by Each Category of Trader
10.0 14.1 8.0 58.5 51.3 2.7 0.7 2.4 0.2 3.4 10.5 0.0 16.5 10.7
Number of Traders in Each Category Total Traders: 69
7 6 8 31 16 11 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 54,326
Positions
10,353 10,578 4,927 16,316 9,477 2,332 5,384 10,416 5,661 1,198 2,313 640 7,513 7,981
Changes from: June 11, 2019 Total Change is: 5,730
-730 1,515 4,411 -253 -590 1,306 -1,404 -2,352 1,378 184 403 482 355 -823
Percent of Open Interest Represented by Each Category of Trader
19.1 19.5 9.1 30.0 17.4 4.3 9.9 19.2 10.4 2.2 4.3 1.2 13.8 14.7
Number of Traders in Each Category Total Traders: 247
24 25 21 45 34 28 27 59 31 15 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 271,631
Positions
51,767 52,892 24,635 81,580 47,385 11,662 26,922 52,081 28,305 5,991 11,563 3,202 37,567 39,907
Changes from: June 11, 2019 Total Change is: 28,649
-3,648 7,573 22,055 -1,266 -2,951 6,528 -7,019 -11,759 6,890 920 2,015 2,412 1,776 -4,113
Percent of Open Interest Represented by Each Category of Trader
19.1 19.5 9.1 30.0 17.4 4.3 9.9 19.2 10.4 2.2 4.3 1.2 13.8 14.7
Number of Traders in Each Category Total Traders: 247
24 25 21 45 34 28 27 59 31 15 18 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 478,750
Positions
68,404 47,801 43,759 217,970 175,499 51,728 44,567 73,092 17,613 9,360 32,047 1,916 23,433 35,295
Changes from: June 11, 2019 Total Change is: 47,305
-961 -370 37,290 3,270 -21,038 10,077 -7,266 1,483 5,621 -565 248 1,916 -2,078 12,078
Percent of Open Interest Represented by Each Category of Trader
14.3 10.0 9.1 45.5 36.7 10.8 9.3 15.3 3.7 2.0 6.7 0.4 4.9 7.4
Number of Traders in Each Category Total Traders: 291
27 20 24 71 54 47 42 51 33 12 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 23,461
Positions
363 3,799 0 10,719 852 221 5,245 14,953 42 1,218 550 0 5,653 3,044
Changes from: June 11, 2019 Total Change is: -8,976
-5,678 3,799 -3,799 8 68 -2 1,168 -8,122 -541 -458 550 -98 424 -831
Percent of Open Interest Represented by Each Category of Trader
1.5 16.2 0.0 45.7 3.6 0.9 22.4 63.7 0.2 5.2 2.3 0.0 24.1 13.0
Number of Traders in Each Category Total Traders: 30
. . 0 11 . . 6 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 54,974
Positions
6,151 4,437 283 19,339 14,153 551 19,711 8,819 331 1,146 400 0 7,462 26,000
Changes from: June 11, 2019 Total Change is: -29,483
323 -16,591 -1,045 -5,017 -192 -112 -15,607 -558 -2,175 1,146 -1,902 -6 -6,990 -6,902
Percent of Open Interest Represented by Each Category of Trader
11.2 8.1 0.5 35.2 25.7 1.0 35.9 16.0 0.6 2.1 0.7 0.0 13.6 47.3
Number of Traders in Each Category Total Traders: 65
11 5 . 14 8 6 13 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 379,873
Positions
31,326 178,011 47,594 237,297 95,468 21,548 10,215 11,236 1,238 7,074 2,579 7,140 16,441 15,059
Changes from: June 11, 2019 Total Change is: 44,276
1,049 -9,684 38,957 -10,171 -1,196 3,533 -48 -1,975 922 -3,555 -1,220 7,140 6,449 7,799
Percent of Open Interest Represented by Each Category of Trader
8.2 46.9 12.5 62.5 25.1 5.7 2.7 3.0 0.3 1.9 0.7 1.9 4.3 4.0
Number of Traders in Each Category Total Traders: 163
14 13 13 62 37 34 14 13 5 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 1,452,457
Positions
75,598 761,623 181,293 839,083 216,999 147,300 68,430 53,508 6,355 38,451 8,249 5,010 90,937 72,120
Changes from: June 11, 2019 Total Change is: 151,780
10,179 -56,005 157,815 -36,652 -19,375 24,841 888 -12,717 868 -56,179 -142 634 49,386 55,861
Percent of Open Interest Represented by Each Category of Trader
5.2 52.4 12.5 57.8 14.9 10.1 4.7 3.7 0.4 2.6 0.6 0.3 6.3 5.0
Number of Traders in Each Category Total Traders: 413
23 25 20 160 74 95 53 34 24 34 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 114,113
Positions
41,836 48,084 52,832 4,409 420 425 13,436 1,500 299 800 10,442 51 25 60
Changes from: June 11, 2019 Total Change is: 2,346
-993 -1,783 3,857 0 0 0 -50 0 32 0 740 -500 0 0
Percent of Open Interest Represented by Each Category of Trader
36.7 42.1 46.3 3.9 0.4 0.4 11.8 1.3 0.3 0.7 9.2 0.0 0.0 0.1
Number of Traders in Each Category Total Traders: 35
4 18 9 5 . . 4 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 1,167,411
Positions
4,777 96,309 38,744 436,485 318,810 203,225 95,302 157,683 146,907 39,269 49,106 12,085 190,618 144,543
Changes from: June 11, 2019 Total Change is: 4,667
1,327 -8,209 3,046 5,367 -972 5,454 -12,322 11,745 -558 1,359 -137 1,717 -723 -7,420
Percent of Open Interest Represented by Each Category of Trader
0.4 8.2 3.3 37.4 27.3 17.4 8.2 13.5 12.6 3.4 4.2 1.0 16.3 12.4
Number of Traders in Each Category Total Traders: 187
8 15 15 58 28 47 29 29 40 9 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 1,155,443
Positions
3,982 151,684 919 719,727 23,159 172,893 22,909 644,557 15,740 39,610 53,350 489 179,174 92,652
Changes from: June 11, 2019 Total Change is: -4,186
-354 -5,866 475 -904 2,699 265 234 7,483 -9,543 3,897 -696 0 1,745 997
Percent of Open Interest Represented by Each Category of Trader
0.3 13.1 0.1 62.3 2.0 15.0 2.0 55.8 1.4 3.4 4.6 0.0 15.5 8.0
Number of Traders in Each Category Total Traders: 132
. 15 . 67 11 50 8 23 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 3,685,158
Positions
69,930 276,488 22,919 1,821,255 577,587 265,077 592,693 2,062,058 123,039 572,307 218,639 17,349 200,589 122,003
Changes from: June 11, 2019 Total Change is: -75,025
-5,804 19,530 -2,454 9,068 -75,357 11,621 -101,648 -52,736 18,584 -14,286 2,007 -204 10,099 3,984
Percent of Open Interest Represented by Each Category of Trader
1.9 7.5 0.6 49.4 15.7 7.2 16.1 56.0 3.3 15.5 5.9 0.5 5.4 3.3
Number of Traders in Each Category Total Traders: 363
20 32 11 111 37 73 51 67 50 28 17 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 4,956,204
Positions
248,382 195,320 376,793 1,658,398 818,990 853,292 326,427 1,267,308 638,150 250,396 248,950 114,678 489,689 442,724
Changes from: June 11, 2019 Total Change is: 38,208
14,522 -21,174 33,968 65,577 -60,278 10,399 -71,683 43,789 50,345 -70,916 -19,765 14,136 -8,140 -13,212
Percent of Open Interest Represented by Each Category of Trader
5.0 3.9 7.6 33.5 16.5 17.2 6.6 25.6 12.9 5.1 5.0 2.3 9.9 8.9
Number of Traders in Each Category Total Traders: 426
34 29 44 96 80 113 78 59 90 27 23 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 741,109
Positions
29,274 70,540 408 294,730 293,295 101,341 143,612 100,317 7,420 48,353 24,878 0 115,971 142,910
Changes from: June 11, 2019 Total Change is: 23,816
9,505 5,267 -1,710 7,415 2,117 9,547 -263 10,157 1,293 -4,932 3,430 0 2,961 -6,285
Percent of Open Interest Represented by Each Category of Trader
4.0 9.5 0.1 39.8 39.6 13.7 19.4 13.5 1.0 6.5 3.4 0.0 15.6 19.3
Number of Traders in Each Category Total Traders: 105
4 10 . 26 34 35 15 9 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 5,123,309
Positions
120,595 522,316 209,332 2,211,032 814,210 913,492 447,777 1,531,190 449,141 381,883 307,302 28,691 361,365 347,635
Changes from: June 11, 2019 Total Change is: 110,731
16,630 30,879 33,408 -28,115 -1,965 38,714 9,398 -39,690 37,213 -13,654 -5,720 4,453 12,684 13,438
Percent of Open Interest Represented by Each Category of Trader
2.4 10.2 4.1 43.2 15.9 17.8 8.7 29.9 8.8 7.5 6.0 0.6 7.1 6.8
Number of Traders in Each Category Total Traders: 334
20 31 27 83 53 85 47 63 68 15 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 2,289,169
Positions
538,808 302,947 653,955 12,272 99,997 91,767 349,031 578,869 440,547 152,600 49,864 15,981 34,208 55,242
Changes from: June 11, 2019 Total Change is: 13,006
-31,867 78,070 -13,690 -10,266 11,074 29,771 37,664 -85,231 -15,919 17,946 8,734 -1,279 646 1,476
Percent of Open Interest Represented by Each Category of Trader
23.5 13.2 28.6 0.5 4.4 4.0 15.2 25.3 19.2 6.7 2.2 0.7 1.5 2.4
Number of Traders in Each Category Total Traders: 173
26 38 50 . 10 4 30 40 50 10 13 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 is29,214,958
Positions
2,731,445 2,049,762 5,383,966 629,428 1,575,995 1,681,625 1,168,287 587,818 16,477,854 169,349 197,491 219,232 753,771 1,041,214
Changes from: June 11, 2019 Total Change is:-3,130,522
213,321 -570,058 -719,917 37,436 314,573 -236,886 -369,572 44,779 -1,825,900 -84,135 -5,538 -63,868 -81,001 -67,708
Percent of Open Interest Represented by Each Category of Trader
9.3 7.0 18.4 2.2 5.4 5.8 4.0 2.0 56.4 0.6 0.7 0.8 2.6 3.6
Number of Traders in Each Category Total Traders: 302
36 33 64 16 34 37 53 78 115 19 27 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 77,702
Positions
11,157 19,690 6,909 2,689 3,298 1,350 33,149 22,406 21,573 0 1,479 0 875 997
Changes from: June 11, 2019 Total Change is: 3,956
3,774 2,191 -62 2,010 -148 0 -492 1,910 -1,173 0 1,422 0 -101 -184
Percent of Open Interest Represented by Each Category of Trader
14.4 25.3 8.9 3.5 4.2 1.7 42.7 28.8 27.8 0.0 1.9 0.0 1.1 1.3
Number of Traders in Each Category Total Traders: 42
. 10 9 . . . 13 7 20 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 81,890
Positions
13,216 7,915 13,867 5,550 0 3,333 25,695 35,366 19,530 439 1,600 0 260 279
Changes from: June 11, 2019 Total Change is: 5,455
3,174 -2,300 665 -652 -1,200 2,048 -189 6,520 473 0 -371 0 -64 -380
Percent of Open Interest Represented by Each Category of Trader
16.1 9.7 16.9 6.8 0.0 4.1 31.4 43.2 23.8 0.5 2.0 0.0 0.3 0.3
Number of Traders in Each Category Total Traders: 55
7 10 11 . 0 . 10 21 22 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 16,375
Positions
2,686 3,974 0 1,067 3,965 0 6,361 4,951 69 6,135 1,242 0 57 2,174
Changes from: June 11, 2019 Total Change is: -12,662
287 -10,728 -1,148 -143 5 -33 -11,458 -868 -2 -198 50 0 33 62
Percent of Open Interest Represented by Each Category of Trader
16.4 24.3 0.0 6.5 24.2 0.0 38.8 30.2 0.4 37.5 7.6 0.0 0.3 13.3
Number of Traders in Each Category Total Traders: 31
. 4 0 . 9 0 4 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 9,925
Positions
4,123 2,425 0 1,110 1,496 0 4,656 4,058 0 0 207 0 36 1,739
Changes from: June 11, 2019 Total Change is: -13,279
1,230 -9,421 -2,689 -40 -419 0 -11,626 -735 -108 0 0 0 -46 93
Percent of Open Interest Represented by Each Category of Trader
41.5 24.4 0.0 11.2 15.1 0.0 46.9 40.9 0.0 0.0 2.1 0.0 0.4 17.5
Number of Traders in Each Category Total Traders: 27
. . 0 . 9 0 . 7 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 49,243
Positions
12,306 315 16,597 0 40 0 6,258 12,591 13,806 30 5,625 246 0 23
Changes from: June 11, 2019 Total Change is: 3,489
1,020 182 0 0 0 0 2,416 3,217 70 0 0 0 -17 20
Percent of Open Interest Represented by Each Category of Trader
25.0 0.6 33.7 0.0 0.1 0.0 12.7 25.6 28.0 0.1 11.4 0.5 0.0 0.0
Number of Traders in Each Category Total Traders: 24
. . . 0 . 0 . 7 . . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 5,391
Positions
0 0 0 354 0 0 2,564 2,911 491 482 1,621 0 1,500 368
Changes from: June 11, 2019 Total Change is: 957
0 0 0 -5 0 0 491 -133 235 120 870 -24 140 9
Percent of Open Interest Represented by Each Category of Trader
0.0 0.0 0.0 6.6 0.0 0.0 47.6 54.0 9.1 8.9 30.1 0.0 27.8 6.8
Number of Traders in Each Category Total Traders: 48
0 0 0 5 0 0 17 14 6 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 47,046
Positions
428 27,752 0 18,865 2,912 460 19,933 12,040 1,419 1,818 653 112 4,011 1,697
Changes from: June 11, 2019 Total Change is: -2,147
-140 1,315 0 3,690 -78 -50 -1,589 1,040 -1,903 21 -617 -117 -2,060 -1,738
Percent of Open Interest Represented by Each Category of Trader
0.9 59.0 0.0 40.1 6.2 1.0 42.4 25.6 3.0 3.9 1.4 0.2 8.5 3.6
Number of Traders in Each Category Total Traders: 90
. . 0 13 6 . 30 15 10 16 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 407,218
Positions
53,872 28,040 20,997 127,497 90,516 27,004 41,615 105,479 87,773 13,484 4,308 14,552 20,424 28,549
Changes from: June 11, 2019 Total Change is: 26,898
7,989 1,254 4,161 -14,830 9,631 3,606 10,331 -7,309 17,738 2,908 435 -447 -4,558 -2,171
Percent of Open Interest Represented by Each Category of Trader
13.2 6.9 5.2 31.3 22.2 6.6 10.2 25.9 21.6 3.3 1.1 3.6 5.0 7.0
Number of Traders in Each Category Total Traders: 199
8 19 20 19 30 22 42 48 55 12 11 15
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Traders in Financial Futures - Options and Futures Combined Positions as of June 18, 2019
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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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 41,724
Positions
1,549 4,962 2,788 13,453 16,905 2,722 11,904 5,514 7,914 1,190 179 0 204 740
Changes from: June 11, 2019 Total Change is: 8,542
180 -126 1,418 -39 -1,673 2,613 -1,962 -17 6,295 17 -43 0 20 75
Percent of Open Interest Represented by Each Category of Trader
3.7 11.9 6.7 32.2 40.5 6.5 28.5 13.2 19.0 2.9 0.4 0.0 0.5 1.8
Number of Traders in Each Category Total Traders: 48
4 . . 10 7 . 8 7 . 8 . 0
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Updated June 21, 2019